[Gretl-users] Re: Package updates (October 2024)
On 06/11/2024 14:21, Riccardo (Jack) Lucchetti wrote:
Dear all,
this message is to inform the community about the activity in our
function package repository: during the month of October 2024, 4
packages were updated to a new version:
"Friedman", by Sven Schreiber (nonparametric test for location difference)
"levene", by Marcos Larios Santa Rosa (Levene's Test for equality of
variance across groups)
"BVAR", by Luca Pedini and Sven Schreiber (Bayesian VARs)
"wstats", by Riccardo "Jack" Lucchetti (more weighted descriptive
statistics)
The most important package among the above is, undisputedly, BVAR: not
only it's a fairly comprehensive and efficient implementation of
Bayesian techniques for VAR models (see https://link.springer.com/
article/10.1007/s00180-024-01492-3). The new version also features
massive performance improvements and offers a valid alternative to
Matlab-based packages such as the BEAR toolbox. Macroeconometricians, be
sure to check it out!
Sorry everyone, there's something I forgot to mention: there's a package
called "sparse", by myself, that's going to be retired from the gretl
package repository very soon (a week or so).
That package was never meant to be a serious implementation of methods
for sparse matrices: its purpose was largely to show a few features of
the hansl language, with no attempt at computational efficiency. We (the
devel team) believe it's now time to pull the plug, so if you need it
for whatever reason, Artur Tarassow has archived a copy at
https://github.com/atecon/sparse.
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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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