Re: [Gretl-users] Attention State Space Modellers!

El 01/06/16 a las 19:16, Riccardo (Jack) Lucchetti escribió: > > 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 Díaz-Emparanza Departamento de Economía Aplicada III (Econometría y Estadística) Universidad del País Vasco - Euskalherriko Unibertsitatea, UPV/EHU Tfno: (+34) 94 601 3732 http://www.ehu.eus/ea3 _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users