What's new in gretl 2018a
Apr 29, 2018
- New function instring(): boolean variant of strstr()
- "join" command: add --aggr=spread option for importing high frequency data for use in MIDAS analysis
- strsplit() function: add optional third argument to choose the separator on which to split strings
- mreverse() function: make this work for a list argument
- hpfilt() function: add option of one-sided filter
- svm() function: better handling of missing values, and add support for probability estimation
- cdf() function and friends: add support for Laplace distribution
- R-function support: handle string arguments
- rename some functions: colnames becomes cnameset, rownames becomes rnameset, and colname becomes cnameget; the old names still work as aliases
- New function rnameget(), strictly analogous to cnameget()
- Fix bug: setting of a series as "discrete" via the GUI got broken
- Fix bug: the --www option for opening a database file got broken
- Error messages from X13-ARIMA: try to relay these to the user more effectively
- "arima" command: big speed-up for exact ML estimation of specifications without an AR component
- "heckit" command: add selection equation regressor list to $model bundle under the key "zlist"
- "xtab" command: add --quiet option and enable accessors $test and $pvalue for the Pearson chi-square test in the bivariate case
- "difftest" command: add --quiet option
- "smpl" command: add --quiet option
- "foreign" command, python interface: add support for fast data transfer via binary matrix files
- CSV data reader: support date format YYYY-Qq for quarterly data
- Kalman filter documentation: add an example, one-sided Hodrick-Prescott filter in the manner of Stock and Watson
- GUI: tabbed script editor option: make this the default
- GUI convenience: add facility to generate 100-based indices of selected series
- GUI plot editor: support selection of dash patterns for plots using lines
- GUI file chooser for "Open data": remember the last chosen file type and set the filter accordingly
- Build fix: correct undefined symbol in cephes/iv.c
- Boxplots: fix for incorrect extent of "whiskers" in some cases
- Boxplots: fix for "collapse" of boxplot when edited in the GUI, if the locale decimal separator is ','
- GUI fix: the iterate option for groupwise weighted least squares (Model/Panel menu) had become disconnected
- GUI fix: plot with confidence band could go wrong in the presence of missing values
- Windows fix: error on trying to save a record of executed commands on program exit
- Several refinements for configuring and building gretl on MS Windows
- Windows packages: update to gtk 2.24.32
- OS X fix: intra-program drag-and-drop provoked crash
- translations: add simplified Chinese
New in gretl 2017a (Apr 21, 2017)
- Improved parsing for the member-of relation, on both the leftand right-hand side of hansl statements
- Calendar: ensure that the Gregorian calendar is used consistently but add some optional support for handling Julian dates (also add a User's Guide chapter on this)
- xls, xlsx, ods and gnumeric data importers: handle string data (this facility extended from the CSV importer)
- Remove obsolete Kalman-filter interface
- Sequential numbering of models: skip models estimated with the --quiet flag and also those estimated within functions
- Deprecate "=" as obsolete synonym for boolean "=="
- New functions kmeier() and naalen() for nonparametric estimation of survivor and hazard functions
- Add normtest() function: works much like the "normtest" command, but handles vectors as well as series
- Add ecdf() function to compute the empirical CDF for a series or vector
- New function npcorr() for nonparametric correlation, either Kendall's tau or Spearman's rho
- bwrite() function for writing bundles as XML: support gzip compression if the filename has the ".gz" extension
- typeof() function: document it, and extend it to cover members of bundles and arrays
- "include" command: make it respect the "catch" flag, and add a --force option to force re-reading of gfn files
- "corr" command: add a --plot=filename option; also add --matrix option to take data from a named matrix
- "gnuplot" and "plot" commands: add a --font option
- "fcast" command: in the case of the --rolling option, accept the name of a scalar variable for the steps-ahead argument; also respect the last observation specification in all cases
- "tsls" command: calculate Sargan test in overidentified case even when there are no endogenous regressors, to allow "difference in Sargan" test
- "modtest" command with --autocorr or --arch option, as applied to VAR/VECM: switch from per-equation tests to multivariate tests as described in Lutkepohl's 2005 book, but add a --univariate option to give per-equation tests
- "var" and "vecm": enable the --window (-w) option to show results in a window from script execution
- "hausman" command: add options --nerlove and --matrix-diff to inflect the random effects estimator and calculation of the Hausman test statistic
- Principal Components window in GUI: support selection of a specific number of components to save as series
- ARMA models in GUI: add menu item to view plot of spectrum versus sample periodogram
- Fix bug: functions failing to return loop-index value
- Fix bug: couldn't assign to an array member of a bundle
- Fix bug: multiple X-Y scatterplots could fail when using long variable names
- Fix bug: the matrix-oriented version of the "restrict" command would fail when only the constant was restricted
