[Gretl-users] Re: Some strange result with the dejong setting
Am 22.10.2025 um 16:58 schrieb Paolo Chirico:
Hi all,
sorry to bring this up again, but there are a few things I don't
understand:
1) If I set diffuse=2 and dejong=0, I expect the default method to be
sequential=1. Instead, into the filter bundle, I find:
I'm working under the
assumption that what you mean is that in your code
these settings are done after the ksetup() call, before any other call,
and that what you're showing us is the bundle content at the very end.
If this is not what you mean, you'd need to show us some of your actual
code.
/Kalman scalars:
t: 0
diffuse: 1 (not 2?)
/
confirmed
/ exact: 0 (not 1?)
/
cannot confirm, I see 1
/ cross: 0
dkvar: 0
sequential: 0 (not 1?)/
cannot confirm, I see 1
...
However, in no case is diffuse=2 reported in the filter bundle!
I'm not seeing a "dejong" bundle member in the end either, although it
was added at the beginning. (Where I took the script 36.4 from the user
guide as my playground.) It is not impossible that this might be some
bug, but I rather expect it to be a certain internal coding of the
initial choices. Someone else would have to comment on that. If that's
true, then the ex-post Kalman bundle does not appear to directly hold
the input choices.
cheers
sven
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