Have you considered that a better interface to state space models could encourage its use anyway?...Best regards...flh(Parameswara das anudas)



De: "gretl-users-request@lists.wfu.edu" <gretl-users-request@lists.wfu.edu>
Para: gretl-users@lists.wfu.edu
Enviado: Jueves, 2 de junio, 2016 11:00:32
Asunto: Gretl-users Digest, Vol 113, Issue 2

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Today's Topics:

  1. Attention State Space Modellers! (Riccardo (Jack) Lucchetti)
  2. Re: Attention State Space Modellers! (Ignacio Diaz-Emparanza)
  3. Re: Attention State Space Modellers! (Fernando Fernandes Neto)
  4. Re: plots with "bands" (Sven Schreiber)


----------------------------------------------------------------------

Message: 1
Date: Wed, 1 Jun 2016 19:16:38 +0200 (CEST)
From: "Riccardo (Jack) Lucchetti" <r.lucchetti@univpm.it>
To: Gretl users mailing list <gretl-users@lists.wfu.edu>,    Gretl
    developers mailing list <gretl-devel@lists.wfu.edu>
Subject: [Gretl-users] Attention State Space Modellers!
Message-ID: <alpine.DEB.2.20.1606011903570.7452@ec-4.econ.univpm.it>
Content-Type: text/plain; charset="iso-8859-15"; Format="flowed"


Sorry for cross-posting, but this is very very important.

In the past few weeks, we have been working on a substantial rewrite of
the hansl interface to state space models.

The underlying computational engine is pretty much the same as before, but
the way a user can access it via hansl scripting has been completely
redesigned. The work isn't finished yet, but we're quite near completion
and we'll publish soon a document explaining the revised interface.

In fact, we're quite impatient to make the change for two reasons: (a) the
new style is WAY better than the old one under all respects: efficiency,
maintainability, generality, intuitiveness, you name it. (b) keeping both
approaches functioning at once is possible (in the git/snapshot version
you get just that, in fact), but very costly. Therefore, we'd like to drop
the old syntax as soon as possible.

Of course I hear you, Sven. This would be a MASSIVE backward-incompatible
change, much bigger than any we had in the whole history of the project.

For this reason, we'd like to have an idea of how many people out there
are using the "kalman" command in a "production" environment; that is,
hansl scripts that HAVE TO WORK. If it's just a few, we can arrange a
somewhat "ad personam" migration strategy. If there are hundreds of such
cases (but I doubt it), we'll have to find another solution.

So please speak up! The sooner the better.


-------------------------------------------------------
  Riccardo (Jack) Lucchetti
  Dipartimento di Scienze Economiche e Sociali (DiSES)

  Universit? Politecnica delle Marche
  (formerly known as Universit? di Ancona)

  r.lucchetti@univpm.it
  http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------

------------------------------

Message: 2
Date: Thu, 2 Jun 2016 13:53:01 +0200
From: Ignacio Diaz-Emparanza <ignacio.diaz-emparanza@ehu.eus>
To: gretl-users@lists.wfu.edu
Subject: Re: [Gretl-users] Attention State Space Modellers!
Message-ID: <57501E1D.9070201@ehu.eus>
Content-Type: text/plain; charset=windows-1252; format=flowed

El 01/06/16 a las 19:16, Riccardo (Jack) Lucchetti escribi?:
>
> Sorry for cross-posting, but this is very very important.
>
> In the past few weeks, we have been working on a substantial rewrite
> of the hansl interface to state space models.
>
> The underlying computational engine is pretty much the same as before,
> but the way a user can access it via hansl scripting has been
> completely redesigned. The work isn't finished yet, but we're quite
> near completion and we'll publish soon a document explaining the
> revised interface.
>
> In fact, we're quite impatient to make the change for two reasons: (a)
> the new style is WAY better than the old one under all respects:
> efficiency, maintainability, generality, intuitiveness, you name it.
> (b) keeping both approaches functioning at once is possible (in the
> git/snapshot version you get just that, in fact), but very costly.
> Therefore, we'd like to drop the old syntax as soon as possible.
>
> Of course I hear you, Sven. This would be a MASSIVE
> backward-incompatible change, much bigger than any we had in the whole
> history of the project.
>
> For this reason, we'd like to have an idea of how many people out
> there are using the "kalman" command in a "production" environment;
> that is, hansl scripts that HAVE TO WORK. If it's just a few, we can
> arrange a somewhat "ad personam" migration strategy. If there are
> hundreds of such cases (but I doubt it), we'll have to find another
> solution.
>
> So please speak up! The sooner the better.

