On Thu, Oct 23, 2025 at 7:40 AM Allin Cottrell <cottrell(a)wfu.edu> wrote:
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.
That's now fixed, I believe, in the current gretl snapshots. Specifically,
explicit settings by the user of "diffuse", "sequential" and/or
"dejong" in
a state-space model bundle should not be changed by execution of the
kfilter() function.
Allin