April 2021 - Gretl-users - gretlml.univpm.it

by ashaikfe＠gmail.com

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1 year, 5 months

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New packages for autoregressive Probit and Hamilton filter

by Sven Schreiber

Hi everybody, just a quick notice that recently two new contributed function packages have seen the light of the gretl world: - 'ARprobit', which implements the Kauppi&Saikkonen approach to estimate a dynamic Probit model including an autoregressive term (in addition to lags of the dependent dummy). - 'hamilcycle', which applies the simple but already popular proposal by Hamilton to do a regression-based filter of a time series to obtain a cyclical component (based on an idea by Jack a year ago) As always (sorry for being repetitive) you can get these and other contributed packages online from within gretl ("fx" button at the bottom, or through the menu File/Function packages/On server). cheers sven

1 year, 8 months

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Gretl conference 2021 (apologies for cross-posting)

by Riccardo (Jack) Lucchetti

Hi everyone, I'm writing you on behalf of the Gretl development team. Since June 2009, we've had a Gretl conference every other year, starting in Bilbao; the 2019 conference was in Naples. This year, it should have been London but the pandemic forced us to change our plans. Therefore, here's what's happening: * the actual conference is probably going to take place during the winter, if the COVID situation makes it possible. * we're having an online event on the 3rd and 4th of June. Since the majority of the gretl community lives on one side of the Atlantic or the other, we decided that the event will take place between 1200 and 1800 UTC (approximately) so that the inconvenience of the time zones is hopefully minimised. The only two fixed events at this stage are 1) a presentation by the project leader (Allin) on the 3rd 2) an invited speech by Mark Steel (Warwick University), Bayesian extraordinaire, on the 4th. For the rest of the time, we plan to have - an open Q&A session in which the community can meet the development team to ask question, make proposals or simply tell us how much you love us; - presentations by package authors to show the community some lesser-known features; - a few presentations of scientific work done using gretl, or perhaps done by using some other package but explaining why it would have been impossible to do in gretl, and what needs to be done to make it possible; - a virtual meeting of the newly-born gretl association (become a member!); - (possibly) the usual analysis by me on the trends of the download data and future perspectives. Marcin was kind enough to set up a website for the conference (https://www.gretlconference.org/), so you can visit that page to get the info as it becomes available. If you'd like to present something, or have any other comments or suggestions, feel free to contact me or any other member of the development team. ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------

1 year, 11 months

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renaming of gretl macOS packages

by Allin Cottrell

A heads-up for Mac users. We're renaming the gretl packages for Mac ro reflect the current state of things in the Apple ecosystem. Our snapshots will now be called: * For Macs with Intel processor: gretl-macos-intel.pkg * For Macs with M1 processor: gretl-macos-m1.pkg When gretl 2021b is released (should happen this week), the releases will be named: Intel: gretl-2021b-macos-intel.pkg M1: gretl-2021b-macos-m1.pkg and so on in future. The "intel" versions should work with macOS 10.6 and higher. M1 versions require macOS 11 or higher. Allin

1 year, 11 months

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One large matrix or many small matrices for storing simulation results?

by Alecos Papadopoulos

I am writing an Metropolis-Hastings algorithm for Bayesian estimation of a model. At least for the moment, I have 10 parameters that will be under estimation in this way. This means that from each replication I want to store 20 values, so as to retrieve the "proposal" sequence and the "accepted" sequence of estimates. Typically this algorithm should have at least 100,000 replications or even more, like up to 500,000. These estimates will be stored in matrices. Does it make any difference in computational speed if I use one matrix of [replications /times/ 20] dimension, or 20 matrices of [replications /times/ 1] dimension? I know that matrices become a software's nightmare when both dimensions grow large, but what happens when the one dimension is large while the other is small? Does it pay to make the small dimension as small as possible? PS: I know that one could also (or alternatively) break the large dimension in pieces by, I guess, an IF statement inside the loop that will depend on the loop index value, but I wanted to know if anything can be improved by keeping the one dimension large while chopping off the other. -- Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ scholar:https://g.co/kgs/BqH2YU

1 year, 11 months

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New -gretl- download-and-install tutorial available on YouTube

by Clive Nicholas

After much procrastinating, false-starting and working through numerous technical issues, I'm very pleased to announce a new video tutorial for downloading and installing -gretl- using -git- (here, version 2021b-git) which I've just published onto YouTube, available at: https://youtu.be/WSdZkd-uln4 Many grateful thanks to Sven Schreiber and Jack Lucchetti for comments on an earlier (very poor) video draft sent to them (and Allin Cottrell) back in January 2020. Enjoy and tell your friends! -- Clive Nicholas "My colleagues in the social sciences talk a great deal about methodology. I prefer to call it style." -- Freeman J. Dyson

1 year, 11 months

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gretl 2021b coming up!

by Allin Cottrell

Hello all, We're planning to release gretl 2021b in about a week, and there's a new snapshot in place today which can be considered a "release candidate". We'd be grateful if people could beat on the candidate (run your favorite scripts, make your favorite GUI moves) and report any problems. This will help us minimize the bug count in the new release. For translators: this would be a good time to update your translations if need be. Allin Cottrell

1 year, 11 months

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Errors with dbnomic 0.41

by klaus.hasenbach＠web.de

Hi Allen Version 0.41 is very fast again, as fast as using the older API of dbnomics. Thank you very much for the new version using the new API of dbnomics. But unfortunately 0.41 produce very often errors. One common error is: ? list X = dbnomics_bundles_to_list( bs, "series_code" ) File exists*** error in function dbnomics_bundle_get_data, line 28 > outfile tracestr --buffer called by function dbnomics_bundles_to_list *** error within loop in function dbnomics_bundles_to_list > err = dbnomics_bundle_get_data(b, &tmp) or one not so common error is: ? bundle spec = defbundle("mask",".DEU+FRA..Q") ? bs = dbnomics_get_multiple(provider, database, 1000, 0, spec) Datenfehler *** error in function sanitize_url, line 2 > ret = strsub(ret, sprintf("\""), "%22") called by function build_parms called by function dbnomics_get_multiple I attache two scipts for examble, running either on gretl 2021a or 2021b for Windows. Sometimes there is no error when I run the scipts again after it produced errors in the first run. Klaus

1 year, 11 months

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gretl crashes on expanding/closing windows... but probably a MacOs problem

by Artur Bala

Dear gretl developers, On my MacOS High Sierra 10.13.6, if I "maximize" an output window - be it a graphic, a script output or a model window - and "close" it eventually clicking on "x", gretl (2020e-git) crashes; all windows get closed including gretl's main window. A long and detailed system error report is also produced (if it can help I can share it with you). Best, Artur

1 year, 11 months

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2021b git: WLS estimation bug

by Artur Bala

Dear Allin, In a WLS estimation when the weight variable contains zeros gretl stops executing saying that "Weight variable is not a dummy but contains zeros" The same worked perfectly before with the observations weighted 0 being simply dropped from the estimation. Here's a basic code for replication <hansl> nulldata 50 series x = normal() series y = normal() series w = uniform() w[1]=0 wls w y x </hansl> Best, Artur

1 year, 11 months

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Gretl-users April 2021