[Gretl-devel] fdjac doc typo?

[Allin Cottrell]

On Fri, 18 Jan 2008, Sven Schreiber wrote:

> Ok, the fdjac function is very cool, I just discovered it this 
> week, and after some heavy scripting it has given me some very 
> useful results. Thanks for this great functionality! 

Glad you like it!

> Now, it seems to me that fdjac does not accept more than two 
> matrix arguments. 

fdjac always accepts just two arguments: a matrix (vector of 
parameter values), and a function call.  It seems you're saying 
that the function call accepts (or properly processes) just two 
arguments, but so far as I can tell that's up to the writer of the 
function that is called.

I tried introducing a redundant third matrix into the calls to 
Jack's "MPC" function (Guide, Example 5.3, "Delta Method"), as in

matrix m = I(2)
mpc = MPC(&theta, &Y, m)
matrix Jac = fdjac(theta, "MPC(&theta, &Y, m)")

(a third matrix parameter is added to Jack's definition of the MPC 
function, but the corresponding argument is ignored within the 
function).

The MPC script returned the same results as it did without the 
redundant matrix.

It's possible that some weird interaction occurs under some 
conditions, but we'd need an example to assess that.

Allin.