search for: kalmanfilt

Displaying 4 results from an estimated 4 matches for "kalmanfilt".

Did you mean: kalmanfilter
2017 Jul 30
4
Kalman filter for a time series
..., startDate, endDate ) { prices = get.hist.quote( instrument = tickerSym, start = startDate, end = endDate, quote="AdjClose", provider="yahoo", compression="d", quiet=T) prices.ts = ts(prices) return( prices.ts ) } kalmanFilter = function( x ) { t = x if (class(t) != "ts") { t = ts(t) } ssModel = structSSM( y = t, distribution="Gaussian") ssFit = fitSSM(inits=c(0.5*log(var(t)), 0.5*log(var(t))), model = ssModel ) kfs = KFS( ssFit$model, smoothing="state", nsim=length(t)) v...
2017 Jul 30
0
Kalman filter for a time series
...ist.quote( instrument = tickerSym, start = startDate, > end = endDate, > quote="AdjClose", provider="yahoo", > compression="d", quiet=T) > > prices.ts = ts(prices) > return( prices.ts ) > } > > kalmanFilter = function( x ) > { > t = x > if (class(t) != "ts") { > t = ts(t) > } > ssModel = structSSM( y = t, distribution="Gaussian") > ssFit = fitSSM(inits=c(0.5*log(var(t)), 0.5*log(var(t))), model = ssModel ) > kfs = KFS( ssFit$model, smoothing=&quot...
2009 Aug 12
0
Attached file following download failure
..."stdout" "terminal" "w" "text" "opened" "no" "yes" 2 "stderr" "terminal" "w" "text" "opened" "no" "yes" > unlink("D:\\sharks\\KalmanFilter\\F34520\\AG2008072_2008074_sst.xyz") #does nothing, no message (status 0) > unlink("D:\\sharks\\KalmanFilter\\F34520",recursive=TRUE) #does not delete the folder, deletes any files in the folder EXCEPT the attached one, no message (status 0) > Mark Fowler Population Ec...
2017 Jul 30
0
Kalman filter for a time series
...ote( instrument = tickerSym, start = startDate, > end = endDate, > quote="AdjClose", provider="yahoo", > compression="d", quiet=T) > > prices.ts = ts(prices) > return( prices.ts ) > } > > kalmanFilter = function( x ) > { > t = x > if (class(t) != "ts") { > t = ts(t) > } > ssModel = structSSM( y = t, distribution="Gaussian") > ssFit = fitSSM(inits=c(0.5*log(var(t)), 0.5*log(var(t))), model = ssModel ) > kfs = KFS( ssFit$model, s...