[Gretl-devel] basic Julia support
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.
Sample:
<hansl>
set echo off
set messages off
function matrix logrel_error (matrix est, matrix true)
return -log10(abs(est - true) ./ abs(true))
end function
open longley.gdt -q
list LX = prdefl .. year
# gretl's regular OLS
ols employ 0 LX -q
matrix b = $coeff
mwrite({employ}, "y.mat", 1)
mwrite({const} ~ {LX}, "X.mat", 1)
foreign language=julia
using MultivariateStats
y = gretl_loadmat("y.mat", true)
X = gretl_loadmat("X.mat", true)
b = llsq(X, y; bias=false)
gretl_export(b, "jl_b.mat", true)
end foreign
# NIST's certified coefficient values
matrix nist_b = {-3482258.63459582, 15.0618722713733,
-0.358191792925910E-01, -2.02022980381683,
-1.03322686717359, -0.511041056535807E-01,
1829.15146461355}'
matrix jl_b = mread("jl_b.mat", 1)
matrix errs = logrel_error(b, nist_b) ~ logrel_error(jl_b, nist_b)
colnames(errs, "gretl julia")
printf "Log-relative errors, Longley coefficients:\n\n"
printf "%#12.5g\n", errs
printf "Column means\n%#12.5g\n", meanc(errs)
</hansl>
Allin