May 2021 - Gretl-devel - gretlml.univpm.it

by atecon

Hi all, I just have to work a with a large panel dataset (left-hand side) to which I would like to join a couple of series from a RHS-dataset. The correct mapping is done via two keys. I did some performance check, and it seems that the current implementation runs the sorting/ mapping for each series joined separately even though a single sorting/ mapping should be sufficient (if I am not wrong). In a first experiment I join all series from the RHS dataset by means of the wildcard operator: <join "@NAME_RHS_DATA" * --ikey=datedim,unitdim> which takes about 5 sec. here. Then I re-run the experiment by successively increasing the number of series to join: <hansl> loop i=1..nelem(RHS_SERIES_NAMES) printf "\nInfo: Start joining %d series.\n", $i flush strings tojoin = RHS_SERIES_NAMES[1:$i] set stopwatch join "@NAME_RHS_DATA" tojoin --ikey=datedim,unitdim printf "\nInfo: Joining took %.2f sec.\n", $stopwatch flush list New = dataset - Base delete New --force endloop </hansl> The output is as follows: <output> Info: Joining all series took 4.91 sec. Info: Start joining 1 series. Info: Joining took 1.91 sec. Info: Start joining 2 series. Info: Joining took 2.88 sec. Info: Start joining 3 series. Info: Joining took 3.88 sec. Info: Start joining 4 series. Info: Joining took 4.84 sec. Script done </output> Do you agree that the sorting or mapping overhead can in principle be reduced when joining multiple series at once? Thanks, Artur

3 years, 7 months

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Gretl conference 2021 (apologies for cross-posting)

by Riccardo (Jack) Lucchetti

Hi everyone, I'm writing you on behalf of the Gretl development team. Since June 2009, we've had a Gretl conference every other year, starting in Bilbao; the 2019 conference was in Naples. This year, it should have been London but the pandemic forced us to change our plans. Therefore, here's what's happening: * the actual conference is probably going to take place during the winter, if the COVID situation makes it possible. * we're having an online event on the 3rd and 4th of June. Since the majority of the gretl community lives on one side of the Atlantic or the other, we decided that the event will take place between 1200 and 1800 UTC (approximately) so that the inconvenience of the time zones is hopefully minimised. The only two fixed events at this stage are 1) a presentation by the project leader (Allin) on the 3rd 2) an invited speech by Mark Steel (Warwick University), Bayesian extraordinaire, on the 4th. For the rest of the time, we plan to have - an open Q&A session in which the community can meet the development team to ask question, make proposals or simply tell us how much you love us; - presentations by package authors to show the community some lesser-known features; - a few presentations of scientific work done using gretl, or perhaps done by using some other package but explaining why it would have been impossible to do in gretl, and what needs to be done to make it possible; - a virtual meeting of the newly-born gretl association (become a member!); - (possibly) the usual analysis by me on the trends of the download data and future perspectives. Marcin was kind enough to set up a website for the conference (https://www.gretlconference.org/), so you can visit that page to get the info as it becomes available. If you'd like to present something, or have any other comments or suggestions, feel free to contact me or any other member of the development team. ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------

3 years, 10 months

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operators on arrays of strings

by Allin Cottrell

For a project I was working on today it seemed it would be useful to have a couple of operators defined for strings arrays, so I went ahead and implemented them. First, for an array of strings S and a single string s: S .= s returns a vector of the length of S, with 1s in positions where s is matched, 0s otherwise. This is similar to the instrings() function but gives the information in a different form that may be more convenient in some cases. Plus, S .!= s gives the complementary vector. Second, S2 = S - s returns an array of strings obtained by removing all elements of S that match s. If you want to modify S rather than construct a new array, then S -= s does the job -- with greater efficiency, since the removal is done in-place, requiring no extra memory allocation. These will be documented in due course. Allin

3 years, 10 months

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function package file dialog window: consolidate zip and gfn

by Sven Schreiber

Hi, when working with function packages in the GUI (uploading for moderation, for example), one needs to specify "gfn" or "zip". But why actually? Couldn't both variants be shown in one go? I mean, afterwards one needs to pick the wanted file anyway, and typically there wouldn't be a whole lot of those types in one directory. thanks sven

