gretl-addons 1.0
by Allin Cottrell
gretl-addons-1.0
2011-02-24
This is a to announce a new element of gretl, introduced along
with the 1.9.4 release. It may be relevant to people who build
gretl themselves from the source code, and possibly also to those
who package gretl for GNU/Linux distributions.
Gretl >= 1.9.4 will include a set of "addons": these are function
packages that extend gretl's functionality. Addons comprise a gfn
file (a UTF-8 text file containing function definitions written in
gretl's scripting language, but in an XML wrapper to facilitate
fast loading), along with (in some cases) documentation in PDF
format and various example scripts and/or relevant data files.
Each addon lives in its own subdirectory under
PREFIX/share/gretl/functions, where PREFIX is the path selected
for the gretl installation.
Addons differ from regular user-contributed function packages (for
a description of which see the Gretl User's Guide) in that they
are approved by the gretl authors and carry a commitment to
continued maintenance; they also have their own menu entries in
the gretl GUI, and can hold the sort of additional files mentioned
above (notably PDF documentation). A path will be provided for
users who wish to contribute addons or to "upgrade" existing
function packages to addon status.
In gretl 1.9.4 there are two addons: gig (extends gretl's GARCH
functionality) and ivpanel (offers some instrumental-variables
estimators for panel data). More will be added in later releases.
The gretl 1.9.4 packages for MS Windows and Mac OS X include the
addons. As for GNU/Linux, there are various ways of getting the
addons:
1) They are available in pre-built form as zip archives. At
present there are zip files for gig and ivpanel at
http://sourceforge.net/projects/gretl/files/addons/1.9.4/
There's also a mechanism within gretl for auto-download and
install of these files on demand.
2) They have their own sub-tree in gretl CVS. See
http://gretl.cvs.sourceforge.net/viewvc/gretl/gretl-addons/
3) We will release source packages ("tarballs") based on the CVS
tree from time to time. Each announcement of a gretl release will
include an indication of the compatible addons source package. A
first such package can be found at
http://sourceforge.net/projects/gretl/files/addons/gretl-addons-1.0.tar.bz2
In CVS and addon-source releases one finds the usual GNU mechanism
for configuring, building and installing. The release tarballs
will in fact contain pre-built gfn and PDF files so that no real
"build" is required; it should be sufficient to do, e.g.,
./configure --prefix=/usr
followed by either
make install
or, for packagers
DESTDIR=/your/path make install
Note that at present gretl addons fall in the "noarch" category --
though at some future point it may contain C code that requires
compilation for variant architectures.
--
Allin Cottrell
Department of Economics
Wake Forest University
13 years, 10 months
- 1
- 0
gretl 1.9.4
by Allin Cottrell
Version 1.9.4 of gretl is now available from the usual place,
http://gretl.sourceforge.net/
Here's the Changelog entry:
2011-02-24 version 1.9.4
- Change the default random number generator from GLib's
implementation of the Mersenne Twister to the SIMD-oriented
Fast Mersenne Twister
- Introduce "addons": approved function packages that are
represented in the GUI menus
- Add an --accessors option to the "varlist" command, to expose
the list of currently available accessor ("dollar") variables
- Add more panel data graphing options -- time-series of group
means and boxplots by group -- and redesign the GUI for panel
plots
- GUI code: modify to allow building against gtk3, with a
configure option --enable-gtk3
- GUI icon view: provide a graphical representation for saved
"bundles"
- GUI dialog for calling user-defined functions: several
improvements
- GUI access to X-12-ARIMA: give option of writing and editing
x12a .spc file
- GUI test-statistic calculator: fix a bug in the one-variance
test
- New accessor, $vma: retrieves the vector moving average form of
a VAR or VECM
- New function, inlist(): gives the position of a series within a
named list or zero if the series is not present
- New function, isconst(): determines whether a series or vector
has a constant value, and optionally tests for either
time-invariance or cross-sectional invariance for panel-data
series
- New function, strsub(): substitutes a specified replacement for
a specified sub-string in its first (string) argument
- New function, ngetenv(): gets the numerical value of variable
in the environment
- "estimate" command: document the --quiet flag; and also enable
the --quiet option for "system"
- "summary" command: add an option to print summary stats for the
columns of a named matrix
- "outfile" command: add facility to redirect output to stderr or
stdout
- "setobs" command: add option to attach observation labels from
a named file
- "heckit" command: switch to use of analytical Hessian for the
covariance matrix
- New function, errmsg(): returns the gretl error message
associated with a given integer error code
- New function, rownames(): complements the colnames() function
for matrices
- New function mrls(); implements restricted least squares
estimation for data in matrix form
- The sdc() function (column standard deviations): add an
optional second argument to control the divisor
- New "set" variable, matrix_mask, which can be used to control
the included observations when constructing matrices from
series
- Accessors $test and $pvalue: generalize to allow matrix values
(e.g. from the coint2 command); also ensure that these values
get recorded when using "restrict" in connection with a system
estimator such as SUR
- "catch" modifier for commands: make this catch a wider range of
errors
- Functions corr(), cov() and fcstats(): accept two vector
arguments in place of two series
- Allow deletion of local matrices within functions
- Remove deprecated aliases "noecho" and "seed"
- Remove redundant function "makemask"
- Fix some memory leaks in the gretl GUI
- Storage of data in gdt files: increase the precision for
derived series such as logs
- Fix: reset model count on exit from user-defined functions
- Fix bug: incorrect parsing of command line containing a
filename that includes left and/or right parentheses
- Fix bug: the $ec accessor for Error Correction terms produced
bad results for VECMs where the loadings ("alpha") terms were
estimated subject to restrictions
- Fix bug: estimates could get out of order for some equation
systems if the constant was not given in first place among the
regressors
- Fix bug: the "diff" command applied to a lead of a series could
produce spurious values with panel data
- Fix bug: segfault with nested loops when the outer loop
resamples the dataset and the inner one generates a series
- Fix bug: the function isnull() got broken when the argument is
the name of a string variable
- Fix bug: incorrect parsing of ARIMA command with "gappy" AR
lags specification, e.g. "arima {1 4 5} 1 1 ; y"
- Fix bug: the $unit accessor for panel data got broken
- Fix bug: the $kalman_t accessor was not working correctly for
the case of a filter that employs time-varying matrices
- Fix bug: when compacting a dataset using the end-of-period
option, one usable observation might be discarded
- Fix bugs 3180774 and 3183721 (64-bit build issues)
Allin Cottrell
13 years, 10 months
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