Hi all,
an update of the "BMST" package just got uploaded. The version number
switched from 1.0 to 2.0 due to changes in the package's API, and this
is why I would like to inform you about it.
The "BMST" package comprises specifications tests for binary logit and
probit models:
http://ricardo.ecn.wfu.edu/gretl/cgi-bin/current_fnfiles/BMST.gfn
It was inspired by Dave Giles' blog entries on this topic, see e.g. here:
https://davegiles.blogspot.com/2015/06/logit-probit-heteroskedasticity.html
The new version includes the following changes:
* Completely refactored.
* New much simpler API -- really, try it out ;-)
* Add unit-tests.
* Required gretl version is now 2017d.
Best,
Artur