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 -- View this message in context: http://r.789695.n4.nabble.com/State-Space-Kalman-Filter-tp4646615p4646673.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
