Hi everybody, I hope you've had a happy Christmas, where that applies! This is just to inform you that the contributed function package tsfcst is going to be updated shortly. Why this message? Because the package is not really maintained anymore, so the gretl team is just doing some housekeeping on it. This means that the upcoming version 0.6 will require a fairly recent gretl version, but more importantly the functions NMmaxC, NMminC, and hinv are going to be removed from the package. The mentioned functions weren't needed for the main functionality, so the rest of the package is not affected. However, there may be a small possibility that someone was using those specific functions, although it seems relatively unlikely. For those of you let me just paste the hansl code of those functions directly at the bottom of this message. (Notice that there seems to be a typo in one line; we haven't checked how relevant that line is for typical usage.) Finally, to give you some context, the package apparently implements some methods that can also be found in an R package by Hyndman. For your convenience here's a snippet from the package's help text, but be sure to check out the entire help in the package for more details (until it is moderated and really published, the updated version is in staging here: http://gretl.sourceforge.net/staging_fnfiles/tsfcst.gfn): <tsfcst-help> ... PACKAGE DESCRIPTION =================== The "main" forecasting function is stheta(), which implements the theta method, including a version for seasonal data; expsmpars() outputs auto-selected alpha and y_0 to use for exponential smoothing. ... </tsfcst-help> OK, so much for that, enjoy the rest of this ugly year! cheers sven -------------------- # Old functions from Oleh's package tsfcst <= v0.53 # which didn't really have to do with the rest of the package. # Apparently does constrained (Nelder-Mead) optimization # by mapping the function from 0-1 domain to infinite domain # via the hyperbolic tangent inverse or something. function matrix NMmaxC (string fu "quoted expression to minimize",                         matrix los "left bounds",                         matrix his "right bounds",                         matrix z[null] "other variables",                         matrices M[null] "yet other variables",                         list L[null] "further variables as series",                         matrix x[null] "init. val. of optimizing variable")     # inside fu the optimizing variable is 'x'     # M is needed when one has many matrices of different shape     if !exists(x) # was isnull()         matrix x = start_mt(los,his)     else         matrix x = x     endif     fu0 = fu     fu = smartstrsub(fu,"x","hinv(x,los,his)")     n = nelem(los)     cns = n == 1 ? "fmax x" : "fmax"     if n == 1         xi = "x[1]"         txtxi = "hinv_sc(x[1],los[1],his[1)"    # must be a typo here     else         loop i = 1..n -q             xi = sprintf("x[%d]",i)             txtxi = sprintf("hinv_sc(x[%d],los[%d],his[%d])",i,i,i)             fu = strsub(fu,xi,txtxi)             cns = cns~" "~xi         endloop     endif     fu = "("~fu~")"     nm = NMmax(x,@fu)     x = hinv(x,los,his)     fmi = @fu0     matrix ret = fmi~x     cnameset(ret,cns)     return ret end function function matrix NMminC (string fu "quoted expression to minimize",                         matrix los "left bounds",                         matrix his "right bounds",                         matrix z[null] "other variables",                         matrices M[null] "yet other variables",                         list L[null] "further variables as series",                         matrix x[null] "start values of 'wrt. to' variable")     # inside fu the optimizing variable is 'x'     # M is needed when one has many matrices of different shape     if !exists(x) # was isnull()         matrix x = start_mt(los,his)     else         matrix x = x     endif     fu0 = fu     fu = smartstrsub(fu,"x","hinv(x,los,his)")     n = nelem(los)     cns = n == 1 ? "fmin x" : "fmin"     if n == 1         xi = "x[1]"         txtxi = "hinv_sc(x[1],los[1],his[1)"    # again a typo apparently     else         loop i = 1..n -q             xi = sprintf("x[%d]",i)             txtxi = sprintf("hinv_sc(x[%d],los[%d],his[%d])",i,i,i)             fu = strsub(fu,xi,txtxi)             cns = cns~" "~xi         endloop     endif     fu = "("~fu~")"     nm = NMmin(x,@fu)     x = hinv(x,los,his)     fmi = @fu0     matrix ret = fmi~x     cnameset(ret,cns)     return ret end function function matrix hinv (matrix x "arguments of objective function",                       matrix lo "lower bounds in restrictions",                       matrix hi "upper bounds in restrictions")     # box -> R^n transformation     nl = nelem(lo)     matrix hix = x     loop i = 1..nl         hix[i] = hinv_sc(x[i],lo[i],hi[i])     endloop     return hix end function function scalar hinv_sc (scalar x,                          scalar lo,                          scalar hi)     if hi <= lo         funcerr "'hi' cannot be less or equal to 'lo'."     endif     if (lo > -$huge) && (hi < $huge)         return (lo+hi) / 2 + (hi-lo) / 2 * tanh(x-(lo+hi)/2)     elif (lo>-$huge) && (hi>=$huge)         return lo + exp(x-lo)     elif (lo<=-$huge) && (hi<$huge)         return  hi - exp(hi-x)     else         return x     endif end function