November 30th, 2010· New estimation command "biprobit" (bivariate probit)
· New panel unit-root command "levinlin"
· Add help text for "dpanel"
· "restrict" command: enable the --full option for single-
· equation models estimated via OLS (makes the restricted
· estimates available as the "last model")
· "restrict" and "estimate" for equation systems: don't
· insist on a system-name argument, but allow a default of
· the last model (provided it was a system)
· GUI graphs: allow option of replacing the original graph
· with a zoomed view
· Panel time-series graphs in GUI: add another format option
· and try to use date information if available
· lrvar function: allow vector argument in place of series
· Iterated GMM: raise default maximum iterations to 250, and
· add a new "set" variable, "gmm_maxiter"
· Fix bug 3105271
· Fix bug: crash in lapack in case the number of instruments
· exceeds the number of observations in tsls
· Fix bug: recent breakage in quantreg command for the case
· of multiple tau values
· Fix bug: ensure that the main window gets updated when
· series are deleted via the console
· Fix bug: don't show an excessively long list of series in
· the dialog box for confirming deletion of series
· Fix bug: creation of matrices from data series in a loop
· which changes the sub-sample via --restrict
· Fix bug: setting "halt_on_error" off should not suppress
· printing of error messages
November 8th, 2010· New command "fractint" (fractional integration test)
· The "pergm" command no longer does fractional integration
· testing as a side-effect
· The "open" command now supports http to get a data file
· (of any supported format) directly from the internet
· "kalman": allow a constant term in the state transition
· equation
· "modprint" command: allow a string literal for the second
· argument; support both commaand space-separation of
· parameter names
· "dataset expand" command: add an "interp" modifier to use
· interpolation rather than repetition of values; also
· remove the option of going directly from annual to
· monthly frequency
· "heckit" command: enable the --robust option for QML standard
· errors and the --quiet option
· "mahal" command: add a --quiet option
· "arima" command: add new option --save-ehat
· pdf function: support the poisson and binomial distributions
· (giving the probability mass)
· New function invmills() to get the inverse Mills ratio
· New function bwfilt() to compute the Butterworth filter
· (thanks go to D.S.G. Pollock), plus GUI access under
· /Variable/Filter (time-series data only)
· New function polyfit() to obtain a polynomial trend line
· New function chowlin() to perform Chow-Lin interpolation
· of higher-frequency data
· New function varsimul() to simulate VARs
· New accessor $mnl_probs to get the estimated outcome
· probabilities for a multinomial logit model (plus GUI
· access under the Analysis menu in the model window)
· GUI interface to X-12-ARIMA: add more options to control
· the program's behavior
· GUI model specification dialog: add a "genr" button
· GUI, main window toolbar: add a button for direct access to
· native gretl databases
· Fix for multinomial logit: correct bias in favor of the
· base case in the reported fitted values ($yhat)
· Fix VAR forecasts: ensure consistency in exactly where
· a dynamic forecast starts
· Fix bug 3021540 (sorting dataset)
· Fix bug 3021854 (spreadsheet import with no numeric data)
· Fix bug 3050710 (build process: LDFLAGS not respected)
· Fix bug 3054932 (build process: libdir not used)
· Fix bug 3074946 (specific MA lags not remembered in ARMA GUI)
· Fix bug 3082926 (crash or bad session file when saving a
· session containing models with missing observations)
· Fix crashing bug in Wilcoxon signed rank test
· Fix bug: adf test with --gls option: don't use too many
· pre-sample values for the detrending regression
· Fix bug: crash in GUI when estimation of a restricted VECM
· was not successfully completed
· Fix for OS X: we now support Ctrl-click as equivalent to
· right-click (for popup menus, etc.)
· Fix for finding user's customized LaTeX preamble file
· Fix: more rigorous detection of whether TeX output is PDF
· rather than DVI
· Fix: when compacting a dataset, some values that should be
· missing were appearing as zero
· Traditional Chinese locale: encode text to CP950 for EMF
· files via gnuplot
· Drag-and-drop onto gretl main window: support database files
· (gretl native, RATS or PcGive) as well as regular data files
· Graphs in GUI: for plots that don't support the full graph
· editor, add a font selector
· Build: require libgmp (no longer an optional extra)
· Internals: modify GUI sources to ensure that gretl will build
· OK with the forthcoming GTK+ 3.0
· MS Windows: update Inno installer and add the officially
· recognized translations
May 3rd, 2010· 05-02-2010 gretl version 1.9.0
· New command: "duration", for estimation of parametric
· duration models (e.g. Weibull)
· New command: "negbin", for estimation of count data
· models using the Negative Binomial distribution
· poisson regression: add overdispersion test and also
· --robust option to get a QML covariance matrix
· New command modifier, "catch" to catch errors and
· permit continuation of script execution
· "labels" command: add options to write variable labels
· to file, and to read labels from file
· Consolidate commands: the old "graph" and "plot"
· commands (ASCII graphics) are unified in "textplot"
· Enable full-text search of "online" help files
· Enable help for specific "settable" variables, as in
· "help set lbfgs"
· "mread": search the gretl working directory if the
· file is not found at first
· "dataset sortby": allow the use of a list to specify
· multiple sort keys
· ODBC import: enable extraction of multiple data series
· per SQL query
· ODBC: enable support in the binary packages for OS X
· Observation labels: permit non-ASCII UTF-8 characters
· Export of data to R, interactively: add a message
· confirming that the export worked
· "foreign" code blocks: add support for GNU Octave
· GUI: add export/import of variable labels
· GUI: enable choice of ordering for Cholesky decomposition
· for VAR impulse response plots
· GUI graph editor: add option to show a grid; add facility
· to display highlight bars in time-series graphs, e.g.
