gretl 1.9.3 released
by Allin Cottrell
Gretl version 1.9.3 is now available -- see
http://gretl.sourceforge.net
Gretl is the Gnu Regression, Econometrics and Time-series Library, a
program for the statistical analysis of economic and social data.
2010-11-29 version 1.9.3
- New estimation command "biprobit" (bivariate probit)
- New panel unit-root command "levinlin"
- Add help text for "dpanel"
- "restrict" command: enable the --full option for single-
equation models estimated via OLS (makes the restricted
estimates available as the "last model")
- "restrict" and "estimate" for equation systems: don't
insist on a system-name argument, but allow a default of
the last model (provided it was a system)
- GUI graphs: allow option of replacing the original graph
with a zoomed view
- Panel time-series graphs in GUI: add another format option
and try to use date information if available
- lrvar function: allow vector argument in place of series
- Iterated GMM: raise default maximum iterations to 250, and
add a new "set" variable, "gmm_maxiter"
- Fix bug 3105271
- Fix bug: crash in lapack in case the number of instruments
exceeds the number of observations in tsls
- Fix bug: recent breakage in quantreg command for the case
of multiple tau values
- Fix bug: ensure that the main window gets updated when
series are deleted via the console
- Fix bug: don't show an excessively long list of series in
the dialog box for confirming deletion of series
- Fix bug: creation of matrices from data series in a loop
which changes the sub-sample via --restrict
- Fix bug: setting "halt_on_error" off should not suppress
printing of error messages
--
Allin Cottrell
Department of Economics
Wake Forest University
13 years, 11 months
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gretl 1.9.2 released
by Allin Cottrell
See http://gretl.sourceforge.net/
Here's the Change Log as of this release:
2010-11-03 version 1.9.2
- New command "fractint" (fractional integration test)
- The "pergm" command no longer does fractional integration
testing as a side-effect
- The "open" command now supports http to get a data file
(of any supported format) directly from the internet
- "kalman": allow a constant term in the state transition
equation
- "modprint" command: allow a string literal for the second
argument; support both comma- and space-separation of
parameter names
- "dataset expand" command: add an "interp" modifier to use
interpolation rather than repetition of values; also
remove the option of going directly from annual to
monthly frequency
- "heckit" command: enable the --robust option for QML standard
errors, and also the --quiet option
- "mahal" command: add a --quiet option
- "arima" command: add new option --save-ehat
- pdf function: support the poisson and binomial distributions
(giving the probability mass)
- New function invmills() to get the inverse Mills ratio
- New function bwfilt() to compute the Butterworth filter
(thanks go to D.S.G. Pollock), plus GUI access under
/Variable/Filter (time-series data only)
- New function polyfit() to obtain a polynomial trend line
- New function chowlin() to perform Chow-Lin interpolation
of higher-frequency data
- New function varsimul() to simulate VARs
- New accessor $mnl_probs to get the estimated outcome
probabilities for a multinomial logit model (plus GUI
access under the Analysis menu in the model window)
- GUI interface to X-12-ARIMA: add more options to control
the program's behavior
- GUI model specification dialog: add a "genr" button
- GUI, main window toolbar: add a button for direct access to
native gretl databases
- Fix for multinomial logit: correct bias in favor of the
base case in the reported fitted values ($yhat)
- Fix VAR forecasts: ensure consistency in exactly where
a dynamic forecast starts
- Fix bug 3021540 (sorting dataset)
- Fix bug 3021854 (spreadsheet import with no numeric data)
- Fix bug 3050710 (build process: LDFLAGS not respected)
- Fix bug 3054932 (build process: libdir not used)
- Fix bug 3074946 (specific MA lags not remembered in ARMA GUI)
- Fix bug 3082926 (crash or bad session file when saving a
session containing models with missing observations)
- Fix crashing bug in Wilcoxon signed rank test
- Fix bug: adf test with --gls option: don't use too many
pre-sample values for the detrending regression
- Fix bug: crash in GUI when estimation of a restricted VECM
was not successfully completed
- Fix for OS X: we now support Ctrl-click as equivalent to
right-click (for popup menus, etc.)
- Fix for finding user's customized LaTeX preamble file
- Fix: more rigorous detection of whether TeX output is PDF
rather than DVI
- Fix: when compacting a dataset, some values that should be
missing were appearing as zero
- Traditional Chinese locale: encode text to CP950 for EMF
files via gnuplot
- Drag-and-drop onto gretl main window: support database files
(gretl native, RATS or PcGive) as well as regular data files
- Graphs in GUI: for plots that don't support the full graph
editor, add a font selector
- Build: require libgmp (no longer an optional extra)
- Internals: modify GUI sources to ensure that gretl will build
OK with the forthcoming GTK+ 3.0
- MS Windows: update Inno installer and add the officially
recognized translations
--
Allin Cottrell
Department of Economics
Wake Forest University
14 years
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