I just tried the new Rlib thing on one of Lee Adkins'
(
http://www.learneconometrics.com/gretl/ebook.pdf) examples; attached
you'll find a simple script and the dataset to replicate Lee's section
16.9.2 (coditional logit). A couple of things that need to be fixed
appeared when you use the new mechanism:
1) If you run the script through the GUI client, the output of the R
foreign block isn't included in the output window; the cli client is ok.
2) More worryingly, it seems that the R computations are done _twice_. If
you run the script with Rlib on, you'll see the output
Calculating MLEs and large sample var-cov matrix.
This may take a moment...
Inverting Hessian to get large sample var-cov matrix.
before the output is displayed _and_ after. This is not a simple output
redirection issue, the R function is actually called twice. On my machine,
the output to
time gretlcli -b LA-cola.inp
is
real 0m16.775s
user 0m16.697s
sys 0m0.052s
with Rlib off and
real 0m32.201s
user 0m32.074s
sys 0m0.036s
with Rlib on.
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti