Re: [Gretl-devel] bandwidth default for nadarwat()
On Mon, 18 Jun 2018, Sven Schreiber wrote:
Am 18.06.2018 um 13:28 schrieb Sven Schreiber:
> Am 18.06.2018 um 13:04 schrieb Riccardo (Jack) Lucchetti:
>> There are two things left to do (apart from testing):
> Great, thanks, I will test (and maybe others, too?).
What about this interpretation of inputs (current git):
<hansl>
set nadarwat_trim 4
series n2 = nadarwat(HA, WA, -2.0, 0) # bw = 2, leave-one-out or not?
series n4 = nadarwat(HA, WA, -2.0) # old style, bw = 2, leave-one-out
eval max(abs(n2-n4)) # gives 0
</hansl>
For the n2 spec there are competing user choices: old-style negative third
arg (meaning leave-one-out) and a zero fourth arg. The old style prevails
right now.
Instead I think this inconsistent input should throw an error.
The way the code works as of now is that leave-one-out can be triggered by
a negative bandwidth OR by the Boolean fourth argument. Perhaps you're
right, we should raise an error in the case of inconsistency. Other
opinions?
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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