Re: [Gretl-devel] fdjac doc typo?
On Fri, 18 Jan 2008, Sven Schreiber wrote:
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!
Glad you like it!
Now, it seems to me that fdjac does not accept more than two
matrix arguments.
fdjac always accepts just two arguments: a matrix (vector of
parameter values), and a function call. It seems you're saying
that the function call accepts (or properly processes) just two
arguments, but so far as I can tell that's up to the writer of the
function that is called.
I tried introducing a redundant third matrix into the calls to
Jack's "MPC" function (Guide, Example 5.3, "Delta Method"), as in
matrix m = I(2)
mpc = MPC(&theta, &Y, m)
matrix Jac = fdjac(theta, "MPC(&theta, &Y, m)")
(a third matrix parameter is added to Jack's definition of the MPC
function, but the corresponding argument is ignored within the
function).
The MPC script returned the same results as it did without the
redundant matrix.
It's possible that some weird interaction occurs under some
conditions, but we'd need an example to assess that.
Allin.