Artur T. schrieb:
Allin Cottrell schrieb:
> 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, "(a)dotdir/xy.mat")
>
> 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("(a)dotdir/h.mat")
> colnames(h, "coherence")
> gnuplot 1 --time --with-lines --matrix=h --output=display
> </script>
>
> Allin
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>
http://lists.wfu.edu/mailman/listinfo/gretl-devel
>
Hey Allin, I just compiled the new cvs, installed the octave packages
via synaptic on my ubuntu system and ran the script. I get the following
error message:
"octave exited with status 256error: `coher' undefined near line 6 column 5
error: evaluating assignment expression near line 6, column 3
error: near line 6 of file `/home/artur/.gretl/gretltmp.m'"
Any ideas what the problem is??
It sounds as if the coher.m file isn't found, no? But you *did* put it
in your @dotdir, right?
Otherwise clueless...
-sven