To learn why sspir does not have a filter function, you need to
ask the package maintainer, Claus Dethlefsen <c...@rn.dk>. My belief is
that he, Soren Lundbye-Christensen and Anette Luther Christensen found
other outlets for their time since they completed the package and the
companion paper, "C. Dethlefsen and S. Lundbye-Christensen. Formulating
state space models in r with focus on longitudinal regression models.
Journal of Statistical Software, 16(1), 2006."
R works on volunteers. If you know someone willing and able to
write such a function, I suggest you contact Dethlefsen to see if they
are willing to put the package on R-Forge and permit others to
contribute to the package. If they decline, you can create your own
package, e.g., "sspirPlus", that would add the desired filter function.
Hope this helps.
Spencer
On 11/17/2010 11:49 AM, feder wrote:
Hi,
I used sspir for managing non-gaussian State space models but I observed
that for such models only the smoother is gave while the filter is missing.
Why?
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