Re: [Gretl-devel] basic Julia support
On Sat, 16 Jan 2016, Sven Schreiber wrote:
Am 15.01.2016 um 20:39 schrieb Allin Cottrell:
> Following up Jack's comment at
>
> http://lists.wfu.edu/pipermail/gretl-devel/2016-January/006467.html
>
> in current git there's a basic "preview" of Julia support in gretl.
exciting!
> # NIST's certified coefficient values
> matrix nist_b = {-3482258.63459582, 15.0618722713733,
> -0.358191792925910E-01, -2.02022980381683,
> -1.03322686717359, -0.511041056535807E-01,
> 1829.15146461355}'
>
Since I don't have it installed yet, could you comment on whether the
results match (between gretl/Julia/NIST)?
These are the results I get
<output>
Log-relative errors, Longley coefficients:
gretl julia
12.228 8.0224
10.920 7.5300
11.797 7.5697
12.528 8.1421
13.169 8.3801
11.770 7.2368
12.235 8.0333
Column means
12.092 7.8449
</output>
So it would seem that the MultivariateStats julia module leaves a bit to
be desired for the moment, at lest in terms of precision.
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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
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