Sven Schreiber schrieb:
Riccardo (Jack) Lucchetti schrieb:
>
> Plus, after some discussion with Ignacio in Bilbao, it seems worthwile
> to add a convenient way to use the Kalman filter at the user level.
> Several areas could benefit from this (user-written weird arma stuff,
> structural models à la Harvey, DSGE modellers...). I've got some very
> preliminary material; in the (highly unlikely) event I find some time
> to work a little more on a proposal, this may show up in the next
> version.
>
Ah yes, the Kalman filter would be most welcome and some sort of killer
feature actually! I would even go so far as to say that this should have
priority among the econometric features, because it is so fundamental
and versatile. Most of the other requested functionality could be
implemented via user functions and such, but the Kalman filter should be
native. And after that even more stuff can be done in user functions...
Forgot to add the following, therefore replying to self... I don't think
this type of fundamental feature should be stopping a release though.
The feature is ready when it is ready, and IMHO there's no point in
holding one's breath for it.
just my 2ct
-sven