Hi all, due to a recent discussion in the user list
https://gretlml.univpm.it/hyperkitty/list/gretl-us...@gretlml.univpm.it/thread/AOEAPJMB7PSGEWCAYUBCFWSOFRDJ3KIU/Allin and I have begun coding a slight modification to the --robust option to ols that enables the usage of that option with "gappy" time series data.
A few minutes ago, I pushed a commit to the git master branch that makes the new behaviour conditional on the existence of an environment variable named "HAC_ALLOW_MISSING". This is a technique we've been using quite often to test new things.
In fact, maybe _too_ often. The combined powers of grep and sed allowed me to compile a list of all the environment variables that play a role of some kind; although some are perfectly legitimate (eg HOME, LANG), some are clearly there because of experiments we did in the past. I guess we ought to clean up at least some of them.
Of course, Allin and I could see to this without bothering the community, but this may be a good opportunity for aspiring developers to take a peek at the source code and see what's in there, so ideas and contributions from the community are very welcome.
The list is: ARELLANO_ASY CLI_NO_PLOTS DFGLS_NO_PVALUE FORCE_GFN_PATH GMM_NORMALIZE_2 GRETL_CONFIG_FILE GRETL_FORCE_SEED GRETL_HOME GRETL_INCLUDE_PATH GRETL_MATRIX_DEBUG GRETL_MATRIX_PRINT6 GRETL_MP_BITS GRETL_MPI_HOSTS GRETL_NO_RLIB GRETL_OLD_EV GRETL_PLUGIN_PATH GRETL_PNG_GRAPH_FONT GRETL_REAL_SVD GRETL_USE_OPENMP GRETL_WORKDIR GRETL_WWW_VERBOSE HAC_ALLOW_MISSING H_EXTRA HOME IMPORT_DEBUG JSONGETB_OLD KALMAN_DEBUG KALMAN_DEJONG KALMAN_EXACT KALMAN_TRACE KALMAN_UNIVAR LANG MINGW_PREFIX OMP_NUM_THREADS PATH REPLACE_NAIVE REPLACE_USE_BTREE R_HOME SHELL SHELLDEBUG VAR_USE_QR Have fun! ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------
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