If you are interested in linear Gaussian State Space models, then
package dlm may be of interest.
Giovanni
> Date: Mon, 29 Jan 2007 20:50:49 +0530
> From: Shubha Vishwanath Karanth <shubhak at ambaresearch.com>
> Sender: r-help-bounces at stat.math.ethz.ch
> Precedence: list
> Thread-topic: Bayesian States Space Modeling
> Thread-index: AcdDuQ5nlhQW8jWNRcCUj+Tx1MEP8g=>
> Hi R,
>
>
>
> What package of R can I use for Bayesian States Space Modeling? And any
> other supporting packages?
>
>
>
> Thanks in advance,
>
> Shubha
>
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>
> [[alternative HTML version deleted]]
>
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--
Giovanni Petris <GPetris at uark.edu>
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630 (fax)
http://definetti.uark.edu/~gpetris/