NA patch for fracdiff functions
by Klein, Christoph
Hi,
the current behaviour of fracdiff when invoked with a series containing NAs is to issue an E_DATA error. I propose that in this case fracdiff returns a series of NAs. I think returning NAs would be more in line with the rest of gretl, but I'm not sure.
The attached patch changes the fracdiff function in the proposed way.
Christoph
16 years
NA patches for bessel functions
by Klein, Christoph
Hi,
the attached patch makes the bessel functions return NA if one of the arguments of the bessel function is NA. this is needed because not all cephes functions handle NAs properly. Examples are:
scalar d=bessel(K,0,g)
and
scalar d=bessel(K,g,0)
Christoph
16 years
WG: debugger
by Klein, Christoph
________________________________________
Von: Klein, Christoph
Gesendet: Freitag, 19. Juni 2009 10:48
An: Sven Schreiber
Betreff: debugger
Thank you for the warm reception!
If you would like to know if theres something that I'm missing when working with gretl, then I can tell one thing: IMHO gretl is lacking a script debugger.
For my thesis I' m working on GARCH option pricing models. I estimate different GARCH models using autoregressive formulas and then calculate option prices with a monte carlo simulation. Nearly all of the code is written using gretl, just some parts that need to calculations with compex numbers are implemented in R. In R I have the simple but sufficient debug feature that allows to step through functions and look into variables during calculation. In gretl I can do the same only using print statements, which makes debugging quite hard.
Christoph
________________________________________
Von: Sven Schreiber [svetosch(a)gmx.net]
Gesendet: Donnerstag, 18. Juni 2009 14:42
An: Gretl development; Klein, Christoph
Betreff: Re: [Gretl-users] autoreg and bessel
[changing to gretl-devel, with personal email copy to Christoph]
Christoph, you probably cannot imagine how great it is too see somebody
contributing core gretl code! Because it's clear that Allin and Jack
cannot handle everything always forever. So thanks alot and tell us what
can we do so that you stick to gretl?
That said, I would invite you to join the gretl-devel list for posting
patches and related discussions.
thanks,
sven
Klein, Christoph schrieb:
> Hi,
> another patch for support of autoreg formulas in the new bessel function.
>
> Christoph
>
>
> ------------------------------------------------------------------------
>
> _______________________________________________
> Gretl-users mailing list
> Gretl-users(a)lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users
16 years
bessel K function
by Allin Cottrell
On Wed, 17 Jun 2009, Allin Cottrell wrote:
> On an initial scan it seems that most things are fine but the
> Bessel 'K' function goes a bit strange for large values of X (as
> you say, values < 20 are OK).
Now fixed, courtesy of the netlib/R code.
Allin.
16 years
WG: [Gretl-users] autoreg and bessel
by Klein, Christoph
________________________________________
Von: Klein, Christoph
Gesendet: Freitag, 19. Juni 2009 10:23
An: Allin Cottrell
Betreff: AW: [Gretl-users] autoreg and bessel
I was thinking a lot about this morning... You had a typo in your mail: Your version is
if (!starting(p) && r->t != VEC)
while mine was
if (!(starting(p) || r->t == VEC))
After calculating all possible inputs and outputs, I think both statements are equivalent. :)
Christoph
________________________________________
Von: Allin Cottrell [cottrell(a)wfu.edu]
Gesendet: Donnerstag, 18. Juni 2009 17:04
An: Gretl development
Cc: Klein, Christoph
Betreff: Re: [Gretl-users] autoreg and bessel
On Thu, 18 Jun 2009, Klein, Christoph wrote:
> another patch for support of autoreg formulas in the new bessel
> function.
Thanks!
One comment: maybe I'm getting confused here, but I think the
first modification should be
old: if (!starting(p)) {
return aux_any_node(p);
---
new: if (!(starting(p) && r->t != VEC)) {
return aux_any_node(p);
while you had
new: if (!(starting(p) || r->t == VEC)) {
return aux_any_node(p);
My thinking is that you want to _prevent_ this function from
returning right away, if the "genr" is autoregressive and the
'r' node contains a series ('VEC') -- since you want it to be
evaluated one observation at a time.
Allin.
16 years
Re: [Gretl-users] autoreg and bessel
by Allin Cottrell
On Thu, 18 Jun 2009, Klein, Christoph wrote:
> another patch for support of autoreg formulas in the new bessel
> function.
Thanks!
One comment: maybe I'm getting confused here, but I think the
first modification should be
old: if (!starting(p)) {
return aux_any_node(p);
---
new: if (!(starting(p) && r->t != VEC)) {
return aux_any_node(p);
while you had
new: if (!(starting(p) || r->t == VEC)) {
return aux_any_node(p);
My thinking is that you want to _prevent_ this function from
returning right away, if the "genr" is autoregressive and the
'r' node contains a series ('VEC') -- since you want it to be
evaluated one observation at a time.
Allin.
16 years
Re: [Gretl-users] autoreg and bessel
by Sven Schreiber
[changing to gretl-devel, with personal email copy to Christoph]
Christoph, you probably cannot imagine how great it is too see somebody
contributing core gretl code! Because it's clear that Allin and Jack
cannot handle everything always forever. So thanks alot and tell us what
can we do so that you stick to gretl?
That said, I would invite you to join the gretl-devel list for posting
patches and related discussions.
thanks,
sven
Klein, Christoph schrieb:
> Hi,
> another patch for support of autoreg formulas in the new bessel function.
>
> Christoph
>
>
> ------------------------------------------------------------------------
>
> _______________________________________________
> Gretl-users mailing list
> Gretl-users(a)lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users
16 years
RE: Welcome to the "Gretl-devel" mailing list (Digest mode)
by Sudhakar Fernando
Regards,
Fernando Sudhakar
Revenue Optimisation Systems
Emirates Airline, Dubai
T+971-4-7085542 M+971-50-8737122
sudhakar.fernando(a)emirates.com
-----Original Message-----
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Sent: 10 June 2009 08:06
To: Sudhakar Fernando
Subject: Welcome to the "Gretl-devel" mailing list (Digest mode)
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16 years, 1 month
Documenting The Source
by Marcin Błażejowski
Hi,
when we've spoken about documenting the code of Gretl during Gretl
Conference, Jack said that the best starting point of this work is
"plugin" directory. Because I want to try if I can do this job well I'd
like to ask of the best (and first) file I would document.
Marcin
--
Marcin Błażejowski
GG# 203127
16 years, 1 month
