Hi, I think I've asked about it before, but the "big" feature I'm missing in gretl is the Kalman filter for state-space models. I'm asking again not because I want to sound pushy but because last time I asked it seemed to me that it was mostly an issue of inventing a syntax for how to invoke it; the native engine is already in gretl AFAIK. If that's true, do you want to hear syntax proposals? Or is there any other way that people can help (without messing with the C source)? thanks, sven