3 years, 10 months

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Re: gretl virtual conference, June 3-4

by atecon

Hi Adam, Yes, we plan to record the sessions. Best, Artur Am 27.05.2021 01:43 schrieb Adam Elderfield: > Hi, > > As to make this accessible to everyone, is possible to record the > sessions? > > Thanks > > Adam > > Get Outlook for Android [1] > ------------------------- > > FROM: Allin Cottrell <cottrell(a)wfu.edu> > SENT: Thursday, May 27, 2021 9:11:17 AM > TO: Gretl users <gretl-users(a)gretlml.univpm.it> > CC: Gretl development <gretl-devel(a)gretlml.univpm.it> > SUBJECT: [Gretl-devel] gretl virtual conference, June 3-4 > > Apologies if you get this more than once, but we wanted to reach > everyone. > > We've posted on this topic before, but here's a follow-up. The 2021 > gretl summer (virtual) conference has shaped up quite nicely. We > hope you'll agree if you take a look at the program: see > > https://apac01.safelinks.protection.outlook.com/?url=http%3A%2F%2Fwww.gre... > [2] . > > This will take place over Zoom, on June 3 and 4, and our license > restricts us to 100 participants. 40+ people have registered so far, > so if you're interested this would be a good time to go ahead and > sign up (no fee), at the site mentioned above. > > For the gretl team, > > Allin > _______________________________________________ > Gretl-devel mailing list -- gretl-devel(a)gretlml.univpm.it > To unsubscribe send an email to gretl-devel-leave(a)gretlml.univpm.it > Website: > https://apac01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fgretlm... > [3] > > > Links: > ------ > [1] https://aka.ms/AAb9ysg > [2] > https://apac01.safelinks.protection.outlook.com/?url=http%3A%2F%2Fwww.gre... > [3] > https://apac01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fgretlm... > > _______________________________________________ > Gretl-devel mailing list -- gretl-devel(a)gretlml.univpm.it > To unsubscribe send an email to gretl-devel-leave(a)gretlml.univpm.it > Website: > https://gretlml.univpm.it/postorius/lists/gretl-devel.gretlml.univpm.it/

3 years, 10 months

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gretl virtual conference, June 3-4

by Allin Cottrell

Apologies if you get this more than once, but we wanted to reach everyone. We've posted on this topic before, but here's a follow-up. The 2021 gretl summer (virtual) conference has shaped up quite nicely. We hope you'll agree if you take a look at the program: see www.gretlconference.org . This will take place over Zoom, on June 3 and 4, and our license restricts us to 100 participants. 40+ people have registered so far, so if you're interested this would be a good time to go ahead and sign up (no fee), at the site mentioned above. For the gretl team, Allin

3 years, 10 months

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the ketvals package

by Riccardo (Jack) Lucchetti

(with apologies for cross-posting) Dear all, I'd like to announce a new package, that's available on the gretl official repository, written by Francesco Valentini and myself. It's called "ketvals", and performs estimation of linear models with time-varying parameters by using the non-parametric approach developed by Liudas Giraitis, George Kapetanios and other co-authors. Just to whet your appetite, I'm attaching one of the plots produced by the package sample script. Of course, comments are very welcome. Download and enjoy! ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------

3 years, 10 months

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building gretl

by Allin Cottrell

Hello all, I'd like to test the water for a change in the gretl build process which could be unpopular but which I think is needed -- namely, disallowing building of gretl in the source tree. Right now you can do ./configure and make in the top level of the gretl source tree -- either a released source package or gretl-git. Under my proposal you'd have to use a parallel tree or subtree. I'll illustrate with reference to gretl-git. Parallel: Make a build directory at the same level in the directory hierarchy as gretl git. In that directory, do ../gretl-git/configure ; make Subtree: Make a build directory inside gretl-git, and in that directory do ../configure ; make This is a much cleaner way of proceeding: generated files are kept separate from files under version control. It's now enforced for many complex open-source projects. In gretl's case it would simplify several Makefiles in which, at present, we have to allow for either creating symlinks into the source tree to get access to certain files (the "right" method) or finding those files in the build tree already (with an in-source build). Enforcing this policy is quite simple. There's code to that effect in gretl's configure.ac at present, but commented out. Allin

3 years, 11 months

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Cumulated values of matrix with missing values

by atecon

Hi all, I just would like to ask whether this behavior is actually expected: <hansl> matrix m = {1, NA; 2, 3} print m eval cum(m) ? print m m (2 x 2) 1 nan 2 3 ? eval cum(m) 1 nan 3 nan </hansl> I expected the entry (2,2) to be 3 as this is the first valid value of the 2nd column. The help does not say anything on how missing values are handled on the function reference: http://gretl.sourceforge.net/gretl-help/funcref.html#cum Thanks, Artur

3 years, 11 months

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const-only error with regls (GUI)

by Sven Schreiber

Hi, I checked with yesterday's git that a very minor error is still present, namely that specifying only the constant as a regressor in the regls GUI (Lasso etc.) isn't caught gracefully. Not a big deal, but why not fix it before release if possible. I suppose there is an internal empty-list check (like for OLS) which could be used here (after temporarily removing the constant term.) thanks sven

3 years, 11 months

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Gretl-devel May 2021