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Dear R-brains, I'm rather new to state-space models and would benefit from the extra confidence in using the excellent package sspir. In a one-factor model, If I am trying to do a simple regression where I assume the intercept is constant and the 'Beta' is changing, how do I do that? How do i Initialize the filter (i.e. what is appropriate to set m0, and C0 for the example below)?

...latex: command not found installing R files /bin/sh: latex: command not found /bin/sh: latex: command not found installing man source files installing indices installing help >>> Building/Updating help pages for package 'cultosaurus' Formats: text html latex example sygehus text html latex example missing link(s): ~~fun~~ /bin/sh: latex: command not found adding MD5 sums packaged installation of package 'cultosaurus' as cultosaurus_0.1.zip * DONE (cultosaurus) $ Sixten Borg IHE Box 2127 S-220 02 Lund Sweden tel: +...