[Jprogramming] Kalman filter in J?

[Devon McCormick]

Ian -

you might try searching for "dynamic linear model" as well.  I know of
one written in J but it's proprietary.  I've been meaning to re-write
my APL paper - an introduction to dynamic linear models (at
http://sigapl.org/Articles/) - in J but haven't gotten around to it

Regards,

Devon

On Thu, Jun 21, 2012 at 8:34 AM, Ian Clark <earthspotty at gmail.com> wrote:
> Thanks, Bo and Ric. Yes, I'd tried searching jwiki on "Kalman" and
> Pieter's page was the only instance.

-- 
Devon McCormick, CFA
^me^ at acm.
org is my
preferred e-mail