Re: [Gretl-devel] bandwidth default for nadarwat()
On Fri, 15 Jun 2018, Sven Schreiber wrote:
Am 15.06.2018 um 12:08 schrieb Riccardo (Jack) Lucchetti:
>
> Ok, folks, I just pushed to git an extension of the nadarwat() function.
>
> The third argument is now optional: if present, it works just like before.
> If absent or zero, the bandwidth is automatically calculated as suggested
> by Andreï in his message a few weeks back:
> http://lists.wfu.edu/pipermail/gretl-devel/2018-May/008800.html
>
> A fourth optional parameter is a Boolean flag to force the leave-one-out
> estimator.
Thanks Jack. You had proposed to replace the nadarwat_trim setting by a
function argument. Any reason why you didn't do that here?
No particular reason other than "one thing at a time" ;)
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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