I just uploaded to unstable an important modification to the code for the Kalman smoother. Re-factoring existing code, correcting some bugs for the diffuse smoother (nonstationary models), and eliminating specialization of the code meant to improve efficiency. In the future, we will expand the existing DLL for likelihood for the smoother and dealing with special cases.

Please, report any problem that you could encounter with the new code.

Best,

Michel