Journal of Statistical Software

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Sample volume 1
Title State Space Modeling Using SsfPack in
Author Zivot Eric W.
This paper presents two illustrations of state space modeling in S-PLUS using the Ssf-
Pack 3.0 routines implemented in S FinMetrics 3.0. The state space modeling functions in S FinMetrics/SsfPack are extremely exible and powerful and can be used for a wide variety of linear Gaussian state space models and for some non-linear and non-Gaussian state space models.
Keywords state space models, software tools, S-PLUS.
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