Re: [Gretl-devel] Octave support

On Thu, 25 Feb 2010, Sven Schreiber wrote: > Allin Cottrell schrieb: > >> On Wed, 24 Feb 2010, Sven Schreiber wrote: >> >> >>> Allin Cottrell schrieb: >>> >>>> Now we need a nice example of the use of Octave to illustrate the >>>> yet-to-be-written entry for the User's Guide. Any suggestions? >>>> >>> Well as Jack mentioned, maybe (cross-) spectral stuff would be a good >>> area because of complex numbers. For example the "cohesion" measure by >>> Croux/Forni/Reichlin? >>> >> Thanks for the suggestion. I was kinda hoping that somebody who >> knows Octave better than I might actually contribute an example >> for the manual. The only things that I know how to do in Octave >> are boring stuff that you could do just as well in gretl. >> > The Matlab code is on www.economia.unimore.it/forni_mario/matlab.htm -- > I could take a look next week whether that also works on octave and make > a "foreign" example. Actually to have the standard coherence available > in gretl via this wrapper would be nice. (cohesion would be nice, too, > of course, but coherence is standard spectral stuff.) > Thanks, that was enought of a hint to get me started. Could anyone check that the following is correct? 1) In Octave, ensure that the "specfun" and "signal" packages are installed. I did: > pkg install specfun-1.0.8.tar.gz > pkg install signal-1.0.10.tar.gz > (after downloading these packages from octave-forge). 2) Get Mario Forni's code. Here's a shell script that downloads the required files and strips the trailing Ctrl-Z's that prevent them from working on Linux: <bash> SITE=http://www.economia.unimore.it/forni_mario/MYPROG for f in \ coheren2.m \ coheren.m \ coher.m \ cospec.m \ crosscov.m \ crosspec.m \ crosspe.m \ spec.m ; do wget $SITE/$f && \ cat $f | tr -d \\032 > tmp.m && mv tmp.m $f done </bash> 3) Sample gretl script: <script> open data9-7 matrix xy = { PRIME, UNEMP } mwrite(xy, &quot;(a)dotdir/xy.mat&quot;) foreign language=octave xy = gretl_loadmat("xy.mat"); x = xy(:,1); y = xy(:,2); # the last param is the Bartlett window size h = coher(x, y, 8); gretl_export(h, "h.mat"); end foreign h = mread(&quot;(a)dotdir/h.mat&quot;) colnames(h, "coherence") gnuplot 1 --time --with-lines --matrix=h --output=display </script> Allin _______________________________________________ Gretl-devel mailing list Gretl-devel(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-devel