Build gretl for windows
by geno
Hi, i'm trying to build gretl for Windows. I'm using Linux (ubuntu
8.10) and mingw compiler.
When i type make in win32 directory i get error messages:
=========================
make
../builddate.pl
Updating build.h
mkdir -p dlls
mkdir -p plugins
i586-mingw32msvc-dllwrap --as=i586-mingw32msvc-as --export-all
--driver-name i586-mingw32msvc-gcc -Wall -O2 -mms-bitfields -DWIN32 -s
\
--output-def libgretl.def --implib ./import-libs/libgretl.a \
-o dlls/libgretl.dll adf_kpss.o anova.o bhhh_max.o bootstrap.o
calendar.o compare.o compat.o csvdata.o dataio.o dataset.o dbread.o
dbwrite.o describe.o discrete.o estimate.o forecast.o geneval.o
genfuncs.o genlex.o genmain.o gensyntax.o gmm.o graphing.o
gretl_commands.o gretl_errors.o gretl_fft.o gretl_foreign.o
gretl_func.o gretl_intl.o gretl_list.o gretl_matrix.o gretl_model.o
gretl_panel.o gretl_paths.o gretl_prn.o gretl_restrict.o
gretl_string_table.o gretl_utils.o gretl_win32.o gretl_www.o
gretl_xml.o interact.o kalman.o libset.o matrix_extra.o missing.o
modelprint.o modelspec.o monte_carlo.o nls.o nonparam.o objstack.o
options.o plotspec.o plugins.o printout.o printscan.o pvalues.o
qr_estimate.o random.o strutils.o subsample.o system.o texprint.o
transforms.o tsls.o usermat.o var.o varprint.o vartest.o irfboot.o
chkder.o dpmpar.o enorm.o fdjac2.o lmder1.o lmder.o lmdif.o lmpar.o
qrfac.o qrsolv.o lbfgsb.o dllinit.o -lg2c -lm -L./import-libs -lxml2
-lz -lintl -lprob -lgmp \
-lmingwex -lwsock32
-Lc:/devel/target/610d23b3fdae3f3d08ee4932c288bfbc/lib -lglib-2.0
-lintl -llapack -lblas -L/lib/ -lf77blas -latlas -lg2c -lfftw3.dll
i586-mingw32msvc-dllwrap: no export definition file provided.
Creating one, but that may not be what you want
gretl_matrix.o:gretl_matrix.c:(.text+0x4ad6): undefined reference to `_dtrtri_'
gretl_matrix.o:gretl_matrix.c:(.text+0x4dde): undefined reference to `_dpotri_'
gretl_matrix.o:gretl_matrix.c:(.text+0x5660): undefined reference to `_dgelss_'
gretl_matrix.o:gretl_matrix.c:(.text+0x56ec): undefined reference to `_dgelss_'
gretl_matrix.o:gretl_matrix.c:(.text+0x5cf5): undefined reference to `_dgesvd_'
gretl_matrix.o:gretl_matrix.c:(.text+0x5d81): undefined reference to `_dgesvd_'
gretl_matrix.o:gretl_matrix.c:(.text+0x6413): undefined reference to `_dgeev_'
gretl_matrix.o:gretl_matrix.c:(.text+0x6496): undefined reference to `_dgeev_'
gretl_matrix.o:gretl_matrix.c:(.text+0x66bd): undefined reference to `_dpptrf_'
gretl_matrix.o:gretl_matrix.c:(.text+0x671f): undefined reference to `_dpptri_'
gretl_matrix.o:gretl_matrix.c:(.text+0x67ca): undefined reference to `_dpotrf_'
gretl_matrix.o:gretl_matrix.c:(.text+0x682c): undefined reference to `_dpotri_'
gretl_matrix.o:gretl_matrix.c:(.text+0x68b7): undefined reference to `_dpotrf_'
gretl_matrix.o:gretl_matrix.c:(.text+0x6a03): undefined reference to `_dsytrf_'
gretl_matrix.o:gretl_matrix.c:(.text+0x6a79): undefined reference to `_dsytrf_'
gretl_matrix.o:gretl_matrix.c:(.text+0x6b46): undefined reference to `_dsycon_'
