Re: [Gretl-devel] irf() and fevd()

On Tue, 5 Jun 2018, Sven Schreiber wrote: > Am 23.05.2018 um 19:45 schrieb Allin Cottrell: >> On Wed, 23 May 2018, Sven Schreiber wrote: >> >>> Am 22.05.2018 um 18:51 schrieb Allin Cottrell: >>>> >>>> We now have irf() and fevd() functions which go part-way to meeting >>>> Sven's suggestions. We could go all the way if we reckon it's worthwhile >>>> (see below). Anyway, at present: > >> OK, I take that point. So I think we do want a "source" or "shock" >> argument to fevd(). > >>> The argument in favor of source in fevd is mainly the analogy to irf I'd >>> say. The "do everything" variant can always come later without breaking >>> anything; however, it would seem to be much more efficient in the >>> bootstrap case. >> >> I take the IRF efficiency point. And Yes, supporting "0 means all" is >> something that could easily be added later without breaking backward >> compatibility. > > Not sure whether we were still in the middle of a discussion here. At least > in the latest snapshot the new behavior of the functions isn't documented > yet. I'll try to get this documented shortly. My plan at present is to make fevd() into a three-argument function: target, shock, and (optional) VAR ($system) bundle. In the first instance (i.e. 2018b release) the second argument may end up as a placeholder for future functionality (if not added by release time, then to be added not too long thereafter). I'm reluctant to add a placeholder "alpha" argument after "shock" because I seriously doubt that bootstrapping of the FEVD is something we're likely to add any time soon.