warning: gdt-reading bug
by Allin Cottrell
We've just noticed that a bug was introduced into our code for reading
native gretl .gdt data files in August of this year. The bug should be
triggered only rarely, but we thought it wise to issue a warning.
Description of bug: If a gdt file contains "subnormal" values (that
is, floating point values that are too close to zero to be represented
with the usual precision), then when such a file is read on Linux, the
first subnormal value to be found on a given row (observation) will be
incorrectly copied into the remaining columns (series) on that row.
Example: A gdt file containing 10 series has a subnormal for series
number 5 on row 25. Then when the file is read on Linux, that
subnormal will replace the correct values for series 6 to 10 for
observation 25.
Comment: This won't affect the reading of "primary" data (actual
micro- or macroeconomic measurements), which will never contain
subnormal values (we're talking about absolute values less than 10 to
the minus 307). And the bug is not triggered on MS Windows. However,
subnormal values may be produced by some data transformations (such as
squaring very small numbers, or computing the normal CDF of very big
negative values).
Fix: This is now fixed in the git source for gretl and also the
current snapshots. And we will put out a new release soon, gretl
2015d.
Diagnostic: If you think a dataset may suffer from this problem,
you can run the script checkdata.inp, from
http://ricardo.ecn.wfu.edu/pub/gretl/checkdata.inp
First load the dataset in question. Then open checkdata.inp and run
it. An affected dataset may produce something like this:
<script-output>
Total number of values examined: 164122
Check for subnormal floating-point values
-----------------------------------------
Total number found: 138
Longest (row) sequence: 138
(occurs at obs 210, starting series ID 461)
Number of sequences (of length >= 2): 1
</script-output>
The symptom of a problem is that we find a consecutive sequence of
subnormal values on one or more rows of the dataset. This could occur
for "natural" reasons but it may indicate corruption. Isolated
subnormals don't indicate the bug. And again, most datasets should
contain no subnormal values.
Allin Cottrell
9 years, 4 months
removing nan and inf from a matrix
by Logan Kelly
Hello,
I need to take the log difference of a matrix, i.e. log(M[2 rows(M):,]/M[1:rows(M)-1,]). Unfortunately, M has elements equal to zero. I need to replace the nan's and inf's with 0's. This almost works
M = isnan(M) ? 0 : M
but does not remove inf's. Any sugestions?
9 years, 8 months
Holt-Winters package
by Raul Gimeno
Hello
I've been using the Holt-Winters package but I cannot replicate my
Excel-calculation results with this package.
The starting value from the package for the trend is 245 mine is 166.396. By
running a regression on the full sample I get completely different results
for these starting values, although the same methodology as described in the
help description has been used.
For replication purposes I send my excel spreadsheet and I would be glad to
understand how these starting values have been effectively calculated.
Thank you for your help
Raul Gimeno
**
9 years, 8 months
not getting all the commands on ADD
by Narandra Dashora
While using GRETL I am not getting all the commands on ADD except Log.
How to fix this problem ?
N.K.Dashora
Udaipur ( Rajasthan )
India
10 years
Wald's Test
by Ghata V.
Hello,
I am currently trying to run the Wald's test however, I am not sure what
the script is supposed to be. I am figuring out how to test for two
coefficients using time series data.
10 years
[gnuplot] passing variables as arguments
by Schaff, Frederik
Hello there,
I'd like to produce a bunch of customised graphs with gretl in a loop, where I fix the axis ranges depending on values that I calculated beforehand. A minimum (not-) working example is below.
-------
nulldata 240
series aa = normal(0,2)
series bb = 2^normal(0,2)
series cc = 3^normal(0,2)
scalar minx = min(bb)<min(cc)?min(bb):min(cc)
scalar maxx = max(bb)>max(cc)?max(bb):max(cc)
gnuplot aa bb --output="bb.png" { set xrange[$minx:$maxx]; }
gnuplot aa cc --output="cc.png" { set xrange[$minx:$maxx]; }
------
This does not work because one cannot pass $minx
Is there another way to do so?
Many thanks
Frederik
------------
Frederik Schaff, Dipl.-Volkswirt
University of Hagen
Department of Business and Economics
Chair of Economic Theory (Prof. A. Endres)
Universitätsstraße 11 (TGZ)
58097 Hagen
Phone: +49 (0) 2331 987-4454
E-Mail: Frederik.Schaff(a)FernUni-Hagen.de
http://www.fernuni-hagen.de/wirtschaftstheorie/en/team/frederik.schaff.shtml
10 years
Re: [Gretl-users] generating a series from the ID numbers? (Allin Cottrell)
by cociuba mihai
Thank you,
everything is working great.
