Re: [Gretl-users] Variable selection
On Sat, 16 Jun 2018, Sven Schreiber wrote:
Am 15.06.2018 um 22:02 schrieb Henrique Andrade:
> Em 15 de junho de 2018, Periklis Gogas escreveu:
>
> Yes of course, I would love to use it.
>
>
> Dear Periklis, attached you will find two files. The AutoMod is the one you
> need to execute to get the models with the combined variables. This is a
> draft. I have a more polished, but it is not written in Hansl/Gretl (but I
> can translate it if anyone is interested).
Hi Henrique,
thanks for this code. This could be quite easily turned into a nice function
package. What would it take to convince you to do it?
Really very nice. The equivalent for vectors, in two varieties. The first
is a slighly more idiomatic adaptation of Henrique's code, the other one
uses recursion.
<hansl>
function matrices PSetMat(matrix X)
if nelem(X) == 0
return defarray({})
endif
matrix Set = msortby(uniq(vec(X)), 1)
scalar SetSize = rows(Set)
scalar PowerSetSizeMax = 2^SetSize
matrices PowerSet = array(PowerSetSizeMax)
PowerSet[1] = {}
scalar PowerSetSize = 1
scalar n = 2
loop i = 1..SetSize --quiet
loop j = 1..PowerSetSize --quiet
PowerSet[n++] = PowerSet[j] ~ Set[i]
PowerSetSize++
endloop
endloop
return PowerSet
end function
function matrices AltPSetMat(matrix X)
if rows(X) == 0
matrices PowerSet = defarray({})
else
matrix Set = msortby(uniq(vec(X)), 1)
n = rows(Set)
N = 2^n
matrices PowerSet = array(N)
if n == 1
PowerSet[1] = {}
PowerSet[2] = Set[1]
else
tmp = AltPSetMat(Set[1:n-1])
PowerSet = tmp
loop i = 1 .. nelem(tmp) --quiet
PowerSet += tmp[i] ~ Set[n]
endloop
endif
endif
return PowerSet
end function
###
### example
###
clear
matrix X = {3, 11, 8, 2}
A = PSetMat(X)
loop i = 1 .. nelem(A) --quiet
printf "A[%3d] = %5.0f", i, A[i]
if nelem(A[i]) == 1
printf "\n"
endif
endloop
B = AltPSetMat(X)
loop i = 1 .. nelem(B) --quiet
printf "B[%3d] = %5.0f", i, B[i]
if nelem(B[i]) == 1
printf "\n"
endif
endloop
</hansl>
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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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