The function works fine, but the package doesn't!
by Paolo Chirico
Hi,
I have prepared a function to estimate stochastic volatility models with
three different QML procedures (which I attach with a datafile).
The first procedure is the classic QML, while the other two use
time-varying state space models, so they use update functions.
The script runs fine with all the procedures, Jack has already seen it.
However, after creating the package, only the first procedure works
well, while with the other two I get the message:
This function needs a dataset in place
The formula 'ERR = kfilter(&SVM)'
produced an error on execution
*** error in function svm_qm2, line 133
I think the problem concerns the update functions.
What is not working?
Thanks,
Paolo
--
Paolo Chirico
RU e Prof.Agg. di Statistica Economica
Università del Piemonte Orientale
Dip. di Giurisprudenza e Scienze Politiche,
Economiche e Sociali (DIGSPES)
Alessandria, Italia
--
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6 days, 13 hours
Package updates (February 2025)
by Riccardo (Jack) Lucchetti
Dear all,
this message is to inform the community about the activity in our
function package repository: during the month of February 2025, 5
packages were updated to a new version:
"fdensity", by Artur Tarassow and me (factorized kernel density estimation)
"felogit", by me (Fixed-effects logit via Chamberlain's estimator)
"frontier", by Francesca Di Iorio and me (Stochastic Frontier Analysis)
"heatmap", by me (heatmap and contour plots)
"kmeans", by Artur Tarassow (K-means clustering)
"PairPlot", by Artur Tarassow and Allin Cottrell (Scatterplot matrix
with factor separation)
I you'd like to know more on these packages, or simply find out what's
new, the best way is to open the packages page
(https://gretl.sourceforge.net/cgi-bin/gretldata.cgi?opt=SHOW_FUNCS) and
click on the package name or on the [doc] tag if available.
Download and enjoy!
-------------------------------------------------------
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
-------------------------------------------------------
1 week, 4 days
gretl 2025a coming soon
by Cottrell, Allin
We expect to release version 2025a of gretl next week. If any
translators wish to submit updates this would be a good time to do so.
Allin Cottrell
1 week, 4 days
