apparent bug with imaxr and NAs
by Sven Schreiber
Hi,
indirectly prompted by Artur's feature request (...) I stumbled over the
following behavior, which looks like a bug to me:
<hansl>
M = I(2)
M[2,1] = NA
print M
eval imaxr(M) # wrong: {1;1}
eval imaxc(M) # correct
</hansl>
That is, the NA doesn't lead to an NA result (which is fine even though
I'm not sure it's intended), but for imaxr the result picks the NA entry.
This is with a recent snapshot.
thanks
sven
2 years, 4 months
Re: [Gretl-users] Re: Bundl request from dbnomics errors
by Cottrell, Allin
I'm moving this sub-thread to the devel list because it's maybe overly
technical/historical for the users list.
On Fri, Jun 24, 2022 at 10:18 AM Riccardo (Jack) Lucchetti
<p002264(a)staff.univpm.it> wrote:
>
> OK, here's a wild guess.
>
> Apparently, there seems to be a problem with the "outfile" command.
Agreed!
> Could you please check if there's a file named "outfile.XXXXXX" in your temporary gretl dir?
That is very unlikely, unless there's a huge bug in GLib. But there
could be files with names on the pattern "outfile.XXXXXX" with the
"XXXXXX" replaced by random characters.
There's some equivocation within libgretl on how exactly to handle
termination of "outfile" , stemming from an attempt to support legacy
"outfile" syntax. It seems to me this can be done cleanly if we give
up that attempt, and work on the assumption that outfile usage is
"current" -- that is, dating from gretl 2018c (September, 2018).
I'll try revising the code in that way and running on Windows 10,
either tomorrow or on Monday.
Allin
2 years, 4 months
cannot load contributed package "DP"
by Sven Schreiber
Hi,
the package DP is shown on the server (from within gretl, I mean),
clicking on installation yields a message "Installed DP", but it never
appears in the list of local packages and thus cannot be launched or used.
Online I'm seeing that it doesn't have a JEL code set, could that cause
a hiccup?
thanks
sven
2 years, 5 months
qrdecomp with column pivoting?
by Sven Schreiber
Hi all,
I'm wondering whether it would be useful (or more precisely, whether the
cost-benefit calculation would be net positive...) to generalize the
qrdecomp() function to allow column pivoting. Here are a couple of
thoughts and remarks on that:
1) First of all, qrdecomp currently does not return an ordered result.
For example, when doing this:
Q = qrdecomp(mnormal(4)~zeros(4)~mnormal(4) , &R)
then the middle column of R is zero, just following the input. Of
course, this is fully according to spec, nothing else is promised currently.
2) A QR decomposition with pivoting would provide a rank-revealing
operation. The natural workaround and alternative way to do this is SVD.
It is my understanding that SVD would be noticeably slower, however.
(Correct?)
3) In Lapack this is given here:
https://www.netlib.org/lapack/lug/node42.html, and references the
routine xGEQP3 (Level 3 BLAS).
4) In terms of a possible interface, the immediate idea would be to have
a third and optional boolean switch which defaults to the old behavior,
and if set to TRUE then it would use column pivoting. However, perhaps
one also wants to retrieve the resulting permutation matrix P in the
relationship AP=QR (where A is the input). Then perhaps the third
optional argument would be another pointer-to-matrix, just like the
second one. Then column pivoting would only be done if a matrix pointer
is actually provided in the third slot, capturing the P result.
So, what do you think, how difficult would it be to implement this, and
does it make sense?
thanks
sven
2 years, 5 months
error with X13-ARIMA
by Ignacio Diaz-Emparanza
Hi,
I have installed gretl (from git) in a new PC (Ubuntu Linux 22.04), and
I have installed X13 from the link in main gretl webpage:
https://sourceforge.net/projects/gretl/files/x13as/x13as-linux-64.tar.gz
When I try to use it with some seasonal series, for example reskwh in
data9-3.gdt, I obtain an error:
Line 22: arima {model=(72 133 192)(15 132 213) ^ERROR: Maximum number of
MA lags, 72 exceeded.
--
Ignacio Díaz-Emparanza
Departamento de Métodos Cuantitativos
Universidad del País Vasco - Euskalherriko Unibertsitatea, UPV/EHU
Tfno: (+34) 94 601 3732
2 years, 5 months
