On Wed, 7 Apr 2010, denis joubert wrote:
I compiled libgretl under cygwin, and now i would like to reproduce
the same
heteroscedacity function as the gui does.
I found in the api hsk function but doesn't understand how to use it.
Is there someone which have example to do so ?
Please see the sample file, simple_client.c, which can be found in
the "extra" sub-directory of the gretl source. This calls for an
OLS model, but is easily modified to call hsk_func; I'm attaching
a suitably modified version.
Allin Cottrell