State_Space_Models_FEX
于 2015-07-22 发布
文件大小:40KB
0 81
下载积分: 1
下载次数: 9
代码说明：
State Space/ Kalman Filter Toolbox,Author: Marcelo Perlin / (PhD Student) / ICMA – Reading University,This toolbox was designed to simulate and fit linear state space models with the kalman filter approach. The main literature I used for this particular package is Kim and Nelson (1999) and Hamilton (1994).
下载说明：请别用迅雷下载，失败请重下，重下不扣分！
发表评论
