Re: [Gretl-devel] Midas syntax, small issue
Am 14.09.2017 um 19:26 schrieb Allin Cottrell:
if isscalar(ind)
u=linspace(eps,1-eps,ind)';
end
be_values=u.^(k1-1).*(1-u).^(k2-1);
OK, now let's check the influence of this 'eps' thingy which according
to Ghysels is there for numerical stability AFAIU. (Here k2 == 1.02 so
k2-1 == 0.02, and I'm focusing on the final element in the u vector.)
<octave-session-part>
> u = 1 - eps
u = 1.00000
> (1-u) .^ 0.02
ans = 0.48633
> (1-1) .^ 0.02
ans = 0
>
</octave-session-part>
Thus if we put in a plain and simple 1, then we get the "blackboard
math" solution 0 for the last lag. If instead we use a fancy/fuzzy
1-eps, this turns into 0.49!
So I'm wondering whether the eps cure isn't worse than the original illness?
cheers,
sven