[Gretl-users] Re: gretl development roadmap

On Thu, 14 Jul 2005, Itzak Ademic wrote: Very good questions. Up till fairly recently I've been "following my nose" in gretl development, responding to user requests and to things I have found interesting. This spring I went and visited gretl enthusisasts in Italy, Spain and Poland, and I have a bit more direction. The main short- to medium-term requests I heard related to better support for forecasting, seasonal ARMA models, better support for VARs, and (a bit more speculatively) a mechanism for manipulation of user-defined vectors/matrices so people can roll their own estimators and tests (perhaps along the lines of Doornik's Ox). As for forecasting, that's now pretty much done in the latest release. In gretl CVS we have seasonal ARMA and considerably enhanced support for VARs. We don't yet have a serious start on user-defined matrix manipulation, though many of the required basic functions are there in gretl_matrix.c. More generally, the question is, what level of sophistication is gretl aiming for? My original idea (as I recall) was that I wanted gretl to be an excellent tool for undergraduate-level econometrics. I think we've pretty much got there, but the target has moved. I think the notion is: If gretl provides a good interface for doing econometric work, why stop at the basics? The value of gretl, even to undergrads, will be enhanced if they can continue to use this program for professional work. "Shadowing or avoiding commercial products" What I have here is more of an attitude than a definite plan, but I'd like for gretl to be able to do much of what Eviews can, but better(!). I have great respect for RATS. I have used RATS (under dosemu) to test the output of some gretl routines. I don't think gretl (at least in the medium term) can do all that RATS does, but I do think we can have a greatly superior user interface. "Why not contribute to R or Octave?" Fair question. Again, I have great respect for R, but it has a hell of a learning curve; I really blanch at the idea of asking my students to work with R. And personally, I find I always have to look everything up in the docs before I can work with data in R (though I have done my homework from time to time, and have used R output as a benchmark against which to test gretl for some functionality). So there's ease of use. But also, gretl is ahead of R in some areas of econometric functionality. Last time I checked, R did not support FIML estimation of systems of equations. Octave is a good program, but it's not particularly oriented towards econometrics. I would happily "steal" Ocatve's matrix manipulation code, except that Octave is written in C++ while gretl is in C (though this need not be absolute barrier). I'll try to summarize: My (immodest) notion is that gretl should be an extremely user-friendly econometrics (and to some extent, general statistics) package with true cross-platform GUI functionality and also solid support for scripting. It should be a flagship for free, open-source software in the statistical domain -- a program which many users might prefer to expensive proprietary alternatives (I have some evidence that this is true already). I'm cc'ing this to the gretl users mailing list http://ricardo.ecn.wfu.edu/mailman/listinfo/gretl-users If you're sufficiently interested, I'd urge you to continue the correspondence there. One of the things I learned this spring is that at this point gretl is becoming a community project, and it would be good to have others put in their views. Allin Cottrell