10 lines
303 B
Text
10 lines
303 B
Text
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A glm-like formula language to define dynamic generalized
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linear models (state space models).
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Includes functions for Kalman filtering and smoothing.
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Estimation of variance matrices can be performed using
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the EM algorithm in case of Gaussian models.
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WWW: http://cran.r-project.org/web/packages/sspir/
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