- Fix bug: reading of gzipped matrix files via mread() was much slower than necessary for large matrices
- Fix bug: couldn't read .mat (matrix) files generated by R on Windows when they contained NaN values
- Fix bug: closing the function package browser while a package is running could cause a crash
- Fix bug: possibly misaligned labels when doing a groupmeans scatterplot using panel data
- Fix bug: "outfile" command with --buffer option was failing on MS Windows
- Update documentation for inlist() function
- Update translated Command Reference PDF files for Italian and Portuguese
- Add Galician (Galego) translation of the online Function Reference
- User's Guide: add a chapter on degrees of freedom correction for standard errors and related statistics
- Build for Mac OS X: update the bundled GTK stack
- Builds for MS Windows: update compiler to gcc 5.4.0
New in gretl 2016d (Jan 26, 2017)
- New commands to support MIDAS: "midasreg" and "hfplot"
- New MIDAS-related functions: hfdiff(), hfldiff(), hflags(), hflist(), mgradient(), mlincomb() and mweights()
- Add sample MIDAS datafile, gdp_midas.gdt, and accompanying illustrative script, gdp_midas.inp
- New function BFGSmaxc() for constrained maximization using L-BFGS-B, version 3.0
- New maximization function NMmax() (Nelder-Mead "amoeba")
- New function cnumber() to get Belsley's condition number
- Small fixes for --compact=spread and new lags() options
- "qlrtest" command: enable --quiet option
- "nls" command: make --verbose output more informative
- "modtest" command: add --xdepend option for Pesaran's CD test of cross-sectional dependence in panel-data models
- "gnuplot" and "plot": add "bars" option for plotting a confidence band with error bars
- "pca" command: restore facility to skip missing observations rather than flagging an error
- "fcast" command: add a --stats-only option to print the forecast evaluation statistics without the actual forecasts
- "outfile" command: add a --buffer option to divert output to a string variable
- median() function: accept a list argument, as with mean()
- GUI main window popup menu: add option to check for collinearity when two or more series are selected
- GUI function package browser: add last-modified date to the information shown; remove option to edit packages
- The option of using the Box-Muller method for generating random normals is now removed
- The Mersenne Twister code is updated to SFMT 1.4.1, and the generation of random normals is speeded up
- Add and document a $model accessor which retrieves a bundle containing information regarding a single-equation model
- Matrix manipulation syntax: allow use of negative indices to drop specified rows/columns
- Fix an issue where gretl might fail to read back a gdt data file written by itself
- Fix for sort() and dsort() as applied to row or column vectors: if row or column names are present, keep them aligned with the original values
- Fix breakage in "dataset renumber" command
- Fix breakage in "modtest" command with --white option
- gig addon: fix an off-by-one bug
- Fix bug: potential crash in GUI filter plot with very long series name
- Fix bug: non-interactive calling of R from gretl on Windows got broken somehow
- Fix: return 1 rather than NA for chi-square p-value in case of underflow
- Fix bug in mcorr() function: correlations between constants should be NaNs, not zeros
- Fix bug: potential crash with the "delete" command on a list which contains duplicated series
- Installers for Windows, Mac: include fuller set of PDF docs
- MS Windows builds: update to gtk-2.24.30, update libffi
New in gretl 2016c (Jul 7, 2016)
- Add Ukrainian translation
- Major revision of the user interface to the Kalman filter and state space modeling
- New function dropcoll() to expunge collinear terms from a list of series
- lags() function: accept a vector for the first argument
- New variable under the "set" command: "force_qr" forces the use of QR decomposition in the "ols" command
- Add new --band option to the "gnuplot" and "plot" commands, for plotting confidence bands and the like
- "gmm", "mle" and "nls" commands: document the previously hidden "param_names" keyword
- "nls" command: add --no-gradient-check option, as in "mle"
- "append" command: add --fixed-sample option: restricts the operation to "sideways" appending of new series
- "data" command, --compact option: add new mode, "spread"
- Writing and reading files via commands and functions: ensure that the gretl "working directory" is respected if an absolute path is not given
- Fix spurious "no numeric conversion" message emitted by some plot editing operations
- Lags button for exogenous variables in VARs: ensure it's sensitive when it's supposed to be
- Add Nile flow dataset to the package, plus a sample script that estimates the Local Level model
- Function package DTD: make "tags" element mandatory; plus add offline tags list to GUI package editor
- Fix bug: crash on malformed "genr" expression with only a type name
- Fix bug: crash with the "mpols" command when the dependent variable is a constant
- Fix bug: gnuplot error on selecting "loess fit" via the GUI plot editor when the plot already has a fitted line
- Fix bug: the transpose-multiply operator (') now respects right-associativity
- gig: add variance forecasting (only residual-based for APARCH so far)
- Miscellaneous smaller bug fixes
New in gretl 2016b (Apr 16, 2016)
- "panel" command, random-effects version: show an overall Wald chi-square test on the named regressors; also support the --robust option