Mihai
On Sun, Jan 17, 2016 at 7:00 PM, <gretl-users-request(a)lists.wfu.edu> wrote:
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>
> 1. generating a series from the ID numbers? (cociuba mihai)
> 2. Re: generating a series from the ID numbers? (Allin Cottrell)
>
>
> ----------------------------------------------------------------------
>
> Message: 1
> Date: Sun, 17 Jan 2016 13:31:21 +0200
> From: cociuba mihai <cociuba(a)gmail.com>
> To: gretl-users(a)lists.wfu.edu
> Subject: [Gretl-users] generating a series from the ID numbers?
> Message-ID:
> <
> CADSiGnWQPRNzpN+53UpKxmvDfAGgqi3UkRwgeCjKEUU6wtJRpg(a)mail.gmail.com>
> Content-Type: text/plain; charset="utf-8"
>
> The help for "series" says " In the context of a genr formula, existing
> variables must be referenced by name, not ID number." but using the id of a
> series is possible with other commands like "print". Is there any
> possibilities to generate a series from the ID's?
> <hansl>
> open andy.gdt
> print 1
> # the help for "series" says " In the context of a genr formula, existing
> variables must be referenced by name, not ID number."
> # but using the id of a series is possible with other commands
> series test= sales - price
>
> # so isn't it possible to have something like
> # series test2 = id[1]-id[2]
> print test
> print 4
> <hansl>
>
> Best regards,
> Mihai
> -------------- next part --------------
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>
> ------------------------------
>
> Message: 2
> Date: Sun, 17 Jan 2016 09:38:41 -0500 (EST)
> From: Allin Cottrell <cottrell(a)wfu.edu>
> To: Gretl list <gretl-users(a)lists.wfu.edu>
> Subject: Re: [Gretl-users] generating a series from the ID numbers?
> Message-ID: <alpine.LFD.2.20.3.1601170930150.2387(a)myrtle.attlocal.net>
> Content-Type: text/plain; charset=US-ASCII; format=flowed
>
> On Sun, 17 Jan 2016, cociuba mihai wrote:
>
> > The help for "series" says " In the context of a genr formula, existing
> > variables must be referenced by name, not ID number." but using the id
> of a
> > series is possible with other commands like "print". Is there any
> > possibilities to generate a series from the ID's?
>
> Not directly, but see below.
>
> > <hansl>
> > open andy.gdt
> > print 1
> > # the help for "series" says " In the context of a genr formula, existing
> > variables must be referenced by name, not ID number."
> > # but using the id of a series is possible with other commands
> > series test= sales - price
> >
> > # so isn't it possible to have something like
> > # series test2 = id[1]-id[2]
> [...]
> > <hansl>
>
> There's a varname() function but that won't do what you want:
>
> series test2 = varname(1) - varname(2)
>
> will fail since the value yielded by "varname(1)" is a string, not a
> series. The way to do it is by using a list:
>
> <hansl>
> open data4-1.gdt
> series test = price - sqft
> list ID = dataset
> series test2 = ID[1] - ID[2]
> print test test2 -o
> </hansl>
>
> Allin Cottrell
>
>
> ------------------------------
>
> _______________________________________________
> Gretl-users mailing list
> Gretl-users(a)lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users
>
> End of Gretl-users Digest, Vol 108, Issue 20
> ********************************************
>
10 years
generating a series from the ID numbers?
by cociuba mihai
The help for "series" says " In the context of a genr formula, existing
variables must be referenced by name, not ID number." but using the id of a
series is possible with other commands like "print". Is there any
possibilities to generate a series from the ID's?
<hansl>
open andy.gdt
print 1
# the help for "series" says " In the context of a genr formula, existing
variables must be referenced by name, not ID number."
# but using the id of a series is possible with other commands
series test= sales - price
# so isn't it possible to have something like
# series test2 = id[1]-id[2]
print test
print 4
<hansl>
Best regards,
Mihai
10 years
new version of roc package
by Summers, Peter
Fellow gretl users,
Artur Tarassow recently drew my attention to a minor bug in the roc (receiver operating characteristics) function package that I wrote a while ago. An error was generated when only 2 predicted series or roc curves were being compared. I've now fixed that, and uploaded a new version (1.01) to the gretl server. Please update your installations accordingly.
Thanks for spotting this, Artur!
Best,
Peter
[cid:logoimg]
10 years, 1 month
