Am 26.10.2014 um 14:22 schrieb Pindar: > Hi there, > > I'm interested in calculating a geometric mean inside the aggregate > function in a panel dataset. > While my UDF works in plain script the results when using as aggregation > function are wrong. > Could you please help me with this issue, here is the hansl script: > > function scalar fn_geomean(series X) > > catch scalar Y = prodc({X})^(1/nobs(X)) > if $error<>0 > Y=NAN > endif > return Y > > end function > > open abdata.gdt > > series test = abs(n) > > matrix testmean = aggregate(test, const, mean) > eval mean(test)~ testmean[, 3] > matrix testgeomean = aggregate(test, const, fn_geomean) > eval fn_geomean(test) ~ testgeomean[, 3] > Most importantly, I get a gretl crash when I insert the line 'smpl ok(test) --restrict' after the line where 'test' is created, so that looks like there might be a deeper issue here. (However, this is with an older snapshot from August on Windows, haven't tested yet whether it also occurs in newer versions.)

So I don't know the reason for the discrepancy, but my suspicion would be the missing values in the panel that somehow get treated differently perhaps, depending on how the function is invoked. This may or may not be a bug indpendent of the crash issue -- do you get the discrepancy also when you work with a balanced panel? OTOH, multiplying hundreds of numbers that could be close to zero is probably not a good idea numerically anyway -- but this of course doesn't explain the different results that you get. cheers, sven _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users

Am 26.10.2014 um 19:15 schrieb Pindar: > Am 26.10.2014 14:59, schrieb Sven Schreiber: >> Am 26.10.2014 um 14:22 schrieb Pindar: >>> Hi there, >>> >>> I'm interested in calculating a geometric mean inside the aggregate >>> function in a panel dataset. >>> While my UDF works in plain script the results when using as aggregation >>> function are wrong. >>> Could you please help me with this issue, here is the hansl script: >>> >>> function scalar fn_geomean(series X) >>> >>> catch scalar Y = prodc({X})^(1/nobs(X)) >>> if $error<>0 >>> Y=NAN >>> endif >>> return Y >>> >>> end function >>> >>> open abdata.gdt >>> >>> series test = abs(n) >>> >>> matrix testmean = aggregate(test, const, mean) >>> eval mean(test)~ testmean[, 3] >>> matrix testgeomean = aggregate(test, const, fn_geomean) >>> eval fn_geomean(test) ~ testgeomean[, 3] >>> >> Most importantly, I get a gretl crash when I insert the line >> 'smpl ok(test) --restrict' >> after the line where 'test' is created, so that looks like there might >> be a deeper issue here. (However, this is with an older snapshot from >> August on Windows, haven't tested yet whether it also occurs in newer >> versions.) > > Hi Sven, > > at least with gretl 1.10.0cvs MS Windows (x86 64) build date 2014-10-18 > there is no such crash. I still get the crash with the latest snapshot on Windows 8 (32bit I think). Recipe as described above with the 'smpl ok(test) --restrict' line.

On Sun, 26 Oct 2014, Pindar wrote: > I'm interested in calculating a geometric mean inside the aggregate > function in a panel dataset. While my UDF works in plain script the > results when using as aggregation function are wrong. Could you please > help me with this issue, here is the hansl script: > > function scalar fn_geomean(series X) > > catch scalar Y = prodc({X})^(1/nobs(X)) > if $error<>0 > Y=NAN > endif > return Y > > end function > > open abdata.gdt > > series test = abs(n) > > matrix testmean = aggregate(test, const, mean) > eval mean(test)~ testmean[, 3] > matrix testgeomean = aggregate(test, const, fn_geomean) > eval fn_geomean(test) ~ testgeomean[, 3] Thanks for the report. I've now found the bug and it's fixed in CVS and snapshots. Your script should now produce the expected results, with or without the addition that Sven tried, namely inserting a sample restriction to discard missing values, smpl ok(test) --restrict after generating the "test" series. Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users