Thanks for this :)
I understood the principle to create the model in C++,
but I am a bit lost with the API, Could you explain me or show me how to to
do time lag of samples when learning models and how to produce predictions
of samples from a model ?
thanks.
Le 7 avril 2010 14:44, Allin Cottrell <cottrell(a)wfu.edu> a écrit :
On Wed, 7 Apr 2010, denis joubert wrote:
> I compiled libgretl under cygwin, and now i would like to reproduce the
same
> heteroscedacity function as the gui does.
> I found in the api hsk function but doesn't understand how to use it.
> Is there someone which have example to do so ?
Please see the sample file, simple_client.c, which can be found in
the "extra" sub-directory of the gretl source. This calls for an
OLS model, but is easily modified to call hsk_func; I'm attaching
a suitably modified version.
Allin Cottrell
_______________________________________________
Gretl-users mailing list
Gretl-users(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users