matrix session problems
by Sven Schreiber
Hello devel-listers,
"save as" in the edit matrix window doesn't actually apply the current
state of the matrix it seems. And furthermore deleting a matrix seems to
affect also other matrices! (Can't be opened anymore.)
cheers,
sven
17 years, 6 months
- 1
- 0
remove function package from server
by Sven Schreiber
Hi Allin or whoever has permissions on the function package server,
I have just uploaded new versions of py4gretl packages. And since I
changed 'vecrestrict' to 'vecmrestrict', the new version of that package
didn't replace the old one. Could someone please remove the
'vecrestrict' (w/o the m).
Thanks,
Sven
17 years, 6 months
- 3
- 8
Ang. Re: [Gretl-devel] Contribution to Gretl code (finnally :).
by andreas.karlsson＠ltv.se
r.lucchetti(a)univpm.it @ INTERNET skrev 2007-06-07 10:35:07 :
>
> 2) I think that the legend should NOT appear. IMO, it clutters the output
> and provides no useful information to anyone that is just above the
> "absolute beginner" level. That said, I'm open to being convinced of
> the opposite. Hence, it's nice to have the code in, since it's simpler to
> #ifdef it out if one wants. Actually, we could have a "beginner"
variable,
> which could be toggled on or off via a set command, to decide if one
wants
> the kind of output that your patch provides. (In my view, this
> should be "off" by default.) Opinions on this, anyone?
>
> Riccardo (Jack) Lucchetti
> Dipartimento di Economia
> Università Politecnica delle Marche
Hi,
A possible solution which I think is preferable is to add a "beginner
level" check box in the Tools > Preferences > General dialog box that gives
additional output if it is checked. However, I think it should should be
off by default, but maybe could be turned on already in the installation
procedure (add a check box in the installation dialog).
In general, I am all for customizability. It is a characteristic of a good
and userfriendly software, which I think gretl is. Every user have their
own needs and priorities. It is also necessary in order to attract more
people to gretl, both as users and developers.
Best regards and thanks for a great software,
Andreas
17 years, 6 months
- 2
- 1
Contribution to Gretl code (finnally :).
by Hélio Guilherme
-----BEGIN PGP SIGNED MESSAGE-----
Hash: SHA1
Dear Allin and Jack,
Attached are my changes to modelprint.c, for the correct presenting of
the p-values levels of acceptance legend, i.e. the * near the values.
Please consider using that code or adapt to better style. I really think
that the legend should appear.
- ---
Again I found probably old code remains, that in my view will never
produce output. See below the references to MCFadden (there are more
about pseudo-random generators):
grep "McFadden" gretl/gui2/*.c
gretl/gui2/model_table.c: /* McFadden */
gretl/gui2/model_table.c: "McFadden's
pseudo-R-squared"));
gretl/gui2/model_table.c: "McFadden's
pseudo-$R^2$"));
gretl/gui2/model_table.c:
"McFadden's pseudo-R{\\super 2}"));
Thanks,
Hélio Guilherme
-----BEGIN PGP SIGNATURE-----
Version: GnuPG v1.4.5 (GNU/Linux)
Comment: Using GnuPG with Mozilla - http://enigmail.mozdev.org
iD8DBQFGZ1bFHvesJJ5UqvkRAmybAKDEML/B2wRihwzB/o/jffBxz5YOlgCgiphr
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-----END PGP SIGNATURE-----
/*
* Copyright (c) by Ramu Ramanathan and Allin Cottrell
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 2 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111, USA.
*
*/
/* modelprint.c */
#include "libgretl.h"
#include "libset.h"
#include "system.h"
#include "texprint.h"
#define NO_RBAR_SQ(a) (a == AUX_SQ || a == AUX_LOG || a == AUX_WHITE || a == AUX_AR)
static int
print_coefficients (const MODEL *pmod, const DATAINFO *pdinfo, PRN *prn);
static void depvarstats (const MODEL *pmod, PRN *prn);
static void print_rho_terms (const MODEL *pmod, PRN *prn);
static void print_binary_statistics (const MODEL *pmod,
const DATAINFO *pdinfo,
PRN *prn);
static void print_arma_stats (const MODEL *pmod, PRN *prn);
static void print_arma_roots (const MODEL *pmod, PRN *prn);
static void print_tobit_stats (const MODEL *pmod, PRN *prn);
static void print_heckit_stats (const MODEL *pmod, PRN *prn);
static void print_poisson_offset (const MODEL *pmod, const DATAINFO *pdinfo,
PRN *prn);
static void print_ll (const MODEL *pmod, PRN *prn);
static char pvalue_level(const double pval);
#define RTFTAB "\\par \\ql \\tab "
#define XDIGITS(m) (((m)->ci == MPOLS)? GRETL_MP_DIGITS : GRETL_DIGITS)
#define ordered_model(m) ((m->ci == LOGIT || m->ci == PROBIT) && \
gretl_model_get_int(m, "ordered"))
#define binary_model(m) ((m->ci == LOGIT || m->ci == PROBIT) && \
!gretl_model_get_int(m, "ordered"))
#define pooled_model(m) (m->ci == OLS && \
gretl_model_get_int(m, "pooled"))
void model_coeff_init (model_coeff *mc)
{
mc->b = NADBL;
mc->se = NADBL;
mc->tval = NADBL;
mc->pval = NADBL;
mc->slope = NADBL;
mc->show_pval = 1;
mc->df_pval = 0;
mc->name[0] = '\0';
}
static void print_y_median (const MODEL *pmod, PRN *prn)
{
double m = gretl_model_get_double(pmod, "ymedian");
if (na(m)) {
return;
}
if (plain_format(prn)) {
pprintf(prn, " %s = %.*g\n", _("Median of dependent variable"),
XDIGITS(pmod), m);
} else if (tex_format(prn)) {
char s[32];
tex_dcolumn_double(m, s);
pprintf(prn, "%s & %s \\\\\n", I_("Median of dependent variable"), s);
} else if (rtf_format(prn)) {
pprintf(prn, RTFTAB "%s = %g\n", I_("Median of dependent variable"),
m);
} else if (csv_format(prn)) {
pprintf(prn, "\"%s\"%c%.15g\n", I_("Median of dependent variable"),
prn_delim(prn), m);
}
}
static void depvarstats (const MODEL *pmod, PRN *prn)
{
if (pmod->ci == LAD) {
print_y_median(pmod, prn);
}
if (na(pmod->ybar) || na(pmod->sdy)) {
return;
}
if (plain_format(prn)) {
pprintf(prn, " %s = %.*g\n", _("Mean of dependent variable"),
XDIGITS(pmod), pmod->ybar);
pprintf(prn, " %s = %.*g\n", _("Standard deviation of dep. var."),
XDIGITS(pmod), pmod->sdy);
} else if (tex_format(prn)) {
char x1str[32], x2str[32];
tex_dcolumn_double(pmod->ybar, x1str);
tex_dcolumn_double(pmod->sdy, x2str);
pprintf(prn, "%s & %s \\\\\n %s & %s \\\\\n",
I_("Mean of dependent variable"), x1str,
I_("S.D. of dependent variable"), x2str);
} else if (rtf_format(prn)) {
pprintf(prn, RTFTAB "%s = %g\n", I_("Mean of dependent variable"),
pmod->ybar);
pprintf(prn, RTFTAB "%s = %g\n", I_("Standard deviation of dep. var."),
pmod->sdy);
} else if (csv_format(prn)) {
pprintf(prn, "\"%s\"%c%.15g\n", I_("Mean of dependent variable"),
prn_delim(prn), pmod->ybar);
pprintf(prn, "\"%s\"%c%.15g\n", I_("Standard deviation of dep. var."),
prn_delim(prn), pmod->sdy);
}
}
static void garch_variance_line (const MODEL *pmod, PRN *prn)
{
const char *varstr = N_("Unconditional error variance");
double v = pmod->sigma * pmod->sigma;
if (plain_format(prn)) {
pprintf(prn, " %s = %.*g\n", _(varstr), GRETL_DIGITS, v);
} else if (rtf_format(prn)) {
pprintf(prn, RTFTAB "%s = %g\n", I_(varstr), v);
} else if (tex_format(prn)) {
char xstr[32];
tex_dcolumn_double(v, xstr);
pprintf(prn, "%s & %s \\\\\n", I_(varstr), xstr);
} else if (csv_format(prn)) {
pprintf(prn, "\"%s\"%c%.15g\n", I_(varstr), prn_delim(prn), v);
}
}
static int
real_essline (const MODEL *pmod, double ess, double sigma, PRN *prn)
{
if (ess < 0) {
if (plain_format(prn)) {
pprintf(prn, _("Error sum of squares (%g) is not > 0"), ess);
pputs(prn, "\n\n");
}
return 1;
}
if (plain_format(prn)) {
pprintf(prn, " %s = %.*g\n", _("Sum of squared residuals"),
XDIGITS(pmod), ess);
pprintf(prn, " %s = %.*g\n", _("Standard error of residuals"),
XDIGITS(pmod), sigma);
} else if (rtf_format(prn)) {
pprintf(prn, RTFTAB "%s = %g\n", I_("Sum of squared residuals"),
ess);
pprintf(prn, RTFTAB "%s = %g\n", I_("Standard error of residuals"),
sigma);
} else if (tex_format(prn)) {
char x1str[32], x2str[32];
tex_dcolumn_double(ess, x1str);
tex_dcolumn_double(sigma, x2str);
pprintf(prn, "%s & %s \\\\\n%s ($\\hat{\\sigma}$) & %s \\\\\n",
I_("Sum of squared residuals"), x1str,
I_("Standard error of residuals"), x2str);
} else if (csv_format(prn)) {
pprintf(prn, "\"%s\"%c%.15g\n", I_("Sum of squared residuals"),
prn_delim(prn), ess);
pprintf(prn, "\"%s\"%c%.15g\n", I_("Standard error of residuals"),
prn_delim(prn), sigma);
}
return 0;
}
static int GMM_crit_line (const MODEL *pmod, PRN *prn)
{
if (plain_format(prn)) {
pprintf(prn, " %s = %.*g\n", _("GMM criterion"),
XDIGITS(pmod), pmod->ess);
} else if (rtf_format(prn)) {
pprintf(prn, RTFTAB "%s = %g\n", I_("GMM criterion"),
pmod->ess);
} else if (tex_format(prn)) {
char xstr[32];
tex_dcolumn_double(pmod->ess, xstr);
pprintf(prn, "%s & %s \\\\\n",
I_("GMM criterion"), xstr);
} else if (csv_format(prn)) {
pprintf(prn, "\"%s\"%c%.15g\n", I_("GMM criterion"),
prn_delim(prn), pmod->ess);
}
return 0;
}
static int essline (const MODEL *pmod, PRN *prn)
{
if (pmod->ci == GMM) {
return GMM_crit_line(pmod, prn);
} else {
return real_essline(pmod, pmod->ess, pmod->sigma, prn);
}
}
static int essline_original (const MODEL *pmod, PRN *prn)
{
double ess = gretl_model_get_double(pmod, "ess_orig");
double sigma = gretl_model_get_double(pmod, "sigma_orig");
if (na(ess) || na(sigma)) {
return 1;
}
return real_essline(pmod, ess, sigma, prn);
}
static void rsqline (const MODEL *pmod, PRN *prn)
{
const char *plainrsq[] = {
N_("Unadjusted R-squared"),
N_("Uncentered R-squared")
};
const char *texrsq[] = {
N_("Unadjusted $R^2$"),
N_("Uncentered $R^2$")
};
const char *rtfrsq[] = {
N_("Unadjusted R{\\super 2}"),
N_("Uncentered R{\\super 2}")
};
int ridx = 0;
int adjr2 = 1;
if (na(pmod->rsq)) {
return;
}
if (!plain_format(prn) && pmod->ci == TSLS) {
return;
}
if (NO_RBAR_SQ(pmod->aux) || na(pmod->adjrsq)) {
adjr2 = 0;
}
if (gretl_model_get_int(pmod, "uncentered")) {
ridx = 1;
}
if (plain_format(prn)) {
pprintf(prn, " %s = %.*g\n", _(plainrsq[ridx]),
XDIGITS(pmod), pmod->rsq);
if (adjr2) {
pprintf(prn, " %s = %.*g\n", _("Adjusted R-squared"),
XDIGITS(pmod), pmod->adjrsq);
}
} else if (rtf_format(prn)) {
pprintf(prn, RTFTAB "%s = %g\n", I_(rtfrsq[ridx]), pmod->rsq);
if (adjr2) {
pprintf(prn, RTFTAB "%s = %g\n", I_("Adjusted R{\\super 2}"),
pmod->adjrsq);
}
} else if (tex_format(prn)) {
char r2[32];
tex_dcolumn_double(pmod->rsq, r2);
pprintf(prn, "%s & %s \\\\\n", I_(texrsq[ridx]), r2);
