[Gretl-announce] gretl 1.9.4

Allin Cottrell cottrell at wfu.edu
Thu Feb 24 15:47:13 EST 2011


Version 1.9.4 of gretl is now available from the usual place,
http://gretl.sourceforge.net/

Here's the Changelog entry:

2011-02-24 version 1.9.4
- Change the default random number generator from GLib's
  implementation of the Mersenne Twister to the SIMD-oriented
  Fast Mersenne Twister
- Introduce "addons": approved function packages that are
  represented in the GUI menus
- Add an --accessors option to the "varlist" command, to expose
  the list of currently available accessor ("dollar") variables
- Add more panel data graphing options -- time-series of group
  means and boxplots by group -- and redesign the GUI for panel
  plots
- GUI code: modify to allow building against gtk3, with a
  configure option --enable-gtk3
- GUI icon view: provide a graphical representation for saved
  "bundles"
- GUI dialog for calling user-defined functions: several
  improvements
- GUI access to X-12-ARIMA: give option of writing and editing
  x12a .spc file
- GUI test-statistic calculator: fix a bug in the one-variance
  test
- New accessor, $vma: retrieves the vector moving average form of
  a VAR or VECM
- New function, inlist(): gives the position of a series within a
  named list or zero if the series is not present
- New function, isconst(): determines whether a series or vector
  has a constant value, and optionally tests for either
  time-invariance or cross-sectional invariance for panel-data
  series
- New function, strsub(): substitutes a specified replacement for
  a specified sub-string in its first (string) argument
- New function, ngetenv(): gets the numerical value of variable
  in the environment
- "estimate" command: document the --quiet flag; and also enable
  the --quiet option for "system"
- "summary" command: add an option to print summary stats for the
  columns of a named matrix
- "outfile" command: add facility to redirect output to stderr or
  stdout
- "setobs" command: add option to attach observation labels from
  a named file
- "heckit" command: switch to use of analytical Hessian for the
  covariance matrix
- New function, errmsg(): returns the gretl error message
  associated with a given integer error code
- New function, rownames(): complements the colnames() function
  for matrices
- New function mrls(); implements restricted least squares
  estimation for data in matrix form
- The sdc() function (column standard deviations): add an
  optional second argument to control the divisor
- New "set" variable, matrix_mask, which can be used to control
  the included observations when constructing matrices from
  series
- Accessors $test and $pvalue: generalize to allow matrix values
  (e.g. from the coint2 command); also ensure that these values
  get recorded when using "restrict" in connection with a system
  estimator such as SUR
- "catch" modifier for commands: make this catch a wider range of
  errors
- Functions corr(), cov() and fcstats(): accept two vector
  arguments in place of two series
- Allow deletion of local matrices within functions
- Remove deprecated aliases "noecho" and "seed"
- Remove redundant function "makemask"
- Fix some memory leaks in the gretl GUI
- Storage of data in gdt files: increase the precision for
  derived series such as logs
- Fix: reset model count on exit from user-defined functions
- Fix bug: incorrect parsing of command line containing a
  filename that includes left and/or right parentheses
- Fix bug: the $ec accessor for Error Correction terms produced
  bad results for VECMs where the loadings ("alpha") terms were
  estimated subject to restrictions
- Fix bug: estimates could get out of order for some equation
  systems if the constant was not given in first place among the
  regressors
- Fix bug: the "diff" command applied to a lead of a series could
  produce spurious values with panel data
- Fix bug: segfault with nested loops when the outer loop
  resamples the dataset and the inner one generates a series
- Fix bug: the function isnull() got broken when the argument is
  the name of a string variable
- Fix bug: incorrect parsing of ARIMA command with "gappy" AR
  lags specification, e.g. "arima {1 4 5} 1 1 ; y"
- Fix bug: the $unit accessor for panel data got broken
- Fix bug: the $kalman_t accessor was not working correctly for
  the case of a filter that employs time-varying matrices
- Fix bug: when compacting a dataset using the end-of-period
  option, one usable observation might be discarded
- Fix bugs 3180774 and 3183721 (64-bit build issues)

Allin Cottrell


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