Proc UCM (unobserved components model) equivalent of SAS in R

Question

Has anyone tried using package dlmodeler which seems to provide an equivalent of PROC UCM (SAS). Using structTS function is equal to running univariate PROC UCM. Can anyone tell me how to do a multivariate analysis using the same.

Answer 1

Built a package which runs unobserved components model in R which depends on the KFAS package. The package is available on github.