State Space Models in R A glm-like formula language to define dynamic generalized linear models (state space models). Includes functions for Kalman filtering and smoothing. Estimation of variance matrices can be perfomred using the EM algorithm in case of Gaussian models. Read help(sspir) to get started. Software Depends: R (>= 2.1.0),MASS,mvtnorm Claus Dethlefsen <cld@rn.dk> Claus Dethlefsen, Soren Lundbye-Christensen and Anette Luther Christensen GPL (>= 2) 2009-11-19 application/tgz http://CRAN.R-project.org/package=sspir