Displaying 2 results from an estimated 2 matches for "modeleq".
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2006 Jul 24
2
persistent C++ objects
Hi,
I am trying to create an R interface for Dynare++ [1], a k-order
solver for rational expectation models. I would like some advice on
how to glue the C++ code to R.
In C++, it works the following way:
- a DynareModelEq object is initialized with the formulas, parses them
and performs k-order symbolic expansions
- the user calls a member of this object multiple times with parameter
values (eg for MCMC), the object returns tensors
An R interface could work this way:
modeleq <- dynare_expand(... model desc...
2008 Aug 07
1
Fitted values with small weights in lm.wfit (PR#11979)
Full_Name: Alexander Blocker
Version: 2.7.1
OS: Ubuntu 8.04 / Windows XP
Submission from: (NULL) (76.119.235.225)
When running lm(modeleq, weights=wt, data=dataset) with small weights (<1e-10),
I have encountered an odd phenomenon with fitted values. Due to numerical
precision issues, the fitted values and residuals returned by lm.wfit (from its
.Fortran call to dqrls) can differ greatly from those returned by running
predict on t...