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helske / KFAS

KFAS: R Package for Exponential Family State Space Models
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Request, not an issue ... #27

Open ghost opened 6 years ago

ghost commented 6 years ago

It would be great if, in addition to the Poisson, Negative Binomial, Gamma, and Gaussian distributions, KFAS could support the t-distribution.

I have the repository cloned, using Atlassian BitBucket and look forward to any progress you make in this regard.

Count me in for testing any beta code.

Thank you, and Happy New Year.

helske commented 6 years ago

I though about this while back, and in principle it would be possible to support t-distribution as well, but if I remember correctly, the issue was that the approach for handling t-distribution would deviate from other supported distributions so much that integrating this approach to existing codes is not completely straightforward.