if (adjr2) {
tex_dcolumn_double(pmod->adjrsq, r2);
pprintf(prn, "%s & %s \\\\\n", I_("Adjusted $\\bar{R}^2$"), r2);
}
} else if (csv_format(prn)) {
pprintf(prn, "\"%s\"%c%.15g\n", I_(plainrsq[ridx]),
prn_delim(prn), pmod->rsq);
if (adjr2) {
pprintf(prn, "\"%s\"%c%.15g\n", I_("Adjusted R-squared"),
prn_delim(prn), pmod->adjrsq);
}
}
}
static void pseudorsqline (const MODEL *pmod, PRN *prn)
{
if (na(pmod->rsq)) {
return;
}
if (plain_format(prn)) {
pprintf(prn, " %s = %.*g\n", _("McFadden's pseudo-R-squared"),
XDIGITS(pmod), pmod->rsq);
} else if (rtf_format(prn)) {
pprintf(prn, RTFTAB "%s = %g\n", I_("McFadden's pseudo-R{\\super 2}"),
pmod->rsq);
} else if (tex_format(prn)) {
char r2[32];
tex_dcolumn_double(pmod->rsq, r2);
pprintf(prn, "%s = %s \\\\\n", I_("McFadden's pseudo-$R^2$"), r2);
} else if (csv_format(prn)) {
pprintf(prn, "\"%s\"%c%.15g\n", I_("McFadden's pseudo-R-squared"),
prn_delim(prn), pmod->rsq);
}
}
static const char *aic_str = N_("Akaike information criterion");
static const char *bic_str = N_("Schwarz Bayesian criterion");
static const char *hqc_str = N_("Hannan-Quinn criterion");
static const char *tex_hqc_str = N_("Hannan--Quinn criterion");
static const char *aic_abbrev = N_("AIC");
static const char *bic_abbrev = N_("BIC");
static const char *hqc_abbrev = N_("HQC");
static void info_stats_lines (const MODEL *pmod, PRN *prn)
{
const double *crit = pmod->criterion;
if (pmod->aux == AUX_SQ || pmod->aux == AUX_LOG ||
pmod->aux == AUX_WHITE || pmod->aux == AUX_AR) {
return;
}
if (na(crit[C_AIC]) || na(crit[C_BIC]) || na(crit[C_HQC])) {
return;
}
if (plain_format(prn)) {
pprintf(prn, " %s (%s) = %.*g\n", _(aic_str), _(aic_abbrev),
XDIGITS(pmod), crit[C_AIC]);
pprintf(prn, " %s (%s) = %.*g\n", _(bic_str), _(bic_abbrev),
XDIGITS(pmod), crit[C_BIC]);
pprintf(prn, " %s (%s) = %.*g\n", _(hqc_str), _(hqc_abbrev),
XDIGITS(pmod), crit[C_HQC]);
} else if (rtf_format(prn)) {
pprintf(prn, RTFTAB "%s = %g\n", I_(aic_str), crit[C_AIC]);
pprintf(prn, RTFTAB "%s = %g\n", I_(bic_str), crit[C_BIC]);
pprintf(prn, RTFTAB "%s = %g\n", I_(hqc_str), crit[C_HQC]);
} else if (tex_format(prn)) {
char cval[32];
tex_dcolumn_double(crit[C_AIC], cval);
pprintf(prn, "%s & %s \\\\\n", I_(aic_str), cval);
tex_dcolumn_double(crit[C_BIC], cval);
pprintf(prn, "%s & %s \\\\\n", I_(bic_str), cval);
tex_dcolumn_double(crit[C_HQC], cval);
pprintf(prn, "%s & %s \\\\\n", I_(tex_hqc_str), cval);
} else if (csv_format(prn)) {
pprintf(prn, "\"%s (%s)\"%c%.15g\n", I_(aic_str), I_(aic_abbrev),
prn_delim(prn), crit[C_AIC]);
pprintf(prn, "\"%s (%s)\"%c%.15g\n", I_(bic_str), I_(bic_abbrev),
prn_delim(prn), crit[C_BIC]);
pprintf(prn, "\"%s (%s)\"%c%.15g\n", I_(hqc_str), I_(hqc_abbrev),
prn_delim(prn), crit[C_HQC]);
}
}
static void print_liml_equation_data (const MODEL *pmod, PRN *prn)
{
double lmin = gretl_model_get_double(pmod, "lmin");
int idf = gretl_model_get_int(pmod, "idf");
if (!gretl_model_get_int(pmod, "restricted")) {
print_ll(pmod, prn);
}
#if 0
info_stats_lines(pmod, prn);
#endif
if (!na(lmin)) {
pprintf(prn, " Smallest eigenvalue = %g\n", lmin);
if (idf > 0) {
double X2 = pmod->nobs * log(lmin);
pprintf(prn, " %s:\n", _("LR over-identification test"));
pprintf(prn, " %s(%d) = %g %s %g\n", _("Chi-square"),
idf, X2, _("with p-value"), chisq_cdf_comp(X2, idf));
} else if (idf == 0) {
pprintf(prn, " %s\n", _("Equation is just identified"));
}
}
}
static void print_arbond_AR_test (double z, int order, PRN *prn)
{
double pv = normal_pvalue_2(z);
pputs(prn, " ");
if (plain_format(prn)) {
pprintf(prn, _("Test for AR(%d) errors:"), order);
} else {
pprintf(prn, I_("Test for AR(%d) errors:"), order);
}
if (tex_format(prn)) {
char numstr[32];
tex_float_string(z, 4, numstr);
pprintf(prn, " $z$ = %s & [%.4f]", numstr, pv);
} else {
pprintf(prn, " z = %g (%s %.4f)", z,
(plain_format(prn))? _("p-value") : I_("p-value"), pv);
}
gretl_prn_newline(prn);
}
enum {
AB_SARGAN,
AB_WALD,
J_TEST
};
static void
print_GMM_chi2_test (const MODEL *pmod, double x, int j, PRN *prn)
{
const char *strs[] = {
N_("Sargan over-identification test"),
N_("Wald (joint) test"),
N_("J test")
};
const char *texstrs[] = {
N_("Sargan test"),
N_("Wald (joint) test"),
N_("J test")
};
double pv;
int df;
if (j == AB_SARGAN) {
df = gretl_model_get_int(pmod, "sargan_df");
} else if (j == AB_WALD) {
df = gretl_model_get_int(pmod, "wald_df");
} else {
df = gretl_model_get_int(pmod, "J_df");
}
pv = chisq_cdf_comp(x, df);
if (tex_format(prn)) {
pprintf(prn, "%s: ", I_(texstrs[j]));
pprintf(prn, "$\\chi^2(%d)$ = %g & [%.4f]", df, x, pv);
} else if (plain_format(prn)) {
pprintf(prn, " %s:", _(strs[j]));
if (j == J_TEST) {
pputc(prn, ' ');
} else {
pputs(prn, "\n ");
}
pprintf(prn, "%s(%d) = %g (%s %.4f)", _("Chi-square"),
df, x, _("p-value"), pv);
} else {
pprintf(prn, " %s:", I_(strs[j]));
if (j == J_TEST) {
pputc(prn, ' ');
} else {
gretl_prn_newline(prn);
pputs(prn, " ");
}
pprintf(prn, "%s(%d) = %g (%s %.4f)", I_("Chi-square"),
df, x, I_("p-value"), pv);
}
gretl_prn_newline(prn);
}
static void print_GMM_test_data (const MODEL *pmod, PRN *prn)
{
double x;
if (tex_format(prn)) {
pputs(prn, "\\end{tabular}\n\n\\vspace{1ex}\n");
pputs(prn, "\\begin{tabular}{ll}\n");
}
if (pmod->ci == GMM) {
x = gretl_model_get_double(pmod, "J_test");
if (!na(x)) {
print_GMM_chi2_test(pmod, x, J_TEST, prn);
}
return;
}
x = gretl_model_get_double(pmod, "AR1");
if (!na(x)) {
print_arbond_AR_test(x, 1, prn);
}
x = gretl_model_get_double(pmod, "AR2");
if (!na(x)) {
print_arbond_AR_test(x, 2, prn);
}
x = gretl_model_get_double(pmod, "sargan");
if (!na(x)) {
print_GMM_chi2_test(pmod, x, AB_SARGAN, prn);
}
x = gretl_model_get_double(pmod, "wald");
if (!na(x)) {
print_GMM_chi2_test(pmod, x, AB_WALD, prn);
}
}
static void ladstats (const MODEL *pmod, PRN *prn)
{
double ladsum = gretl_model_get_double(pmod, "ladsum");
int utf = plain_format(prn);
if (tex_format(prn)) {
char x1str[32], x2str[32];
tex_dcolumn_double(ladsum, x1str);
tex_dcolumn_double(pmod->ess, x2str);
pprintf(prn, "%s & %s \\\\\n",
I_("Sum of absolute residuals"), x1str);
pprintf(prn, "%s & %s \\\\\n",
I_("Sum of squared residuals"), x2str);
} else if (csv_format(prn)) {
pprintf(prn, "\"%s\"%c%.15g\n", I_("Sum of absolute residuals"),
prn_delim(prn), ladsum);
pprintf(prn, "\"%s\"%c%.15g\n", I_("Sum of squared residuals"),
prn_delim(prn), pmod->ess);
} else {
pprintf(prn, " %s = %.*g\n",
(utf)? _("Sum of absolute residuals") :
I_("Sum of absolute residuals"),
GRETL_DIGITS, ladsum);
pprintf(prn, " %s = %.*g\n",
(utf)? _("Sum of squared residuals") :
I_("Sum of squared residuals"),
GRETL_DIGITS, pmod->ess);
if (utf) {
int ladcode = gretl_model_get_int(pmod, "ladcode");
if (ladcode == 0) {
pputs(prn, _("\nWarning: solution is probably not unique\n"));
}
}
}
}
static void print_f_pval_str (double pval, PRN *prn)
{
int utf = plain_format(prn);
if (utf || rtf_format(prn)) {
if (pval < .00001) {
pprintf(prn, " (%s < %.5f)\n",
(utf)? _("p-value") : I_("p-value"), 0.00001);
} else {
pprintf(prn, " (%s = %.3g)\n",
(utf)? _("p-value") : I_("p-value"), pval);
}
} else if (tex_format(prn)) {
if (pval < .00001) {
return;
} else {
char pstr[32];
tex_dcolumn_double(pval, pstr);
pprintf(prn, "%s $F()$ & %s \\\\\n", I_("p-value for"), pstr);
}
} else if (csv_format(prn)) {
pprintf(prn, "\"%s\"%c%g\n", I_("p-value"), prn_delim(prn), pval);
}
}
static void panel_variance_lines (const MODEL *pmod, PRN *prn)
{
double ws2 = gretl_model_get_double(pmod, "within-variance");
double bs2 = gretl_model_get_double(pmod, "between-variance");
double theta = gretl_model_get_double(pmod, "gls-theta");
if (na(ws2) || na(bs2)) {
return;
}
if (plain_format(prn)) {
pprintf(prn, " %s = %g\n", _("'Within' variance"), ws2);
pprintf(prn, " %s = %g\n", _("'Between' variance"), bs2);
if (!na(theta)) {
pprintf(prn, " %s = %g\n", _("theta used for quasi-demeaning"), theta);
}
} else if (tex_format(prn)) {
char xstr[32];
tex_dcolumn_double(ws2, xstr);
pprintf(prn, "$\\hat{\\sigma}^2_{\\varepsilon}$ & %s \\\\\n", xstr);
tex_dcolumn_double(bs2, xstr);
pprintf(prn, "$\\hat{\\sigma}^2_u$ & %s \\\\\n", xstr);
if (!na(theta)) {
tex_dcolumn_double(theta, xstr);
pprintf(prn, "$\\theta$ & %s \\\\\n", xstr);
}
} else if (rtf_format(prn)) {
pprintf(prn, RTFTAB "%s = %g", I_("'Within' variance"), ws2);
pprintf(prn, RTFTAB "%s = %g", I_("'Between' variance"), bs2);
if (!na(theta)) {
pprintf(prn, RTFTAB "%s = %g", I_("theta used for quasi-demeaning"), theta);
}
} else if (csv_format(prn)) {
char d = prn_delim(prn);
pprintf(prn, "\"%s\"%c%.15g\n", I_("'Within' variance"), d, ws2);
pprintf(prn, "\"%s\"%c%.15g\n", I_("'Between' variance"), d, bs2);
if (!na(theta)) {
pprintf(prn, "\"%s\"%c%.15g\n", I_("theta used for quasi-demeaning"),
d, theta);
}
}
}
static void Fline (const MODEL *pmod, PRN *prn)
{
if (pmod->ifc && pmod->ncoeff <= 2) {
if (plain_format(prn)) {
pprintf(prn, " %s = %d\n", _("Degrees of freedom"), pmod->dfd);
} else if (tex_format(prn)) {
pprintf(prn, "%s & %d \\\\\n", I_("Degrees of freedom"), pmod->dfd);
} else if (rtf_format(prn)) {
pprintf(prn, RTFTAB "%s = %d\n", I_("Degrees of freedom"), pmod->dfd);
} else if (csv_format(prn)) {
pprintf(prn, "\"%s\"%c%d\n", I_("Degrees of freedom"),
prn_delim(prn), pmod->dfd);
}
return;
}
if (plain_format(prn)) {
char tmp[32];
sprintf(tmp, "%s (%d, %d)", _("F-statistic"), pmod->dfn, pmod->dfd);
if (na(pmod->fstt)) {
pprintf(prn, " %s %s\n", tmp, _("undefined"));
} else {
pprintf(prn, " %s = %.*g", tmp, XDIGITS(pmod), pmod->fstt);
print_f_pval_str(f_cdf_comp(pmod->fstt, pmod->dfn, pmod->dfd), prn);
}
} else if (tex_format(prn)) {
if (na(pmod->fstt)) {
pprintf(prn, "$F(%d, %d)$ & \\multicolumn{1}{c}{\\rm %s} \\\\\n",
pmod->dfn, pmod->dfd, I_("undefined"));
} else {
char x1str[32];
tex_dcolumn_double(pmod->fstt, x1str);
pprintf(prn, "$F(%d, %d)$ & %s \\\\\n", pmod->dfn, pmod->dfd, x1str);
print_f_pval_str(f_cdf_comp(pmod->fstt, pmod->dfn, pmod->dfd), prn);
}
} else if (rtf_format(prn)) {
char tmp[32];
sprintf(tmp, "%s (%d, %d)", I_("F-statistic"), pmod->dfn, pmod->dfd);
if (na(pmod->fstt)) {
pprintf(prn, RTFTAB "%s %s\n", tmp, I_("undefined"));
} else {
pprintf(prn, RTFTAB "%s = %g", tmp, pmod->fstt);
print_f_pval_str(f_cdf_comp(pmod->fstt, pmod->dfn, pmod->dfd), prn);
}
} else if (csv_format(prn)) {
