On Thu, December 21, 2006 13:54, Sven Schreiber wrote:
> Allin Cottrell schrieb:
>
>>
>> The estimators you mention are good candidates for inclusion at some
>> point, but I don't know how soon -- there are lots of things to be done
>> and only two of us actually coding on gretl.
>>
>> Allin.
>>
>
> I am certainly not against including new features in gretl, but given
> the scarce resources, maybe Jack and you should think of a policy that
> determines when a new feature should be implemented via the great new
> function package mechanism (i.e. doable by many others), and when it has
> to be coded (in C) in gretl itself (i.e. Allin or Jack have to do it).

I'm personally inclined to say that from now on everything that can reasonably
done via a user function should be done that way. I say "reasonably" because
our scripting infrastructure is, as of now, not sophisticated enough to
support computationally demanding methods. For example, there is now in CVS a
pretty decent implementation of Arellano & Bond's estimator for dynamic
panels, which would have been impossible to do via a script. But in the end,
it's a bit of a chicken-and-egg problem; gretl's scripting capabilities have
increased enormously in a year or so exactly because we started using
user-level functions for doing things and discovered what was missing during
the process. The other day, I wrote a little function to extract long-run
coefficients from an ADL model (attached for those interested), which exposed
a bug in the matrix code, now fixed in CVS.

The more people write functions, the more enhancements and bug fixes are
likely to come in the future -> the easier it becomes to rely on user-level
functions for doing stuff.

> <Shameless plug:> Of course, allowing shell commands in functions would
> greatly expand the scope of function packages by using existing
> algorithms in R etc. But it sounded like I already got your "okay" on
> that...

This is already in CVS.


Riccardo (Jack) Lucchetti
Dipartimento di Economia
FacoltĂ  di Economia "G. FuĂ "
Ancona

Attachment: lrcoeff.inp
Description: application/gretlscript

Attachment: lrcoeff_ex.inp
Description: application/gretlscript

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