Re: [Gretl-devel] xcorrgm and pergm
On Tue, 16 Feb 2010, Sven Schreiber wrote:
not sure what the current status is of corrgm and xcorrgm: xcorrgm
is
missing in the function reference, but mentioned recently in the
changelog. OTOH, doesn't the third optional parameter of corrgm cover
the xcorrgm case? I know we had a discussion about that API, but I don't
remember the outcome.
There are two distinct _commands_, corrgm and xcorrgm, but there's
only one _function_, corrgm(), that combines the two cases.
W.r.t. pergm I have a feature request: would it be possible to allow
a
matrix argument to get the periodograms/spectra of all columns of the
matrix at once?
You mean, allow a general matrix for the first argument to
pergm()? (Right now it has to be a series or column vector.)
Allin.