Re: [Gretl-users] obsolete functions in package editor

Allin Cottrell schrieb: Thanks for all the quick bug fixes! The function packaging was already nice from the beginning, that's why I stuck to it, the bugs really weren't that bad. I think gretl's intuitive scripting capabilities are really a strong selling point. Eviews' language for example may have more features, but otherwise it is a nightmare IMHO. I have now finished three function packages calling python/numpy in the background (what I call py4gretl) and estimating some VECM stuff: 1) py4gretl_vecm allows to differentiate between restricted and unrestricted exogenous terms, for example to have a level shift in the data but not a broken trend. It returns standard estimation results, and does tests for weak exogeneity and some tests on \alpha_\perp (Gonzalo-Granger factor exclusion tests). 2) py4gretl_vecdecomp returns new series, namely the components of the Gonzalo-Granger decomposition and the Stock-Watson common-trends representation (in the Proietti variant, for those who want to know). 3) py4gretl_vecrestrict allows to place general linear restrictions on \alpha and \beta, following Boswijk and Doornik's (2004, section 4.4) switching algorithm. Of course they need more testing and are definitely beta-quality. In order to avoid confusion they officially require gretl 1.6.1, so I'm not sure it makes sense to publish them before 1.6.1 is released. There's one feature request I would have for 1.6.2 though: a matrix editor accessible from the function package call dialog; that is, whenever the user must choose a matrix as a function parameter, give her the possibility to define/edit the matrix on the fly, similar to the named list editing capabilities. Cheers, Sven