Re: [Gretl-devel] RFC: $sigma & co.
On Wed, 30 Apr 2008, Allin Cottrell wrote:
On Mon, 28 Apr 2008, Sven Schreiber wrote:
[re, reorganizing the $sigma and $vcv accessors]
> Although I will be one of the (few?) affected users I agree with
> Jack that $vcv should be changed, especially because it's very
> simple to change $vcv to $sigma to get the scripts working
> again. (And I like the functionality that $vcv will deliver in
> VAR/VECM contexts.)
OK.
Coding $vcv for VARs should be quite easy. I'll try to see to that
tomorrow. Things are a bit trickier for VECMs. Should we return the v-cov
matrix of the coefficients in VECM or VAR form?
I think it would be easier to roll such tests into the existing
gretl regression suite. I can make this available via the web.
Package maintainers could play a useful role, however, by
contributing scripts that exercise their packages.
I agree. IMHO, writing test scripts for contributed function packages is
be something the package writers should do. How am I supposed to write a
test script for econometric techniques I may know nothing about?
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti