Re: [Gretl-users] Gretl for machine learning
bounces(a)lists.wfu.edu] On Behalf Of Sven Schreiber
Sent: Wednesday, May 03, 2017 8:28 AM
To: Gretl list
Subject: Re: [Gretl-users] Gretl for machine learning
Hi Peter,
is there anything in your collection that could become a package and isn't
already?
Hi Sven,
I don't really have a "collection". A couple of times I've started to
put together a set of utility-type functions that would mimic things like Matlab's
size() or Gauss's diagrv(), but then I realized that it'd be faster & easier
to just do the equivalent directly in hansl. Given enough demand for a hypothetical
package like this, I could probably put something together.
One thing I have had on my to-do list is to translate a bunch of Markov-switching code
from Matlab. Given that I've just finished grading for the semester, that could become
a priority.
Speaking of machine learning specifically, the latest JEP has a symposium on econometrics,
with an article on its use in econometrics. Data and R code are available here:
https://www.aeaweb.org/articles?id=10.1257/jep.31.2.87
Cheers,
Peter