[R] kalman filter in sspir
Hi, I used sspir for managing non-gaussian State space models but I observed that for such models only the smoother is gave while the filter is missing. Why? -- View this message in context: http://r.789695.n4.nabble.com/kalman-filter-in-sspir-tp3047486p3047486.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] NA values
Hi, I tried to manage exponential family state-space model with the packages KFAS. The problem is that my data set includes some NA observation and it seems not working. Any suggestion? Thanks in advance, Federico -- View this message in context: http://r.789695.n4.nabble.com/R-pkgs-New-package-for-multivariate-Kalman-filtering-smoothing-simulation-and-forecasting-tp903589p3027907.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] NA values in package KFAS or SSPIR
Hi, I tried to manage exponential family state-space model with the packages KFAS and sspir. The problem is that my data set includes some NA observation and it seems not working. Any suggestion? Thanks in advance, Federico -- View this message in context: http://r.789695.n4.nabble.com/NA-values-in-package-KFAS-or-SSPIR-tp3027877p3027877.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.