[Gretl-devel] fcstats upgrade

I've recently had cause to hit on gretl's fcstats function and I found a couple of limitations which are now fixed in git and snapshots. For anyone who hasn't used this function (recently), it takes a series or vector argument y (observed values) and a series or vector argument f (forecast values) and returns a fairly comprehensive set of forecast evaluation statistics in the form of a column vector. Problem 1: the "series or vector" flexibility was not quite what it might seem, since you had to supply either two series or two vectors; you couldn't mix and match. Fix 1: allow mix and match, provided the length of the vector matches the number of observations in the current sample range (for a series argument). Problem 2: OK, but I'd like to provide several columns of forecast values -- can't you give me a return matrix with several columns of forecast evaluation statistics? Fix 2: We now support this. For the actual observed values, y, we still require a single series or vector, but if you give as the second argument, f, a matrix with n columns, we return a matrix with n columns, each of which contains forecast evaluation statistics for the corresponding column of f. (The number of rows of f must, of course, match the number of values in y). The doc for fcstats() will be updated shortly. Allin