R package: state space model estimation with bayesian method
2005-05-07      
Print from: Zhiyong Zhang \'s Psychometric Website
Address: http://www.psychstat.org/us/article.php/7
R package: state space model estimation with bayesian method
This package includes several R functions. It can be used to simulate the state space model and estimate the parameters with bayesian method.

The model is:

y=H*beta_{t}+R,  Beta_{t}=mu+fp*Beta_{t-1}+qq

The package may have problem. Welcome to email me at (link zz5m and virginia.edu with @) to discuss it.


Click the link below to download the package.
R package 
Editor: johnny