[Gretl-users] obsolete functions in package editor

Sven Schreiber svetosch at gmx.net
Tue Jan 23 04:24:01 EST 2007


Allin Cottrell schrieb:

> 
> Thanks, Sven, I think we're getting somewhere with the user-defined
> functions now.
> 
>

Thanks for all the quick bug fixes! The function packaging was already
nice from the beginning, that's why I stuck to it, the bugs really
weren't that bad. I think gretl's intuitive scripting capabilities are
really a strong selling point. Eviews' language for example may have
more features, but otherwise it is a nightmare IMHO.

I have now finished three function packages calling python/numpy in the
background (what I call py4gretl) and estimating some VECM stuff:

1) py4gretl_vecm allows to differentiate between restricted and
unrestricted exogenous terms, for example to have a level shift in the
data but not a broken trend. It returns standard estimation results, and
does tests for weak exogeneity and some tests on \alpha_\perp
(Gonzalo-Granger factor exclusion tests).

2) py4gretl_vecdecomp returns new series, namely the components of the
Gonzalo-Granger decomposition and the Stock-Watson common-trends
representation (in the Proietti variant, for those who want to know).

3) py4gretl_vecrestrict allows to place general linear restrictions on
\alpha and \beta, following Boswijk and Doornik's (2004, section 4.4)
switching algorithm.

Of course they need more testing and are definitely beta-quality. In
order to avoid confusion they officially require gretl 1.6.1, so I'm not
sure it makes sense to publish them before 1.6.1 is released.

There's one feature request I would have for 1.6.2 though: a matrix
editor accessible from the function package call dialog; that is,
whenever the user must choose a matrix as a function parameter, give her
the possibility to define/edit the matrix on the fly, similar to the
named list editing capabilities.

Cheers,
Sven



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