I want to thank again all Gretl developpers for this wonderful software.

I try to port some of my R code into Gretl and I miss few things. For example, what is the easiest way to perform some aggregate operation in Gretl like : - aggregate(x, by = y, FUN) in R

> This functionality is not built-in (except in relation to the > "summary" command, using the --by option). However it's > possible to write a function to do this sort of thing. The > following is not very general but should give you the idea: > > <hansl> > function matrix aggregate (series x, series y, string funname) > matrix m = values(y) ~ 0 > loop i=1..rows(m) --quiet > smpl y == m[i,1] --restrict --replace > m[i,2] = @funname(x) > printf "@funname(x) for y=%g: %g\n", m[i,1], m[i,2] > endloop > colnames(m, "y f(x)") > return m > end function > > open credscore.gdt > m = aggregate(Income, Acc, "mean") > print m > m = aggregate(Income, Acc, "sd") > print m > </hansl>

On Tue, 19 Feb 2013, ahmadou dicko wrote: >> This functionality is not built-in (except in relation to the >> "summary" command, using the --by option). However it's >> possible to write a function to do this sort of thing. The >> following is not very general but should give you the idea: >> >> <hansl> >> function matrix aggregate (series x, series y, string funname) >> matrix m = values(y) ~ 0 >> loop i=1..rows(m) --quiet >> smpl y == m[i,1] --restrict --replace >> m[i,2] = @funname(x) >> printf "@funname(x) for y=%g: %g\n", m[i,1], m[i,2] >> endloop >> colnames(m, "y f(x)") >> return m >> end function >> >> open credscore.gdt >> m = aggregate(Income, Acc, "mean") >> print m >> m = aggregate(Income, Acc, "sd") >> print m >> </hansl> Mmmm. I like it. This as a native function would be very nice to have. Plus, this is one of those cases in which C would be much much faster than hansl.

On Tue, 19 Feb 2013, Allin Cottrell wrote: >> Mmmm. I like it. This as a native function would be very nice to have. >> Plus, this is one of those cases in which C would be much much faster than >> hansl. > > Agreed. In tonight's CVS we have a native function, aggregate(), on the > pattern shown above, which supports the methods sum, mean, sd, var, sst, > skewness, kurtosis, min, max, median and gini. It'll be in the snapshots > tomorrow. Very nice. The next step, logically, would be to support user-written functions too. However, this would mean to complicate the code by a factor (I reckon) of 1 to 5 or so.

On Wed, 20 Feb 2013, Allin Cottrell wrote: > On Wed, 20 Feb 2013, Riccardo (Jack) Lucchetti wrote: > >> Very nice. The next step, logically, would be to support >> user-written functions too. However, this would mean to complicate >> the code by a factor (I reckon) of 1 to 5 or so. > > I was afraid the factor might be at the top end of that range, but I > experimented and it's more like 0.25. So user-functions are now > supported. The function must take a single series argument and return > a scalar. Example: > > <hansl> > function scalar my_aggregator (series x) > return sum(x^3) > end function > > open credscore.gdt > matrix m = aggregate(Income, Acc, my_aggregator) > print m > </hansl> Now, I don't want to be guilty of personality cult, but at the risk of sounding like an old Stalinist apparatchik I have to say I am left in awe by the skills of our beloved leader. Studying the cvs diff has been for several years my primary method for learning C, but this case stands out as a true gem. Thank you. ------------------------------------------------------- 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 ------------------------------------------------------- _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users

