dlmodeler is a set of user-friendly functions to simplify the state-space
modelling, fitting, analysis and forecasting of Generalized Dynamic Linear
Models (DLMs). It includes functions to name and extract individual components
of a DLM, build classical seasonal time-series models (monthly, quarterly,
yearly, etc. with calendar adjustments) and provides a unified interface
compatible with other state-space packages including: dlm, FKF and KFAS.

WWW: http://cran.r-project.org/web/packages/dlmodeler/