Re: [Gretl-users] warning: gdt-reading bug

We've just noticed that a bug was introduced into our code for reading native gretl .gdt data files in August of this year. The bug should be triggered only rarely, but we thought it wise to issue a warning. Description of bug: If a gdt file contains "subnormal" values (that is, floating point values that are too close to zero to be represented with the usual precision), then when such a file is read on Linux, the first subnormal value to be found on a given row (observation) will be incorrectly copied into the remaining columns (series) on that row. Example: A gdt file containing 10 series has a subnormal for series number 5 on row 25. Then when the file is read on Linux, that subnormal will replace the correct values for series 6 to 10 for observation 25. Comment: This won't affect the reading of "primary" data (actual micro- or macroeconomic measurements), which will never contain subnormal values (we're talking about absolute values less than 10 to the minus 307). And the bug is not triggered on MS Windows. However, subnormal values may be produced by some data transformations (such as squaring very small numbers, or computing the normal CDF of very big negative values). Fix: This is now fixed in the git source for gretl and also the current snapshots. And we will put out a new release soon, gretl 2015d. Diagnostic: If you think a dataset may suffer from this problem, you can run the script checkdata.inp, from http://ricardo.ecn.wfu.edu/pub/gretl/checkdata.inp First load the dataset in question. Then open checkdata.inp and run it. An affected dataset may produce something like this: <script-output> Total number of values examined: 164122 Check for subnormal floating-point values ----------------------------------------- Total number found: 138 Longest (row) sequence: 138 (occurs at obs 210, starting series ID 461) Number of sequences (of length >= 2): 1 </script-output> The symptom of a problem is that we find a consecutive sequence of subnormal values on one or more rows of the dataset. This could occur for "natural" reasons but it may indicate corruption. Isolated subnormals don't indicate the bug. And again, most datasets should contain no subnormal values. Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users