Re: [Gretl-users] log-likelihood
On Tue, 28 Mar 2006, Ignacio Díaz-Emparanza wrote:
First of all I want to report that I installed new version
gretl-1.5.1 in mandriva-linux by means of the
gretl-1.5.1-1gtk2.i586.rpm and all is working perfectly.
Sorry for the delay, but that's good to hear.
I am trying to program maximum likelihood in the "prediction
error
decomposition form" (see Harvey 1990 "Time Series Models", p.91)
but I have a problem. I need to run the kfilter script from inside a
"mle" (maximum likelihood estimation) group, and it is not possible.
No, at present that's not possible (we allow only a small subset of
commands within the "mle" environment, not including user-defined
functions), but clearly it should be enabled. I'll work on that.
Allin Cottrell