> Date: Fri, 31 Oct 2008 16:39:32 +0100 > From: Sandrine LUNVEN <[EMAIL PROTECTED]> > Sender: [EMAIL PROTECTED] > Importance: Normal > Precedence: list > > > Hi, > > I am studying Kalman Filter and it seems to be difficult for me to apply the > filter on a simple ARMA. > It is easy to construct the state-space model, for instance: > dlmModARMA(ar=c(0.4,-0.2),ma=c(0.2,-0.1, sigma2=1) > but applying the dlmFilter on it, it doesn't work...
What do you mean, "it doesn't work"? Could you provide an example substantiating your claim? What would you expect to obtain instead? > I don't know if my problem is clear but if anyone has already worked on > Kalman filter, it could be great to advise me! > Thank you in advance! > > Sandrine > > ______________________________________________ > 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. ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ Please do so. It makes much more easy to understand and answer your questions. Best, Giovanni Petris -- Giovanni Petris <[EMAIL PROTECTED]> Associate Professor Department of Mathematical Sciences University of Arkansas - Fayetteville, AR 72701 Ph: (479) 575-6324, 575-8630 (fax) http://definetti.uark.edu/~gpetris/ ______________________________________________ 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.
