On Sat, 11 May 2019, Sven Schreiber wrote:
Am 11.05.2019 um 00:29 schrieb Allin Cottrell:
> Hello collinearity aficionados,
>
> I'm doing some preliminary work on revamping gretl's BKW collinearity
> diagnostics, and would appreciate feedback from any interested parties.
>
> In git and snapshots there's now an (undocumented) built-in function
> BKW() which returns a matrix and basically has the same signature as
> bkw() in Lee Adkins' function package of that name -- except that in
> BKW() the second (parameter-names) argument can be a string, an array of
> strings, or omitted.
I wonder if the parameter names could also be grabbed from a $model
bundle, if applicable.
Actually, since $model also contains the $vcv matrix, would it be
somehow possible to enable something like BKW($model) as a shorter
alternative to BKW(myvcv, paramstrings)?
I know the argument types are completely different, but maybe it's
feasible in core gretl.
Yes, that alternation is possible for a built-in function. In the
first instance I just wrote a drop-in replacement for Lee's bkw.
Allin