Hi,
I am interested in developing a set of procedures that will simulate a simultaneous
equation model, like Eviews' model object. I've got some programs that I have
cobbled together in R that simulate a model based on a Gauss-Seidel algorithm. Basically,
a model is written in a text file which is parsed and equations are evaluated line by line
until convergence. I think this could be a great start, there are also other open source
example to leverage off - the BIMETS package in R, which is leaps and bounds better than
what I have done, and Ray Fair's FORTAN code. In any case, I think this would be a
great addition to GRETL, and I'd love to start developing it. Has anyone else embarked
on this journey? Could we potentially collaborate?
I'm 100% across the programming in GRETL/HANSL, but I am assuming that one would start
by defining a model object that has some procedures, like simulate etc. Does HANSL
support OOP? The R approach I have used is a bunch of functions that are packaged up to
achieve the same thing.
Any help would be appreciated!
Thanks
Adam Elderfield