Re: [Gretl-devel] bandwidth default for nadarwat()
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?
cheers,
sven
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