[Gretl-devel] why non-square $system.C after var?

Hi, I'm noticing that the plain cholesky-based C matrix which is stored after 'var' estimation in $system.C is not square. For example estimating a 2-dim VAR with 2 lags I get a 4x2 matrix there; however the bottom half is just zero, and the top is equal to cholesky($sigma) alright. It seems to come from VAR_allocate_cholesky_matrix in lib/src/var.c, where we have: n = var->neqns * effective_order(var); var->C = gretl_zero_matrix_new(n, var->neqns); So the number of rows is indeed chosen as dim x lagorder which explains my row number 4 above - but this doesn't make any sense, does it? (Internally it doesn't seem to do any harm since the bottom is then not used apparently. But it surfaces in the $system bundle as a weird thing.) Maybe after release we could experiment with just dropping the lower half and see if it still works... thanks sven