Re: [Gretl-devel] bandwidth default for nadarwat()
On Fri, 15 Jun 2018, Sven Schreiber wrote:
Am 15.06.2018 um 12:28 schrieb Riccardo (Jack) Lucchetti:
> 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" ;)
Right, but we don't want to have a multiple or staggered deprecations of old
behavior, do we?
Sure. The one thing I don't really feel like doing (but I suppose I could
bring myself to it) is handling arguments to hansl functions with more
than three parameters. That part of the code (function eval_nargs_func in
geneval.c, if you're curious) has become really ugly through time.
Allin has had a brilliant idea for simplifying drastically that area of
the source, and possibly getting some efficiency gains too, but it'll take
some time to implement in practice (and that's definitely something I
don't feel confident about, so I don't think I can really be of any help).
That said, adding a fifth argument is defintely doable, so I'll see if I
can get it done in the next few days. Testing what we have at the moment
wouldn't be unwelcome, though (hint, hint).
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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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