Provides routines for Maximum likelihood, Kalman filtering and smoothing, and Bayesian analysis of Normal linear State Space models, also known as Dynamic Linear Models.
1. Put any C/C++/Fortran code in 'src' 2. If you have compiled code, add a .First.lib() function in 'R' to load the shared library 3. Edit the help file skeletons in 'man' 4. Run R CMD build to create the index files 5. Run R CMD check to check the package 6. Run R CMD build to make the package file Read "Writing R Extensions" for more information.