Hi gretl users,
there is version 2.0 of the "Threshold_Panel" out now. The package
implements Bruce E. Hansen's panel-threshold model (JoE, 1999).
Apart from some internal refactoring (increasing computational speed
too!) and bug fixes, the user-interface has changed too for improving
the "user-experience". The most important changes are the first two
bullet points in the following changelog. All details can be found in
the help file as always:
http://ricardo.ecn.wfu.edu/gretl/cgi-bin/current_fnfiles/unzipped/Threshold_Panel.gfn
2.0 (March 2021)
- Changed API: Rename function SETUP_THRESH() to estimateTpm() and change
arguments.
- Changed API: Rename function lrplot() by plotTpm() and change
arguments.
- Replace "stop" by errorif() function.
- Fix bug in get_interaction_terms() function for constructing
interaction terms.
- Make use of hdprod() function for computing interaction terms;
results in about +20% gain of speed.
- Internal refactoring and re-formatting (about 5% gain of speed).
- Update help file.
- Improve print-out of tests (formatting)
- Minimum required version is 2020b now.
Best,
Artur
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