The RATS Software Forum

Dear Tom:

When I read the code of Proportional Denton Method, I feel mazing that how could you find out the method or algorithm. This is concise and efficient .Could you explaind further?
By the way, why you do not publish it on the journal?

Best Regard
Hardmann

It's "published" in the RATS Handbook for State-Space Models, which is a perfectly legitimate reference. (Basically no different from any textbook or monograph). As pointed out in the Interpolation/Distribution chapter of that, that entire literature consists of calculations which end up being nothing more than special cases of Kalman smoothing, but are presented in the original papers as complicated matrix calculations instead. The recognition (at least in economics) of how that type of optimization is more easily rendered in state-space form came later.