sspir: State Space Models in R

sspir is a software package freely available (under the terms of the GNU General Public License) for use with R.

sspir has been developed by Claus Dethlefsen and Søren Lundbye-Christensen.

Download/Install

You must have a recent version of R. For windows, the most recent version is here. The easiest way to install "sspir" is to start R and then execute the R command:
R> install.packages("sspir",depend=TRUE)
You may find the source on CRAN under "packages".