Re: [Gretl-devel] Midas syntax, small issue
On Thu, 14 Sep 2017, Allin Cottrell wrote:
On Wed, 13 Sep 2017, Sven Schreiber wrote:
> Am 13.09.2017 um 18:19 schrieb Sven Schreiber:
>
>> P.S.: And what about a default value for theta (vector of initial values)?
>> So far I'm always setting the initial values to zero, for lack of better
>> ideas -- perhaps there are more reasonable values, but it would be useful
>> if there was a default. Then we could write instead:
>>
>> midasreg dep const ownlag; mds(dIP, 0,4, "nexpAlmon")
>
> Sorry, to avoid confusion: According to the doc there is currently already
> the possibility to write "null" for the specification types 1-3. (For spec
> type 0 it's already optional.) What I mean is if this explicit "null"
could
> also be made optional.
That would be a bit awkward to arrange. [...]
OK, not really all that awkward. In git we now support dropping the
"theta" (hyperparameter initialization) argument to mds() and mdsl()
altogether, meaning that the initialization is automatic (as if you
gave "null" for the argument).
I'll update the doc on this point, and others, before too long.
Allin