[Gretl-users] Re: The function works fine, but the package doesn't!

On Mon, Mar 10, 2025 at 10:10 AM Cottrell, Allin <cottrell(a)wfu.edu&gt; wrote: > On Mon, Mar 10, 2025 at 7:22 AM Paolo Chirico <paolo.chirico(a)uniupo.it&gt; wrote: >> 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 > Paolo, > > Your package should work if you set its "data-requirement" to "no-data-ok" (either via spec file or the packaging GUI). > > I have to say that at this point I don't understand why that's necessary, but I'll try investigating further. OK, now I see what was happening. The error was, as you thought, related to the TV* updater functions. But there was nothing wrong with your hansl code, rather the built-in kfilter() function was performing a misguided check on the updaters. This is now fixed in git, and the fix will be in gretl 2025a, due out soon. In the meantime a not-very-nice workaround is as I said: pretend that your package doesn't need a dataset in place. Allin _______________________________________________ Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/