[Gretl-devel] status

[Sven Schreiber]

Riccardo (Jack) Lucchetti schrieb:

> 
> Plus, after some discussion with Ignacio in Bilbao, it seems worthwile 
> to add a convenient way to use the Kalman filter at the user level. 
> Several areas could benefit from this (user-written weird arma stuff, 
> structural models à la Harvey, DSGE modellers...). I've got some very 
> preliminary material; in the (highly unlikely) event I find some time to 
> work a little more on a proposal, this may show up in the next version.
> 

Ah yes, the Kalman filter would be most welcome and some sort of killer 
feature actually! I would even go so far as to say that this should have 
priority among the econometric features, because it is so fundamental 
and versatile. Most of the other requested functionality could be 
implemented via user functions and such, but the Kalman filter should be 
native. And after that even more stuff can be done in user functions...

> 
> I guess that progress will be much faster if/when the number of people 
> submitting code rises. Of course, ideally it should be C code, but I do
> realise this is difficult. However, gretl's scripting language is IMO 
> now powerful enough to write non-trivial algorithms, and those would 
> obviously be most welcome too. I put at 
> http://www.econ.unian.it/lucchetti/gretl/Bilbao_slides.tgz
> the presentations I did in Bilbao a couple of weeks ago. 

[The link doesn't work for me.] I totally agree on the gretl-scripting 
front. I seem to be semi-consciously moving over from Python/Numpy to 
gretl script for most things actually, because it is so nice. Eventually 
I will contribute some Vecm functions as successors to the py4gretl 
functions, but that still takes some time.

cheers,
sven