[Gretl-devel] panel statistics functions

The panel stats functions pmean() and psd() have just been upgraded in CVS; the old versions suffered from numerical inaccuracy. The old versions were probably OK for most uses, but they did not reliably fulfill the promise given in the help text for psd(), namely that one could check whether or not a given series x is time-varying by doing TV = max(psd(x)) > 0 Two things were not right. First, suppose a given series is in fact time-invariant, and the panel has T = 7. To get the mean for each group we'd add up the seven values and divide by 7. Problem: in finite-precision digital arithmetic there's no guarantee that this will give back exactly the common value. So now we run an initial check, and if there's no time-variation we don't actually calculate the mean, we just record the common value as the mean. Second, to save compute time we were using the so-called "computational formula" for the standard deviation (which requires only one pass through the data). I thought this might be good enough in context, but really it's not. So now (if there's time variation) we calculate the standard deviation "properly", with one pass to get the mean and a second to cumulate the squared deviations from the mean. If the initial check shows no time variation we just record true zero for the s.d. Allin