Re: [Gretl-devel] numerical_hessian
by Allin Cottrell
On Thu, 5 May 2011, Riccardo (Jack) Lucchetti wrote:
> On Wed, 4 May 2011, Olivier Ga wrote:
>
> > I use the arma function under linux and sun solaris. [...]
>
> It seems to me your analysis is correct. Could you try if after changing
> the line
>
> for (k=0; k<r-m; k++) {
>
> to
>
> for (k=0; k<r-m-1; k++) {
>
> the problem persists?
I'm confident that Jack's fix is correct. I've now made this
modification in gretl CVS. The mistake actually occurs in two
places in the numerical Hessian code.
This is a cautionary tale: it can be more difficult that you'd
think, converting code from 1-based indexing to 0-based, when you
have nested loops to handle!
Allin Cottrell
13 years, 11 months
Small bug
by Marcin Błażejowski
Hi,
simple script:
<script>
set echo off
set messages off
function void FOO (matrix mat)
printf "%d\n", nelem(mat)
end function
nulldata 10
matrix foo = zeros(2,1)
FOO(foo)
foo[1,1] = 1
FOO(foo)
</script>
In both situations we get what we excpect: 2
But edit matrix 'foo' in "gretl: icon view" and then run FOO(foo)...
oups, this is what I get:
----------------
? FOO(foo)
Variable number 2 is out of bounds
*** error in function FOO
> printf "%d\n", nelem(mat)
Error executing script: halting
> FOO(foo)
----------------
--
Marcin Błażejowski
http://www.wrzosy.nsb.pl/~marcin/
GG# 203127
13 years, 11 months
numerical_hessian
by Olivier Ga
Hello everyone,
I do not know if it is the right place to ask this question. Let me
know if it is not the case.
I use the arma function under linux and sun solaris.
On some dataset (not all), I have the following problem on sun solaris:
"gradient is exactly zero!
numerical_hessian: 1st derivative: criterion = NA for theta[1] = -0.500583"
Valgrind has detected no problem on linux, by purify has the following error:
Reading 8 bytes from 0xffbfdca0.
Frame pointer 0xffbfdca0
Address 0xffbfdca0 is 0 bytes above stack pointer in function
kalman_arma_finish.
SBR: Stack array bounds read (36 times)
This is occurring while in:
numerical_hessian [libgretl-1.0.so.0]
kalman_arma_finish [arma.so]
kalman_arma [arma.so]
arma_model [arma.so]
arma [libgretl-1.0.so.0]
I watched quickly the numerical_hessian function and saw a strange line
#define RSTEPS 4
gretl_matrix *numerical_hessian (const double *b, int n,
BFGS_CRIT_FUNC func,
void *data, int *err)
{
...
double Dx[RSTEPS];
double Hx[RSTEPS];
...
int r = RSTEPS; /* number of Richardson steps */
...
...
for (m=0; m<r-1; m++) {
for (k=0; k<r-m; k++) {
==> Dx[k] = (Dx[k+1] * p4m - Dx[k]) / (p4m - 1);
==> Hx[k] = (Hx[k+1] * p4m - Hx[k]) / (p4m - 1);
}
p4m *= 4;
}
...
}
In the previous lines, if m = 0, k will be equal to r - 1 at the end
of the loop.
So k+1 = (r - 1) + 1 = r = 4 which is not legal in Dx[k+1].
I am not a specialist in mathematical so my question is: "It is a true
bug or there is something I missed" ?
The version used is 1.9.1 but the lines are the same in the 1.9.5.
I cannot have access to the code or the data at the moment.
Thank in advance
Olivier
13 years, 11 months
Engle-Granger seasonal dummies
by Sven Schreiber
Hi,
wouldn't it make sense to have a checkbox to include seasonal dummies
also in the Engle-Granger cointegration test dialog, just like with the
Johansen dialog?
cheers,
sven
13 years, 11 months
more latex output?
by Sven Schreiber
Hi,
it may seem strange that I'm asking about this after years of gretl
usage, but here goes: I just noticed that I cannot save the ADF test
output in Latex format. This is in contrast to model outputs, where it's
a menu item. I don't know where else Latex output isn't available.
I think having Latex output there could be just as useful as for models
(the reason I haven't tried this before with ADF tests is just that I
have only relatively recently begun to employ gretl's Latex output
capabilities -- so it's not a sign that it isn't needed there IMHO).
Could it even be a design goal for gretl to make all tabular output
available in latex format?
thanks,
sven
13 years, 11 months
Re: [Gretl-devel] Compile problems after crashes with gnuplot
by Allin Cottrell
On Tue, 3 May 2011, Hélio Guilherme wrote:
> helio@linux-techno:~/gretl> make clean [...]
OK.
> helio@linux-techno:~/gretl> ./configure [...]
> Configuration:
>
> Installation path: /usr/local
> Use readline library: yes
> Use gnuplot for graphs: yes
> Use LaTeX for typesetting output: yes
> MPFR support: yes
> sse2 support for RNG: yes
> openMP support: no
> Build with GTK version: 2.0
Looks OK so far.
