zhaojiannie http://stats.stackexchange.com/questions/4296/r-code-for-time-series-forecasting-using-kalman-filter 唉 自己写吧
foreseer201 楼上给的网址中,有网友回复了好几个可以卡尔曼滤波的包啊。回复内容如下: t lists several entries for packages covering Kalman filtering: dlm FKF KFAS There are also other packages robKalman SSPIR