Re: [Gretl-devel] bandwidth default for nadarwat()
On Wed, 13 Jun 2018, Sven Schreiber wrote:
I don't see why we need to rename and deprecate the nadarwat
function to
achieve what you want. In the old version the user always has to give y, x
and h (bandwidth). Plus in the background there is the nadarwat_trim setting
(default 4).
So if we extend the function as you say, then only two things need to be done
internally if the function is called with only the first three args:
1) Check whether bandwidth is negative. If so, set leave_one_out to 1 and
bandwidth to abs(bandwidth).
2) Check whether the nadarwat_trim value is != 4. If so, set the trim arg to
that value.
My concern is: how do you get automatic bandwidth selection and the
leave-one-out option together? I guess that, in your scheme, you could
leave the third argument empty and set the fourth one to 1, but it looks
sort of awkward to me. Anyway, it's a possibility.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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