[Gretl-devel] Re: BKW news
Am 11.05.2019 um 00:29 schrieb Allin Cottrell:
Hello collinearity aficionados,
I'm doing some preliminary work on revamping gretl's BKW collinearity
diagnostics, and would appreciate feedback from any interested parties.
In git and snapshots there's now an (undocumented) built-in function
BKW() which returns a matrix and basically has the same signature as
bkw() in Lee Adkins' function package of that name -- except that in
BKW() the second (parameter-names) argument can be a string, an array of
strings, or omitted.
I wonder if the parameter names could also be grabbed from a $model
bundle, if applicable.
Actually, since $model also contains the $vcv matrix, would it be
somehow possible to enable something like BKW($model) as a shorter
alternative to BKW(myvcv, paramstrings)?
I know the argument types are completely different, but maybe it's
feasible in core gretl.
thanks
sven