pprintf(prn, "\"%s (%d, %d)\"%c", I_("F-statistic"), pmod->dfn, pmod->dfd,
prn_delim(prn));
if (na(pmod->fstt)) {
pprintf(prn, "\"%s\"\n", I_("undefined"));
} else {
pprintf(prn, "%.15g%c", pmod->fstt, prn_delim(prn));
print_f_pval_str(f_cdf_comp(pmod->fstt, pmod->dfn, pmod->dfd), prn);
}
}
}
static void dwline (const MODEL *pmod, PRN *prn)
{
if (na(pmod->dw)) {
return;
}
if (plain_format(prn)) {
pprintf(prn, " %s = %.*g\n", _("Durbin-Watson statistic"),
XDIGITS(pmod), pmod->dw);
if (!na(pmod->rho)) {
pprintf(prn, " %s = %.*g\n", _("First-order autocorrelation coeff."),
XDIGITS(pmod), pmod->rho);
}
} else if (tex_format(prn)) {
char xstr[32];
tex_dcolumn_double(pmod->dw, xstr);
pprintf(prn, "%s & %s \\\\\n",
I_("Durbin--Watson statistic"), xstr);
if (!na(pmod->rho)) {
tex_dcolumn_double(pmod->rho, xstr);
pprintf(prn, "%s & %s \\\\\n",
I_("First-order autocorrelation coeff."), xstr);
}
} else if (rtf_format(prn)) {
pprintf(prn, RTFTAB "%s = %g\n", I_("Durbin-Watson statistic"),
pmod->dw);
if (!na(pmod->rho)) {
pprintf(prn, RTFTAB "%s = %g\n", I_("First-order autocorrelation coeff."),
pmod->rho);
}
} else if (csv_format(prn)) {
pprintf(prn, "\"%s\"%c%.15g\n", I_("Durbin-Watson statistic"),
prn_delim(prn), pmod->dw);
if (!na(pmod->rho)) {
pprintf(prn, "\"%s\"%c%.15g\n", I_("First-order autocorrelation coeff."),
prn_delim(prn), pmod->rho);
}
}
}
static void dhline (const MODEL *pmod, PRN *prn)
{
double sderr, h = 0.0;
int ldepvar = gretl_model_get_int(pmod, "ldepvar");
int T = pmod->nobs - 1;
sderr = pmod->sderr[ldepvar - 2];
if (pmod->ess <= 0.0 || (T * sderr * sderr) >= 1.0) return;
h = pmod->rho * sqrt(T/(1 - T * sderr * sderr));
if (plain_format(prn)) {
char tmp[128];
sprintf(tmp, _("Durbin's h stat. %g"), h);
pprintf(prn, " %s\n", tmp);
sprintf(tmp, _("(Using variable %d for h stat, with T' = %d)"),
pmod->list[ldepvar], T);
pprintf(prn, " %s\n", tmp);
} else if (rtf_format(prn)) {
char tmp[128];
sprintf(tmp, I_("Durbin's h stat. %g"), h);
pprintf(prn, RTFTAB "%s\n", tmp);
sprintf(tmp, I_("(Using variable %d for h stat, with T' = %d)"),
pmod->list[ldepvar], T);
pprintf(prn, RTFTAB "%s\n", tmp);
} else if (tex_format(prn)) {
char x1str[32];
tex_dcolumn_double(h, x1str);
pprintf(prn, "%s & %s \\\\\n",
I_("Durbin's $h$ statistic"), x1str);
} else if (csv_format(prn)) {
pprintf(prn, "\"%s\"%c%.15g\n", I_("Durbin's h"), prn_delim(prn), h);
}
}
static int least_signif_coeff (const MODEL *pmod)
{
double tstat, tmin = 4.0;
int i, k = 0;
for (i=pmod->ifc; i<pmod->ncoeff; i++) {
tstat = fabs(pmod->coeff[i] / pmod->sderr[i]);
if (tstat < tmin) {
tmin = tstat;
k = i;
}
}
if (coeff_pval(pmod->ci, tmin, pmod->dfd) > .10) {
return pmod->list[k+2];
}
return 0;
}
static void pval_max_line (const MODEL *pmod, const DATAINFO *pdinfo,
PRN *prn)
{
int k = pmod->ncoeff - pmod->ifc;
if (k < 3) return;
if ((k = least_signif_coeff(pmod))) {
char tmp[128];
if (pmod->ifc) {
sprintf(tmp, _("Excluding the constant, p-value was highest "
"for variable %d (%s)"), k, pdinfo->varname[k]);
} else {
sprintf(tmp, _("P-value was highest for variable %d (%s)"),
k, pdinfo->varname[k]);
}
pprintf(prn, "%s\n\n", tmp);
}
}
static const char *aux_string (int aux, PRN *prn)
{
if (aux == AUX_SQ) {
return N_("Auxiliary regression for non-linearity test "
"(squared terms)");
} else if (aux == AUX_LOG) {
return N_("Auxiliary regression for non-linearity test "
"(log terms)");
} else if (aux == AUX_WHITE) {
return N_("White's test for heteroskedasticity");
} else if (aux == AUX_CHOW) {
return N_("Augmented regression for Chow test");
} else if (aux == AUX_COINT) {
if (tex_format(prn)) return N_("Cointegrating regression -- ");
else return N_("Cointegrating regression - ");
} else if (aux == AUX_ADF) {
if (tex_format(prn)) return N_("Augmented Dickey--Fuller regression");
else return N_("Augmented Dickey-Fuller regression");
} else if (aux == AUX_DF) {
if (tex_format(prn)) return N_("Dickey--Fuller regression");
else return N_("Dickey-Fuller regression");
} else if (aux == AUX_KPSS) {
return N_("KPSS regression");
} else if (aux == AUX_RESET) {
return N_("Auxiliary regression for RESET specification test");
} else if (aux == AUX_GROUPWISE) {
return N_("Groupwise heteroskedasticity");
}
else return "";
}
static const char *simple_estimator_string (int ci, PRN *prn)
{
if (ci == OLS || ci == VAR) return N_("OLS");
else if (ci == WLS) return N_("WLS");
else if (ci == ARCH) return N_("WLS (ARCH)");
else if (ci == TSLS) return N_("TSLS");
else if (ci == HSK) return N_("Heteroskedasticity-corrected");
else if (ci == AR) return N_("AR");
else if (ci == LAD) return N_("LAD");
else if (ci == MPOLS) return N_("High-Precision OLS");
else if (ci == PROBIT) return N_("Probit");
else if (ci == LOGIT) return N_("Logit");
else if (ci == TOBIT) return N_("Tobit");
else if (ci == HECKIT) return N_("Heckit");
else if (ci == POISSON) return N_("Poisson");
else if (ci == NLS) return N_("NLS");
else if (ci == MLE) return N_("ML");
else if (ci == GMM) return N_("GMM");
else if (ci == LOGISTIC) return N_("Logistic");
else if (ci == GARCH) return N_("GARCH");
else if (ci == CORC) {
if (tex_format(prn)) return N_("Cochrane--Orcutt");
else return N_("Cochrane-Orcutt");
} else if (ci == HILU) {
if (tex_format(prn)) return N_("Hildreth--Lu");
else return N_("Hildreth-Lu");
} else if (ci == PWE) {
if (tex_format(prn)) return N_("Prais--Winsten");
else return N_("Prais-Winsten");
} else if (ci == ARBOND) {
if (tex_format(prn)) return N_("Arellano--Bond");
else return N_("Arellano-Bond");
} else {
return "";
}
}
const char *estimator_string (const MODEL *pmod, PRN *prn)
{
if (pmod->ci == ARMA) {
if (gretl_model_get_int(pmod, "armax")) {
return N_("ARMAX");
} else if (gretl_model_get_int(pmod, "arima_d") ||
gretl_model_get_int(pmod, "arima_D")) {
return N_("ARIMA");
} else {
return N_("ARMA");
}
} else if (pmod->ci == WLS) {
if (gretl_model_get_int(pmod, "iters")) {
return N_("Maximum Likelihood");
} else {
return N_("WLS");
}
} else if (pmod->ci == PANEL) {
if (gretl_model_get_int(pmod, "fixed-effects")) {
return N_("Fixed-effects");
} else if (gretl_model_get_int(pmod, "random-effects")) {
return N_("Random-effects (GLS)");
} else {
return N_("Between-groups");
}
} else if (pooled_model(pmod)) {
return N_("Pooled OLS");
} else if (pmod->ci == ARBOND) {
if (gretl_model_get_int(pmod, "step") == 2) {
return N_("2-step Arellano-Bond");
} else {
return N_("1-step Arellano-Bond");
}
} else if (pmod->ci == GMM) {
int s = gretl_model_get_int(pmod, "step");
if (s > 2) {
return N_("Iterated GMM");
} else if (s == 2) {
return N_("2-step GMM");
} else {
return N_("1-step GMM");
}
} else if (pmod->ci == LOGIT) {
if (gretl_model_get_int(pmod, "ordered")) {
return N_("Ordered Logit");
} else {
return N_("Logit");
}
} else if (pmod->ci == PROBIT) {
if (gretl_model_get_int(pmod, "ordered")) {
return N_("Ordered Probit");
} else {
return N_("Probit");
}
} else {
return simple_estimator_string(pmod->ci, prn);
}
}
static int any_tests (const MODEL *pmod)
{
if (pmod->ntests > 0) {
return 1;
}
if (pmod->ci == TSLS && gretl_model_get_int(pmod, "stage1-dfn")) {
return 1;
}
return 0;
}
static void maybe_print_first_stage_F (const MODEL *pmod, PRN *prn)
{
double F = gretl_model_get_double(pmod, "stage1-F");
int dfn, dfd;
if (na(F)) {
return;
}
dfn = gretl_model_get_int(pmod, "stage1-dfn");
dfd = gretl_model_get_int(pmod, "stage1-dfd");
if (dfn <= 0 || dfd <= 0) {
return;
}
if (plain_format(prn)) {
pprintf(prn, "%s (%d, %d) = %.*g\n", _("First-stage F-statistic"),
dfn, dfd, GRETL_DIGITS, F);
pprintf(prn, " %s\n\n", _("A value < 10 may indicate weak instruments"));
} else if (tex_format(prn)) {
char x1str[32];
tex_dcolumn_double(F, x1str);
pprintf(prn, "First-stage $F(%d, %d)$ = %s \\\\\n", dfn, dfd, x1str);
} else if (rtf_format(prn)) {
pprintf(prn, "%s (%d, %d) = %g\n", I_("First-stage F-statistic"),
dfn, dfd, F);
}
}
static void print_model_tests (const MODEL *pmod, PRN *prn)
{
int i;
if (tex_format(prn)) {
pputs(prn, "\\vspace{1em}\n\\begin{raggedright}\n");
for (i=0; i<pmod->ntests; i++) {
if (i > 0) {
pputs(prn, "\\vspace{1ex}\n");
}
gretl_model_test_print(pmod, i, prn);
}
if (pmod->ntests > 0) {
pputs(prn, "\\vspace{1ex}\n");
}
maybe_print_first_stage_F(pmod, prn);
pputs(prn, "\\end{raggedright}\n");
} else {
for (i=0; i<pmod->ntests; i++) {
gretl_model_test_print(pmod, i, prn);
}
maybe_print_first_stage_F(pmod, prn);
}
}
static int
print_tsls_instruments (const int *list, const DATAINFO *pdinfo, PRN *prn)
{
int i, j, pos = 0;
int ccount = 0;
int ninst = 0;
char vname[16];
int tex = tex_format(prn);
int utf = plain_format(prn);
if (utf) {
pprintf(prn, "%s: ", _("Instruments"));
} else {
pprintf(prn, "%s: ", I_("Instruments"));
}
ccount += strlen(_("Instruments") + 2);
for (i=2; i<=list[0]; i++) {
if (list[i] == LISTSEP) {
pos = i;
continue;
}
if (pos && list[i] > 0) {
int dup = 0;
for (j=2; j<pos; j++) {
if (list[i] == list[j]) {
dup = 1;
break;
}
}
if (!dup) {
if (tex) {
tex_escape(vname, pdinfo->varname[list[i]]);
} else {
strcpy(vname, pdinfo->varname[list[i]]);
}
pprintf(prn, "%s ", vname);
ccount += strlen(vname) + 1;
if (ccount >= 64) {
if (tex) {
pputs(prn, "\\\\\n");
} else if (rtf_format(prn)) {
pputs(prn, "\\par\n");
} else {
pputs(prn, "\n ");
}
ccount = 0;
}
ninst++;
}
}
}
if (ninst == 0) {
pputs(prn, _("none"));
}
if (ccount > 0) {
if (tex) {
pputs(prn, "\\\\\n");
} else if (rtf_format(prn)) {
pputs(prn, "\\par\n");
} else {
pputs(prn, "\n");
}
}
return 0;
}
static void arbond_asy_vcv_line (const MODEL *pmod, PRN *prn)
{
if (csv_format(prn)) {
pprintf(prn, "\"%s\"", I_("Asymptotic standard errors (unreliable)"));
} else if (plain_format(prn)) {
pputs(prn, _("Asymptotic standard errors (unreliable)"));
} else {
pputs(prn, I_("Asymptotic standard errors (unreliable)"));
}
pputc(prn, '\n');
}
static void panel_robust_vcv_line (PRN *prn)
{
if (csv_format(prn)) {
pprintf(prn, "\"%s\"", I_("Robust (HAC) standard errors"));
} else if (plain_format(prn)) {
pputs(prn, _("Robust (HAC) standard errors"));
} else {
pputs(prn, I_("Robust (HAC) standard errors"));
}
pputc(prn, '\n');
}
static void beck_katz_vcv_line (PRN *prn)
{
if (csv_format(prn)) {
pprintf(prn, "\"%s\"", I_("Beck-Katz standard errors"));
} else if (plain_format(prn)) {
