About option VAR=concentrated in DLM

[Jennylai]

My question about this option is as followings:

If I concentrate a variance out of the likelihood function and then do the algorithm, I would get the estimate of this variance from %variance produced by RATS. May I ask if RATS also produces the estimated SD or Asymptotic Variance of this estimate? Because I haven't figured it out myself, I just post my question here.

Thank you very much!

[TomDoan]

Sorry. No, it doesn't.