Abstract
This paper presents two illustrations of state space modeling in S-PLUS using the <b>SsfPack</b> 3.0 routines implemented in <b>S+FinMetrics</b> 3.0. The state space modeling functions in <b>S+FinMetrics/SsfPack</b> are extremely flexible and powerful and can be used for a wide variety of linear Gaussian state space models and for some non-linear and non-Gaussian state space models.
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