Re: [Gretl-devel] bandwidth default for nadarwat()

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. The following script illustrates the new syntax (not documented yet) <hansl> set verbose off open mroz87.gdt --quiet dataset sortby WA # old_style series o1 = nadarwat(HA, WA, 2.0) # bw = 2 series o2 = nadarwat(HA, WA, -2.0) # bw = 2, leave-one-out series o3 = nadarwat(HA, WA, 0.05) # bw = 0.05 series o4 = nadarwat(HA, WA, -0.05) # bw = 0.05, leave-one-out # new_style series n2 = nadarwat(HA, WA, 2.0, 1) # bw = 2, leave-one-out series n4 = nadarwat(HA, WA, 0.05, 1) # bw = 0.05, leave-one-out series n_auto1 = nadarwat(HA, WA) # bw = auto series n_auto2 = nadarwat(HA, WA, 0) # bw = auto series n_auto3 = nadarwat(HA, WA, , 1) # bw = auto, leave-one-out series n_auto4 = nadarwat(HA, WA, 0, 1) # bw = auto, leave-one-out gnuplot n_auto1 n_auto3 WA --with-lines --fit=none --output=display </hansl> ------------------------------------------------------- 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 -------------------------------------------------------