On Mon, Mar 10, 2025 at 10:10 AM Cottrell, Allin <cottr...@wfu.edu> wrote: > > On Mon, Mar 10, 2025 at 7:22 AM Paolo Chirico <paolo.chir...@uniupo.it> wrote: >> >> I have prepared a function to estimate stochastic volatility models with >> three different QML procedures (which I attach with a datafile). >> The first procedure is the classic QML, while the other two use time-varying >> state space models, so they use update functions. >> The script runs fine with all the procedures, Jack has already seen it. >> However, after creating the package, only the first procedure works well, >> while with the other two I get the message: >> >> This function needs a dataset in place >> The formula 'ERR = kfilter(&SVM)' >> produced an error on execution >> *** error in function svm_qm2, line 133 > > Paolo, > > Your package should work if you set its "data-requirement" to "no-data-ok" > (either via spec file or the packaging GUI). > > I have to say that at this point I don't understand why that's necessary, but > I'll try investigating further.
OK, now I see what was happening. The error was, as you thought, related to the TV* updater functions. But there was nothing wrong with your hansl code, rather the built-in kfilter() function was performing a misguided check on the updaters. This is now fixed in git, and the fix will be in gretl 2025a, due out soon. In the meantime a not-very-nice workaround is as I said: pretend that your package doesn't need a dataset in place. Allin _______________________________________________ Gretl-users mailing list -- gretl-users@gretlml.univpm.it To unsubscribe send an email to gretl-users-le...@gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/
