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
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