9:05 p.m.
[redirecting to devel]
Riccardo (Jack) Lucchetti schrieb:
ps Sven, Allin and I have been adding quite a few matrix functions
lately. I have the feeling that at least some of your python programs
(excellent style, by the way) could be written directly in CVS gretl now.
Do you feel like giving it a try?
Well in terms of matrix functions there wasn't really anything missing IIRC.
But what are those things you guys added?
Apart from that I'm a bit hesitant because porting to gretl script means
abandoning object-orientation. So the structure would be quite
different, and therefore maintenance effort of the parallel python and
gretl programs would be a bit annoying.
I'm open for suggestions though as to how to overcome or reduce this
problem, because in general I also like the idea.
cheers,
sven
9:29 p.m.
New subject: [Gretl-users] matrix declaration error
On Tue, 30 Jan 2007, Sven Schreiber wrote:
Riccardo (Jack) Lucchetti schrieb:
>
> ps Sven, Allin and I have been adding quite a few matrix functions
> lately. I have the feeling that at least some of your python programs
> (excellent style, by the way) could be written directly in CVS gretl now.
> Do you feel like giving it a try?
Well in terms of matrix functions there wasn't really anything missing IIRC.
But what are those things you guys added?
We added a couple of functions lately, namely
nullspace(X)
which gives the right null space for matrix X, and
svd(X, &U, &V)
which returns the singular values of X as a vector, and provides
the left singular vectors of X (in U, if non-null) and/or the
(transpose of) the right singular values (in V, if non-null).
We've also fixed up ".^" (element-wise exponentiation) so that it
works in the same flexible way as ".*", and have added operators
".+", ".-" and ".=" that work in the same way.
I'm probably forgetting some other things...
On a slightly different track, there are also the functions
BFGSmax() and fdjac() (User's Guide, section 5.8).
Apart from that I'm a bit hesitant because porting to gretl
script means abandoning object-orientation. So the structure
would be quite different, and therefore maintenance effort of
the parallel python and gretl programs would be a bit annoying.
Sorry, I haven't had time to take a close look at your py4gretl
code yet; I might have some suggestion to make after doing that.
Allin.
10:02 a.m.
New subject: [Gretl-users] matrix declaration error
Allin Cottrell schrieb:
>
> But what are those things you guys added?
We added a couple of functions lately, namely
nullspace(X)
which gives the right null space for matrix X, and
svd(X, &U, &V)
which returns the singular values of X as a vector, and provides the
left singular vectors of X (in U, if non-null) and/or the (transpose of)
the right singular values (in V, if non-null).
We've also fixed up ".^" (element-wise exponentiation) so that it works
in the same flexible way as ".*", and have added operators ".+",
".-"
and ".=" that work in the same way.
That's all very nice!
> Apart from that I'm a bit hesitant because porting to gretl script
> means abandoning object-orientation. So the structure would be quite
> different, and therefore maintenance effort of the parallel python and
> gretl programs would be a bit annoying.
Sorry, I haven't had time to take a close look at your py4gretl code
yet; I might have some suggestion to make after doing that.
Actually I believe that I now understand the capabilities and
limitations of gretl script pretty well, and to be honest I think it
would be too much effort to port _everything_ to gretl script.
However, with respect to some of the more straightforward stuff (like
just doing the standard Johansen procedure, but allowing for restricted
exogenous variables), I am more optimistic!
cheers,
sven
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