pputs(prn, _("Beck-Katz standard errors"));
} else if (tex_format(prn)) {
pputs(prn, I_("Beck--Katz standard errors"));
} else {
pputs(prn, I_("Beck-Katz standard errors"));
}
pputc(prn, '\n');
}
static void beck_katz_failed_line (PRN *prn)
{
if (plain_format(prn)) {
pputs(prn, _("Could not compute Beck-Katz standard errors"));
pputc(prn, '\n');
}
}
static void hac_vcv_line (const MODEL *pmod, PRN *prn)
{
const char *kstrs[] = {
N_("Bartlett kernel"),
N_("Parzen kernel"),
N_("QS kernel")
};
int kern = gretl_model_get_int(pmod, "hac_kernel");
int h = gretl_model_get_int(pmod, "hac_lag");
int white = gretl_model_get_int(pmod, "hac_prewhiten");
double bt;
if (kern == KERNEL_QS) {
bt = gretl_model_get_double(pmod, "qs_bandwidth");
if (plain_format(prn)) {
pprintf(prn, _("HAC standard errors, "
"bandwidth %.2f"), bt);
} else {
pprintf(prn, I_("HAC standard errors, "
"bandwidth %.2f"), bt);
}
} else {
if (plain_format(prn)) {
pprintf(prn, _("HAC standard errors, "
"bandwidth %d"), h);
} else {
pprintf(prn, I_("HAC standard errors, "
"bandwidth %d"), h);
}
}
pputc(prn, ' ');
if (plain_format(prn)) {
pprintf(prn, "(%s", _(kstrs[kern - 1]));
} else {
pprintf(prn, "(%s", I_(kstrs[kern - 1]));
}
if (white) {
pputs(prn, ", ");
pputs(prn, (plain_format(prn))? _("prewhitened") :
I_("prewhitened"));
}
pputs(prn, ")\n");
}
static void hc_vcv_line (const MODEL *pmod, PRN *prn)
{
int hcv = gretl_model_get_int(pmod, "hc_version");
int jack = 0;
if (hcv == 4) {
jack = 1;
hcv--;
}
if (plain_format(prn)) {
pprintf(prn, "%s, %s%sHC%d%s",
_("Heteroskedasticity-robust standard errors"),
(jack)? "" : _("variant"),
(jack)? "" : " ",
hcv, (jack)? " (jackknife)" : "");
} else {
pprintf(prn, "%s, %s%sHC%d%s",
I_("Heteroskedasticity-robust standard errors"),
(jack)? "" : I_("variant"),
(jack)? "" : " ",
hcv, (jack)? " (jackknife)" : "");
}
if (rtf_format(prn)) {
pputs(prn, "\\par\n");
} else {
pputc(prn, '\n');
}
}
static void ml_vcv_line (const MODEL *pmod, PRN *prn)
{
int v = gretl_model_get_int(pmod, "ml_vcv");
int tex = tex_format(prn);
int utf = plain_format(prn);
const char *vcvstr = NULL;
switch (v) {
case VCV_HESSIAN:
vcvstr = N_("Standard errors based on Hessian");
break;
case VCV_IM:
vcvstr = N_("Standard errors based on Information Matrix");
break;
case VCV_OP:
vcvstr = N_("Standard errors based on Outer Products matrix");
break;
case VCV_QML:
vcvstr = N_("QML standard errors");
break;
case VCV_BW:
if (tex) {
vcvstr = N_("Bollerslev--Wooldridge standard errors");
} else {
vcvstr = N_("Bollerslev-Wooldridge standard errors");
}
break;
default:
break;
}
if (vcvstr != NULL) {
if (csv_format(prn)) {
pprintf(prn, "\"%s\"\n", I_(vcvstr));
} else {
pprintf(prn, "%s\n", (utf)? _(vcvstr) : I_(vcvstr));
}
}
}
static void tex_vecm_depvar_name (char *s, const char *vname)
{
char tmp[14];
int gotit = 0;
if (sscanf(vname, "d_%13s", tmp)) {
char myvar[24];
tex_escape(myvar, tmp);
sprintf(s, "$\\Delta$%s", myvar);
gotit = 1;
}
if (!gotit) {
tex_escape(s, vname);
}
}
static void tex_arbond_depvar_name (char *s, const char *vname)
{
char vnesc[32];
tex_escape(vnesc, vname);
sprintf(s, "$\\Delta$%s", vnesc);
}
void print_model_vcv_info (const MODEL *pmod, PRN *prn)
{
if (gretl_model_get_int(pmod, "hac_kernel")) {
hac_vcv_line(pmod, prn);
} else if (gretl_model_get_int(pmod, "hc")) {
hc_vcv_line(pmod, prn);
} else if (gretl_model_get_int(pmod, "ml_vcv")) {
ml_vcv_line(pmod, prn);
} else if (gretl_model_get_int(pmod, "panel_hac")) {
panel_robust_vcv_line(prn);
} else if (gretl_model_get_int(pmod, "panel_bk")) {
beck_katz_vcv_line(prn);
} else if (gretl_model_get_int(pmod, "panel_bk_failed")) {
beck_katz_failed_line(prn);
} else if (pmod->ci == ARBOND && gretl_model_get_int(pmod, "asy")) {
arbond_asy_vcv_line(pmod, prn);
}
}
static void print_extra_list (const char *tag, const int *list,
const DATAINFO *pdinfo, PRN *prn)
{
int i, v, len;
len = pputs(prn, _(tag));
for (i=1; i<=list[0]; i++) {
v = list[i];
if (v < pdinfo->v) {
len += pprintf(prn, " %s", pdinfo->varname[v]);
} else {
len += pprintf(prn, " %d", v);
}
if (len > 68 && i < list[0]) {
pputc(prn, '\n');
len = 0;
}
}
pputc(prn, '\n');
}
static void print_model_zerolist (const MODEL *pmod,
const DATAINFO *pdinfo,
PRN *prn)
{
const int *zlist = gretl_model_get_data(pmod, "zerolist");
const char *tag = N_("Omitted because all values were zero:");
if (pmod->ci == PANEL && gretl_model_get_int(pmod, "between")) {
return;
}
print_extra_list(tag, zlist, pdinfo, prn);
}
static void print_model_droplist (const MODEL *pmod,
const DATAINFO *pdinfo,
PRN *prn)
{
const int *dlist = gretl_model_get_data(pmod, "droplist");
const char *tag = N_("Omitted due to exact collinearity:");
if (pmod->ci == PANEL && gretl_model_get_int(pmod, "between")) {
return;
}
print_extra_list(tag, dlist, pdinfo, prn);
}
static void print_tsls_droplist (const MODEL *pmod,
const DATAINFO *pdinfo,
PRN *prn)
{
const int *dlist = gretl_model_get_data(pmod, "inst_droplist");
int i, v;
pputs(prn, _("Redundant instruments:"));
for (i=1; i<=dlist[0]; i++) {
v = dlist[i];
if (v < pdinfo->v) {
pprintf(prn, " %s", pdinfo->varname[v]);
} else {
pprintf(prn, " %d", v);
}
}
pputc(prn, '\n');
}
static void print_arma_depvar (const MODEL *pmod,
const DATAINFO *pdinfo,
PRN *prn)
{
int tex = tex_format(prn);
int utf = plain_format(prn);
int yno = gretl_model_get_depvar(pmod);
int d = gretl_model_get_int(pmod, "arima_d");
int D = gretl_model_get_int(pmod, "arima_D");
char vname[64];
*vname = 0;
if (tex) {
char tmp[32];
if (d > 0 || D > 0) {
strcat(vname, "$");
}
if (d == 1) {
strcat(vname, "(1-L)");
} else if (d == 2) {
strcat(vname, "(1-L)^2");
}
if (D == 1) {
strcat(vname, "(1-L^s)");
} else if (D == 2) {
strcat(vname, "(1-L^s)^2");
}
if (d > 0 || D > 0) {
strcat(vname, "$");
}
tex_escape(tmp, pdinfo->varname[yno]);
strcat(vname, tmp);
} else {
if (d == 1) {
strcat(vname, "(1-L)");
} else if (d == 2) {
strcat(vname, "(1-L)^2");
}
if (D == 1) {
strcat(vname, "(1-Ls)");
} else if (D == 2) {
strcat(vname, "(1-Ls)^2");
}
if (d > 0 || D > 0) {
strcat(vname, " ");
}
strcat(vname, pdinfo->varname[yno]);
}
pprintf(prn, "%s: %s",
(utf)? _("Dependent variable") : I_("Dependent variable"),
vname);
}
static void arma_extra_info (const MODEL *pmod, PRN *prn)
{
int acode = gretl_model_get_int(pmod, "arma_flags");
if (acode & ARMA_X12A) {
pputs(prn, _("Estimated using X-12-ARIMA"));
pputs(prn, " (");
pputs(prn, (acode & ARMA_EXACT)? _("exact ML") : _("conditional ML"));
pputs(prn, ")\n");
} else if (acode & ARMA_EXACT) {
pputs(prn, _("Estimated using Kalman filter"));
pputs(prn, " (");
pputs(prn, _("exact ML"));
pputs(prn, ")\n");
} else {
pputs(prn, _("Estimated using BHHH method"));
pputs(prn, " (");
pputs(prn, _("conditional ML"));
pputs(prn, ")\n");
}
}
static void print_model_heading (const MODEL *pmod,
const DATAINFO *pdinfo,
gretlopt opt,
PRN *prn)
{
char startdate[OBSLEN], enddate[OBSLEN], vname[32];
int t1 = pmod->t1, t2 = pmod->t2;
int tex = tex_format(prn);
int utf = plain_format(prn);
int csv = csv_format(prn);
int dvnl = 1;
int order = 0;
if (pmod->aux != AUX_VAR && pmod->aux != AUX_VECM) {
ntodate(startdate, t1, pdinfo);
ntodate(enddate, t2, pdinfo);
}
switch (pmod->aux) {
case AUX_SQ:
case AUX_LOG:
case AUX_WHITE:
case AUX_CHOW:
case AUX_COINT:
case AUX_ADF:
case AUX_DF:
case AUX_KPSS:
case AUX_RESET:
case AUX_GROUPWISE:
if (utf) {
pprintf(prn, "\n%s\n", _(aux_string(pmod->aux, prn)));
} else if (tex) {
pprintf(prn, "\n%s\n", I_(aux_string(pmod->aux, prn)));
} else if (csv) {
pprintf(prn, "\"%s\"\n", I_(aux_string(pmod->aux, prn)));
} else { /* RTF */
pprintf(prn, "%s\\par\n", I_(aux_string(pmod->aux, prn)));
}
break;
case AUX_AR:
order = gretl_model_get_int(pmod, "BG_order");
if (utf) {
pprintf(prn, "\n%s ", _("Breusch-Godfrey test for"));
} else {
pprintf(prn, "\n%s ", I_("Breusch-Godfrey test for"));
}
if (order > 1) {
pprintf(prn, "%s %d\n", (utf)? _("autocorrelation up to order") :
I_("autocorrelation up to order"),
order);
} else {
pprintf(prn, "%s\n", (utf)? _("first-order autocorrelation") :
I_("first-order autocorrelation"));
}
break;
case AUX_ARCH:
order = gretl_model_get_int(pmod, "arch_order");
pprintf(prn, "\n%s %d\n",
(utf)? _("Test for ARCH of order") :
I_("Test for ARCH of order"),
order);
break;
case AUX_SYS:
pprintf(prn, "%s %d: ",
(utf)? _("Equation") : I_("Equation"), pmod->ID + 1);
break;
case AUX_VAR:
pprintf(prn, "\n%s %d: ",
(utf)? _("Equation") : I_("Equation"), pmod->ID);
break;
case AUX_VECM:
pprintf(prn, "%s %d: ",
(utf)? _("Equation") : I_("Equation"), pmod->ID);
break;
case AUX_AUX:
pputc(prn, '\n');
break;
case AUX_ADD:
default:
if (pmod->ID < 0 || (opt & OPT_S)) {
if (!csv) {
pputc(prn, '\n');
}
} else if (pmod->name) {
if (csv) {
pprintf(prn, "\"%s:\"\n", pmod->name);
} else {
pprintf(prn, "\n%s:\n", pmod->name);
}
} else {
if (csv) {
pprintf(prn, "\"%s %d: ", I_("Model"), pmod->ID);
} else {
pprintf(prn, "\n%s %d: ", (utf)? _("Model") : I_("Model"), pmod->ID);
}
}
break;
}
if (pmod->aux == AUX_VAR || pmod->aux == AUX_VECM) {
;
} else if (pmod->aux == AUX_SYS) {
pprintf(prn, (utf)?
_("%s estimates using the %d observations %s%s%s") :
I_("%s estimates using the %d observations %s%s%s"),
_(gretl_system_short_string(pmod)),
pmod->nobs, startdate, (tex)? "--" : "-", enddate);
} else if (!dataset_is_panel(pdinfo)) {
if (pmod->missmask != NULL) {
int mc = model_missval_count(pmod);
if (pmod->ci == HECKIT) {
int Tmax = pmod->t2 - pmod->t1 + 1;
mc = Tmax - gretl_model_get_int(pmod, "totobs");
}
pprintf(prn, (utf)?
_("%s estimates using %d observations from %s%s%s") :
I_("%s estimates using %d observations from %s%s%s"),
_(estimator_string(pmod, prn)),
pmod->nobs, startdate, (tex)? "--" : "-", enddate);
if (mc > 0) {
gretl_prn_newline(prn);
pprintf(prn, "%s: %d",
(utf)? _("Missing or incomplete observations dropped") :
I_("Missing or incomplete observations dropped"), mc);
}
} else {
pprintf(prn, (utf)?
_("%s estimates using the %d observations %s%s%s") :
I_("%s estimates using the %d observations %s%s%s"),
_(estimator_string(pmod, prn)),
pmod->nobs, startdate, (tex)? "--" : "-", enddate);
}
} else {
int effn = gretl_model_get_int(pmod, "n_included_units");
int Tmin = gretl_model_get_int(pmod, "Tmin");
int Tmax = gretl_model_get_int(pmod, "Tmax");
pprintf(prn, (utf)?
