On Tue, 31 Oct 2006, Martin Sykora wrote: > I would be very gratefull if somebody would be so nice to point > out to me which file in the C source-code is responsible for > multiple linear regression computation (the coefficients) and > the ADF (Augmented Dickey-Fullet Test). I am completely lost > in the source code and accompanying files. First, on multiple linear regression, there are two versions of the code, one using a "native" coding of the Cholesky decomposition (in lib/src/estimate.c) and one using the lapack coding of the QR decomposition (lib/src/qr_estimate.c). The QR version might be easier to follow. The key function is lsq(), which is in estimate.c. The ADF test and related things are implemented in lib/src/adf_kpss.c. > I am also only interested in using the static library part of > gretl, is there some usefull documentation on this (I was > somewhat unsuccessfull in my searches) http://gretl.sourceforge.net/API/ might help to some extent, but I'm afraid this documentation is neither complete nor entirely up to date. I'll try to bring it up to date soon -- making it reasonably complete will take longer. Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)ricardo.ecn.wfu.edu http://ricardo.ecn.wfu.edu/mailman/listinfo/gretl-users

On Tue, 31 Oct 2006, Martin Sykora wrote: > Thanks very much for your help Allin! > >> On Tue, 31 Oct 2006, Martin Sykora wrote: >> >>> I am completely lost in the source code and accompanying >>> files. You're welcome. Here's a further suggestion for navigating the gretl source, which I sometimes use myself if I forget where something is. * First, look up the gretl command code for the topic you're interested in, using the command word. For least squares regression the command word is "ols" and in lib/src/gretl_commands.c a search for "ols" shows that the corresponding numeric code is OLS. * Now look up OLS in the central command execution code, in lib/src/interact.c. This is a big "switch" and we find: case OLS: case WLS: case HCCM: clear_model(models[0]); *models[0] = lsq(cmd->list, pZ, pdinfo, cmd->ci, cmd->opt); err = maybe_print_model(models[0], pdinfo, prn, cmd->opt); break; This tells is that lsq() is the function that actually does the work for OLS. From this point on, the exact process depends on what code editor you're using. I use emacs, and by typing "Alt" + "." over the "lsq" above, I'm taken to the point in the source where lsq() is actually defined. Other C-source-aware editors presumably have their own ways of doing this sort of thing. Allin Cottrell