[Gretl-devel] numerical_hessian

Riccardo (Jack) Lucchetti r.lucchetti at univpm.it
Wed May 4 18:15:31 EDT 2011


On Wed, 4 May 2011, Olivier Ga wrote:

> 
> Hello everyone,
> I do not know if it is the right place to ask this question. Let me know 
> if it is not the case.

It is, absolutely.

> I use the arma function under linux and sun solaris. [...]

It seems to me your analysis is correct. Could you try if after changing 
the line

                      for (k=0; k<r-m; k++) {

to

                      for (k=0; k<r-m-1; k++) {

the problem persists?

> I am not a specialist in mathematical so my question is: "It is a true 
> bug or there is something I missed" ?

It looks like a true bug. What I find puzzling is that the problem 
doesn't ALWAYS show up. Could you send Allin and me a script (possibly 
with a dataset) which exposes the problem?



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

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


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