Recipes for simple state-space models

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Recipes for simple state-space models

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All:
I really like the power and flexibility of state-space models for time series analysis, and R has several excellent state-space packages. Unfortunately, I can never remember all the little details necessary to use the packages. So I put together a collection of recipes, simply for my own benefit. Now I'm wondering if others would find them useful, too.
The recipes are available on my website.
   http://www.quantdevel.com/public/StateSpaceModels/
The R code is available on github.
   https://github.com/pteetor/StateSpaceModels
The recipes are for basic models only. If there's enough interest, I can expand the material to include more sophisticated models. The documentation is not tutorial in nature but does have pointers to useful tutorials.
Thanks in advance for any feedback. I'm at [hidden email].
Paul
 Paul Teetor, Elgin, IL USAhttp://quantdevel.com/public
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Re: Recipes for simple state-space models

Mark Knecht
I'm not where I can look at your work but I am certainly interested. Thanks
in advance.

Cheers,
Mark
On Sep 27, 2015 5:44 PM, "Paul Teetor via R-SIG-Finance" <
[hidden email]> wrote:

> All:
> I really like the power and flexibility of state-space models for time
> series analysis, and R has several excellent state-space packages.
> Unfortunately, I can never remember all the little details necessary to use
> the packages. So I put together a collection of recipes, simply for my own
> benefit. Now I'm wondering if others would find them useful, too.
> The recipes are available on my website.
>    http://www.quantdevel.com/public/StateSpaceModels/
> The R code is available on github.
>    https://github.com/pteetor/StateSpaceModels
> The recipes are for basic models only. If there's enough interest, I can
> expand the material to include more sophisticated models. The documentation
> is not tutorial in nature but does have pointers to useful tutorials.
> Thanks in advance for any feedback. I'm at [hidden email].
> Paul
>  Paul Teetor, Elgin, IL USAhttp://quantdevel.com/public
>         [[alternative HTML version deleted]]
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions
> should go.

        [[alternative HTML version deleted]]

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markknecht@gmail.com