gretl_matrix.o:gretl_matrix.c:(.text+0x6b9f): undefined reference to `_dsytri_'
gretl_matrix.o:gretl_matrix.c:(.text+0x6c96): undefined reference to `_dgetrf_'
gretl_matrix.o:gretl_matrix.c:(.text+0x6fc5): undefined reference to `_dgetrf_'
gretl_matrix.o:gretl_matrix.c:(.text+0x7018): undefined reference to `_dgetri_'
gretl_matrix.o:gretl_matrix.c:(.text+0x7076): undefined reference to `_dgetri_'
gretl_matrix.o:gretl_matrix.c:(.text+0x7180): undefined reference to `_dtrcon_'
gretl_matrix.o:gretl_matrix.c:(.text+0x7349): undefined reference to `_dgeqrf_'
gretl_matrix.o:gretl_matrix.c:(.text+0x73b2): undefined reference to `_dgeqrf_'
gretl_matrix.o:gretl_matrix.c:(.text+0x74e0): undefined reference to `_dorgqr_'
gretl_matrix.o:gretl_matrix.c:(.text+0x75e0): undefined reference to `_dpotrf_'
gretl_matrix.o:gretl_matrix.c:(.text+0x7619): undefined reference to `_dpocon_'
gretl_matrix.o:gretl_matrix.c:(.text+0x8536): undefined reference to `_dsyrk_'
gretl_matrix.o:gretl_matrix.c:(.text+0x8bcf): undefined reference to `_dgemm_'
gretl_matrix.o:gretl_matrix.c:(.text+0x9863): undefined reference to `_dtrtri_'
gretl_matrix.o:gretl_matrix.c:(.text+0x9a31): undefined reference to `_dgelss_'
gretl_matrix.o:gretl_matrix.c:(.text+0x9aba): undefined reference to `_dgelss_'
gretl_matrix.o:gretl_matrix.c:(.text+0xa669): undefined reference to `_dpotrs_'
gretl_matrix.o:gretl_matrix.c:(.text+0xa706): undefined reference to `_dpotrf_'
gretl_matrix.o:gretl_matrix.c:(.text+0xa774): undefined reference to `_dpotrs_'
gretl_matrix.o:gretl_matrix.c:(.text+0xa910): undefined reference to `_dpotri_'
gretl_matrix.o:gretl_matrix.c:(.text+0xa9ea): undefined reference to `_dgetrf_'
gretl_matrix.o:gretl_matrix.c:(.text+0xaa62): undefined reference to `_dgetrs_'
gretl_matrix.o:gretl_matrix.c:(.text+0xab01): undefined reference to `_dgels_'
gretl_matrix.o:gretl_matrix.c:(.text+0xab66): undefined reference to `_dgels_'
gretl_matrix.o:gretl_matrix.c:(.text+0xb6d5): undefined reference to `_dsyev_'
gretl_matrix.o:gretl_matrix.c:(.text+0xb7b6): undefined reference to `_dsyev_'
gretl_matrix.o:gretl_matrix.c:(.text+0xbd8d): undefined reference to `_dpotrf_'
gretl_matrix.o:gretl_matrix.c:(.text+0xbe42): undefined reference to `_dpotri_'
gretl_matrix.o:gretl_matrix.c:(.text+0xbf5c): undefined reference to `_dpotrf_'
gretl_matrix.o:gretl_matrix.c:(.text+0xbfc8): undefined reference to `_dpotri_'
gretl_matrix.o:gretl_matrix.c:(.text+0xc199): undefined reference to `_dpotrf_'
gretl_matrix.o:gretl_matrix.c:(.text+0xc36e): undefined reference to `_dgetrf_'
gretl_matrix.o:gretl_matrix.c:(.text+0xc421): undefined reference to `_dgecon_'
gretl_panel.o:gretl_panel.c:(.text+0x73f4): undefined reference to `_dspsv_'
qr_estimate.o:qr_estimate.c:(.text+0x1c3): undefined reference to `_dtrtri_'
collect2: ld returned 1 exit status
i586-mingw32msvc-dllwrap: i586-mingw32msvc-gcc exited with status 1
make: *** [dlls/libgretl.dll] Błąd 1
=========================
When I compile gretl for Linux everything is ok. Can you help me? I
don't know what to do with this errors.
