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2000 Nov 08
3
state-space models and kalman filter
Hello again,
A different but related question to my last one:
Does anyone know if one can easily estimate state-space models
using ML and the kalman filter using R? I would be especially
interested in a relatively flexible function that would allow for
estimation
of hyperparameters, or could be made to do so.
Thanks
Michael J. Roberts
Resource Economics Division, PMT
USDA-ERS
202-654-5557