[Gretl-devel] gretl <-> R interaction

[andreas.rosenblad at ltv.se]

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Best regards
Andreas

r.lucchetti at univpm.it @ INTERNET skrev 2008-04-14 09:27:21 :

> Hi everyone,
>
> last week, Allin and I worked on better integration with R, and it would
> be very helpful if some of you guys could test a new feature, which is
> available in the current CVS version and/or the windows snapshot: you can
> now edit R sources and have R execute them, with the data in your current
> gretl session auto-loaded for you.
>
> An example will probably clarify:
>
> 1) load the "data4-1.gdt" example file
> 2) run an OLS regression of "price" on the other 3 variables: you should
> get something like
>
>    const               129.062           88.3033        1.462   0.17456
>    sqft                  0.154800         0.0319404     4.847   0.00067
***
>    bedrms              -21.5875          27.0293       -0.799   0.44304
>    baths               -12.1928          43.2500       -0.282   0.78376
>
> 3) now open Files > Script files > New and choose "R script"
> 4) an edit window should open: write the following R commands:
>
>    mod1 <- lm(price ~ sqft+bedrms+baths)
>    summary(mod1)
>
> 5) click on the gears icon and choose "Non interactive"
> 6) after a few moments, an output window should open with the results,
> among which:
>
>                 Estimate Std. Error t value Pr(>|t|)
>    (Intercept) 129.06163   88.30326   1.462 0.174559
>    sqft          0.15480    0.03194   4.847 0.000675 ***
>    bedrms      -21.58752   27.02933  -0.799 0.443037
>    baths       -12.19276   43.25000  -0.282 0.783758
>
> (Hey, the same numbers! Amazing!)
>
> IMHO, this mechanism (if working properly) will be very beneficial to
> gretl _and_ R users. However, it is not very well tested, and anything
can
> happen (crashes, data losses, kittens being eaten, your house on fire).
> So, I'd like to invite anyone who has even a marginal interest in R to
> give this new feature a good run, so we can debug it properly before the
> next release.
>
> Thanks.
>
> Riccardo (Jack) Lucchetti
> Dipartimento di Economia
> Università Politecnica delle Marche
>
> r.lucchetti at univpm.it
> http://www.econ.univpm.it/lucchetti
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