loop while SIMUL <= times
....
bundle SVMt = ksetup({y, z}, H, F, B, C)If I cancel " ksmooth(&SVMt) " (by #) the script runs well
...
#
mle ll = ERR ? NA : SVMt.llt
SVMt.obsxmat[1,1] = SVMt.omega
SVMt.statemat[1,1] = SVMt.beta
SVMt.statevar[1,2] = SVMt.gamma
SVMt.statevar[1,3] = exp(SVMt.L2v/2)
ERR = kfilter(&SVMt)
params SVMt.omega SVMt.gamma SVMt.beta SVMt.L2v
end mle #--hessian
...
ksmooth(&SVMt)
...
endloop
Hi Jack,My two pence for the sake of testing.Your script stops after estimating two models telling:
Argument 1 must point to a state-space bundle>> ksmooth(&mod)
I'm using gretl 2021d (30/09/21) on macOS Big Sur
Best,Artur
-- Paolo Chirico Università del Piemonte Orientale Dip. di Giurisprudenza e Scienze Politiche, Economiche e Sociali (DIGSPES) Alessandria, Italia