Hi, I am interested in developing a set of procedures that will simulate a simultaneous equation model, like Eviews' model object. I've got some programs that I have cobbled together in R that simulate a model based on a Gauss-Seidel algorithm. Basically, a model is written in a text file which is parsed and equations are evaluated line by line until convergence. I think this could be a great start, there are also other open source example to leverage off - the BIMETS package in R, which is leaps and bounds better than what I have done, and Ray Fair's FORTAN code. In any case, I think this would be a great addition to GRETL, and I'd love to start developing it. Has anyone else embarked on this journey? Could we potentially collaborate?
I'm 100% across the programming in GRETL/HANSL, but I am assuming that one would start by defining a model object that has some procedures, like simulate etc. Does HANSL support OOP? The R approach I have used is a bunch of functions that are packaged up to achieve the same thing. Any help would be appreciated! Thanks Adam Elderfield
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