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I have recently been doing work in the field of State Space Time Series. Mathematica does not have a lot of built in tools for working in this area. There is a well known package that is available, SsfPack, that should help bridge that gap. I am having trouble getting that package to work within Mathematica.

You can read about the package here and download here. Inside the zip is a starting guide and use guide.

The site states, "SsfPack is a suite of C routines for carrying out computations involving the statistical analysis of time series models in state space form." It then states, "SsfPack is primarily developed as a module for the object-oriented matrix programming language Ox. The library is written in C, which greatly improves execution speed compared to a direct Ox implementation."

This would make me think that it is a program written in C that should work with Library link.

In the zip file there is a couple headers (.h files) as well as a couple .dll files.

I have tried

Needs["NETLink`"]
kalfil=DefineDLLFunction["KalmanFil", filepath, "long", {"long"}]
During evaluation of In[4]:= LinkOpen::linke: Could not find MathLink executable.
During evaluation of In[4]:= InstallNET::fail: A link to the .NET runtime could not be established.
During evaluation of In[4]:= DefineDLLFunction::netlink: DefineDLLFunction cannot operate because InstallNET[] failed to launch the .NET runtime.
$Failed

I think having this package available to Mathematica users would really help. Maybe it only works with the Ox programming language?

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  • $\begingroup$ LibraryLink requires special structures in your source code to work. You may use NetLink to load functions in a dll file directly. $\endgroup$ – xslittlegrass Feb 7 '17 at 17:41
  • $\begingroup$ @xslittlegrass thank you for the clarification. I have tried Needs["NETLink`"] DefineDLLFunction["KalmanFil",filepath,Real,Real] to no avail. I will post that code and amend the question later today. $\endgroup$ – Ray Troy Feb 7 '17 at 17:58

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