some weeks ago I've started to switch to the sublime editor
(https://www.sublimetext.com/) for writing gretl code.
Even though I like the simplicity of the gretl editor and its features
such as syntax highlighting and auto-itendation, it lacks some features
of modern IDEs such as "goto-anything", "goto-definition", custom
keybindings, fancy themes, git-implementation, snippets etc. which make
life much easier when working on larger projects. Don't get me wrong,
the gretl editor is great but was _never_ supposed to become a proper
software-development IDE but rather has another focus which is totally fine.
So I started to write the "Hansl-Gretl-Language" package for sublime
which includes the following features:
- 3 gretl build-systems (client mode, batch mode, and REPL mode) for
executing hansl code by means of sublime (plots are also working!)
- completion of gretl commands, accessors and keywords
- some snippet examples for speeding up coding
The project still has the following (known) issues:
- no auto-itendation (still have to figure out how this works)
- issues with some corner-cases which are not syntax-highlighted (regex
can become so hard!)
The package can be downloaded through sublimes package control system,
and can be found here:
If somebody wants to participate on this project, check out the code on
my github repository:
For those interesting in the sublime editor, check out "OdatNurd"'s
brilliant tutorials on youtube:
Enjoy the package,
I would like to announce that the gretl wiki is back up and running at:
For security reasons (and previous experience) only registered users can
modify the wiki and self-registration is no longer possible. So, if you
want to be added, please write to me privately or reply to this email.
Information on how to be registered and using the wiki can be found here:
At the moment the wiki administrators are me and Cristián Arturo Ducoing
If you have any suggestions or requests, you are welcome to contact us.
I made a 3D-plot in Gretl - based on data from the data-file. Is there any
easy way to edit the 3D-graph/figure, for example adjusting the min-max
value of the axes etc. etc.?
Greetings to all gretl users and fans,
There is a new package GlobalFactors 0.1 now available.
The package deals with PC estimation of multilevel factor models, in
which the factors are not only pervasive (i.e. common to all groups) but
also semi-pervasive (i.e. common to a subset of groups only). Multilevel
factor models make it possible to distinguish between factors and
explore their hierarchical influences.
The main ideas behind the package (so far) are: (a) to consistently
estimate the number of global factors (b) Conditional on that,
consistently estimate the number(s) of local factors. Conditional on
these, consistently estimate global factors and loadings and local
factors and loadings (all these are based on Principal Components
estimates so there are no significant computational "complexities").
(Of course) there is a catch. Special care should be taken to initially
"identify" the global factors through a pairwise canonical correlation
procedure. Identification here, means to avoid choosing a pair of
countries - or more generally of groups - that strongly correlate not
due to global factors but due to regional or local or within group
However, the package is on its way for extension to include two ultra
(1) Chen (2022). Circularly Projected Common Factors for Grouped Data.
https://doi.org/10.1080/07350015.2022.2051520 develops a consistent
selection criteria for identifying the number of the global factors
(2) Lin & Sin (2022). Generalised Canonical Correlation Estimation of
the Multilevel Factor Model, https://ssrn.com/abstract=4295429 that
deals (a) with consistent estimation of the number of global factors and
(b) consistent estimation of global and local factors (c) also providing
inference theory. LS(2022) do not require either the orthogonality
between the global and local factors or the selection of any tuning
parameters. As LS (2022) state "this makes the GCC criterion more
general than existing studies".
Hopefully, the fully extended/updated package will be presented at the
coming 8th Gretl Conference Gdańsk, Poland.
Please send me an email for any bugs, naïve code writing etc. for this
package version and/or ideas for extending the package.
(well hopefully there are no errors...)
Thank you for your time.
I am doing a manual 2SLS, and so i need an F statistic to check the independent variable in the first stage is above 10 and a suitable IV. When i do classic errors i get an F stat of 82 (although it's unclear if this is for the whole regression or just my independent variable). As my data has autocorrelation I would like to use HAC errors, however when I do an F statistic is not computed and so I cannot see if my IV is strong. Can anyone help?
Version 0.1 of the "Imputer" package is out now. This package includes
functions for imputing missing values by different methods. The main
functionality can be called by the GUI, too.
You can scan the help text and see examples on how to use the package
I'm trying to add all scalars from a Gretl session into a bundle at once but I can't figure out how (if possible).
Let's say we have scalars: a, b, c, d, e, f. Is there an easy way to add all of them to a bundle?
Thanks in advance.
Filipe Rodrigues da Costa