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Google Docs でブログを書く http://a-h.parfe.jp/einfach/archives/2006/1215121340.html GOOGLE †興味深い検索結果を返してくれた、検索キーワードのメモなど。 ぐぐるキーワード †リンク、気になるウェブページ †
MATLABのメモ †Rのメモ †Post Script †あたりをみろ。 それから R掲示板の"R-2.3.0"もみろ。 Kalman Filter & Kalman Smoothing（研究関連） †Basic Information will be avaible at... †You can find basic information related to Kalman Filter here. Also, hpfilter (Hodrick Prescott Filter) is mentioned in the article. By the way, the PDF file is updated at June 26, 2006, which is pretty recent. Commands †Related commands and are as follows; filter {stats}
General functions to do filterations. smooth.spline {stats}
This can be used to do hp filteration. KalmanLike {stats}
The most frequently mentioned is the KalmanLike family of functions. But they work only for univariate state space models (that is, models in which there is only one variable in the observations equation). For this reason, the methods in the {dse1} package (l.SS() and others) and {sspir} package are often preferred. Because of their greater simplicity, the functions in the sspir package are described in "Econometrics in R" to do Kalman filter. kfilter {sspir}
smoother {sspir}
SS {sspir}
We run SS() to create the state space model. OH MY GOD, sspir is the exact package I wanted right now. Good job!!!!! The author who wrote "Econometrics in R", Jesus Chirst!!!!!!! Thank God, that I read Chapter 5 of this PDF!!!! Cf1 Do not confuse the following functions SS {dse1}
smoother {dse1}
CAUTION:dse1は関数名が被ってる！！ 次のパッケージを付け加えます: 'dse1'
The following object(s) are masked from package:sspir :
smoother SS
The following object(s) are masked from package:stats :
acf simulate
となってしまったよ。 Cf2 l.SS {dse1}
The functions in package dse1 appear more flexible but more complicated to initialize. Packages †sspir: State Space Models in R This packages is great. Since it's not in the list shown here, I didn't know this up to now. "Econometrics in R" told me about this package. Really great.....See here for detail. kfilter {sspir}
seems to be quite useful, as explained in "Econometrics in R". R site search †http://finzi.psych.upenn.edu/search.html search key words 1 : sspir kalman search key words 2 : P_Johnson_tips_1とかP_Johnson_tips_2 †が役に立ちそうだ。 Rの参考書 †Time series analysis and its applications / Robert H. Shumway, David S. Stoffer PukiWikiのメモ †PukiWikiのカスタマイズ †色の設定については、
ファイルのアップロード †Mimetexで数式を書けるようにする †
http://www.forkosh.com/mimetex.cgi にぶら下がって動作する。 いや、やっぱりちゃんと自分でmimetex.cgiを設置した。 http://www.sugi-shun.com/cgi-bin/mimetex.cgi に設置。 Mimetex関連リンク †md5ハッシュを求める †
Movable Type関連のメモ †ＰＣのメンテナンスのメモ †ぐーぐるキーワード：rundll32.exe thinkpad T41
Books Related Memo †
他キャンパスから取り寄せれば、ある。
旧図書館にある模様
KBSから取り寄せれば、ある。
ある 2006-08-15 (火) 09:07:16 †
その他、ざっくばらんにメモ †NAMAZU, searching system on various websites |
