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.
Please see the sample file, simple_client.c, which can be found inOn 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 ?
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
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