[Gretl-users] new Kalman interface

Sven Schreiber svetosch at gmx.net
Tue Jul 5 08:16:08 EDT 2016


Am 05.07.2016 um 13:55 schrieb Paolo Chirico:
> I performed the example 30.3:  "philips curve... with time-varying slope"
> 1) I was responded the following error (in the MLE step):
> ...
> /* ML estimation of intercept and the two variances */
> ? mle LL = err ? NA : B.llt
> ? B.obsy = B.depvar - b0
> ? B.obsvar = s_obs^2
> ? B.statevar = s_state^2
> ? err = kfilter(&B)
> ? params b0 s_obs s_state
> ? end mle
> Unexpected byte 0xe2
> Syntax error
> *** error in function at_each_step, line 1
>> b.obsymat = b.mX[b.t,]’
> The formula 'err = kfilter(&B)'
>  produced an error on execution

The 0xe2 byte thing sounds like a non-ASCII character sneaked into in 
the file with the code. In your email the transposition sign after the ] 
looks suspicious, but after sending via email anything can happen.

As always it could be useful to know your gretl version, platform, and 
how the new Kalman code was installed, if not with gretl itself.

cheers,
sven



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