Hi there,
thanks for the quick response!
I gonna try the 'functional approach' and see how it performs.
I also gonna have a look at the paper concerning quadratic programming, but
that will be for some rainy WE in autumn.
In the meantime a write a VBA script.
Have a nice day
Leon
> Am 05.10.2
On Mon, 5 Oct 2015, Allin Cottrell wrote:
> I think BFGS ought to be able to do a decent job without that. Not
> sure, but I think that rather than just truncating your parameters that are
> supposed to be in the range 0 to 1, as in
>
>>x = (x.<0)? 0 : x
>>x = (x.>1)? 1: x
>
> you might d
Hi there,
it's been a while since my last post...how was the gretl conference in
Berlin?)
Today I'm concerned with an optimization problem.
I have the following goal:
Find a linear combination of input series in such a way that
- the resulting series is used to calculate the difference to another
On Mon, 5 Oct 2015, Pindar Os wrote:
> Hi there,
>
> it's been a while since my last post...how was the gretl conference in
> Berlin?)
Both productive and fun (thanks, Sven!).
> Today I'm concerned with an optimization problem.
> I have the following goal:
> Find a linear combination of input se
Is it not the case that when the coefficients have a t-distribution that
the ols estimates have minimum variance and thus maximise the t-statistics.
If you are trying to fit a heavy tailed distribution to some phenomenum
and wis to estimate the appropriate degrees of freedom be sure to use a
form
El 21/12/11 17:39, clarodina(a)lycos.com escribió:
>
> Hi PS,
>
> Want to have the coefficients maximising t value
>
> Matlab have a add on doing the maximisation
>
> How to do the maximising on gretl?
>
> Clarodina
Sorry, from time to time, our dear developers change the structure of
the manual.
El 21/12/11 17:39, clarodina(a)lycos.com escribió:
>
> Hi PS,
>
> Want to have the coefficients maximising t value
>
> Matlab have a add on doing the maximisation
>
> How to do the maximising on gretl?
>
> Clarodina
Please, look at the manual !!
Gretl User’s Guide, Chapter 5, section 5.9
--
Ign
21, 2011 11:39 AM
To: gretl-users(a)lists.wfu.edu
Subject: [Gretl-users] Optimization
Hi PS,
Want to have the coefficients maximising t value
Matlab have a add on doing the maximisation
How to do the maximising on gretl?
Clarodina
___
Gretl-u
Hi PS,
Want to have the coefficients maximising t value
Matlab have a add on doing the maximisation
How to do the maximising on gretl?
Clarodina
Hi PS,Want to have the coefficients from the maximising t Matlab have a add on for doing maximization Wonder how to do the maximization on gretl Clarodina
t-values?
PS
From: gretl-users-bounces(a)lists.wfu.edu [gretl-users-bounces(a)lists.wfu.edu]
on behalf of clarodina(a)lycos.com [clarodina(a)lycos.com]
Sent: Wednesday, December 21, 2011 2:24 AM
To: gretl-users(a)lists.wfu.edu
Subject: [Gretl-users] Optimization
Hi,
1) Doing a adf 0 y
Hi,
1) Doing a adf 0 y --ct --verbose, there is a time coefficient on the output
What is this time coefficient?
2) Does gretl allow doing regression with optimization of some condition?
Have 6 data D1 to D6
Want to regress D1 against D2 to D6
Do a adf on the $yhat and have t valu
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