Kalman filter estimation in Logl object

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scunthorpe
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Joined: Sun Aug 16, 2009 6:51 pm

Kalman filter estimation in Logl object

Postby scunthorpe » Sun Aug 16, 2009 7:09 pm

Has anyone tried running a simple kalman filter (like a local-linear trend) in the logl object. I know this could easily be done in the State Space object but I am trying to get my head around the background estimation of the filter and am wondering whether it is possible to do in the logl form.

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