| dc.contributor.author | Tusell Palmer, Fernando Jorge  | |
| dc.date.accessioned | 2014-02-21T18:29:29Z | |
| dc.date.available | 2014-02-21T18:29:29Z | |
| dc.date.issued | 2011-03 | |
| dc.identifier.citation | Journal of Statistical Software 39(2) : 1-27 (2011) | es |
| dc.identifier.issn | 1548-7660 | |
| dc.identifier.uri | http://hdl.handle.net/10810/11607 | |
| dc.description.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. | es |
| dc.description.sponsorship | Partial support from grants ECO2008-05622 (MCyT) and IT-347-10 (Basque Government) | es |
| dc.language.iso | eng | es |
| dc.publisher | Journal of Statistical Software | es |
| dc.rights | info:eu-repo/semantics/openAccess | es |
| dc.subject | state space models | es |
| dc.subject | Kalman filter | es |
| dc.subject | time series | es |
| dc.subject | R | es |
| dc.title | Kalman Filtering in R | es |
| dc.type | info:eu-repo/semantics/article | es |
| dc.rights.holder | is work is licensed under the licenses
Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) | es |
| dc.relation.publisherversion | http://www.jstatsoft.org/v39/i02 | es |
| dc.departamentoes | Economía aplicada III (Econometría y Estadística) | es_ES |
| dc.departamentoeu | Ekonomia aplikatua III (ekonometria eta estatistika) | es_ES |
| dc.subject.categoria | SOFTWARE | |
| dc.subject.categoria | STATISTICS AND PROBABILITY | |
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