_("%s estimates using %d observations") :
I_("%s estimates using %d observations"),
_(estimator_string(pmod, prn)),
pmod->nobs);
if (effn > 0) {
gretl_prn_newline(prn);
pprintf(prn, (utf)? _("Included %d cross-sectional units") :
I_("Included %d cross-sectional units"), effn);
}
if (Tmin > 0 && Tmax > 0) {
gretl_prn_newline(prn);
if (Tmin == Tmax) {
pprintf(prn, (utf)? _("Time-series length = %d") :
I_("Time-series length = %d"), Tmin);
} else {
pprintf(prn, (utf)? _("Time-series length: minimum %d, maximum %d") :
I_("Time-series length: minimum %d, maximum %d"),
Tmin, Tmax);
}
}
}
if (csv) pputc(prn, '"');
if (pmod->aux != AUX_VAR && pmod->aux != AUX_VECM) {
gretl_prn_newline(prn);
}
if (pmod->ci == ARMA && plain_format(prn)) {
arma_extra_info(pmod, prn);
}
if (csv) pputc(prn, '"');
/* special formulations for dependent variable in various cases */
if (pmod->aux == AUX_SQ || pmod->aux == AUX_LOG) {
pprintf(prn, "%s: %s",
(utf)? _("Dependent variable") : I_("Dependent variable"),
(tex)? "$\\hat{u}$" : "uhat");
} else if (pmod->aux == AUX_WHITE) {
pprintf(prn, "%s: %s",
(utf)? _("Dependent variable") : I_("Dependent variable"),
(tex)? "$\\hat{u}^2$" : "uhat^2");
} else if (pmod->aux == AUX_ARCH) {
pprintf(prn, "%s: %s",
(utf)? _("Dependent variable") : I_("Dependent variable"),
(tex)? "$u_t^2$" : "ut^2");
} else if (pmod->ci == NLS) {
if (tex) tex_escape(vname, pmod->depvar);
pprintf(prn, "%s: %s",
(utf)? _("Dependent variable") : I_("Dependent variable"),
(tex)? vname : pmod->depvar);
} else if (pmod->ci == MLE || pmod->ci == GMM) {
if (pmod->depvar != NULL) {
if (tex) {
pprintf(prn, "\\verb!%s!", pmod->depvar);
} else {
pputs(prn, pmod->depvar);
}
} else {
dvnl = 0;
}
} else if (pmod->ci == ARMA) {
print_arma_depvar(pmod, pdinfo, prn);
} else {
int v = gretl_model_get_depvar(pmod);
if (tex) {
if (pmod->aux == AUX_VECM) {
tex_vecm_depvar_name(vname, pdinfo->varname[v]);
} else if (pmod->ci == ARBOND) {
tex_arbond_depvar_name(vname, pdinfo->varname[v]);
} else {
tex_escape(vname, pdinfo->varname[v]);
}
}
if (pmod->aux == AUX_VAR || pmod->aux == AUX_VECM) {
pputs(prn, (tex)? vname : pdinfo->varname[v]);
} else {
pprintf(prn, "%s: %s",
(utf)? _("Dependent variable") : I_("Dependent variable"),
(tex)? vname : pdinfo->varname[v]);
}
}
if (csv) pputc(prn, '"');
if (dvnl) {
gretl_prn_newline(prn);
}
/* supplementary strings below the estimator and sample info */
/* list of instruments for TSLS */
if (pmod->ci == TSLS) {
int method = gretl_model_get_int(pmod, "method");
if (method != SYS_FIML && method != SYS_LIML) {
print_tsls_instruments(pmod->list, pdinfo, prn);
}
}
/* VCV variants */
print_model_vcv_info(pmod, prn);
/* WLS on panel data */
if (gretl_model_get_int(pmod, "unit_weights") && !pmod->aux) {
if (tex) {
pputs(prn, "\\\\\n");
}
if (gretl_model_get_int(pmod, "iters")) {
pprintf(prn, (utf)? _("Allowing for groupwise heteroskedasticity") :
I_("Allowing for groupwise heteroskedasticity"));
} else {
pprintf(prn, (utf)? _("Weights based on per-unit error variances") :
I_("Weights based on per-unit error variances"));
}
pputc(prn, '\n');
}
/* weight variable for WLS */
else if ((pmod->ci == WLS && !pmod->aux)) {
if (tex) {
tex_escape(vname, pdinfo->varname[pmod->nwt]);
}
if (csv) pputc(prn, '"');
pprintf(prn, "%s: %s",
(utf)? _("Variable used as weight") : I_("Variable used as weight"),
(tex)? vname : pdinfo->varname[pmod->nwt]);
if (csv) pputc(prn, '"');
pputc(prn, '\n');
}
/* weight variable for ARCH */
else if (pmod->ci == ARCH) {
if (csv) pputc(prn, '"');
pprintf(prn, "%s: %s",
(utf)? _("Variable used as weight") : I_("Variable used as weight"),
(tex)? "$1/\\hat{\\sigma}_t$" : "1/sigma");
if (csv) pputc(prn, '"');
pputc(prn, '\n');
}
/* rhohat for CORC and HILU (TeX) */
else if (pmod->ci == CORC || pmod->ci == HILU || pmod->ci == PWE) {
if (tex) {
pprintf(prn, "$\\hat{\\rho}$ = %g\n",
gretl_model_get_double(pmod, "rho_in"));
}
}
/* y-hat formula for logistic regression */
else if (pmod->ci == LOGISTIC) {
if (tex) {
pprintf(prn, "$\\hat{y} = %g / (1 + e^{-X\\hat{\\beta}})$\n",
gretl_model_get_double(pmod, "lmax"));
} else {
pprintf(prn, "yhat = %g / (1 + exp(-X*b))\n",
gretl_model_get_double(pmod, "lmax"));
}
}
/* TSLS: message about redundant instruments */
if (plain_format(prn) && pmod->ci == TSLS &&
gretl_model_get_data(pmod, "inst_droplist") != NULL) {
print_tsls_droplist(pmod, pdinfo, prn);
}
/* messages about collinear and/or zero regressors */
if (plain_format(prn)) {
if (gretl_model_get_data(pmod, "zerolist") != NULL) {
print_model_zerolist(pmod, pdinfo, prn);
}
if (gretl_model_get_data(pmod, "droplist") != NULL) {
print_model_droplist(pmod, pdinfo, prn);
}
}
if (pmod->missmask == NULL && gretl_model_get_int(pmod, "wt_dummy")) {
/* FIXME alt formats */
pprintf(prn, "%s %d\n",
(utf)? _("Weight var is a dummy variable, effective obs =") :
I_("Weight var is a dummy variable, effective obs ="),
pmod->nobs);
}
if (rtf_format(prn)) {
pputs(prn, "\\par\n");
} else {
pputc(prn, '\n');
}
}
static void model_format_start (PRN *prn)
{
if (tex_format(prn)) {
if (tex_doc_format(prn)) {
gretl_tex_preamble(prn, 0);
} else {
pputs(prn, "%% You'll need to \\usepackage{dcolumn}\n\n");
}
pputs(prn, "\\begin{center}\n");
} else if (rtf_format(prn)) {
if (rtf_doc_format(prn)) {
pputs(prn, "{\\rtf1\\par\n\\qc ");
} else {
pputs(prn, "\\par\n\\qc ");
}
}
}
#define RTF_COEFF_ROW "\\trowd \\trqc \\trgaph30\\trleft-30\\trrh262" \
"\\cellx1900\\cellx3300\\cellx4700\\cellx6100" \
"\\cellx7500\\cellx8000\n\\intbl"
#define RTF_BINARY_ROW "\\trowd \\trqc \\trgaph30\\trleft-30\\trrh262" \
"\\cellx1900\\cellx3300\\cellx4700\\cellx6100" \
"\\cellx8000\n\\intbl"
#define RTF_ROOT_ROW "\\trowd \\trqc \\trgaph30\\trleft-30\\trrh262" \
"\\cellx500\\cellx1500\\cellx2900\\cellx4300" \
"\\cellx5700\\cellx7100\n\\intbl"
void print_coeff_heading (int mode, PRN *prn)
{
if (mode == COEFF_HEADING_VARNAME) {
pputs(prn, _(" VARIABLE COEFFICIENT STDERROR"
" T STAT P-VALUE\n\n"));
} else {
pputs(prn, _(" PARAMETER ESTIMATE STDERROR"
" T STAT P-VALUE\n\n"));
}
}
static void print_coeff_table_start (const MODEL *pmod, PRN *prn)
{
int slopes = binary_model(pmod) && !gretl_model_get_int(pmod, "show-pvals");
int use_param = pmod->ci == NLS || pmod->ci == MLE || pmod->ci == GMM;
if (plain_format(prn)) {
if (pmod->ci == MPOLS) {
pputs(prn, _(" VARIABLE COEFFICIENT "
" STDERROR\n"));
pputc(prn, '\n');
} else if (slopes) {
pputs(prn, _(" VARIABLE COEFFICIENT STDERROR"
" T STAT SLOPE\n"));
pprintf(prn, " "
" %s\n", _("(at mean)"));
} else {
print_coeff_heading(use_param, prn);
}
return;
} else if (csv_format(prn)) {
char d = prn_delim(prn);
if (pmod->ci == MPOLS) {
pprintf(prn, "\"%s\"%c\"%s\"%c\"%s\"\n",
I_("VARIABLE"), d, I_("COEFFICIENT"), d, I_("STDERROR"));
} else if (slopes) {
pprintf(prn, "\"%s\"%c\"%s\"%c\"%s\"%c\"%s\"%c\"%s\"\n",
I_("VARIABLE"), d, I_("COEFFICIENT"), d, I_("STDERROR"),
d, I_("T STAT"), d, I_("SLOPE at mean"));
} else if (use_param) {
pprintf(prn, "\"%s\"%c\"%s\"%c\"%s\"%c\"%s\"%c\"%s\"\n",
I_("PARAMETER"), d, I_("ESTIMATE"), d, I_("STDERROR"),
d, I_("T STAT"), d, I_("P-VALUE"));
} else {
pprintf(prn, "\"%s\"%c\"%s\"%c\"%s\"%c\"%s\"%c\"%s\"\n",
I_("VARIABLE"), d, I_("COEFFICIENT"), d, I_("STDERROR"),
d, I_("T STAT"), d, I_("P-VALUE"));
}
} else {
char col1[16], col2[16];
if (use_param) {
strcpy(col1, N_("Parameter"));
strcpy(col2, N_("Estimate"));
} else {
strcpy(col1, N_("Variable"));
strcpy(col2, N_("Coefficient"));
}
if (tex_format(prn)) {
tex_coeff_table_start(col1, col2, slopes, prn);
return;
}
if (rtf_format(prn)) {
if (slopes) {
pprintf(prn, "{" RTF_BINARY_ROW
" \\qc {\\i %s}\\cell"
" \\qc {\\i %s}\\cell"
" \\qc {\\i %s}\\cell"
" \\qc {\\i %s}\\cell"
" \\qc {\\i %s{\\super *}}\\cell"
" \\intbl \\row\n",
I_(col1), I_(col2), I_("Std. Error"),
I_("t-statistic"), I_("Slope"));
} else {
pprintf(prn, "{" RTF_COEFF_ROW
" \\qc {\\i %s}\\cell"
" \\qc {\\i %s}\\cell"
" \\qc {\\i %s}\\cell"
" \\qc {\\i %s}\\cell"
" \\qc {\\i %s}\\cell"
" \\ql \\cell"
" \\intbl \\row\n",
I_(col1), I_(col2), I_("Std. Error"),
I_("t-statistic"), I_("p-value"));
}
return;
}
}
}
static char pvalue_level(const double pval)
{
static char pflag=0;
/* First time inicialization */
if(pval==-1) {
pflag=0;
return(pflag);
}
/* Stored value query */
if(pval==-2) return(pflag);
if(pval<0.01) {
pflag|=1;
}else if(pval<0.05) {
pflag|=2;
}else if(pval<0.1) {
pflag|=4;
}
return(pflag);
}
static void print_coeff_table_end (const MODEL *pmod, PRN *prn)
{
if (plain_format(prn) || csv_format(prn)) {
pputc(prn, '\n');
/* check if there are p-values for 1, 5 or 10 percent level of acceptance */
char pval_lvl;
pval_lvl=pvalue_level(-2);
if(pval_lvl&4) pprintf(prn, " %s\n", _("* indicates significance at the 10 percent level"));
if(pval_lvl&2) pprintf(prn, " %s\n", _("** indicates significance at the 5 percent level"));
if(pval_lvl&1) pprintf(prn, " %s\n", _("*** indicates significance at the 1 percent level"));
if(pval_lvl>0) pputc(prn, '\n');
/* FIXME Must adapt to other output formats. New POT string for *** level */
} else if (tex_format(prn)) {
tex_coeff_table_end(prn);
} else if (rtf_format(prn)) {
pputs(prn, "}\n\n");
}
if (plain_format(prn) && gretl_model_get_int(pmod, "near-singular")) {
const char *msg = N_("Warning: data matrix close to singularity!");
pprintf(prn, "%s\n\n", _(msg));
}
}
static void model_format_end (PRN *prn)
{
if (tex_format(prn)) {
pputs(prn, "\n\\end{center}\n");
if (tex_doc_format(prn)) {
pputs(prn, "\n\\end{document}\n");
}
} else if (rtf_doc_format(prn)) {
pputs(prn, "\n}\n");
}
}
static void print_middle_table_start (PRN *prn)
{
if (tex_format(prn)) {
char pt = get_local_decpoint();
pprintf(prn,
"\\vspace{1em}\n\n"
"\\begin{tabular}{lD{%c}{%c}{-1}}\n",
pt, pt);
}
}
static void print_middle_table_end (PRN *prn)
{
if (tex_format(prn)) {
pputs(prn, "\\end{tabular}\n\n");
} else if (rtf_format(prn)) {
pputs(prn, "\\par\n");
} else {
pputc(prn, '\n');
}
}
static void r_squared_message (const MODEL *pmod, PRN *prn)
{
if (na(pmod->rsq)) {
return;
}
pprintf(prn, "%s.\n\n",
_("R-squared is computed as the square of the correlation "
"between observed and\nfitted values of the dependent variable"));
}
static void weighted_stats_message (PRN *prn)
{
const char *msg = N_("Statistics based on the weighted data");
if (plain_format(prn)) {
pprintf(prn, "%s:\n\n", _(msg));
} else if (tex_format(prn)) {
pprintf(prn, "\\vspace{1em}%s:\n\n", I_(msg));
} else { /* RTF */
pprintf(prn, "\\par \\qc\n%s:\n\n", I_(msg));
}
}
static void original_stats_message (PRN *prn)
{
const char *msg = N_("Statistics based on the original data");
if (plain_format(prn)) {
pprintf(prn, "%s:\n\n", _(msg));
} else if (tex_format(prn)) {
pprintf(prn, "\\vspace{1em}\n%s:\n\n", I_(msg));
} else { /* RTF */
pprintf(prn, "\\par \\qc\n%s:\n\n", I_(msg));
}
}
static void rho_differenced_stats_message (PRN *prn)
{
const char *msg = N_("Statistics based on the rho-differenced data");
if (plain_format(prn)) {
pprintf(prn, "%s:\n\n", _(msg));
} else if (tex_format(prn)) {
pprintf(prn, "\\vspace{1em}\n%s:\n\n", I_(msg));
} else { /* RTF */
pprintf(prn, "\\par \\qc\n%s:\n\n", I_(msg));
}
}
static void print_whites_results (const MODEL *pmod, PRN *prn)
{
if (plain_format(prn)) {
pprintf(prn, "\n%s: TR^2 = %f,\n", _("Test statistic"),
pmod->rsq * pmod->nobs);
pprintf(prn, "%s = P(%s(%d) > %f) = %f\n\n",
_("with p-value"), _("Chi-square"),
pmod->ncoeff - 1, pmod->rsq * pmod->nobs,
chisq_cdf_comp(pmod->rsq * pmod->nobs, pmod->ncoeff - 1));
} else if (rtf_format(prn)) { /* FIXME */
pprintf(prn, "\\par \\ql\n%s: TR{\\super 2} = %f,\n", I_("Test statistic"),
pmod->rsq * pmod->nobs);
pprintf(prn, "%s = P(%s(%d) > %f) = %f\n\n",
I_("with p-value"), I_("Chi-square"),
pmod->ncoeff - 1, pmod->rsq * pmod->nobs,
chisq_cdf_comp(pmod->rsq * pmod->nobs, pmod->ncoeff - 1));
} else if (tex_format(prn)) {
pprintf(prn, "\n%s: $TR^2$ = %f,\n", I_("Test statistic"),
pmod->rsq * pmod->nobs);
pprintf(prn, "%s = $P$($\\chi^2(%d)$ > %f) = %f\n\n",
I_("with p-value"),
pmod->ncoeff - 1, pmod->rsq * pmod->nobs,
chisq_cdf_comp(pmod->rsq * pmod->nobs, pmod->ncoeff - 1));
}
}
static void print_ll (const MODEL *pmod, PRN *prn)
{
int lldig;
if (na(pmod->lnL)) {
return;
}
if (pmod->ci == ARMA) {
lldig = 8;
} else {
lldig = XDIGITS(pmod);
}
if (plain_format(prn)) {
double jll;
pprintf(prn, " %s = %.*g\n", _("Log-likelihood"), lldig, pmod->lnL);
jll = gretl_model_get_double(pmod, "jll");
if (!na(jll)) {
char jllstr[64];
sprintf(jllstr, _("Log-likelihood for %s"),
(const char *) gretl_model_get_data(pmod, "log-parent"));
pprintf(prn, " (%s = %.*g)\n", jllstr, lldig, jll);
}
} else if (rtf_format(prn)) {
pprintf(prn, RTFTAB "%s = %.*g\n", I_("Log-likelihood"), GRETL_DIGITS,
pmod->lnL);
} else if (tex_format(prn)) {
char xstr[32];
tex_dcolumn_double(pmod->lnL, xstr);
pprintf(prn, "%s & %s \\\\\n", I_("Log-likelihood"), xstr);
}
}
static char active_decpoint (void)
{
char test[4];
sprintf(test, "%.1f", 1.0);
return test[1];
}
#define fixed_effects_model(m) (m->ci == PANEL && \
gretl_model_get_int(m, "fixed-effects"))
#define random_effects_model(m) (m->ci == PANEL && \
gretl_model_get_int(m, "random-effects"))
#define between_model(m) (m->ci == PANEL && \
gretl_model_get_int(m, "between"))
/**
* printmodel:
* @pmod: pointer to gretl model.
