Package updates (February 2026)
by Riccardo (Jack) Lucchetti
Dear all,
this message is to inform the community about the activity in our
function package repository: during the month of February 2025, 3
packages were updated to a new version and a new one was released.
The new one is
"ZivotAndrews", by myself, which implements Zivot and Andrews' famous
unit-root test under structural breaks. Notably, it features a novel
method for computing p-values, which is described here
<https://doi.org/10.1016/j.econlet.2026.112833>.
The updates were:
"paneldesc", also by myself (Basic statistics about gaps in panel datasets)
"CSDpanel", by Sven Schreiber and Jörg Breitung (test and estimators for
panel datasets with cross-section dependence)
"TVC", by Ekkehart Schlicht (Regression with Time-varying coefficients
using this estimator
<https://link.springer.com/article/10.1007/s42952-021-00110-y>)
Moreover, a companion package to TVC, "TVCplots" was released yesterday.
As usual, update and enjoy!
-------------------------------------------------------
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
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2 months
- 1
- 0
new function proposal
by Riccardo (Jack) Lucchetti
From time to time, when writing hansl code, I find myself having to
select parts of a matrix based on some logical condition. In many cases,
selifr/selifc do the job very well, but it's often useful to keep the
indices of the relevant rows/columns. In this cases, it'd be nice to
have a function vaguely like R's which(), possibly adapted to the matrix
case. For example:
<hansl>
set verbose off
set seed 1234
function matrix which(const matrix cond)
r = rows(cond)
c = cols(cond)
scalar n = r*c
ret = selifr(seq(1,n)', vec(cond))
if min(r, c) > 1
# matrix case: return a 2-column matrix
# with row and columns of the elements
# that satisfy the condition
rcoord = 1 + ((ret-1)%r)
ccoord = ceil(ret/r)
ret = rcoord ~ ccoord
endif
return ret
end function
# vector case, return a vector
x = mnormal(2048, 1)
outliers = which(abs(x) .> 3)
print outliers
eval x[outliers]
# matrix case, return a 2-column matrix
A = muniform(5,3)
small = which(A .< 0.2)
print A small
</hansl>
returns
<output>
outliers (6 x 1)
506
553
565
1036
1181
1710
3.0376
3.6543
-4.1870
3.3249
-3.1812
3.1397
A (5 x 3)
0.66637 0.022258 0.35193
0.69651 0.57633 0.11178
0.96863 0.71386 0.96540
0.81544 0.62609 0.71537
0.14030 0.46443 0.63596
small (3 x 2)
5 1
1 2
2 3
</output>
Of course, as the example above shows, it's quite easy to code this in
hansl, but perhaps this is one of those cases when we want to have this
done in C for maximum efficiency. Thoughts?
-------------------------------------------------------
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
-------------------------------------------------------
2 months
- 3
- 2