[S] Kalman Filter Smoother

Steve Craighead (USNATL4T@ibmmail.com)
Sun, 28 Jun 1998 11:39:13 EDT

Has anyone written S+ code for the Kalman Filter? I'm actually interested
in Kalman Filter Smoother discussed by de Jong in JASA 84 "Smoothing
and Interpolation With the State-Space Model."

Steve Craighead Email: usnatL4t@ibmmail.com
Nationwide Life Ins. Co. or craighs@nationwide.com
One Nationwide Plaza 1-27-01 Fax: (614) 249-0725
Columbus, Ohio USA 43215-2220 Phone:(614) 249-8775
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