I was teaching State Space Models some years ago, and you already know I
prepared some packages (BSMestim LLTestim) when there was still no
native commands for the Kalman filter in gretl. I have checked the
native commands some times, but I have not used them seriously. So don't
worry about me, backward incompatibilites will not cause me any problem.
I look forward to the changes and I am sure that the improvements in
these commands will contribute to facilitate the use of state-space
models in gretl.

--
Ignacio D?az-Emparanza
Departamento de Econom?a Aplicada III (Econometr?a y Estad?stica)
Universidad del Pa?s Vasco - Euskalherriko Unibertsitatea, UPV/EHU
Tfno: (+34) 94 601 3732
http://www.ehu.eus/ea3



------------------------------

Message: 3
Date: Thu, 2 Jun 2016 09:09:20 -0300
From: Fernando Fernandes Neto <nando.fernandes.neto@gmail.com>
To: Gretl list <gretl-users@lists.wfu.edu>
Subject: Re: [Gretl-users] Attention State Space Modellers!
Message-ID:
    <CADmZHNqScnU3j+_b8D7OniZLjsdqhzv1mnarusTPYX-uk=VM1Q@mail.gmail.com>
Content-Type: text/plain; charset="utf-8"

I'd love to see the new state space environment.

The old was good, but too complex to manage.

2016-06-02 8:53 GMT-03:00 Ignacio Diaz-Emparanza <
ignacio.diaz-emparanza@ehu.eus>:

> El 01/06/16 a las 19:16, Riccardo (Jack) Lucchetti escribi?:
>
>>
>> Sorry for cross-posting, but this is very very important.
>>
>> In the past few weeks, we have been working on a substantial rewrite of
>> the hansl interface to state space models.
>>
>> The underlying computational engine is pretty much the same as before,
>> but the way a user can access it via hansl scripting has been completely
>> redesigned. The work isn't finished yet, but we're quite near completion
>> and we'll publish soon a document explaining the revised interface.
>>
>> In fact, we're quite impatient to make the change for two reasons: (a)
>> the new style is WAY better than the old one under all respects:
>> efficiency, maintainability, generality, intuitiveness, you name it. (b)
>> keeping both approaches functioning at once is possible (in the
>> git/snapshot version you get just that, in fact), but very costly.
>> Therefore, we'd like to drop the old syntax as soon as possible.
>>
>> Of course I hear you, Sven. This would be a MASSIVE backward-incompatible
>> change, much bigger than any we had in the whole history of the project.
>>
>> For this reason, we'd like to have an idea of how many people out there
>> are using the "kalman" command in a "production" environment; that is,
>> hansl scripts that HAVE TO WORK. If it's just a few, we can arrange a
>> somewhat "ad personam" migration strategy. If there are hundreds of such
>> cases (but I doubt it), we'll have to find another solution.
>>
>> So please speak up! The sooner the better.
>>
>
> I was teaching State Space Models some years ago, and you already know I
> prepared some packages (BSMestim LLTestim) when there was still no native
> commands for the Kalman filter in gretl. I have checked the native commands
> some times, but I have not used them seriously. So don't worry about me,
> backward incompatibilites will not cause me any problem. I look forward to
> the changes and I am sure that the improvements in these commands will
> contribute to facilitate the use of state-space models in gretl.
>
> --
> Ignacio D?az-Emparanza
> Departamento de Econom?a Aplicada III (Econometr?a y Estad?stica)
> Universidad del Pa?s Vasco - Euskalherriko Unibertsitatea, UPV/EHU
> Tfno: (+34) 94 601 3732
> http://www.ehu.eus/ea3
>
> _______________________________________________
> Gretl-users mailing list
> Gretl-users@lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users
>
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Message: 4
Date: Thu, 2 Jun 2016 15:36:04 +0200
From: Sven Schreiber <svetosch@gmx.net>
To: gretl-users@lists.wfu.edu
Subject: Re: [Gretl-users] plots with "bands"
Message-ID: <1fb0bc7b-f6d5-759a-b8c6-baea5c887e41@gmx.net>
Content-Type: text/plain; charset=windows-1252; format=flowed

Am 12.05.2016 um 18:53 schrieb Allin Cottrell:

>
> Yes, it would be nice if you could also set the style of the band (e.g.
> make it a shaded area rather than two lines). That may come,
> but it's a lot more complicated.
>

I guess I'm sounding repetitive, but with gnuplot 5 and using the
compact inline data specification that you managed to get into gnuplot
it doesn't strike me as very difficult. It works for me when I do:

$testdata using 1:3:4 title "bands" w filledcurve

of course after having put the data in a suitable "$testdata" block.

But still, a nice feature of course.

thanks,
sven



------------------------------

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