On Mon, Mar 10, 2025 at 7:22 AM Paolo Chirico <paolo.chirico@uniupo.it> wrote:
Hi,
I have prepared a function to estimate stochastic volatility models with three different QML procedures (which I attach with a datafile).
The first procedure is the classic QML, while the other two use time-varying state space models, so they use update functions.
The script runs fine with all the procedures, Jack has already seen it.
However, after creating the package, only the first procedure works well, while with the other two I get the message:

This function needs a dataset in place
The formula 'ERR = kfilter(&SVM)'
 produced an error on execution
*** error in function svm_qm2, line 133

I think the problem concerns the update functions.
What is not working?
Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/

Paolo,

Your package should work if you set its "data-requirement" to "no-data-ok" (either via spec file or the packaging GUI).

I have to say that at this point I don't understand why that's necessary, but I'll try investigating further.

Allin