Re: [Gretl-users] Multiple Linear Regression

On Tue, 31 Oct 2006, Martin Sykora wrote: > I would be very gratefull if somebody would be so nice to point > out to me which file in the C source-code is responsible for > multiple linear regression computation (the coefficients) and > the ADF (Augmented Dickey-Fullet Test). I am completely lost > in the source code and accompanying files. First, on multiple linear regression, there are two versions of the code, one using a "native" coding of the Cholesky decomposition (in lib/src/estimate.c) and one using the lapack coding of the QR decomposition (lib/src/qr_estimate.c). The QR version might be easier to follow. The key function is lsq(), which is in estimate.c. The ADF test and related things are implemented in lib/src/adf_kpss.c. > I am also only interested in using the static library part of > gretl, is there some usefull documentation on this (I was > somewhat unsuccessfull in my searches) http://gretl.sourceforge.net/API/ might help to some extent, but I'm afraid this documentation is neither complete nor entirely up to date. I'll try to bring it up to date soon -- making it reasonably complete will take longer. Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)ricardo.ecn.wfu.edu http://ricardo.ecn.wfu.edu/mailman/listinfo/gretl-users