Re: [Gretl-users] cdf / pdf with series arguments?
Am 28.02.2018 um 01:39 schrieb Allin Cottrell:
On Tue, 27 Feb 2018, Mike Lasarev wrote:
> Is there some way to make the cdf and pdf functions work with series
> arguments for the parameter values?
>
> For instance: 'series p = cdf(G, mu, 1.0, y)' , where 'mu' and
'y' are
> both series.
These functions in effect assume stationarity of the data, so No, the
parameters cannot take the form of series. But it's not difficult to
write your own function for the non-stationary case (if it can't be
handled just by differencing).
I'm not sure Mike meant non-stationarity (although there are many
different meanings of that term).
I guess it's a simple as this:
series c
loop t=$t1..$t2 # current sample span
c[t] = cdf(z, mu[t], y[t])
endloop
cheers,
sven