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2009 Sep 11
3
State Space models in R
Hello everybody,
I am writing a review paper about State Space models in R, and I would
like to cover as many packages as I reasonably can.
So far I am familiar with the following tools to deal with SS models:
* StructTS, Kalman* (in stats)
* packages dse[1-2]
* package sspir
* package dlm
I would like to have some input from users who work with SS models:
are there any other packages for SS