[Gretl-devel] problem with advanced regls (Lasso) use

Hi, I want to run the Lasso with gretl's recent regls addon as a helper function for another algorithm, not as a main application. Also, it's inside a matrix-based specialized function, so I can't use the official regls() function which AFAIK only works with series and lists, not with matrices. (So I would request the feature that the standard regls() function accept matrix input; perhaps this issue came up before.) So I've tried to use the "hidden" internal function _regls() (note the underscore) that I found in the hansl code of regls. In the addon's code, it seems to take two matrices and a bundle as input. The following attempt to imitate this failed, however: <hansl> include regls.gfn matrix X = mnormal(200,5) matrix Y = mnormal(200) bundle reglsret = _(xvalidate=FALSE, estimator="LASSO", lfrac=0.2, stdize=FALSE) err =  _regls(X, Y, reglsret) # use internal function for matrix stuff </hansl> I get an error message "datatypes not conformable". Can such an approach be made to work? thanks sven