Function to get the powerset
by Henrique Andrade
Dear Gretl Community,
I really stuck trying to define a function that gives a power set of a
set. Suppose I have a set S:
S = {"A", "B", "C"}
The associated power set, P(S), is:
P(S) = {{ }, {"A"}, {"B"}, {"C"}, {"A", "B"}, {"A", "C"}, {"B", "C"},
{"A", "B", "C"}}
All that I can think by now (shame on me!) is this:
strings S = defarray("A", "B", "C")
scalar P_S_len = 2^nelem(S) # the size of the power set
strings P_S = array(P_S_len) # an array with 8 spaces.
Does anyone have any ideas?
Best,
Henrique Andrade
4 years, 5 months
Re: [Gretl-users] Gretl-users Digest, Vol 133, Issue 32
by Stefano Fachin
my first reaction was "yes", second "not really", for the reason Jack
was hinting at. I feel that mentioning Gretl in oour own work may work
better (especially if we publish in good journals!)
best,
Stefano
> Does this mean you're supporting the upload of a list/table of your
> research using gretl, Sven and Stefano?
>
> Best,
> Artur
>
>
--
_________________________________________________________________________
Stefano Fachin
Professore Ordinario di Statistica Economica
Dip. di Scienze Statistiche
Università di Roma "La Sapienza"
P.le A. Moro 5 - 00185 Roma - Italia
Tel. +39-06-49910834
fax +39-06-49910072
web http://stefanofachin.site.uniroma1.it/
5 years
List of research using gretl
by Artur Tarassow
Hi all,
I think we need (even) more advertisement for the great 'Gretl' project!
What do you think about compiling a handy list of research articles for
which we guys used gretl. This may be a simple way to promote gretl and
to show that this software is also used for serious research and not
only teaching or so. The table/list would be linked to the gretl homepage.
I thought about a simple table or list comprising: Author, Title, Year,
Journal/Working Paper, Method(s) applied using gretl, URL.
I would be happy to manage and update that list if you find this idea
compelling.
Best,
Artur
5 years
GARCH models
by Javier García
Hello everybody:
One quick question: when estimating a GARCH model (model -> time series -> GARCH), is it possible to estimate an ARMA model for the equation of the mean? The problem is that, while lags of the dependent variable and other regressors are easy to include, I cannot find an option to include the MA part.
Thanks a lot in advanceCheersJavi
5 years
list of research
by Stefano
I always put in the acknowldgement note something like "All computations
have been executed using Hansl, the programming language of the free
econometric program Gretl, see http://gretl.sourceforge.net/ "
Stefano
>>> Hi all,
>>>
>>> I think we need (even) more advertisement for the great 'Gretl' project!
>>> What do you think about compiling a handy list of research articles for
>>> which we guys used gretl. This may be a simple way to promote gretl and to
>>> show that this software is also used for serious research and not only
>>> teaching or so. The table/list would be linked to the gretl homepage.
>>>
>>> I thought about a simple table or list comprising: Author, Title, Year,
>>> Journal/Working Paper, Method(s) applied using gretl, URL.
>>>
>>> I would be happy to manage and update that list if you find this idea
>>> compelling.
>> Ah, yes, nice idea. Il'll send you mine asap.
> On the other hand, thinking about this a bit more, I wonder whether this
> may be counterproductive, sound a bit like an "excusatio non petita" and
> convey the opposite message. Can you imagine a page like this on the R
> website?
>
> Opinions?
>
>
--
________________________________________________________________________
Stefano Fachin
Professore Ordinario di Statistica Economica
Dip. di Scienze Statistiche
"Sapienza" Università di Roma
P.le A. Moro 5 - 00185 Roma - Italia
Tel. +39-06-49910834
fax +39-06-49910072
web http://stefanofachin.site.uniroma1.it/
5 years
cdf / pdf with series arguments?
by Mike Lasarev
Hello,
Is there some way to make the cdf and pdf functions work with series arguments for the parameter values?
For instance: 'series p = cdf(G, mu, 1.0, y)' , where 'mu' and 'y' are both series.
--Mike Lasarev
5 years
Julia Micro-Benchmarks
by Artur Tarassow
Hi all,
this week I've found the following Julia page:
https://julialang.org/benchmarks/
The authors compare several software packages regarding their
performance for different tasks. I am missing gretl there! :-)
What do you think about sharing the work such that 1-2 people translate
some task/code to hansl. Once we have collected all replication files,
we send it to those Julia guys and ask for also getting compared.
This might be a good opportunity to get (better) known in the crowd.
Best,
Artur
5 years
set blas_mnk_min + mp_mnk_min
by Artur Tarassow
Dear all,
I would like to play around a bit with the options for "set
blas_mnk_min" and "set mp_mnk_min". Unfortunately, both of these
set-options are not documented (at least I couldn't find anything) in
the manual/help. I've found only two relatively old gretl-documents on
this but I am not sure the statements made there are still valid.
To be more concrete, I've got the following two questions:
1) What are the respective default values for a linux (ubuntu) machine?
2) Would it be possible to link against Intel's MKL library? If so, has
anyone ran some benchmarks against this library before?
Thanks in advance,
Artur
5 years, 1 month
about regsub()
by Sven Schreiber
Hi,
the regsub function doc says:
"Arguments: s (string) match (string) repl (string)
Returns a copy of s in which all occurrences of the pattern match are
replaced using repl. The arguments match and repl are interpreted as
Perl-style regular expressions."
But 'repl' cannot be a regular expression, it has to be a literal string
which can be plugged in, right? Otherwise I don't see how it can work,
or at least I cannot get it to work...
thanks
sven
5 years, 1 month
"join" + MIDAS, continued
by Allin Cottrell
(I should first say, if "MIDAS" doesn't mean anything to you and
you'd like to know, please see http://gretl.sourceforge.net/midas/ )
Three cases are relevant when you're using the new --aggr=spread
option to pull high-frequency data into a lower-frequency workspace,
namely:
1) The data to be added take the form of a native gretl data file,
with suitable time-series properties.
2) The data are are CSV, but with a suitable time-series structure
that is recognized as such by gretl. (Test: you can use "open" on
the CSV file and gretl gets the time-series information right.)
3) The data are CSV but are not organized such that gretl can "open"
it as time series correctly.
In cases 1) and 2) there shouldn't be any problem: just use
--aggr=spread, as in
# join monthly to quarterly
open AWM.gdt
join hamilton.gdt PC6IT --aggr=spread
# join daily to monthly
open hamilton.gdt
join djclose.gdt djclose --aggr=spread
(and similarly for compatible CSV files).
In case 3), however, you'll need to use two options to "join" in
addition to --aggr=spread.
First, use the --tkey option to tell gretl where (and/or how) to
determine the dates of the observations in the file from which
you're adding data (see the chapter on "Joining data sources" in the
Gretl User's Guide for details).
Second, use the (new) --pd option to "join" to tell gretl what the
frequency of the imported data is supposed to be. This option is not
yet in the documentation but that should be fixed before long. A
parameter is required, as in
--pd=12 # monthly
--pd=5 # daily, 5 days per week
(or 6 or 7 for daily data at 6 or 7 days per week). Gretl could
attempt to guess this via (fallible) heuristics, but you as user
should know what you're trying to do; please tell us and then we'll
be sure to get it right.
There follows an example of the syntax in case 3), supposing you
have a monthly data workspace and you wish to import 5-day daily
data from a CSV file in which there's a column headed "obs" holding
dates in the format month/day/4-digit-year:
join mydaily.csv --aggr=spread --tkey="obs,%m/%d/%Y" --pd=5
Allin
5 years, 1 month