On Sun, 24 Feb 2013, Pindar wrote: > Hi, > > I'd like to point out, that a 'good' 'aggregate by' function would do such a job as described below. > Unfortunately I'm stuck with more then bivariate interaction but I'm sure GRETL can do this, > this question is how! The script below should do what I think you need; the trick is creating a series which contains, in coded form, all the possible combinations of values of the variables contained in a list. This is what the function "pack" does; note that "pack" also creates a matrix which is used in the "unpack" function later. See if this helps: <hansl> set echo off set messages off function series pack(list X, matrix *pwrof2) /* a check should be necessary that all series in X are discrete; for the moment, let's just skip it */ series ret = 0 pwrtot = 1 k = nelem(X) # first build the nvalues vector pwrof2 = {} n = 1 k = 1 loop foreach i X --quiet ret += k*X.$i n = 2^ceil(log2(1+max(X.$i))) k *= n pwrof2 |= n end loop return ret end function function matrix unpack(scalar x, matrix pwr) k = rows(pwr) matrix ret = zeros(k,1) loop i=1..k --quiet h = pwr[i] a = x % h ret[i] = a x = (x-a)/h end loop return ret end function # --- END FUNCTIONS ----------------------------------------- open pizza4.gdt series ages = age<=20 ? 0 : (age>20 && age <=40) ? 1 : 2 list A = female hs ages matrix codes = {} u = pack(A, &codes) n_u = values(u) loop i = 1..rows(n_u) --quiet k = n_u[i] smpl u==k --restrict --replace c = unpack(k, codes) l = 1 loop foreach j A --quiet printf "%10s = %d", "$j", c[l] l++ end loop printf "\ncases = %d, mean(pizza) = %g, mean(income) = %g\n\n", \ $nobs, mean(pizza), mean(income) end loop smpl full </hansl> > > It's even more complex since the R function is not that good either, cos e.g. for MAVOVA one needs the variance-covariance-structure of > the 'interaction series'. That's why in GRETL lists should be processed which makes the stuff not easier. > > I worked around with the new '^' operator and have some promising results, but a build-in function would be the best. > > Cheers > Leon > > <hansl> > open pizza4.gdt > series ages = age<=20 ? 0 : (age>20 && age <=40) ? 1 : 2 > set echo off > foreign language=R --send-data --quiet > library(plyr) > ddply(gretldata[,c(1,2,4,6,8)], ~ female + college + ages, numcolwise(mean)) > end foreign > <hansl> > > While the bivariate case in rather easy as in > > <hansl> > open pizza4.gdt > set echo off > series ages = age<=20 ? 0 : (age>20 && age <=40) ? 1 : 2 > > list G1 = 2 4 > list G2 = 2 8 > list G3 = 4 8 > list G = G1 || G2 > > scalar times = 2 # should also be possible to be set to nelem(G) > > #set up of all combination list > loop for i=2..times -q > string listName = "inter$i" > list @listName = null > endloop > > list part1 = null > list part2 = G > > # bivariate interaction > loop foreach i G-q > part1 = G.$i > part2 -= G.$i > inter2 += part2^part1 > part2 += G.$i > endloop > <hansl> > > > > Am 20.02.2013 17:45, schrieb Riccardo (Jack) Lucchetti: >> On Wed, 20 Feb 2013, Allin Cottrell wrote: >>> On Wed, 20 Feb 2013, Riccardo (Jack) Lucchetti wrote: >>>> Very nice. The next step, logically, would be to support user-written functions too. However, this would mean to complicate the code by a factor (I reckon) of 1 to 5 or so. >>> I was afraid the factor might be at the top end of that range, but I experimented and it's more like 0.25. So user-functions are now supported. The function must take a single series argument and return a scalar. Example: >>> <hansl> >>> function scalar my_aggregator (series x) >>> return sum(x^3) >>> end function >>> open credscore.gdt >>> matrix m = aggregate(Income, Acc, my_aggregator) >>> print m >>> </hansl> >> Now, I don't want to be guilty of personality cult, but at the risk of sounding like an old Stalinist apparatchik I have to say I am left in awe by the skills of our beloved leader. >> Studying the cvs diff has been for several years my primary method for learning C, but this case stands out as a true gem. >> Thank you. >> ------------------------------------------------------- >> 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 >> ------------------------------------------------------- >> _______________________________________________ >> Gretl-users mailing list >> Gretl-users(a)lists.wfu.edu >> http://lists.wfu.edu/mailman/listinfo/gretl-users ------------------------------------------------------- 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 -------------------------------------------------------