[Gretl-devel] Re: old and new ideas for the next 'extra' addon version

Am 09.04.2020 um 07:13 schrieb Artur Tarassow: > Am 07.04.20 um 23:17 schrieb Sven Schreiber: >> Am 07.04.2020 um 21:00 schrieb Artur Tarassow: >>> Am 07.04.20 um 18:41 schrieb Sven Schreiber: >> >>>> 1) drawnormwis(): This function does a random draw from >>>> Normal-inverse-Wishart distributions for Bayesian stuff and currently >>>> exists hidden in the SVAR addon (see >>>> https://sourceforge.net/p/gretl/git/ci/master/tree/addons/SVAR/SVAR_compa...) >>>> >> >>> >>> just one suggestion. The function name may be modified to make more >>> clear what it's for. We already have the built-in function iwishart(). >>> So why not name the proposed function drawnormiwishart()? Personally I >>> would even name it drawnormal_iwishart() for readability purposes. >> >> I agree the name is suboptimal, but maybe we should rather try to >> describe what it is for: Namely re-drawing for a multi-equation system. >> Perhaps something like 'syscoeffdraw'? That would also leave the door >> open for other underlying distributions in the future. (Would that be a >> likely or sensible generalization?) > > But then it's unclear that its using some Bayesian approach, I guess. [sorry for the delay] Also true. We should settle on some name now. My next proposal is a shortened version of Artur's: normiwishart()