Mann-Kendall test
by Sven Schreiber
Hi,
I've just read about the non-parametric Mann-Kendall test for a trend
(hence my recent postings about Kendall's tau and ties in a series).
It looked pretty easy, so I'm attaching an attempt at a basic
implementation. Full disclosure: I've used the description from
https://cran.r-project.org/web/packages/trend/vignettes/trend.pdf (only
the basic version in section 1.1).
All you have to do is call "MannKendall(x)", where x is your series of
interest.
I'd be happy about feedback regarding cross-checks and correctness (for
example in the above document in equ. (4) the case S>0 wrongly appears
twice, and I had to make an educated guess where to switch the
signs...), whether it should become a function package and so on.
thanks,
sven
7 years, 5 months
Pre-specifying names of list members returned from a function call
by Sven Schreiber
Hi,
see feature request #85 (by myself I must admit):
https://sourceforge.net/p/gretl/feature-requests/85/
Currently a function with a list as a return type must internally set
the names of the list members (series) and the those names are
automatically exported to the function caller. If series with those
names already exist in the outer scope (at the caller level), they would
be overwritten. This is an exception of gretl's principle of function
encapsulation.
I'm suggesting: To provide a cleaner solution of this name clash
problem, such a list-returning function should also accept a string
array argument. The string elements in this array would be used by the
function as the names of the exported list members.
In this context it would be useful to have a built-in easy mechanism to
take the labels from the string array and use it for the returned list
(inside the user-defined function). That is the concrete request right now.
I'm not suggesting to make this thing mandatory any time soon, because
of the backward-compatibility issue.
thanks,
sven
8 years
Re: [Gretl-devel] MWU package group (Re: Proposal for function package cleanup)
by Sven Schreiber
Hi Yi-Nung,
this is now one year overdue. (I had forgotten about it in the meantime,
and just now stumbled again over the three MWU/mwu/mwu_dummy packages on
the server.)
To workaround the problem that I would forget again, I am now going to
move the "MWU" (uppercase) and "mwu_dummy" packages to the staging area,
so they won't be accessible from within gretl anymore. They will still
be online for some time at:
http://ricardo.ecn.wfu.edu/gretl/staging_fnfiles/
You can consolidate these two removed packages into the "mwu"
(lowercase) package with a new version number and upload the
consolidated version.
Thanks,
sven
Am 13.07.2015 um 02:48 schrieb yinung at Gmail:
> sven, I will integrate those three into one. Please reserve "mwu" for
> these Mann-Whitney test.
> Thanks.
>
> Yi-Nung
>
> 2015-07-13 4:32 GMT+08:00 Sven Schreiber <svetosch(a)gmx.net
> <mailto:svetosch@gmx.net>>:
>
> Am 18.06.2015 um 09:20 schrieb Sven Schreiber:
>
> >>
> >> 8) MWU / mwu / mwu_dummy (Yang): Yi-Nung, please consolidate
> these very
> >> similar things into one package with different options. Please
> respond
> >> to this message, otherwise I propose to remove two of these three
> packages.
> >
> > still waiting for this one
> >
>
> No news here.
>
> Yi-Nung, are there any plans on how to consolidate these three packages?
>
> My "threat" (removing two of three) still stands... But I'm open for
> arguments or deadline extensions, if there are plans and / or good
> reasons.
>
> thanks,
> sven
>
>
8 years, 1 month
Out-of-date "contributing" paragraph on the gretl homepage
by Sven Schreiber
Hi,
I'm just noticing that the whole function-package stuff is not mentioned
or mis-represented on the gretl main webpage under the "Contributing to
gretl" heading. I think function packages should be mentioned and
briefly explained there. If nobody else has time, I can write something,
but only three weeks from now (feel free to remind me!).
And where are the links to the function package list? (I know how to get
the list from the package administration page, but I mean from the
homepage.)
BTW, the Wiki is out-of-date in several respects, I suggest to not link
to it from the homepage anymore, at least not directly and without a
suitable comment.
