Hi all,
sorry to bring this up again, but there are a few things I don't understand:
1) If I set diffuse=2 and dejong=0, I expect the default method to be sequential=1. Instead, into the filter bundle, I find:
Kalman scalars:
 t: 0
 diffuse: 1   (not 2?)
 exact: 0      (not 1?)
 cross: 0
 dkvar: 0
 sequential: 0   (not 1?)

If I set diffuse=2 and dejong=1, I find:
Kalman scalars
 t: 0
 diffuse: 1 (not 2?)
 exact: 0    (not 1?)
 cross: 0
 dkvar: 0
 sequential: 0

Moreover, if disturbances are not correlated (cross=0), settings (diffuse=1, dejong=1) and (diffuse=2, dejong=1) produce same results as well as (diffuse=1, dejong=0) and (diffuse=2, dejong=0) produce same results.
On the other hand, if disturbances are correlated (cross=1), (diffuse=2, dejong=1) provides better results (in terms of AIC, BIC,...) than (diffuse=1, dejong=1).
However, in no case is diffuse=2 reported in the filter bundle!

Paolo