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?
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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
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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
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