Thanks,
sven
8 years, 3 months
Text with focus/highlight in script editor off screen
by Allin Cottrell
Re. my reply to Sven at
http://lists.wfu.edu/pipermail/gretl-devel/2016-July/006827.html
I wrote, "I can say that on Linux a GtkText window does not behave
quite as I'd expect (from experience with several editors). That is,
if you're typing on the last visible line in a GtkText window and
hit the Enter key, the new (so far, empty) line does not appear,
it's off the bottom of the window."
(The gretl script editor is a GtkText window.)
OK, I now see that this is not the default behavior of GtkText, it's
an artifact of our modification of the default behavior, aimed at
getting the indentation level right on a new line when editing a
hansl script.
Said modification is now fixed: hitting Enter will not only put a
newline character into the buffer but will also ensure that the new
line is visible.
Allin
8 years, 3 months
non-propagated missings with "^" (interaction effects with lists)
by Sven Schreiber
Hi,
I have used the "^" trick as described in the guide to create
interaction effects quickly. In particular my interaction variable is a
month indicator in a monthly time series workfile.
However, the resulting interaction series have valid entries where the
original series had missings (beyond the latest available obs), but only
where the interaction effect would be "active" (=non-zero).
For example, the interaction of x with January would have a missing at
obs 2016:1 but would be zero for 2016:2, although x has a missing at
both of these obs.
I think this is a bug. I can understand the logic of "no matter what the
value, the interaction is going to be zero if the month != 1", but I
think missings should always propagate. Or do we have precedents of the
opposite in gretl?
thanks,
sven
8 years, 3 months
bundle member in loop boundaries
by Sven Schreiber
Hi,
the following doesn't work:
<hansl>
bundle bc
bc.from = 2
loop i=bc.from..3
print i
endloop
</hansl>
I'm not sure it's supposed to work, but at least it seems to contradict
this explanation from the manual (section 12.2):
"The starting and ending values for the index can be given in numerical
form, by reference to predefined scalar variables, or as expressions
that evaluate to scalars."
Or isn't 'bc.from' an "expression" in this sense?
thanks,
sven
8 years, 4 months
[gretl-devel] Commit an updated version of a file to SF git
by Andreï V. Kostyrka
Dear privileged contributors,
I have updated the site page in Russian and, instead of attaching it to the
email, I would like to commit it via git. So I read the gretl-git manual,
made a commit, and, while attempting to push it, an error occurs:
error: insufficient permission for adding an object to repository database
./objects
Other people (like Hélio and Cristian) seem to be able to update the
project files. Just in case, my SF name is fifis.
Am I missing some crucial steps? If there is moderation, how does one send
a commit for admins’ review?
--
Bien cordialement, | Yours sincerely,
Andreï V. Kostyrka.
http://kostyrka.ru, http://kostyrka.ru/blog
8 years, 4 months
omit --auto and missing values
by Sven Schreiber
Hi,
I'm getting "data errors" in a situation where the various series in the
dataset have different extents of missing values in them (only at the
end or the beginning, so no gappy series [I think]) and I do "omit
--auto=0.1".
The errors go away when I precede the estimation and omit commands with
a "smpl ... --no-missing" line, that's why I think it has to do with the
missings.
Right now I don't have time to cook up a concrete example, but I could
try later if this information isn't enough. This is with gretl 2016c on
Windows.
thanks,
sven
8 years, 4 months
Syntax error in 'dataset renumber'
by Juan C. Estévez
Hi,
Is there a mistake in this script when I follow the Guide and try
command 'dataset renumber'? Here, I get a syntax error...
open anscombe.gdt
dataset renumber x 4
Version: Gretl 2016c (2016/07/06) MS Windows (x86_64)
OS: Windows 10
Language: Galician translation (also occurs in English version)
Thanks, in advance...
--
Juan C. Estévez
Dpto. Economía cuantitativa
USC
8 years, 4 months
