search for: ssfpack

When doing ?Nile, the url for the data source is dead. It says http://www.= ssfpack.com/dkbook/ but this has changed to=20 http://www.ssfpack.com/DKbook.html Version: platform =3D i386-redhat-linux-gnu arch =3D i386 os =3D linux-gnu system =3D i386, linux-gnu status =3D major =3D 2 minor =3D 10.0 year =3D 2009 month =3D 10 day =3D 26 svn rev =3D 50208 language =3D R...

...bin and Koopman. In practice, it is useful to run Kalman filtering/smoothing/forecasting with exogenous factor: a <- T a + L b + R e y = Z' a + M b + eta where b is some known vector (a function of time). Some other software like S-plus and Mathematica include the above exogenous factor. SsfPack by Koopman, etal. also has the factor built in the model to accommodate practical uses. So what is the rationale for R to leave off the exogenous factor? Is there a feasible way to convert the general model to the simple model in R? Thanks, Heng Sun _______________________________ Declare...

...ed to locate potential shocks. [p15, Theorem 6.1 and below]. They also state that all the components of that statistic (v_i, F_i, r_i, N_i) 'are computed with Kalman Filter Smoother applied to the null model'. Also, as I understand, that part has been implemented in one of the S packages , SsfPack, as the book on that states on p 531 'the standardized smoothed disturbances may be interpreted as t-statistics for impulse intervention variable in the transition and measurement equations.' and equations for the statistic are: eta_t / sqrt(var(eta_t), where eta_t and var have...

Hello List, I've done some cursory searching but (so far) have struck out. Does anyone know if the R version of the S+ FinMetrics package is available? Best, Bill Vedder

...or.Rd,http://www.math.yorku.ca/SCS/sugi/sugi17-paper.html,1,academic src/library/datasets/man/HairEyeColor.Rd,http://www.math.yorku.ca/SCS/Papers/asa92.html,1,academic src/library/stats/man/optimize.Rd,http://www.netlib.org/fmm/fmin.f,1,academic src/library/datasets/man/UKDriverDeaths.Rd,http://www.ssfpack.com/dkbook/,1,private src/library/utils/man/object.size.Rd,https://en.wikipedia.org/wiki/Binary_prefix,4,private src/library/utils/man/unzip.Rd,http://zlib.net,1,private src/library/base/man/dcf.Rd,https://www.debian.org/doc/debian-policy/ch-controlfields.html,1,private src/library/base/man/DateTim...

>>>>> Thomas Levine <_ at thomaslevine.com> >>>>> on Fri, 28 Jul 2017 18:53:16 +0000 writes: > The attached patch corrects a dead link in the treering > documentation. The URL in the manual [1] refers to a > personal home page belonging to Christine Hallman (user > "hallman") on the website of the University of Arizona