Re: [Gretl-devel] irf() and fevd()
On Tue, 5 Jun 2018, Sven Schreiber wrote:
Am 23.05.2018 um 19:45 schrieb Allin Cottrell:
> On Wed, 23 May 2018, Sven Schreiber wrote:
>
>> Am 22.05.2018 um 18:51 schrieb Allin Cottrell:
>>>
>>> We now have irf() and fevd() functions which go part-way to meeting
>>> Sven's suggestions. We could go all the way if we reckon it's
worthwhile
>>> (see below). Anyway, at present:
> OK, I take that point. So I think we do want a "source" or
"shock" argument
> to fevd().
>> The argument in favor of source in fevd is mainly the analogy to irf I'd
>> say. The "do everything" variant can always come later without breaking
>> anything; however, it would seem to be much more efficient in the
>> bootstrap case.
>
> I take the IRF efficiency point. And Yes, supporting "0 means all" is
> something that could easily be added later without breaking backward
> compatibility.
Not sure whether we were still in the middle of a discussion here. At least
in the latest snapshot the new behavior of the functions isn't documented
yet.
I'll try to get this documented shortly. My plan at present is to make
fevd() into a three-argument function: target, shock, and (optional)
VAR ($system) bundle.
In the first instance (i.e. 2018b release) the second argument may end
up as a placeholder for future functionality (if not added by release
time, then to be added not too long thereafter). I'm reluctant to add
a placeholder "alpha" argument after "shock" because I seriously doubt
that bootstrapping of the FEVD is something we're likely to add any
time soon.
Allin