[Gretl-announce] gretl 1.8.1 released
See http://gretl.sourceforge.net/
There have been some small logistical difficulties with this
release with the consequence that this announcement is slightly
out of phase with the date given below, and also that the OS X
disk images are not exactly up to date. My apologies for this;
I'll get everything lined up correctly for the next release.
5/21/2009 version 1.8.1
- Fix bugs 2533543, 2590417, 2604963, 2687954, 2734471,
2741374, 2780592
- resample() function: add a second, optional parameter,
namely a block length for resampling by moving blocks
- Ensure that gretl.lang (for gtksourceview) gets updated
in Windows build
- Forecasts with confidence intervals: make the confidence
level configurable via the GUI (and similarly for
confidence bands on impulse response plots)
- VECMs: add a GUI selector for lags of any exogenous
variables
- genr: make '^' (exponentiation) associate rightwards
- genr: support the syntax "func(args)[slice]" to select
directly a submatrix from a function call that returns a
matrix
- panel, random effects estimator, Hausman test: notify the
user if the matrix-difference version of the Hausman test
fails; also document the --hausman-reg option in the help
entry for the "panel" command; and fix the covariance
matrix in case --hausman-reg is chosen.
- VARs: support gaps in the lag structure (not for VECMs);
also, allow single-equations VARs
- New GUI graph option: "Plot curve" under the tools menu,
for quick plotting of a formula
- Chow test: add the option of specifying a dummy variable
rather than a break point
- Boxplots: enable boxplot command in loops
- seq() function: add a third, optional step parameter
- Speed up loading of very large data files in gretl
native format
- Fixes for handling of data files with over 999 variables
- Minor improvement to parsing of dates in CSV files
- "lags" command: accept a scalar variable for the parameter
indicating how many lags to generate
- "logit" command: support multinomial logit via a new
option, --multinomial
- ordered logit, probit: add count of cases 'correctly
predicted', plus overall likelihood ratio test for all
slopes = 0
- Graph editing dialog: provide more comprehensive font
selection apparatus if gnuplot supports cairo
- "gnuplot" script command: add mechanism for naming the
output file, and selecting EPS/PDF/PNG output directly
- Fix bug in binomial plot for 60 <= n < 170
- MS Windows build: update to gnuplot 4.3 CVS as of
March 2009
- Enhancements for GUI menu item "Count missing values"
- tsls: add Stock-Yogo minimum eigenvalue test for weak
instruments
- Modify the files in the win32 subdirectory of the gretl
source to support building on MS Windows with mingw/msys
- Enforce the prohibition on using gretl command words as
names for variables
- Script editing window: add "New" and "Open" buttons
- New function psdroot: find the Cholesky-type root of a
positive semidefinite (and possibly singular) matrix
- New function filter: compute an ARMA-like filtering of a
series
- Add a GUI language selector (by popular request!)
- "restrict" command: accept scalar variables in place of
numerical constants
- "genr" with lists: allow boolean comparison of a list to a
scalar, returning a series
- Add new string function "tolower"
- Rename "lmtest" command to "modtest"
- Add --comfac option to "modtest" for testing common factor
restriction in models estimated via an AR(1) method
- Add user-level access to the Kalman filter, with a new
command "kalman" and new functions kfilter, ksmooth and
ksimul
--
Allin Cottrell
Department of Economics
Wake Forest University