[Gretl-devel] Uploading function packages

[Allin Cottrell]

On Fri, 3 Oct 2008, Riccardo (Jack) Lucchetti wrote:

> On Fri, 3 Oct 2008, Gordon Hughes wrote:
> > D.  I have mentioned previously that the functions can easily 
> > run into non-concave regions, which can cause mle using 
> > analytical derivatives to fail.  [The root problem appears to 
> > lie in the behaviour of the function cnorm(x) for large values 
> > of x, since the likelihood function contains terms involving 
> > 1/(1-cnorm(x))...]
> 
> Just out of curiosity, do things improve using the pvalue() 
> function? They may, for reasons too long to explain here...

But not too long to explain in section 5.6 of the Gretl User's 
Guide!  

Allin.