# NetLink with SsfPack (a .dll) for use in State Space Time Series

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.

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"}]