Message-ID: <1350585771934-4646673.post@n4.nabble.com>
Date: 2012-10-18T18:42:51Z
From: nserdar
Subject: "State Space" + "Kalman Filter "
In-Reply-To: <A1F1A2DDE4BBE14F8DD8B25666C9D5A0EFB709@ex-mbx2.uark.edu>
I know these package but I plan to analyse financial multi factorial data
set, and also estimate diffuse initial values for these
models.
I generated my own code, but I had problem with optim() package problem. I
need some constraints and I do not apply it
in my code.
Do you have any suggestion about these problem?
Regards,
Ser
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