[Gretl-devel] RFC: $sigma & co.

[Riccardo (Jack) Lucchetti]

On Wed, 30 Apr 2008, Allin Cottrell wrote:

> On Mon, 28 Apr 2008, Sven Schreiber wrote:
>
> [re, reorganizing the $sigma and $vcv accessors]
>
>> Although I will be one of the (few?) affected users I agree with
>> Jack that $vcv should be changed, especially because it's very
>> simple to change $vcv to $sigma to get the scripts working
>> again. (And I like the functionality that $vcv will deliver in
>> VAR/VECM contexts.)
>
> OK.

Coding $vcv for VARs should be quite easy. I'll try to see to that 
tomorrow. Things are a bit trickier for VECMs. Should we return the v-cov 
matrix of the coefficients in VECM or VAR form?

> I think it would be easier to roll such tests into the existing
> gretl regression suite.  I can make this available via the web.
> Package maintainers could play a useful role, however, by
> contributing scripts that exercise their packages.

I agree. IMHO, writing test scripts for contributed function packages is 
be something the package writers should do. How am I supposed to write a 
test script for econometric techniques I may know nothing about?


Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche

r.lucchetti at univpm.it
http://www.econ.univpm.it/lucchetti