[Gretl-devel] Gretl and R integration

[Allin Cottrell]

On Sat, 24 May 2008, Allin Cottrell wrote:

> BTW, please watch out for some changes in CVS: I'm moving the 
> R-file writing apparatus from gui_utils.c to a new file, 
> lib/src/foreign.c, so as to support command-line invocation of 
> chunks of external script, as per Ignacio's suggestion.

E.g., based on the example in the manual:

<script>
open bjg.gdt
foreign language=R
  # extract the log series 
  y <- gretldata[, "lg"]
  # estimate the model
  strmod <- StructTS(y)
  # save the fitted components
  compon <- as.ts(strmod$fitted)
  # save the estimated variances
  vars <- as.matrix(strmod$coef)
  # export into gretl's temp dir
  gretl.export(compon)
  gretl.export(vars)
end foreign
append @dotdir/compon.csv
vars = mread("@dotdir/vars.mat")
print vars
</script>

This works in CVS.  I'll do some proper testing tomorrow. 
("foreign language=ox" should be a possibility too, but it's not 
ready yet.)

Allin.