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I'm wondering why the cmod() function is needed. It computes the modulus
of a complex number (or many of them in a matrix), OK fine. But so does
abs(). And abs() also works on plain real numbers, where cmod cannot be
used. Could it be a path-dependent thing: first abs() didn't cover
complex numbers but then rendered cmod() obsolete by also working on
those? Or is there anything else which I'm missing?
Otherwise, maybe a case for deprecating or hiding cmod?
I have been trying to use the Bai-Perron structural breaks tests, and always get the following message:
The variable X is read-only*** error in function SB_GUI, line 7> list X = !nelem(X) ? null : X
What am I doing wrong:
just for fun I replicated a guy's data analysis exercise using Julia
with gretl. This may be of interest for some of you.
The exercise is not supposed to be very sophisticated but rather
illustrates a few basic concepts on how to load, aggregate and plot data.
You find the blog post here:
I hope some of you enjoy it.
I'm wondering whether a hansl script can download a zip archive, and
ideally also unzip the archive to save the various include files. I
don't think it's possible, but then I don't understand the curl()
function very well, and so I thought I might ask. I know that readfile()
for example can handle zip compression, but I believe that only applies
to a single file, not an archive.
(It's clear that it's fairly simple by invoking external tools, e.g.
through the 'foreign' interface. That's not my question.)
just a note that since last week or so there's a new contributed
function package on the gretl package server, namely MSVAR(.zip). As you
may guess from the name it does Markov-Switching VAR estimation.
(Frequentist, not Bayesian.)
I am very grateful to the author of the original Gauss code, Anders
Warne, that he continues to make his code available. Of course as the
package author I am responsible for any mistakes, but I haven't really
developed the algorithm or implementation per se.
The package is work in progress, but already comes with quite extensive
documentation. There are surely still a bunch of bugs in there, but in
principle it should hopefully be usable.
As explained in the documentation, this package can be driven by hansl
scripting (of course) but also via the GUI by attaching it to the menus
of the regular VAR model window during installation: So you would first
estimate a plain old VAR, and then go to the Edit window to find MSVAR
there and switch over to a switching model.
See some of you tomorrow at the virtual gretl workshop!
Please, I notice that the lp-mfx adins for computing the binary and ordinal
models marginal by Allin Cottrell disappeared under the analysis function
after updating my gretl.
Please, what is the way out?