Re: [Gretl-users] One-sided HP filter
On Thu, 8 Mar 2018, Henrique Andrade wrote:
Em 3 de março de 2018, Oleh escreveu:
> Personally, I'd liked
>> * implement this as a variant of our native hpfilt() function,
> because it will work very quickly
>
> But > * Put the code below in the Kalman filter chapter
> will be good as a example
> Kalman filter is very valuable and powerful thing
> But as for me the docs are somewhat difficult:
> Every additional example will be helpful
I agree with you. This is what I'm saying on that thread:
http://lists.wfu.edu/pipermail/gretl-devel/2018-March/008604.html
I applaud your idea in that thread! It would be nice if more notice
were taken of our Kalman filter implementation. But it's kind of on
the edge of the degree of programming expertise that we can expect of
most hansl users, so the more good examples we have on show, the
better.
Allin