· NBER recession dates
· Filter functions movavg, bkfilt and hpfilt: offer
· greater control via additional optional arguments
· Add new functions, digamma, kdensity, monthlen and
· epochday (the latter two are calendrical)
· Add new built-in constant: "macheps" gets the
· machine precision
· OS X package: add icons and associations for gretl data,
· script and session files
· Add compile-time option to use openmp for multi-threaded
· matrix multiplication
· Fix bug: crash on exact collinearity when estimating a
· system of equations
· Fix bug: broken test output in tsls when the matrix of
· instruments is near to rank-deficient
· Fix bug: errors in Exponential Moving Average in GUI
· Fix bug: non-ASCII characters not handled in function
· package upload to server
· Fix bug: double normal cdf did not handle correctly some
· corner cases
· Fix bugs 2944000, 2956109
· Fix font-encoding issues on MS Windows: session-names
· with non-ASCII characters were not appearing in the gretl
· title bar; and the encoding was getting broken between
· copy and paste, e.g. in script windows
· Fix bug in Hausman test after tsls: ensure the sample size
· is consistent
· Fix integer overflow bug in Breusch-Pagan poolability test
· Graphing via gnuplot: require version >= 4.2.0
May 24th, 2009· Fix bugs 2533543, 2590417, 2604963, 2687954, 2734471,
· 2741374, 2780592
· resample() function: add a second, optional parameter,
· namely a block length for resampling by moving blocks
· Ensure that gretl.lang (for gtksourceview) gets updated
· in Windows build
· Forecasts with confidence intervals: make the confidence
· level configurable via the GUI (and similarly for
· confidence bands on impulse response plots)
· VECMs: add a GUI selector for lags of any exogenous
· variables
· genr: make '^' (exponentiation) associate rightwards
· genr: support the syntax "func(args)[slice]" to select
· directly a submatrix from a function call that returns a
· matrix
· panel, random effects estimator, Hausman test: notify the
· user if the matrix-difference version of the Hausman test
· fails; also document the --hausman-reg option in the help
· entry for the "panel" command; and fix the covariance
· matrix in case --hausman-reg is chosen.
· VARs: support gaps in the lag structure (not for VECMs);
· also, allow single-equations VARs
· New GUI graph option: "Plot curve" under the tools menu,
· for quick plotting of a formula
· Chow test: add the option of specifying a dummy variable
· rather than a break point
· Boxplots: enable boxplot command in loops
· seq() function: add a third, optional step parameter
· Speed up loading of very large data files in gretl
· native format
· Fixes for handling of data files with over 999 variables
· Minor improvement to parsing of dates in CSV files
· "lags" command: accept a scalar variable for the parameter
· indicating how many lags to generate
· "logit" command: support multinomial logit via a new
· option, --multinomial
· ordered logit, probit: add count of cases 'correctly
· predicted', plus overall likelihood ratio test for all
· slopes = 0
· Graph editing dialog: provide more comprehensive font
· selection apparatus if gnuplot supports cairo
· "gnuplot" script command: add mechanism for naming the
· output file, and selecting EPS/PDF/PNG output directly
· Fix bug in binomial plot for 60
January 24th, 2009· Fix bug: crash in "Add random variable" dialog
· Translation fixes
· Add new command: "modprint"
· Remove obsolete commands: "rhodiff" and "hccm"
· Speed-ups for the pdf() function as applied to a series argument
· New option --numeric for the nls and mle commands, to force the use of numerical derivatives
· Numerous small graphing and GUI fixes
· MS Windows: fix for opening graphs in old session files
· Graphs: "display PDF" option: fix possible encoding issue
· GUI graph controller: new facility to add a line, defined via a formula, to an existing graph
· GUI graph controller: add facility to choose point style
· Gnuplot line-color selector: extend to 6 colors, and distinguish between setting the "palette" and setting ad hoc colors for a specific graph
· Scalars: make these accessible via the icon view window; enable copying to clipboard as CSV; enable entry of a formula (starting with "=") in scalar-editing window
· Fix encoding issue when copying to clipboard as plain text or RTF
· Boxplots: hand the production of these over to gnuplot
· New function: urcpval(), gives user access to James MacKinnon's p-values for unit root and cointegration test statistics (tau)
· New function: mpols(), enables multiple-precision OLS for user-defined matrices
· New function: toepsolv(), solves a Toeplitz system of linear equations
· New function: mcovg(), matrix covariogram
· Improve error-reporting in relation to GUI genr dialog
· Make parsing of input from GUI ARMA dialog more robust
· New feature: add importer for SPSS .sav files
· CSV importer: try to handle time-series data in reverse chronological order
· "fcast": allow variables for the startobs and endobs arguments; add "rolling" k-step-ahead option
· Fix bug in ADF --verbose printout (wrong p-value shown for one lagged difference in some cases)
· GUI plot editor: translate the gnuplot style strings
· Switch to more compact tabular form for presenting model statistics
· OLS and fixed effects: add option to calculate p-value for the Durbin-Watson statistic
· Add accessors $Fstat and $chisq for the overall F-statistic or chi-square test from the last model
· Make the "restrict" command available for nls, mle and gmm
· Improve forecasting options for nls models
· Add model menu item: "Modify model", under the Edit menu, provides a clone of the model specification
· Loops: allow the "gnuplot" command, operating strictly in batch mode
· New command "intreg": implements interval regression
· Several updates to the documentation
· Fix bugs 2042328, 2472732, 2510727, 2510759
Find us on Google+
