Dear Artur,
Dear Sven,
Dear Allin,
Dear Jack,
Dear Gretl users,
Thank you all for your support. For the moment, I have exported my matrices to R via
Gretl's functionality and I am trying to type a script that executes the desired
estimation procedure.
I guess this workaround is closest to Artur's suggestion.
I hope this will work, because now I have to deal with R's requirements, that have
their own pitfalls, there are no free lunches...:(
Kind regards,
Jan
-----Ursprüngliche Nachricht-----
Von: Plus.line MailSystem [mailto:cyrus@mailer.plusline.de] Im Auftrag von Artur Tarassow
Gesendet: Dienstag, 3. Januar 2017 20:26
An: gretl-users(a)lists.wfu.edu
Betreff: Re: [Gretl-users] Problems when trying to interac with R
I've to admit that I haven't followed the whole discussion. But, Jan, you could
replace the NANs by some arbitrary value (e.g. '0' or -999), pass the matrix to
gretl and impose the NANs there again by:
<hansl>
# Check elementwise if matrix x.=0; if zero replace by NA, # otherwise replace by the
corresponding value of matrix m matrix m = zeros(1,2) matrix m = (m ? m : NA) </hansl
Artur
Am 03.01.2017 um 17:40 schrieb Jan Tille:
Dear Allin, dear Sven,
thank you very much. I am not sure whether I can leave out the nan-values.
My aim is to use the LASSO procedure on a recursive basis to retrieve predictions
(>100) for more than 1.000 dependent variables instead of using a kitchen sink ols
model.
Constructing an appropriate loop that only passes a vector holding a dependent variable
if it contains valid data, along with a matrix of independent variables might be
possible.
I am not sure whether my meager programming skills will be enough, but I will definitely
give it a try.
Best,
Jan
-----Ursprüngliche Nachricht-----
Von: Plus.line MailSystem [mailto:cyrus@mailer.plusline.de] Im Auftrag
von Sven Schreiber
Gesendet: Dienstag, 3. Januar 2017 17:21
An: gretl-users(a)lists.wfu.edu
Betreff: Re: [Gretl-users] Problems when trying to interac with R
Am 03.01.2017 um 16:15 schrieb Allin Cottrell:
>
> Ah, I've found the remaining issue: it's a Windows thing. The
> Microsoft C library doesn't recognize either "nan" or "NaN"
as
> meaning not-a-number. We've had a work-around in place to handle
> "nan", as written by gretl in its matrix files, but this wasn't
> dealing with "NaN", as written by R. The work-around is now
> generalized to handle both, in git and today's snapshots.
Yes, by coincidence I was already using the brand new snapshot an hour ago or so, and
Jan's script now ran fine.
Jan, if you don't want to unnerve your admin again, in general it might be advisable
to keep the missings out of the stuff that is passed to R in the first place (if
that's doable). My feeling is that it would be cleaner anyway, apart from avoiding
this particular bug.
cheers,
sven
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