* @pdinfo: data information struct.
* @opt: may contain %OPT_O to print covariance matrix, %OPT_S
* to get a "simple" print (just coefficients and standard
* errors).
* @prn: gretl printing struct.
*
* Print to @prn the estimates in @pmod plus associated statistics.
*
* Returns: 0 on success, 1 if some of the values to print were %NaN.
*/
int printmodel (MODEL *pmod, const DATAINFO *pdinfo, gretlopt opt,
PRN *prn)
{
int binary = binary_model(pmod);
int gotnan = 0;
if (prn == NULL || (opt & OPT_Q)) {
return 0;
}
if (csv_format(prn)) {
if (active_decpoint() == ',') {
gretl_print_set_delim(prn, '\t');
} else {
gretl_print_set_delim(prn, ',');
}
}
if (!plain_format(prn)) {
model_format_start(prn);
} else if (pmod->ci != NLS) {
int iters = gretl_model_get_int(pmod, "iters");
if (iters > 0) {
pprintf(prn, _("Convergence achieved after %d iterations\n"), iters);
} else {
int fncount = gretl_model_get_int(pmod, "fncount");
int grcount = gretl_model_get_int(pmod, "grcount");
if (fncount > 0) {
pprintf(prn, _("Function evaluations: %d\n"), fncount);
pprintf(prn, _("Evaluations of gradient: %d\n"), grcount);
}
}
}
print_model_heading(pmod, pdinfo, opt, prn);
print_coeff_table_start(pmod, prn);
gotnan = print_coefficients(pmod, pdinfo, prn);
if (pmod->ci == AR) {
print_rho_terms(pmod, prn);
} else if (pmod->ci == POISSON) {
print_poisson_offset(pmod, pdinfo, prn);
}
/* This is the place to have the pvalues * legends */
print_coeff_table_end(pmod, prn);
if (pmod->aux == AUX_ARCH || pmod->aux == AUX_ADF ||
pmod->aux == AUX_RESET || pmod->aux == AUX_DF ||
pmod->aux == AUX_KPSS) {
goto close_format;
}
if (binary) {
print_binary_statistics(pmod, pdinfo, prn);
goto close_format;
}
if (pmod->ci == POISSON) {
print_middle_table_start(prn);
depvarstats(pmod, prn);
pseudorsqline(pmod, prn);
print_ll(pmod, prn);
info_stats_lines(pmod, prn);
print_middle_table_end(prn);
goto close_format;
}
if (pmod->ci == TOBIT) {
print_middle_table_start(prn);
depvarstats(pmod, prn);
print_tobit_stats(pmod, prn);
print_ll(pmod, prn);
info_stats_lines(pmod, prn);
print_middle_table_end(prn);
goto close_format;
}
if (ordered_model(pmod)) {
print_middle_table_start(prn);
print_ll(pmod, prn);
info_stats_lines(pmod, prn);
print_middle_table_end(prn);
goto close_format;
}
if (pmod->ci == LAD) {
print_middle_table_start(prn);
depvarstats(pmod, prn);
ladstats(pmod, prn);
print_middle_table_end(prn);
goto close_format;
}
if (pmod->ci == GARCH) {
print_middle_table_start(prn);
depvarstats(pmod, prn);
garch_variance_line(pmod, prn);
print_ll(pmod, prn);
info_stats_lines(pmod, prn);
print_middle_table_end(prn);
goto close_format;
}
if (pmod->ci == ARBOND || pmod->ci == GMM) {
print_middle_table_start(prn);
essline(pmod, prn);
print_GMM_test_data(pmod, prn);
print_middle_table_end(prn);
goto close_format;
}
if (pmod->ci == HECKIT) {
print_middle_table_start(prn);
depvarstats(pmod, prn);
print_heckit_stats(pmod, prn);
print_middle_table_end(prn);
goto close_format;
}
if (pmod->aux == AUX_SYS) {
print_middle_table_start(prn);
depvarstats(pmod, prn);
essline(pmod, prn);
if (gretl_model_get_int(pmod, "method") == SYS_LIML) {
print_liml_equation_data(pmod, prn);
}
print_middle_table_end(prn);
goto close_format;
}
if (pmod->aux == AUX_SQ || pmod->aux == AUX_LOG ||
pmod->aux == AUX_AR) {
print_middle_table_start(prn);
rsqline(pmod, prn);
print_middle_table_end(prn);
goto close_format;
}
if (pmod->aux == AUX_COINT) {
rsqline(pmod, prn);
dwline(pmod, prn);
info_stats_lines(pmod, prn);
if (!plain_format(prn)) {
print_middle_table_end(prn);
}
goto close_format;
}
if (opt & OPT_S) {
/* --simple-print */
goto close_format;
}
if (pmod->aux == AUX_WHITE) {
rsqline(pmod, prn);
print_whites_results(pmod, prn);
goto close_format;
}
if (pmod->ci == ARMA) {
print_middle_table_start(prn);
depvarstats(pmod, prn);
print_arma_stats(pmod, prn);
print_ll(pmod, prn);
info_stats_lines(pmod, prn);
print_middle_table_end(prn);
print_arma_roots(pmod, prn);
goto close_format;
}
if (pmod->ci == LOGISTIC) {
original_stats_message(prn);
}
if (pmod->ci == OLS || pmod->ci == VAR || pmod->ci == TSLS
|| pmod->ci == NLS || pmod->ci == MPOLS
|| (pmod->ci == AR && pmod->arinfo->arlist[0] == 1)
|| pmod->ci == LOGISTIC || pmod->ci == TOBIT
|| pmod->ci == PANEL
|| (pmod->ci == WLS && gretl_model_get_int(pmod, "wt_dummy"))) {
print_middle_table_start(prn);
if (pmod->ci != VAR) {
depvarstats(pmod, prn);
}
if (essline(pmod, prn)) {
print_middle_table_end(prn);
goto close_format;
}
rsqline(pmod, prn);
if (random_effects_model(pmod)) {
panel_variance_lines(pmod, prn);
} else if (pmod->ci != NLS && pmod->aux != AUX_VECM) {
Fline(pmod, prn);
}
if (pmod->ci == PANEL ||
(pmod->ci == OLS && dataset_is_panel(pdinfo))) {
dwline(pmod, prn);
}
if (dataset_is_time_series(pdinfo)) {
if (pmod->ci == OLS || pmod->ci == MPOLS || pmod->ci == VAR ||
(pmod->ci == WLS && gretl_model_get_int(pmod, "wt_dummy"))) {
dwline(pmod, prn);
if (pmod->ci != VAR && pmod->aux != AUX_VECM &&
gretl_model_get_int(pmod, "ldepvar")) {
dhline(pmod, prn);
}
}
/* FIXME -- check output below */
if (pmod->ci == TSLS) {
dwline(pmod, prn);
}
}
if (pmod->aux != AUX_VECM) {
if (pmod->ci == OLS || pmod->ci == MPOLS ||
fixed_effects_model(pmod)) {
print_ll(pmod, prn);
}
info_stats_lines(pmod, prn);
}
print_middle_table_end(prn);
if (pmod->ci == TSLS && plain_format(prn)) {
r_squared_message(pmod, prn);
}
}
else if (pmod->ci == WLS && gretl_model_get_int(pmod, "iters")) {
/* panel ML estimation */
print_middle_table_start(prn);
depvarstats(pmod, prn);
print_ll(pmod, prn);
info_stats_lines(pmod, prn);
print_middle_table_end(prn);
}
else if (pmod->ci == MLE) {
print_middle_table_start(prn);
print_ll(pmod, prn);
info_stats_lines(pmod, prn);
print_middle_table_end(prn);
}
else if (pmod->ci == HSK || pmod->ci == ARCH ||
(pmod->ci == WLS && !gretl_model_get_int(pmod, "wt_dummy"))) {
weighted_stats_message(prn);
print_middle_table_start(prn);
if (essline(pmod, prn)) {
print_middle_table_end(prn);
goto close_format;
}
rsqline(pmod, prn);
Fline(pmod, prn);
if (dataset_is_time_series(pdinfo)) {
dwline(pmod, prn);
}
info_stats_lines(pmod, prn);
print_middle_table_end(prn);
original_stats_message(prn);
print_middle_table_start(prn);
depvarstats(pmod, prn);
if (essline_original(pmod, prn)) {
print_middle_table_end(prn);
goto close_format;
}
print_middle_table_end(prn);
}
else if (pmod->ci == AR || pmod->ci == CORC ||
pmod->ci == HILU || pmod->ci == PWE) {
rho_differenced_stats_message(prn);
print_middle_table_start(prn);
if (essline(pmod, prn)) {
print_middle_table_end(prn);
goto close_format;
}
rsqline(pmod, prn);
Fline(pmod, prn);
dwline(pmod, prn);
info_stats_lines(pmod, prn);
print_middle_table_end(prn);
}
if (plain_format(prn) && pmod->ci != MLE && pmod->ci != PANEL &&
pmod->ci != ARMA && pmod->ci != NLS && pmod->ci != GMM &&
!pmod->aux) {
pval_max_line(pmod, pdinfo, prn);
}
close_format:
if (opt & OPT_O) {
outcovmx(pmod, pdinfo, prn);
}
if (any_tests(pmod)) {
print_model_tests(pmod, prn);
}
if (!plain_format(prn)) {
model_format_end(prn);
}
if (gotnan) {
pmod->errcode = E_NAN;
}
return gotnan;
}
static void print_pval_str (double pval, char *str)
{
if (pval < .00001) {
sprintf(str, "<%.5f", 0.00001);
} else {
sprintf(str, "%.5f", pval);
}
}
static void plain_print_pval (double pval, PRN *prn)
{
char pvstr[16];
if (pval < .00001) {
sprintf(pvstr, "<%.5f", 0.00001);
} else {
sprintf(pvstr, "%.5f", pval);
}
pprintf(prn, "%*s", UTF_WIDTH(pvstr, 10), pvstr);
if (pval < 0.01) {
pputs(prn, " ***");
} else if (pval < 0.05) {
pputs(prn, " **");
} else if (pval < 0.10) {
pputs(prn, " *");
}
}
static void plain_print_tval (double tval, PRN *prn)
{
if (fabs(tval) >= 1000) {
/* || t < .001 ? */
char numstr[9];
sprintf(numstr, "%#8.2G", tval);
pprintf(prn, " %8s", numstr);
} else if (tval <= -100) {
pprintf(prn, " %7.2f", tval);
} else {
pprintf(prn, " %7.3f", tval);
}
}
static int
prepare_model_coeff (const MODEL *pmod, const DATAINFO *pdinfo,
int i, model_coeff *mc, PRN *prn)
{
int gotnan = 0;
model_coeff_init(mc);
mc->show_pval = !binary_model(pmod) || gretl_model_get_int(pmod, "show-pvals");
if (tex_format(prn)) {
make_tex_coeff_name(pmod, pdinfo, i, mc->name);
} else {
gretl_model_get_param_name(pmod, pdinfo, i, mc->name);
}
if (xna(pmod->coeff[i])) {
gotnan = 1;
} else {
mc->b = pmod->coeff[i];
}
if (!xna(pmod->sderr[i])) {
mc->se = pmod->sderr[i];
}
if (!na(mc->b) && !na(mc->se) && mc->se > 0.0) {
mc->tval = mc->b / mc->se;
if (xna(mc->tval)) {
mc->tval = NADBL;
}
}
if (mc->show_pval && !na(mc->tval)) {
if (pmod->aux == AUX_ADF || pmod->aux == AUX_DF) {
if (i + 2 == gretl_model_get_int(pmod, "dfnum")) {
mc->pval = gretl_model_get_double(pmod, "dfpval");
}
mc->df_pval = 1;
} else {
mc->pval = coeff_pval(pmod->ci, mc->tval, pmod->dfd);
}
}
if (!gotnan && !mc->show_pval &&
binary_model(pmod) &&
pmod->list[i+2] != 0) {
double *slopes = gretl_model_get_data(pmod, "slopes");
if (slopes != NULL) {
mc->slope = slopes[i];
}
}
return gotnan;
}
static void plain_print_coeff (const model_coeff *mc, PRN *prn)
{
pprintf(prn, " %-15s ", mc->name);
if (na(mc->b)) {
pprintf(prn, "%*s", UTF_WIDTH(_("undefined"), 17), _("undefined"));
} else {
gretl_print_value(mc->b, prn);
}
/* get out if std error is undefined */
if (na(mc->se)) {
pprintf(prn, "%*s\n", UTF_WIDTH(_("undefined"), 16), _("undefined"));
return;
}
gretl_print_value(mc->se, prn);
if (!na(mc->tval)) {
plain_print_tval(mc->tval, prn);
}
if (!na(mc->slope)) {
/* slope for binary models */
gretl_print_value(mc->slope, prn);
} else if (mc->show_pval) {
if (na(mc->pval)) {
if (!mc->df_pval) {
pprintf(prn, " %*s", UTF_WIDTH(_("undefined"), 10), _("undefined"));
}
} else {
plain_print_pval(mc->pval, prn);
}
}
pputc(prn, '\n');
}
static void rtf_print_double (double xx, PRN *prn)
{
char numstr[32];
xx = screen_zero(xx);
sprintf(numstr, "%.*g", GRETL_DIGITS, xx);
gretl_fix_exponent(numstr);
pprintf(prn, " \\qc %s\\cell", numstr);
