Allin,
thank you for pointing out the problem.
Since I am preparing a paper on this function for the Gretl Conference
in Edinburgh, I hope to have the package finished by then.
Paolo
Il 10/03/2025 16:01, Cottrell, Allin ha scritto:
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
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Paolo Chirico
RU e Prof.Agg. di Statistica Economica
Università del Piemonte Orientale
Dip. di Giurisprudenza e Scienze Politiche,
Economiche e Sociali (DIGSPES)
Alessandria, Italia
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