See
http://gretl.sourceforge.net/
The change log is shown below, but first two notes:
1) Gretl's Ziggurat code for generating pseudo-random normal variates
has been improved (based on David Bateman's code for GNU Octave). The
new implementation is faster and gives denser coverage of the real
line. However, this change means that gretl 2016d will not produce the
same sequence of normals as previous versions, for any given random
seed.
2) Packagers may wish to build gretl with MPI support (configure
option --with-mpi). This requires an MPI installation on the build
host, but is in the nature of an "optional dependency" for gretl
users. The standard gretl executables will continue to work in the
absence of MPI on the user's machine; only the new executable,
gretlmpi, will not run unless the user installs an MPI package. (Our
builds for MS Windows and Mac OS X are configured in this way.)
2016-11-19 version 2016d
- New commands to support MIDAS: "midasreg" and "hfplot"
- New MIDAS-related functions: hfdiff(), hfldiff(), hflags(),
hflist(), mgradient(), mlincomb() and mweights()
- Add sample MIDAS datafile, gdp_midas.gdt, and accompanying
illustrative script, gdp_midas.inp
- New function BFGSmaxc() for constrained maximization using
L-BFGS-B, version 3.0
- New maximization function NMmax() (Nelder-Mead "amoeba")
- New function cnumber() to get Belsley's condition number
- Small fixes for --compact=spread and new lags() options
- "qlrtest" command: enable --quiet option
- "nls" command: make --verbose output more informative
- "modtest" command: add --xdepend option for Pesaran's CD
test of cross-sectional dependence in panel-data models
- "gnuplot" and "plot": add "bars" option for plotting a
confidence band with error bars
- "pca" command: restore facility to skip missing observations
rather than flagging an error
- "fcast" command: add a --stats-only option to print the
forecast evaluation statistics without the actual forecasts
- "outfile" command: add a --buffer option to divert output
to a string variable
- median() function: accept a list argument, as with mean()
- GUI main window popup menu: add option to check for
collinearity when two or more series are selected
- GUI function package browser: add last-modified date to
the information shown; remove option to edit packages
- The option of using the Box-Muller method for generating
random normals is now removed
- The Mersenne Twister code is updated to SFMT 1.4.1, and the
generation of random normals is speeded up
- Add and document a $model accessor which retrieves a bundle
containing information regarding a single-equation model
- Matrix manipulation syntax: allow use of negative indices to
drop specified rows/columns
- Fix an issue where gretl might fail to read back a gdt data
file written by itself
- Fix for sort() and dsort() as applied to row or column
vectors: if row or column names are present, keep them
aligned with the original values
- Fix breakage in "dataset renumber" command
- Fix breakage in "modtest" command with --white option
- gig addon: fix an off-by-one bug
- Fix bug: potential crash in GUI filter plot with very long
series name
- Fix bug: non-interactive calling of R from gretl on Windows
got broken somehow
- Fix: return 1 rather than NA for chi-square p-value in case
of underflow
- Fix bug in mcorr() function: correlations between constants
should be NaNs, not zeros
- Fix bug: potential crash with the "delete" command on a
list which contains duplicated series
- Installers for Windows, Mac: include fuller set of PDF docs
- MS Windows builds: update to gtk-2.24.30, update libffi
--
Allin Cottrell
Department of Economics
Wake Forest University, NC