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A collection of recipes for creating state-space models in R

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Recipes for State Space Models in R

Paul Teetor
July 2015

## Introduction

This monograph is a collection of recipes for creating state-space models in R. I like the power of state-space models, and R had several excellent packages for building them. Unfortunately, it’s not quite an “out of the box” technology. Using any package involves numerous little details, and unless I used the package very recently, building a model requires pulling out the package documentation, reading it all over again, and trying to remember how the parts fit together. One day I got tired of that, so I put together these recipes.

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