[Gretl-users] Re: Some strange result with the dejong setting. Problem finded!
On Thu, 23 Oct 2025, Paolo Chirico wrote:
I finally figured out where the problem was.
The original filter bundle (let's call it A) contains the correct settings,
but if this bundle is copied (for example, B=A), B fails to copy everything
because the "exact" member is not copyable and the default value, 0, remains
in B!
OK, so we need to ensure that our kalman functions do not mess with
the specifications initially passed in by the user via the diffuse,
sequential and dejong bundle members. We can "translate" them for
internal run-time use but should not modify them.
Allin