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Source code changes of the file "addons/SVAR/SVAR_main.inp" between
gretl-2020a.tar.xz and gretl-2020b.tar.xz

About: gretl (Gnu Regression, Econometrics and Time-series Library) is a cross-platform statistical package mainly for econometric analysis.

SVAR_main.inp  (gretl-2020a.tar.xz):SVAR_main.inp  (gretl-2020b.tar.xz)
skipping to change at line 77 skipping to change at line 77
else else
matrix fullRd = get_full_Rd(&obj, verbosity) matrix fullRd = get_full_Rd(&obj, verbosity)
# (This also sets obj.C1.) # (This also sets obj.C1.)
matrix obj.fullRd = fullRd matrix obj.fullRd = fullRd
endif endif
# try to set some "sensible" initial values # try to set some "sensible" initial values
matrix param = init_C(Sigma, fullRd) matrix param = init_C(Sigma, fullRd)
/* isn't used, can probably be scrapped:
if obj.simann > 0
printf "before simann:\n%12.6f\n", param
matrix dat = vec(Sigma) ~ imp2exp(fullRd)
matrix parcpy = param
zzz = simann(parcpy, "loglik(&parcpy, &dat, -1)", obj.simann)
param = parcpy
printf "after simann:\n%12.6f\n", param
endif
*/
# do estimation; note that vcv is estimated inside "estC" # do estimation; note that vcv is estimated inside "estC"
matrix C = estC(&param, Sigma, fullRd, &vcv, &errcode, meth, verbosity) matrix C = estC(&param, Sigma, fullRd, &vcv, &errcode, meth, verbosity)
elif type == 3 elif type == 3
# AB-model # AB-model
matrix E = obj.E # grab the VAR residuals (needed for initialisation ) matrix E = obj.E # grab the VAR residuals (needed for initialisation )
matrix bRd = obj.Rd1 # restrictions on B matrix bRd = obj.Rd1 # restrictions on B
matrix aRd = obj.Rd0 # restrictions on A matrix aRd = obj.Rd0 # restrictions on A
 End of changes. 1 change blocks. 
11 lines changed or deleted 0 lines changed or added

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