Thanks again to Jack for his very helpful analysis of the
variables in gretl's libset.c.
These variables seem to fall into 3 groups:
* Vars that are already settable via the GUI.
* Vars that are irrelevant to the GUI.
* Vars that are (at least potentially) relevant but
that can't currently be set via the GUI.
The last group includes the PRNG seed, the parameters associated
with time-series filters, and the parameters associated with
iterative estimation (tolerance, max iterations).
Here's how I think these elements should be dealt with; comments
are welcome.
1. The PRNG seed should be visible and settable in the dialog
for defining a random variable.
2. Filters: There's no GUI mechanism for invoking these at
present, so putting the parameters into a GUI preferences dialog
seems odd. What we should have is an item in the time series
portion of the Variable menu, "Filters", which includes
Hodrick-Prescott and Baxter-King (and maybe for good measure
some simpler ones too, e.g. moving average and centered moving
average). When you select one of these items you get a little
dialog where the parameters are configurable. User-selected
parameter values are saved for the duration of the current
session with the current data set, not permanently.
3. Iteration parameters: all estimators that use iteration, and
where convergence is a potential issue, should have a little
Options dialog associated with the model specification dialog
(not sure of the best GUI design yet) where you can set
tolerance and max iterations.
Thus, my general idea is that these variables should be settable
"in situ", rather than in a dialog under /Tools/Preferences.
Allin.