Dear List,

Last week, I asked on R-help if there was a package implementing the dynamic discrete time model of Fahrmeir (1994) - http://www.jstor.org/pss/2336962. Unfortunately, nobody answered. So I start to implement it. 

Does anyone interested in such development? Or is it useless because someone has already implemented this model?

In the coming days, I plan to move my code on R-forge, so people can easily contribute. If you are interested please let me know.

Thanks in advance

Christophe


--
Christophe Dutang
Ph.D. student at ISFA, Lyon, France
website: http://dutangc.free.fr







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