PG
Periklis Gogas
Associate Professor
of Economic Analysis and International Economics
Department of Economics, Democritus University of
Thrace
Euro Area Business Cycle Network - Fellow
The Rimini Centre for Economic Analysis - Fellow
The Society for Economic Measurement - Member
Institute for Nonlinear Dynamical Inference (INDI) - Charter Fellow
Am 20.07.2017 um 13:57 schrieb Periklis Gogas:
Hello there,
Are there any plans to incorporate any Machine Learning algorithms in Gretl?
Thank you,
PG
*Periklis Gogas
Hey Preiklis,
I don't know whether Jack, Allin or anybody else plan to implement such things into gretl's C-code.
However, it would be nice to have a wrapper, for instance, for the glmnet-package written by Hastie et al. (URL: https://web.stanford.edu/~hastie/swData.htm#Glmnet )
For this package there exists already a R, Matlab and Python wrapper. Of course, the R and Python codes can always be called from gretl's foreign-environment.
I think the very basic functions of the glmnet package are even written in Fortran. I am curious whether gretl could call and process Fortran code?
Best,
Artur
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