R help - Dec 2012 - State-space model with long tails

Hi All:

I have a dataset that when estimated as a dynamic state-space model, appears
that the trend term would be better modeled with long-tails, such as a
t-distribution, rather than Gaussian.  I have looked at the manuals for the
packages dlm, KFAS and sspir, and if I can estimate such a model in one of these
packages, I am not seeing it ( KFAS has the general setup, but presently can
only do binomial or poisson for non-gaussian models).  It may just be that I am
being brain dead when reading the manuals, or that there is another package that
can handle this.  Any help or pointers appreciated.

Thanks,

-Roy


**********************
"The contents of this message do not reflect any position of the U.S.
Government or NOAA."
**********************
Roy Mendelssohn
Supervisory Operations Research Analyst
NOAA/NMFS
Environmental Research Division
Southwest Fisheries Science Center
1352 Lighthouse Avenue
Pacific Grove, CA 93950-2097

e-mail: Roy.Mendelssohn at noaa.gov (Note new e-mail address)
voice: (831)-648-9029
fax: (831)-648-8440
www: http://www.pfeg.noaa.gov/

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