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Kalman and regression model
Artyom Kharitonov
·
Jan 20, 2011
·
r-sig-finance
Hi everyone. I have a question about the Kalman filter and DLM package. I have Initial data: regression : y = bx Purpose: make adaptive b Decision: After MLE define the unknown parameter V, W. Define state-space model dlmRegr (...) with V...
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