[R] kalman filter in sspir

2010-11-17 Thread feder

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

2010-11-04 Thread feder

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

2010-11-04 Thread feder

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.