Re: [Gretl-devel] status
Riccardo (Jack) Lucchetti schrieb:
Plus, after some discussion with Ignacio in Bilbao, it seems worthwile
to add a convenient way to use the Kalman filter at the user level.
Several areas could benefit from this (user-written weird arma stuff,
structural models à la Harvey, DSGE modellers...). I've got some very
preliminary material; in the (highly unlikely) event I find some time to
work a little more on a proposal, this may show up in the next version.
Ah yes, the Kalman filter would be most welcome and some sort of killer
feature actually! I would even go so far as to say that this should have
priority among the econometric features, because it is so fundamental
and versatile. Most of the other requested functionality could be
implemented via user functions and such, but the Kalman filter should be
native. And after that even more stuff can be done in user functions...
I guess that progress will be much faster if/when the number of people
submitting code rises. Of course, ideally it should be C code, but I do
realise this is difficult. However, gretl's scripting language is IMO
now powerful enough to write non-trivial algorithms, and those would
obviously be most welcome too. I put at
http://www.econ.unian.it/lucchetti/gretl/Bilbao_slides.tgz
the presentations I did in Bilbao a couple of weeks ago.
[The link doesn't work for me.] I totally agree on the gretl-scripting
front. I seem to be semi-consciously moving over from Python/Numpy to
gretl script for most things actually, because it is so nice. Eventually
I will contribute some Vecm functions as successors to the py4gretl
functions, but that still takes some time.
cheers,
sven