Re: [Gretl-users] Testing the current CVS version
On Wed, July 12, 2006 16:09, Allin Cottrell wrote:
I've thought about this some more and have a few ideas. If
people like them, it would be quite easy to implement them for
1.6.0 -- except that it would create more work for the
translators since it would require a new .pot file. What do
translators think about that?
Anyway here are the ideas:
* Make the File menu more focused, with Open and Save for data
files, scripts, and session files. Take out "View command log",
"Browse databases", "Additional functions", "Create data
set"
(and maybe Preferences too?).
* That gets rid of the Session menu, by consolidating it into a
slimmed-down File menu.
* "Tools" is probably a more standard designation than
"Utilities", so rename Utilities as Tools. Put the items moved
out of File under Tools. (Should Preferences go under Tools?)
I like it. And, yes, Preferences under Tools is standard in most apps.
And while we're at it, I wouldn't mind a bit of collective thinking on the
"Model" menu. If we decide that sub-menu are not a problem, I would suggest
the following re-organisation of the Model menu. Clearly, this is a tentative
proposal, I'd like to hear other people's opinions.
"Ordinary Least Squares" -> as is
"Weighted Least Squares" -> "Other linear models/WLS"
"Heteroskedasticity corrected" -> "Other linear
models/Heteroskedasticity
corrected"
"Time series/Cochrane-Orcutt" -> "Time series/GLS/Cochrane-Orcutt"
"Time series/Hildreth-Lu" -> "Time series/GLS/Hildreth-Lu"
"Time series/Prais-Winsten" -> "Time series/GLS/Prais-Winsten"
"Time series/Autoregressive estimation" -> "Time
series/GLS/Autoregressive
estimation"
"Time series/ARIMA" -> as is
"Time series/GARCH" -> as is
"Time series/Vector Autoregression" -> "Time series/Multiple/VAR"
"Time series/VAR lag selection" -> "Time series/Multiple/VAR lag
selection"
"Time series/VECM" -> "Time series/Multiple/VECM"
"Time series/Cointegration test/Engle-Granger" -> can go AFA I'm
concerned
"Time series/Cointegration test/Johansen" -> "Time
series/Multiple/Johansen
contegration test"
"Panel" -> as is
"Two-Stage Least Squares" -> "Other linear models/2SLS"
"Logit" -> "Nonlinear models/Logit"
"Probit" -> "Nonlinear models/Probit"
"Tobit" -> "Nonlinear models/Tobit"
"Poisson" -> "Nonlinear models/Poisson"
"Logistic" -> "Nonlinear models/Logistic"
"Least Absolute Deviation" -> "Robust estimation/LAD"
"Rank correlation" -> "Robust estimation/Rank correlation"
"Nonlinear Least Squares" -> "Nonlinear models/NLS"
"Maximum likelihood" -> as is
"Simultaneous equations" -> as is
"High precision OLS" -> "Other linear models/High precision
OLS"
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona