Message-ID: <3B9CBDE1.A288C0C3@bank-banque-canada.ca>
Date: 2001-09-10T13:19:30Z
From: Paul Gilbert
Subject: State space modelling
>Hi, I'm new to R and am trying to implement a state-space model, and do
some
>simulations looking at how well it works.
You might look at the dse package available on CRAN and the Users' Guide
available at
<http://www.bank-banque-canada.ca/pgilbert>. It does multivariate
state-space and also ARMA modelling. The simulate method does
simulation. There are also methods for monte-carlo experiments.
Paul Gilbert
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