[Gretl-users] Sign function in gretl

I thought we had a sign function in gretl but I cannot find it (returning 1 if positive -1 if negative, 0 if zero) The need arose in estimating AR(1) procecess with a near-unit root. Following Hamilton's advise in order to avoid crashing the iterative algorithm, I reparametrize the autoregressive coefficient rho by rho = lambda / (1 + abs(lambda) Then lambda = rho / (1- sgn{rho} *rho). Certainly one can write sign(rho) = (1- (rho==0) )* (1- 2*(rho <0)), or something more efficient, but the sign seems pretty fundamental to be an expression or a user-defined function. Is it hidden somewhere? :) -- Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ skype:alecos.papadopoulos