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

[Sven Schreiber]

Am 30.04.2008 23:16, Riccardo (Jack) Lucchetti schrieb:
> 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 the VECM form is more natural for the user if she specified a 
VECM. Also the vcv for the levels-VAR form would be singular, no? (I 
guess you don't care too much about that, but still.)

-sven