On Mon, Mar 10, 2025 at 7:22 AM Paolo Chirico <paolo.chir...@uniupo.it> wrote:
> Hi, > 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 > > I think the problem concerns the update functions. > What is not working? > Website: > https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/ 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. 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/