> Now type 'make' to build gretl.
>
> Partial output from make: [...]
You're showing a problem in the "plugin" directory. I need to see
why make didn't work properly in the "gui2" directory, which
should be processed before "plugin". The build order is
lib
cli
gui2
plugin
and the file build.h that is needed in "plugin" is built in
"gui2".
Allin
13 years, 11 months
Re: [Gretl-devel] Compile problems after crashes with gnuplot
by Allin Cottrell
On Tue, 3 May 2011, Hélio Guilherme wrote:
> I was having crashes with all gnuplot invocations for example Normal
> Distribution, and then I make clean and configure. Now it does not compile:
> helio@linux-techno:~/gretl> make
> make -C lib
> make[1]: Entering directory `/home/helio/gretl/lib'
> make[1]: `libgretl-1.0.la' is up to date.
> make[1]: Leaving directory `/home/helio/gretl/lib'
> make -C cli
> make[1]: Entering directory `/home/helio/gretl/cli'
> make[1]: `gretlcli' is up to date.
> make[1]: Leaving directory `/home/helio/gretl/cli'
> make -C plugin
> make[1]: Entering directory `/home/helio/gretl/plugin'
> ../libtool --mode=compile gcc -c -g -O2 -I.. -I../gui2 -DHAVE_CONFIG_H
This doesn't look like "make" after "make clean", since the lib
and cli dirs are already up to date.
> excel_import.c:36:19: fatal error: build.h: No such file or directory
> compilation terminated.
>
> What happened to build.h?
Its gets re-written when the programs in the gui2 sub-directory
get built. Apparently your "configure" is failing in some strange
way such that gui2 is being bypassed. What does the output from
the configure script look like?
Allin
13 years, 11 months
Compile problems after crashes with gnuplot
by Hélio Guilherme
Dear Allin et al.,
I was having crashes with all gnuplot invocations for example Normal
Distribution, and then I make clean and configure. Now it does not compile:
helio@linux-techno:~/gretl> make
make -C lib
make[1]: Entering directory `/home/helio/gretl/lib'
make[1]: `libgretl-1.0.la' is up to date.
make[1]: Leaving directory `/home/helio/gretl/lib'
make -C cli
make[1]: Entering directory `/home/helio/gretl/cli'
make[1]: `gretlcli' is up to date.
make[1]: Leaving directory `/home/helio/gretl/cli'
make -C plugin
make[1]: Entering directory `/home/helio/gretl/plugin'
../libtool --mode=compile gcc -c -g -O2 -I.. -I../gui2 -DHAVE_CONFIG_H
-I../lib/src -pthread -I/usr/include/gtk-2.0 -I/usr/lib64/gtk-2.0/include
-I/usr/include/atk-1.0 -I/usr/include/cairo -I/usr/include/pango-1.0
-I/usr/include/glib-2.0 -I/usr/lib64/glib-2.0/include
-I/usr/include/pixman-1 -I/usr/include/freetype2 -I/usr/include/libpng12
-I/usr/include/libxml2 -I../plugin -I/usr/include/glib-2.0
-I/usr/lib64/glib-2.0/include -I../plugin/zipunzip -I/usr/include/glib-2.0
-I/usr/lib64/glib-2.0/include -I. excel_import.c
libtool: compile: gcc -c -g -O2 -I.. -I../gui2 -DHAVE_CONFIG_H -I../lib/src
-pthread -I/usr/include/gtk-2.0 -I/usr/lib64/gtk-2.0/include
-I/usr/include/atk-1.0 -I/usr/include/cairo -I/usr/include/pango-1.0
-I/usr/include/glib-2.0 -I/usr/lib64/glib-2.0/include
-I/usr/include/pixman-1 -I/usr/include/freetype2 -I/usr/include/libpng12
-I/usr/include/libxml2 -I../plugin -I/usr/include/glib-2.0
-I/usr/lib64/glib-2.0/include -I../plugin/zipunzip -I/usr/include/glib-2.0
-I/usr/lib64/glib-2.0/include -I. excel_import.c -fPIC -DPIC -o
.libs/excel_import.o
excel_import.c:36:19: fatal error: build.h: No such file or directory
compilation terminated.
make[1]: *** [excel_import.lo] Error 1
make[1]: Leaving directory `/home/helio/gretl/plugin'
make: *** [plugin] Error 2
What happened to build.h?
This is an OpenSUSE 11.3 64bit.
Thanks,
Hélio
13 years, 11 months
Re: [Gretl-devel] loop foreach in another loop
by Allin Cottrell
On Fri, 29 Apr 2011, Ignacio Diaz-Emparanza wrote:
> This is only to report that this construction does not work:
>
> <script>
> loop j=5..9
> list xreg$j = varA$j varB$j varC$j
> list lreg$j = null
> loop foreach i xreg$j
> series l$i = log($i + 1)
> list lreg0$j += l$i
> end loop
> end loop
> </script>
It should now work OK in CVS. (Apart, that is, from the little bug
in the script itself: "lreg$j" versus "lreg0$j".)
Allin
13 years, 11 months
