[Gretl-devel] numerical_hessian

Allin Cottrell cottrell at wfu.edu
Wed May 4 23:11:28 EDT 2011


On Thu, 5 May 2011, Riccardo (Jack) Lucchetti wrote:

> On Wed, 4 May 2011, Olivier Ga wrote:
>
> > 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'm confident that Jack's fix is correct. I've now made this
modification in gretl CVS. The mistake actually occurs in two
places in the numerical Hessian code.

This is a cautionary tale: it can be more difficult that you'd
think, converting code from 1-based indexing to 0-based, when you
have nested loops to handle!

Allin Cottrell




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