Ok, the fdjac function is very cool, I just discovered it this week, and
after some heavy scripting it has given me some very useful results.
Thanks for this great functionality! (And for the excellent
documentation, I wouldn't have even known the function existed without
it. From the start of my involvement with gretl I have always been
impressed by the quality and extent of the docs, it's really a big
argument in favor of gretl!)
Now, it seems to me that fdjac does not accept more than two matrix
arguments. When I had a version where a (redundant) third matrix was
passed --apart from theta and another necessary input matrix-- I just
got a zero Jacobian matrix as a result (mind you, no error, which was
not nice either). Then I removed that redundant argument and everything
was ok.
If so, it should be documented (or fixed?). I know I know, I should give
an example, but right now I can't, maybe later.
thanks,
sven