[18682] in s-news-athena
[S] kalman filter in splus
daemon@ATHENA.MIT.EDU (Verena RESSEL)
Wed Jul 21 11:15:52 1999
Message-Id: <199907211500.RAA07951@mail.boku.ac.at>
From: "Verena RESSEL" <vressel@edv2.boku.ac.at>
To: s-news@wubios.wustl.edu
Date: Wed, 21 Jul 1999 17:11:52 +0100
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dear s+ users,
i work on flow-prediction with multiple linear regression and would
like to implement the kalman filter method to adaptively estimate my
regression coefficients in the online use of the model.
i was wondering if there already exists a function for the kalman
filter in splus that i could adapt for my purposes.
thanks in advance
verena
------------------------------------------------------------------------
DI Verena Ressel ph: +43 1 36006 5525
email: vressel@edv2.boku.ac.at
Institut für Wasserwirtschaft, Hydrologie
und konstruktiven Wasserbau (IWHW)
Universität für Bodenkultur Wien
Muthgasse 18
A-1190 Wien
AUSTRIA
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