}
static void rtf_print_coeff (const model_coeff *mc, PRN *prn)
{
pputs(prn, RTF_COEFF_ROW);
pprintf(prn, "\\ql %s\\cell", mc->name);
if (na(mc->b)) {
pprintf(prn, " \\qc %s\\cell", I_("undefined"));
} else {
rtf_print_double(mc->b, prn);
}
if (na(mc->se)) {
pprintf(prn, " \\qc %s\\cell", I_("undefined"));
pprintf(prn, " \\qc %s\\cell", I_("undefined"));
pprintf(prn, " \\qc %s\\cell", I_("undefined"));
goto rtf_coeff_getout;
}
rtf_print_double(mc->se, prn);
if (!na(mc->tval)) {
pprintf(prn, " \\qc %.4f\\cell", mc->tval);
} else {
pprintf(prn, " \\qc %s\\cell", I_("undefined"));
}
if (!na(mc->slope)) {
rtf_print_double(mc->slope, prn);
} else if (mc->show_pval) {
if (na(mc->pval)) {
if (mc->df_pval) {
pprintf(prn, " \\qc %s\\cell", I_("unknown"));
} else {
pprintf(prn, " \\qc %s\\cell", I_("undefined"));
}
} else {
char pvalstr[16];
print_pval_str(mc->pval, pvalstr);
pprintf(prn, " \\qc %s\\cell", pvalstr);
if (mc->pval < 0.01) {
pputs(prn, " \\ql ***\\cell");
} else if (mc->pval < 0.05) {
pputs(prn, " \\ql **\\cell");
} else if (mc->pval < 0.10) {
pputs(prn, " \\ql *\\cell");
} else {
pputs(prn, " \\ql \\cell");
}
}
}
rtf_coeff_getout:
pputs(prn, " \\intbl \\row\n");
}
static void csv_print_coeff (const model_coeff *mc, PRN *prn)
{
char d = prn_delim(prn);
pprintf(prn, "\"%s\"", mc->name);
if (na(mc->b)) {
pprintf(prn, "%c\"%s\"", d, I_("undefined"));
} else {
pprintf(prn, "%c%.15g", d, mc->b);
}
/* get out if std error is undefined */
if (na(mc->se)) {
pprintf(prn, "%c\"%s\"\n", d, I_("undefined"));
return;
}
pprintf(prn, "%c%.15g", d, mc->se);
if (!na(mc->tval)) {
pprintf(prn, "%c%.15g", d, mc->tval);
} else {
pprintf(prn, "%c\"%s\"\n", d, I_("undefined"));
}
if (!na(mc->slope)) {
/* slope for binary models */
pprintf(prn, "%c%.15g", d, mc->slope);
} else if (mc->show_pval) {
if (na(mc->pval)) {
if (mc->df_pval) {
pprintf(prn, "%c\"%s\"\n", d, I_("unknown"));
} else {
pprintf(prn, "%c\"%s\"\n", d, I_("undefined"));
}
} else {
pprintf(prn, "%c%.15g", d, mc->pval);
}
}
pputc(prn, '\n');
}
static void print_mp_coeff (const model_coeff *mc, PRN *prn)
{
pprintf(prn, " %-*s", VNAMELEN - 1, mc->name);
gretl_print_fullwidth_double(mc->b, GRETL_MP_DIGITS, prn);
gretl_print_fullwidth_double(mc->se, GRETL_MP_DIGITS, prn);
pputc(prn, '\n');
}
void print_coeff (const model_coeff *mc, PRN *prn)
{
if (plain_format(prn)) {
plain_print_coeff(mc, prn);
} else if (rtf_format(prn)) {
rtf_print_coeff(mc, prn);
} else if (tex_format(prn)) {
tex_print_coeff(mc, prn);
} else if (csv_format(prn)) {
csv_print_coeff(mc, prn);
}
}
void print_arch_coeffs (const double *a, const double *se,
int T, int order, PRN *prn,
int aux)
{
model_coeff mc;
int i;
if (aux) {
pprintf(prn, "\n%s %d\n\n", _("Test for ARCH of order"),
order);
pputs(prn, _(" PARAMETER ESTIMATE STDERROR"
" T STAT P-VALUE\n\n"));
} else {
gretl_prn_newline(prn);
}
for (i=0; i<=order; i++) {
model_coeff_init(&mc);
mc.b = a[i];
mc.se = se[i];
mc.tval = a[i] / se[i];
mc.pval = t_pvalue_2(mc.tval, T - (order + 1));
if (tex_format(prn)) {
sprintf(mc.name, "$\\alpha_%d$", i);
} else {
sprintf(mc.name, "alpha(%d)", i);
}
print_coeff(&mc, prn);
}
}
static void print_coeff_separator (const char *s, PRN *prn)
{
if (tex_format(prn)) {
/* FIXME */
pputs(prn, "\\\\ \n");
} else {
if (s != NULL) {
pputc(prn, '\n');
/* FIXME RTF */
print_centered((rtf_format(prn))? I_(s) : _(s), 78, prn);
pputc(prn, '\n');
}
pputc(prn, '\n');
}
}
static int
print_coefficients (const MODEL *pmod, const DATAINFO *pdinfo, PRN *prn)
{
const char *sepstr = NULL;
int seppos = -1;
model_coeff mc;
int nc = pmod->ncoeff;
int i, err = 0, gotnan = 0;
if (pmod->ci == PANEL) {
nc = pmod->list[0] - 1;
}
gretl_model_get_coeff_separator(pmod, &sepstr, &seppos);
if (seppos == -1 && pmod->ci == GARCH) {
seppos = pmod->list[0] - 4;
}
pvalue_level(-1); /* Resets pvalue level indicator */
for (i=0; i<nc; i++) {
err = prepare_model_coeff(pmod, pdinfo, i, &mc, prn);
if (err) gotnan = 1;
if (i == seppos) {
print_coeff_separator(sepstr, prn);
}
if (plain_format(prn) && pmod->ci == MPOLS) {
print_mp_coeff(&mc, prn);
continue;
}
pvalue_level(mc.pval); /* retains pvalue level indicator */
print_coeff(&mc, prn);
}
if (pmod->ci == ARCH) {
double *a = gretl_model_get_data(pmod, "arch_coeff");
double *se = gretl_model_get_data(pmod, "arch_sderr");
int order = gretl_model_get_int(pmod, "arch_order");
if (a != NULL && se != NULL && order > 0) {
print_arch_coeffs(a, se, pmod->nobs, order, prn, 0);
}
}
return gotnan;
}
static void print_rho (const ARINFO *arinfo, int c, int dfd, PRN *prn)
{
char ustr[32];
double xx = arinfo->rho[c] / arinfo->sderr[c];
if (plain_format(prn)) {
char pvalstr[16];
double pval;
sprintf(ustr, "u_%d", arinfo->arlist[c+1]);
pprintf(prn, "%14s", ustr);
bufspace(3, prn);
gretl_print_value (arinfo->rho[c], prn);
bufspace(2, prn);
gretl_print_value (arinfo->sderr[c], prn);
pval = t_pvalue_2(xx, dfd);
pprintf(prn, " %7.3f ", xx, pval);
print_pval_str(pval, pvalstr);
pprintf(prn, "%*s\n", UTF_WIDTH(pvalstr, 12), pvalstr);
} else if (tex_format(prn)) {
char coeff[32], sderr[32];
tex_dcolumn_double(arinfo->rho[c], coeff);
tex_dcolumn_double(arinfo->sderr[c], sderr);
sprintf(ustr, "$\\hat{u}_{t-%d}$", arinfo->arlist[c+1]);
pprintf(prn, "%s &\n"
" %s &\n"
" %s &\n"
" %.4f &\n"
" %.4f \\\\\n",
ustr,
coeff,
sderr,
arinfo->rho[c] / arinfo->sderr[c],
t_pvalue_2(xx, dfd));
} else if (rtf_format(prn)) {
char pvalstr[16];
double pval;
pputs(prn, RTF_COEFF_ROW);
pprintf(prn, "\\ql u(-%d)\\cell", arinfo->arlist[c+1]);
rtf_print_double(arinfo->rho[c], prn);
rtf_print_double(arinfo->sderr[c], prn);
pprintf(prn, " \\qc %.4f\\cell", xx);
pval = t_pvalue_2(xx, dfd);
print_pval_str(pval, pvalstr);
pprintf(prn, " \\qc %s\\cell", pvalstr);
if (pval < 0.01) {
pputs(prn, " \\ql ***\\cell");
} else if (pval < 0.05) {
pputs(prn, " \\ql **\\cell");
} else if (pval < 0.10) {
pputs(prn, " \\ql *\\cell");
} else {
pputs(prn, " \\ql \\cell");
}
pputs(prn, " \\intbl \\row\n");
}
}
static void print_rho_terms (const MODEL *pmod, PRN *prn)
{
int i, dfd;
double xx = 0.0;
if (pmod->arinfo == NULL ||
pmod->arinfo->arlist == NULL ||
pmod->arinfo->rho == NULL ||
pmod->arinfo->sderr == NULL) {
return;
}
if (plain_format(prn)) {
pprintf(prn, "\n%s:\n\n", _("Estimates of the AR coefficients"));
}
if (pmod->arinfo->arlist[0] > 1) {
dfd = pmod->dfd + (pmod->ncoeff - pmod->arinfo->arlist[0]);
} else {
dfd = pmod->dfd;
}
for (i=1; i<=pmod->arinfo->arlist[0]; i++) {
print_rho(pmod->arinfo, i - 1, dfd, prn);
xx += pmod->arinfo->rho[i-1];
}
if (pmod->arinfo->arlist[0] > 1 && plain_format(prn)) {
pprintf(prn, "\n%s = %#g\n\n", _("Sum of AR coefficients"), xx);
}
}
static void tex_float_str (double x, char *str)
{
if (x < 0.) {
strcpy(str, "$-$");
sprintf(str + 3, "%.*g", GRETL_DIGITS, -x);
} else {
sprintf(str, "%.*g", GRETL_DIGITS, x);
}
}
const char *roots_hdr = N_(" Real Imaginary"
" Modulus Frequency");
const char *root_fmt = "%8s%3d%17.4f%11.4f%11.4f%11.4f\n";
const char *roots_sep = " -----------------------------------------"
"------------------";
static void print_root (double rx, double ix, double mod, double fr,
int i, int hline, PRN *prn)
{
if (plain_format(prn)) {
pprintf(prn, root_fmt, _("Root"), i, rx, ix, mod, fr);
} else if (tex_format(prn)) {
pprintf(prn, "& %s & %d & $%.4f$ & $%.4f$ & $%.4f$ & $%.4f$ \\\\ ",
I_("Root"), i, rx, ix, mod, fr);
if (hline) {
pputs(prn, "\\hline\n");
} else {
pputc(prn, '\n');
}
} else if (rtf_format(prn)) {
pputs(prn, RTF_ROOT_ROW);
pprintf(prn, "\\ql \\cell \\ql %s %d \\cell"
" \\qr %.4f\\cell"
" \\qr %.4f\\cell"
" \\qr %.4f\\cell"
" \\qr %.4f\\cell \\intbl \\row\n",
I_("Root"), i, rx, ix, mod, fr);
}
}
static void root_start (const char *tag, PRN *prn)
{
if (plain_format(prn)) {
pprintf(prn, " %s\n", _(tag));
} else if (tex_format(prn)) {
pprintf(prn, "%s \\\\ \n", I_(tag));
} else if (rtf_format(prn)) {
pputs(prn, RTF_ROOT_ROW);
pprintf(prn, "\\ql %s\\cell\\ql \\cell\\ql \\cell\\ql \\cell\\ql \\cell"
"\\ql\\cell \\intbl \\row\n", I_(tag));
}
}
static void print_arma_roots (const MODEL *pmod, PRN *prn)
{
cmplx *roots = gretl_model_get_data(pmod, "roots");
if (roots != NULL) {
int p = arma_model_nonseasonal_AR_order(pmod);
int q = arma_model_nonseasonal_MA_order(pmod);
int P = gretl_model_get_int(pmod, "arma_P");
int Q = gretl_model_get_int(pmod, "arma_Q");
int i, k, hline;
double mod, fr;
if (plain_format(prn)) {
pprintf(prn, "\n%s\n%s\n", _(roots_hdr), roots_sep);
} else if (tex_format(prn)) {
pputs(prn, "\n\\vspace{1em}\n\n");
pputs(prn, "\\begin{tabular}{llrrrrr}\n");
pprintf(prn, "& & & %s & %s & %s & %s \\\\ \\hline\n",
I_("Real"), I_("Imaginary"), I_("Modulus"), I_("Frequency"));
} else if (rtf_format(prn)) {
pputs(prn, "\n\\par\n{" RTF_ROOT_ROW);
pprintf(prn, "\\qr \\cell \\qc \\cell"
" \\qc {\\i %s}\\cell"
" \\qc {\\i %s}\\cell"
" \\qc {\\i %s}\\cell"
" \\qc {\\i %s}\\cell \\intbl \\row\n",
I_("Real"), I_("Imaginary"), I_("Modulus"), I_("Frequency"));
}
if (p > 0) {
k = 1;
root_start(N_("AR"), prn);
for (i=0; i<p; i++) {
if (roots[i].i != 0) {
mod = roots[i].r * roots[i].r + roots[i].i * roots[i].i;
mod = sqrt(mod);
} else {
mod = fabs(roots[i].r);
}
fr = atan2(roots[i].i, roots[i].r) / M_2PI;
if (i == p - 1 && q == 0 && P == 0 && Q == 0) {
hline = 1;
} else {
hline = 0;
}
print_root(roots[i].r, roots[i].i, mod, fr, k++, hline, prn);
}
}
if (P > 0) {
k = 1;
root_start(N_("AR (seasonal)"), prn);
for (i=p; i<p+P; i++) {
if (roots[i].i != 0) {
mod = roots[i].r * roots[i].r + roots[i].i * roots[i].i;
mod = sqrt(mod);
} else {
mod = fabs(roots[i].r);
}
fr = atan2(roots[i].i, roots[i].r) / M_2PI;
if (i == p + P - 1 && q == 0 && Q == 0) {
hline = 1;
} else {
hline = 0;
}
print_root(roots[i].r, roots[i].i, mod, fr, k++, hline, prn);
}
}
if (q > 0) {
k = 1;
root_start(N_("MA"), prn);
for (i=p+P; i<p+P+q; i++) {
if (roots[i].i != 0) {
mod = roots[i].r * roots[i].r + roots[i].i * roots[i].i;
mod = sqrt(mod);
