I have used "kalman" command only in a "teaching" enviroment.
I'm sure that the restyle will make easier state space modelling in Gretl.
I have only a seback: I will have to rewrite my lecture notes in State
Space modelling with Gretl!
It is a good reason to rewrite them in English (if Iwill be able to
improve my English!!)
Paolo
Il 01/06/2016 19:16, Riccardo (Jack) Lucchetti ha scritto:
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.
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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Paolo Chirico
Assistant Professor of Economic Statistics
Dept. of Economics & Statistics "Cognetti de Martiis"
Campus Luigi Einaudi, University of Turin
ITALY