Hello, I was registered in the gretl users list but now I
want to contribute with some code I have been working in.
The problem is that the code is in java and is rather long
(10 classes) but the package would be unique since I do not know any other
softare that estimates SARFIMA models in only one step using pseudo M.
Likelihood estimation (other packages uses the 2 step approximation-first
estimating d using a consistent semi-parametric estimation and then the phi's
and theta's).
I am not the developer of the code, a friend of mine
(engineer) made it following my directions so i do not know how to re-write it
in C.
So... is it possible for you to re-write the entire
package in C?
I think it is a great opportunity to expand gretl
capabilities and therefore the ammount of potential users.
Thank you very much in advance
Mauricio