El 18/06/15 a las 09:09, Sven Schreiber escribió:
(Yi-Nung [on cc:], are you on the gretl-devel list? If not, would it
be
possible to join, since you are a package author? Thanks. If you reply,
could you keep the devel-list address on cc: please [reply-to-all].)
Am 16.06.2015 um 19:32 schrieb Ignacio Diaz-Emparanza:
> El 16/06/15 a las 18:49, Sven Schreiber escribió:
>> 5) fcModels / HoltWinters (Yang / Diaz) -- Again, cooperation would be
>> good. But both packages were updated relatively recently, which is
>> also a good sign. Don't know what else to do with this.
> With respect to this, I see that Yi-Nung, by one side is nesting my
> package with their other ones, what I think is very logical.
So does this mean that fcModels is the more general one and that
HoltWinters is redundant? Or would this be a case for different
implementations that are both useful?
I have just taken a look to 'fcmodels.gfn'. Yi-Nung has made a broader
package which includes between his functions Holt and Winters filters
separately, and probably from a slightly different formulas than mine.
Then included my HoltWinters function as an alternative (a new public
function, HW2) in his package. An important difference is that he is
looking for 'optimal' smoothing parameters and in my function these are
fixed. Their functions and HW2 produce different results.
Furthermore it seems he has not updated HW2 with the ultimate versions
of my HoltWinters package given that they are also producing different
results.
I think the more simple and logical position now (given that currently
we don't have a way to call a function from a different package) is to
ask him to remove HW2 from his package. Then 'fcmodels.gfn' and
HoltWinters.gfn would have two different implementations of the same
thing. May be in a future we can cooperate and convert them in a unique
package (but I have not much time for this right now).
--
Ignacio Díaz-Emparanza
Departamento de Economía Aplicada III (Econometría y Estadística)
Universidad del País Vasco - Euskalherriko Unibertsitatea, UPV/EHU
Tfno: (+34) 94 601 3732
http://www.ehu.eus/ea3