} else {
mod = fabs(roots[i].r);
}
fr = atan2(roots[i].i, roots[i].r) / M_2PI;
if (i == p + P + q - 1 && Q == 0) {
hline = 1;
} else {
hline = 0;
}
print_root(roots[i].r, roots[i].i, mod, fr, k++, hline, prn);
}
}
if (Q > 0) {
k = 1;
root_start(N_("MA (seasonal)"), prn);
for (i=p+P+q; i<p+P+q+Q; i++) {
if (roots[i].i != 0) {
mod = roots[i].r * roots[i].r + roots[i].i * roots[i].i;
mod = sqrt(mod);
} else {
mod = fabs(roots[i].r);
}
fr = atan2(roots[i].i, roots[i].r) / M_2PI;
if (i == p + P + q + Q - 1) {
hline = 1;
} else {
hline = 0;
}
print_root(roots[i].r, roots[i].i, mod, fr, k++, hline, prn);
}
}
if (plain_format(prn)) {
pprintf(prn, "%s\n\n", roots_sep);
} else if (tex_format(prn)) {
pputs(prn, "\\end{tabular}\n");
} else if (rtf_format(prn)) {
pputs(prn, "}\n");
}
}
}
static void print_tobit_stats (const MODEL *pmod, PRN *prn)
{
int cenc = gretl_model_get_int(pmod, "censobs");
double cenpc = 100.0 * cenc / pmod->nobs;
if (plain_format(prn)) {
pprintf(prn, " %s: %d (%.1f%%)\n", _("Censored observations"), cenc, cenpc);
pprintf(prn, " %s = %.*g\n", _("sigma"), GRETL_DIGITS, pmod->sigma);
} else if (rtf_format(prn)) {
pprintf(prn, RTFTAB "%s: %d (%.1f%%)\n", I_("Censored observations"), cenc, cenpc);
pprintf(prn, RTFTAB "%s = %g\n", I_("sigma"), pmod->sigma);
} else if (tex_format(prn)) {
char xstr[32];
pprintf(prn, "%s & \\multicolumn{1}{r}{%.1f\\%%} \\\\\n",
I_("Censored observations"), cenpc);
tex_dcolumn_double(pmod->sigma, xstr);
pprintf(prn, "$\\hat{\\sigma}$ & %s \\\\\n", xstr);
}
}
static void print_heckit_stats (const MODEL *pmod, PRN *prn)
{
int totobs = gretl_model_get_int(pmod, "totobs");
int cenobs = totobs - pmod->nobs;
double cenpc = 100.0 * cenobs / totobs;
if (plain_format(prn)) {
pprintf(prn, " %s: %d\n", _("Total observations"), totobs);
pprintf(prn, " %s: %d (%.1f%%)\n", _("Censored observations"), cenobs, cenpc);
pprintf(prn, " %s = %.*g\n", _("sigma"), GRETL_DIGITS, pmod->sigma);
} else if (rtf_format(prn)) {
pprintf(prn, RTFTAB "%s: %d\n", I_("Total observations"), totobs);
pprintf(prn, RTFTAB "%s: %d (%.1f%%)\n", I_("Censored observations"), cenobs, cenpc);
pprintf(prn, RTFTAB "%s = %g\n", I_("sigma"), pmod->sigma);
} else if (tex_format(prn)) {
char xstr[32];
pprintf(prn, "%s & \\multicolumn{1}{r}{%d} \\\\\n",
I_("Total observations"), totobs);
pprintf(prn, "%s & \\multicolumn{1}{r}{%.1f\\%%} \\\\\n",
I_("Censored observations"), cenpc);
tex_dcolumn_double(pmod->sigma, xstr);
pprintf(prn, "$\\hat{\\sigma}$ & %s \\\\\n", xstr);
}
}
static void
print_poisson_offset (const MODEL *pmod, const DATAINFO *pdinfo, PRN *prn)
{
int offvar = gretl_model_get_int(pmod, "offset_var");
if (offvar > 0) {
char namestr[24];
sprintf(namestr, "log(%s)", pdinfo->varname[offvar]);
if (plain_format(prn)) {
pprintf(prn, "\n %13s 1.0\n", namestr);
} else if (rtf_format(prn)) {
pputs(prn, RTF_COEFF_ROW);
pprintf(prn, "\\ql %s\\cell\\qc 1.0\\cell", namestr);
pputs(prn, "\\qc \\cell\\qc \\cell \\qc \\cell \\intbl \\row\n");
} else if (tex_format(prn)) {
char tmp[32];
tex_escape(tmp, namestr);
pprintf(prn, "{\\rm %s} & \\multicolumn{1}{c}{1.0} \\\\\n", tmp);
}
}
}
static void print_arma_stats (const MODEL *pmod, PRN *prn)
{
double mu = gretl_model_get_double(pmod, "mean_error");
double var = pmod->sigma * pmod->sigma;
if (plain_format(prn)) {
pprintf(prn, " %s = %.*g\n", _("Mean of innovations"),
GRETL_DIGITS, mu);
pprintf(prn, " %s = %.*g\n", _("Variance of innovations"),
GRETL_DIGITS, var);
} else if (rtf_format(prn)) {
pprintf(prn, RTFTAB "%s = %g\n", I_("Mean of innovations"), mu);
pprintf(prn, RTFTAB "%s = %g\n", I_("Variance of innovations"), var);
} else if (tex_format(prn)) {
char xstr[32];
tex_dcolumn_double(mu, xstr);
pprintf(prn, "%s & %s \\\\\n", I_("Mean of innovations"), xstr);
tex_dcolumn_double(var, xstr);
pprintf(prn, "%s & %s \\\\\n", I_("Variance of innovations"), xstr);
}
}
static void plain_print_act_pred (const int *ap, PRN *prn)
{
int leftlen;
int numwidth = 1;
int i, bign = 0;
for (i=0; i<4; i++) {
if (ap[i] > bign) {
bign = ap[i];
}
}
while (bign /= 10) {
numwidth++;
}
leftlen = strlen(_("Actual")) + 3; /* utflen */
bufspace(leftlen + 2, prn);
pputs(prn, _("Predicted"));
pputc(prn, '\n');
bufspace(leftlen + 3, prn);
pprintf(prn, "%*d %*d\n", numwidth, 0, numwidth, 1);
bufspace(2, prn);
pputs(prn, _("Actual"));
pprintf(prn, " 0 %*d %*d\n", numwidth, ap[0], numwidth, ap[1]);
bufspace(leftlen, prn);
pprintf(prn, "1 %*d %*d\n", numwidth, ap[2], numwidth, ap[3]);
pputc(prn, '\n');
}
static void print_binary_statistics (const MODEL *pmod,
const DATAINFO *pdinfo,
PRN *prn)
{
int slopes = !gretl_model_get_int(pmod, "show-pvals");
double model_chisq = gretl_model_get_double(pmod, "chisq");
const double *crit = pmod->criterion;
const int *act_pred;
int correct = -1;
double pc_correct = NADBL;
int i;
act_pred = gretl_model_get_data(pmod, "discrete_act_pred");
if (act_pred != NULL) {
correct = act_pred[0] + act_pred[3];
pc_correct = 100 * (double) correct / pmod->nobs;
}
if (plain_format(prn)) {
pprintf(prn, " %s %s = %.3f\n", _("Mean of"),
pdinfo->varname[pmod->list[1]], pmod->ybar);
if (correct >= 0) {
pprintf(prn, " %s = %d (%.1f%%)\n",
_("Number of cases 'correctly predicted'"),
correct, pc_correct);
}
pprintf(prn, " f(beta'x) %s = %.3f\n", _("at mean of independent vars"),
pmod->sdy);
pseudorsqline(pmod, prn);
pprintf(prn, " %s = %g\n", _("Log-likelihood"), pmod->lnL);
if (pmod->aux != AUX_OMIT && pmod->aux != AUX_ADD) {
i = pmod->ncoeff - 1;
pprintf(prn, " %s: %s(%d) = %g (%s %f)\n",
_("Likelihood ratio test"), _("Chi-square"),
i, model_chisq, _("p-value"),
chisq_cdf_comp(model_chisq, i));
}
pprintf(prn, " %s (%s) = %g\n", _(aic_str), _(aic_abbrev),
crit[C_AIC]);
pprintf(prn, " %s (%s) = %g\n", _(bic_str), _(bic_abbrev),
crit[C_BIC]);
pprintf(prn, " %s (%s) = %g\n", _(hqc_str), _(hqc_abbrev),
crit[C_HQC]);
pputc(prn, '\n');
if (act_pred != NULL) {
plain_print_act_pred(act_pred, prn);
}
} else if (rtf_format(prn)) {
pputc(prn, '\n');
if (slopes) {
pprintf(prn, "\\par {\\super *}%s\n", I_("Evaluated at the mean"));
}
pprintf(prn, "\\par %s %s = %.3f\n", I_("Mean of"),
pdinfo->varname[pmod->list[1]], pmod->ybar);
if (correct >= 0) {
pprintf(prn, "\\par %s = %d (%.1f%%)\n",
I_("Number of cases 'correctly predicted'"),
correct, pc_correct);
}
pprintf(prn, "\\par f(beta'x) %s = %.3f\n", I_("at mean of independent vars"),
pmod->sdy);
pseudorsqline(pmod, prn);
pprintf(prn, "\\par %s = %g\n", I_("Log-likelihood"), pmod->lnL);
if (pmod->aux != AUX_OMIT && pmod->aux != AUX_ADD) {
i = pmod->ncoeff - 1;
pprintf(prn, "\\par %s: %s(%d) = %g (%s %f)\n",
I_("Likelihood ratio test"), I_("Chi-square"),
i, model_chisq, I_("p-value"),
chisq_cdf_comp(model_chisq, i));
}
pprintf(prn, "\\par %s (%s) = %g\n", I_(aic_str), I_(aic_abbrev),
crit[C_AIC]);
pprintf(prn, "\\par %s (%s) = %g\\par\n", I_(bic_str), I_(bic_abbrev),
crit[C_BIC]);
pprintf(prn, "\\par %s (%s) = %g\\par\n", I_(hqc_str), I_(hqc_abbrev),
crit[C_HQC]);
pputc(prn, '\n');
} else if (tex_format(prn)) {
char lnlstr[16];
if (slopes) {
pprintf(prn, "\\begin{center}\n$^*$%s\n\\end{center}\n",
I_("Evaluated at the mean"));
}
pputs(prn, "\\vspace{1em}\n\\begin{raggedright}\n");
pprintf(prn, "%s %s = %.3f\\\\\n", I_("Mean of"),
pdinfo->varname[pmod->list[1]], pmod->ybar);
if (correct >= 0) {
pprintf(prn, "%s = %d (%.1f percent)\\\\\n",
I_("Number of cases `correctly predicted'"),
correct, pc_correct);
}
pseudorsqline(pmod, prn);
pprintf(prn, "$f(\\beta'x)$ %s = %.3f\\\\\n", I_("at mean of independent vars"),
pmod->sdy);
tex_float_str(pmod->lnL, lnlstr);
pprintf(prn, "%s = %s\\\\\n", I_("Log-likelihood"), lnlstr);
if (pmod->aux != AUX_OMIT && pmod->aux != AUX_ADD) {
i = pmod->ncoeff - 1;
pprintf(prn, "%s: $\\chi^2_{%d}$ = %.3f (%s %f)\\\\\n",
I_("Likelihood ratio test"),
i, model_chisq, I_("p-value"),
chisq_cdf_comp(model_chisq, i));
}
pprintf(prn, "%s (%s) = %g\\\\\n", I_(aic_str), I_(aic_abbrev),
crit[C_AIC]);
pprintf(prn, "%s (%s) = %g\\\\\n", I_(bic_str), I_(bic_abbrev),
crit[C_BIC]);
pprintf(prn, "%s (%s) = %g\\\\\n", I_(tex_hqc_str), I_(hqc_abbrev),
crit[C_HQC]);
pputs(prn, "\\end{raggedright}\n");
}
}
int ols_print_anova (const MODEL *pmod, PRN *prn)
{
double mst, msr, mse, rss;
if (pmod->ci != OLS || !pmod->ifc ||
na(pmod->ess) || na(pmod->tss)) {
return 1;
}
pprintf(prn, "%s:\n\n", _("Analysis of Variance"));
rss = pmod->tss - pmod->ess;
pprintf(prn, "%35s %8s %16s\n\n", _("Sum of squares"), _("df"), _("Mean square"));
msr = rss / pmod->dfn;
pprintf(prn, " %-16s %16g %8d %16g\n", _("Regression"), rss, pmod->dfn, msr);
mse = pmod->ess / pmod->dfd;
pprintf(prn, " %-16s %16g %8d %16g\n", _("Residual"), pmod->ess, pmod->dfd, mse);
mst = pmod->tss / pmod->dfd;
pprintf(prn, " %-16s %16g %8d %16g\n", _("Total"), pmod->tss, pmod->nobs - 1, mst);
pprintf(prn, "\n R^2 = %g / %g = %.6f\n", rss, pmod->tss, rss / pmod->tss);
if (pmod->ess == 0) {
pprintf(prn, " F(%d, %d) = %g / %g (%s)\n\n", pmod->dfn, pmod->dfd,
msr, mse, _("undefined"));
} else {
pprintf(prn, " F(%d, %d) = %g / %g = %g\n\n",
pmod->dfn, pmod->dfd, msr, mse, msr / mse);
}
return 0;
}
17 years, 6 months
- 2
- 1
Missing translation string.
by Hélio Guilherme
-----BEGIN PGP SIGNED MESSAGE-----
Hash: SHA1
Dear Allin,
Sorry if I am being too perfectionist, but this is just to let you know
that I found a string to translate.
Here is the string and locations:
helio@linux-mybook:~/gretl/lib/src> grep "The shell command is not
activated." *
gretl_win32.c: strcpy(gretl_errmsg, "The shell command is not activated.");
interact.c: strcpy(gretl_errmsg, "The shell command is not activated.");
Bye and thanks,
Hélio Guilherme
-----BEGIN PGP SIGNATURE-----
Version: GnuPG v1.4.5 (GNU/Linux)
Comment: Using GnuPG with Mozilla - http://enigmail.mozdev.org
iD8DBQFGZcsFHvesJJ5UqvkRAojqAKCQlyuL5f9n8LX+JSFiQuv5XxNY2ACgkJmI
L4Q4TLr3nC1K/T/1Sp+aaqw=
=4vbL
-----END PGP SIGNATURE-----
17 years, 6 months
- 2
- 1