--
--=geno=--
16 years, 2 months
Several things
by Riccardo (Jack) Lucchetti
Hi all,
I had lots to do recently, so I had very little time for action on the
list. The reason is, I was the local organiser for a conference we just
held here in Ancona (http://cide.info/conf/iceee2009.php), which was a lot
of work, so allow me to group in this one message a few not-so-closely
related items:
acf function: all in all, I like it. I have a few reservations as of now,
but I'll keep them to myself until I find some time to study the code
(next few days)
VAR/VECM stuff: ditto.
Gretl wiki: it's great that Andreas has started putting material on it. I
hope more will follow. My apologies for it not working properly for some
time, but it ought to be ok by now.
Google summer of code: one of the people I met in person for the first
time at the conference was Stefano Iacus, from the R core team, who is one
of the maintainers of the foreign package. In the past, we grabbed code
from one another: they got the Eviews filter from Allin's implementation,
we got the Stata filter, IIRC we both got SPSS from PSPP. We agreed that
it'd be great to have a separate project for filters as a C library that
gretl and R could both link to centralise efforts; however, it'd be quite
a lot of work. A nice idea that Stefano had was to propose this as a GSOC
project, with joint R/gretl sponsorship; however, I understand that
there's little time left to set up this kind of initiative, so if you guys
think it's a good idea, it's time to start planning it.
Mac users: since the Mac subpopulation is not very active on our mailing
lists, I got hold of all mac users I could find at the conference to
ask them (1) if they use gretl and (2) if they found and bugs or
inconveniences. Much to my delight, I got yes to (1) and no to (2) in all
cases. Again, kudos to Allin!
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti
16 years, 2 months
Gretl GSoC 2009 Ideas Page
by Talha Yalta
Hi all:
I have prepared a Google Summer of Code 2009 ideas page in the Gretl
Wiki. Here is the direct link:
http://gretlwiki.econ.univpm.it/wiki/index.php/Google_Summer_of_Code_2009...
I hope Allin and Jack like the descriptions, especially for the first
3 proposals. Please feel free to add more ideas or expand on the
existing ones. Your comments are very welcome. Once all the developers
are happy with it, I am planning to annonce this in the Gretl users
mailing list as well.
Jack, you have mentioned earlier that Stefano Iacus from the R core
team was interested in the file filters library idea. Could you send
me his contact information, or get in touch with him to see if he
would be interested in becoming a co-mentor for this particular
project?
Cheer
Talha
--
“Remember not only to say the right thing in the right place, but far
more difficult still, to leave unsaid the wrong thing at the tempting
moment.” - Benjamin Franklin (1706-1790)
--
16 years, 2 months
bug?
by Nikita Khromov-Borisov
--
Dear Author(s)
Using GRETL I have recieved very strange graph for the binomial distribution
with n=100 and p=0.25See the attachement.
Best regards,
Dr. Nikita Khromov-Borisov
Associate Professor
Medical Faculty
Saint Petersburg State University
21 Line, 8
Saint Petersburg
199106
RUSSIA
16 years, 2 months
assuming AR(1) residuals in OLS.
by constantine
Hi to all,
I 've finally started the translation of gretl into greek. It's
something I have been willing to do since some years before...
In other statistical software, such as Eviews, it is possible to
regress a model with the Least Squares method, assuming that the
residuals follow an AR(q) process.
