State space models in R

Project Details


The aim of the project is to develop a package for R that implements a language for formulating a wide range of state space models. This will be a valuable tool for applying state space methodology in a variety of situations. Also, the package is intended to be a platform for development of new state space methodology. By specifying state space models as objects with a number of associated functions, more complicated models such as multi-process models may be defined as a series of such objects. In cooperation with: Bjarke Klein, SSI; Erik Jørgensen, Inge Korsgaard and Søren Højsgaard, Research Center Foulum; Flemming Skjøth, The Danish Agricultural Advisory Service, Skejby.
Effective start/end date31/12/200631/12/2006