Re: [Gretl-users] Kalman filter
On Mon, February 27, 2006 18:10, Arnaud Bervas wrote:
By chance, would there be anyone having developed a Kalman filtering
program
with Gretl ? I imagine that such a program might be developed with Gretl and
I would be interested in having a look at an example.
Thanks
In theory, with the new matrix facilities in place, a user-defined function
for Kalman filtering is possible.
But I suspect that doing it properly would be a hell of a job ;-)
--
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona