Re: [Gretl-users] bug getting the ecm term from a restr vecm vial console??
by Allin Cottrell
On Fri, 31 Dec 2010, Artur Tarassow wrote:
> I've got a problem obtaining the ECM-term from a restricted VECM via the
> console.
>
> Consider the following example:
>
> ----------------------------------------
> open denmark
>
> 1 <- vecm 2 1 LRM LRY IBO
> ecm = $ec
>
> 2 <- restrict --full
> b[1]=-1
> b[3]=0
> a[3]=0
> end restrict
> ecm_r = $ec
>
> ecm = ecm ~ ecm_r
>
> The obtained ECM-term from the restricted model looks weird.
Yes, uninitialized rubbish, I'm afraid. The problem was specific
to VECMs with restrictions on \alpha. This should now be fixed in
CVS (but not yet in snapshots since I'm not able to upload the
snapshots at present; that will follow next week).
Allin Cottrell
13 years, 3 months
Re: [Gretl-users] building Lapack for Gretl
by Allin Cottrell
On Mon, 3 Jan 2011, Bob McCall wrote:
> But do I need to build the the complex routines? Using your
> configure script (thanks!) with:
> --disable-single --disable-complex
> fails in "make check", there are unresolved references in the complex*16
> routines.
Sorry, I misunderstood your question. Yes, all gretl needs is the
double-precision real functionality from lapack. But, as you say,
the "check" routines can get tricky when you build lapack with a
subset of the supported types.
Allin Cottrell
13 years, 3 months
Re: [Gretl-users] building Lapack for Gretl
by Allin Cottrell
On Sun, 2 Jan 2011, Bob McCall wrote:
> Which precisions and data types does Gretl use in Lapack? Is double real
> enough?
It's not really a matter of what gretl uses, but what lapack uses:
"integer" is a 32-bit int and "doublereal" a 64-bit
flotating-point type ("double").
Allin Cottrell
13 years, 3 months
building Lapack for Gretl
by Bob McCall
Which precisions and data types does Gretl use in Lapack? Is double real
enough?
Thanks,
Bob
13 years, 3 months
