今日，读了Fernando Tusell于2011年3发表的论文“Kalman Filtering in R”，大有收获，现发上来与大家分享，希望你也有收获。由于我现在急缺银子，大家意思一下吧！


资料描述：

Authors:	Fernando Tusell
Title:	Kalman Filtering in R
Abstract:	Support in R for state space estimation via Kalman filtering was limited to one package, until fairly recently. In the last five years, the situation has changed with no less than four additional packages offering general implementations of the Kalman filter, including in some cases smoothing, simulation smoothing and other functionality. This paper reviews some of the offerings in R to help the prospective user to make an informed choice.
Paper:	Kalman Filtering in R （pdf, 842.5 KB)
Supplements:	R example code from the paper （ 32.8 KB) Example data in R binary format (87.7 KB)
Paper:	Kalman Filtering in R (application/pdf, 842.5 KB)