For example the resulting regression is something like
y = 1.2154 + 0.2215 x + 0.251 AR(1)
How is it possible to do the same in gretl?
Thank you very much in advance,
Constantine Tsardounis
http://www.costis.name
16 years, 2 months
OLS Forecasting
by Henrique
Dear developers,
> On Thu, 5 Feb 2009, Henrique wrote (in user-list):
>
> I had estimated a OLS using first difference variables, but I would
> like to forecast the dependent variable in its level. I know that this is
> possible on EViews, where we can estimate a regression D(y) = a + b D(x)
> (where "D" states for the difference operator, "a" and "b" are parameters,
> and "y" and "x" are the variables) and obtain the predicted "y" values
> automatically. How can I do this on gretl?
And Allin had answered me:
> On Thu, Feb 5, 2009 at 7:06 PM, Allin Cottrell <cottrell(a)wfu.edu> wrote:
>
> Gretl will do that automatically for an ARIMA model, but not
> otherwise. But you have the cum() function to integrate a
> differenced series.
I would like to have this functionality for OLS and VAR. What do you
think? Is it possible?
Best,
Henrique C. de Andrade
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul
www.ufrgs.br/ppge
16 years, 2 months
the next feature request anniversary
by Sven Schreiber
Hi,
there's a feature requests on logit models that is now one year old, see
[ 1886339 ]:
http://sourceforge.net/tracker/index.php?func=detail&aid=1886339&group_id...
Of course, in principle there's no reason why a feature request couldn't
simply exist for years until it might eventually get fulfilled; but
still I think one year is a good time to make a decision whether it is
still needed in the feature request database.
For example, the first part of that request (implement multinomial
logit) is of course valid, but in some sense it's not needed, because
everybody knows that having more models in gretl would be nice, it's
just a matter of limited programmer resources, and a reminder isn't
necessary. For the same reason I haven't filed a feature request
"implement structural VAR models" or similar things.
So if it were just for that part of the request, I would be inclined to
close it.
But then there are the smaller parts 2 and 3 which relate to the
handling of the reference category. What about those, is this deemed
unimportant or could it be done in the next half-year or so? And BTW,
wouldn't this refer to probit also? (and to what else?) So maybe we
should rename the request along those lines?
thanks,
sven
16 years, 2 months
sessions
by Sven Schreiber
Good evening,
I'm beginning to get cosy with gretl's session concept. However, after
using it a little bit I'm wondering: when there is a "defined" session
in course (i.e. one that was saved to a .gretl file and hasn't been
ended) the information about the session name doesn't seem to be
available. (Well maybe indirectly via File -> Session files -> first
entry in the recent session files list.) Note the contrast to the name
of the current workfile which is always displayed in the main window (of
course!).
So how about using the line where the workfile name is displayed to also
display the name of the current session (and whether it has unsaved
changes)?
cheers,
sven
16 years, 3 months
VECMs with holes
by Allin Cottrell
In response to Sven's request not so long ago I enabled
specification of particular lags of the y variables in VARs (e.g.
you could have a VAR with lags 1 and 3, skipping 2).
I said I'd follow up by allowing that sort of thing for VECMs too,
but unless I'm getting mixed up (quite possible) this seems
substantially more difficult.
Consider the gappy VAR (deterministic terms and error omitted for
simplicity):
y_t = A_1 y_{t-1} + A_3 y_{t-3}
The VECM representation is, I think,
\delta y_t = \Pi y_{t-1} + G_1 \delta y_{t-1}
+ G_2 \delta y_{t-2}
where \Pi = A_1 + A_3 - I
G_1 = -A_3
G_2 = -A_3
That, not only have we "dropped a lag" (as per usual), but now
there's an implied restriction on the G_i matrices. First
question: have I gone off the rails here? Second Q: if not, how
would we handle this and would it be worth the trouble?
Allin.
16 years, 3 months
