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state-space models and kalman filter

Michael Roberts 
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
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Thread (2 messages)

Michael Roberts state-space models and kalman filter Nov 8 Paul Gilbert state-space models and kalman filter Nov 9