- "dataset" command: expose and document the "pad-daily" option
- "vecm" command: clarify the options available when specify- ing a restriction on beta via matrices R and q
- Commands that produce both textual output and plots: add a --plot option to control the format of the plot
- GUI help text: make references to the Gretl User's Guide chapter-specific, and make the file open at the specified chapter if the PDF viewer supports that functionality
- GUI "view code" option for function packages: avoid slow loading of big code buffers
- GUI plot editor: enable selection of point size for graph styles that use points
- Internal code: introduce several optimizations to speed up execution of complex scripts
- "foreign" language mechanism: add basic support for Julia (including editing and execution of Julia programs)
- build: try harder to respect --disable-nls (though this is very difficult nowadays)
- Fix bug: crash on performing some matrix transformations using the GUI "icon view"
- Fix bug: broken format in output of actual versus forecast values in some cases
- Fix bug: CSV import failing in locales that use decimal comma when file uses decimal comma and also '.' as thousands marker
- Fix bug: handling of "missingness" in imported daily data not working quite right
- Fix bug: "omit" command with --auto option failing for ordered logit/probit models
- Fix bug: potential crash in printing the results of a random-effects probit model with small RE variance
- Fix bug: GUI access to nonparametric models was broken
- Fix bug: not flagging an error when given a broken right- hand side specification in the "restrict" command
- Fix bug: matrix-form restrictions on VECM model not being accepted even when valid, in some cases
- Fix bug: partial parsing of command line when blocked by a false if-condition could give rise to spurious errors
- Fix bugs: some subtle fail conditions for saving compiled loops onto functions
- OS X (quartz) build: update to GTK 2.24.29, and fix a GTK issue which led to crashes on OS X 10.11 (El Capitan)
- OS X (quartz) build: fix problem with gnuplot wxt window, add Adwaita theme, and make Adwaita the default
- Bundled gnuplot for Windows and OS X: update to 5.1 cvs as of March 2016
New in gretl 2016a (Jan 27, 2016)
- syntax enhancement: allow specification of type when setting a bundle member
- syntax enhancement: allow specification of a null default value for a matrix argument to a user-defined function
- script execution: save "compiled" loops in functions that are called repeatedly, for greater efficiency
- add exists() function, recommended as a replacement for the now-deprecated isnull()
- add pxnobs() function: gives the number of valid cross- sectional observations on a given series in each period
- pxsum() function: revise this to skip missing values
- the gretl array type: document the array() and defarray() functions
- "arima" command: allow ARIMA(0,1,0) without constant
- "heckit" command: allow clustered standard errors
- "reset" command: add --silent option
- "store" command and GUI "Export data" menu item: add option to save data in Stata's binary format (dta version 113)
- "funcerr" keyword: allow use of a string variable to provide the message to be printed
- Improve handling of string-valued series across sub-sampling
- Improve display of string-valued series in GUI
- seasonals() function: enable this for panel data when a suitable imterpretation of the time dimension has been set via "setobs"
- Fix bug 196, Help button for HCCME misaligned in case of a non-MPI enabled build
- Fix bug 197, invalid "xtics" specification for some weekly time-series plots caused gnuplot to abort
- Fix bug: failing to detect common "missing value" strings in spreadsheet data importation via the GUI
- Fix for linearize() function: don't fail when tramo finds that the input doesn't need linearizing
- Fix bug: incorrectly sized object in ODBC data importation could cause a crash
- Fix bug: possible crash on importing data from a Stata dta file on 32-bit Windows
- Fix bug: in "hsk" the auxiliary regression should always include a constant, even if the base specification doesn't
- Fix bug: South-East element of intreg Hessian was buggy (was affecting Tobit as well)
- Fix bug: in GUI setting of dataset structure, the interpret- ation of stacked cross-section panel data was incorrect
- Application of "catch" to user-defined functions: drop back from an error to a warning, for now
- Appending daily data: don't fail when we have enough date information to succeed
- Improve handling of EPS plot output (including respecting the color/mono choice properly)
- Stata dta importer: support dta format 118 (Stata 14)
- GUI: some cosmetic fixes specific to gtk 3
- GUI script editor: implement choice of gtksourceview style
- GUI function package editor: ensure that old-style "minimum version" specification is read correctly; also ensure that appropriate line-breaks are set by the help-text editor
- Add workaround to avoid OpenBLAS crash on matrix inversion when the input matrix contains NaNs
- Remove support for gnuplot < version 4.6.0
New in gretl 2015d (Jan 22, 2016)
- add varnames() function: similar to varname() but returns an array of strings given a list argument
- movavg() function: add option to supply a specific initializer for the exponential moving average; also enhance the corresponding GUI
- "setobs" command: provide more flexible means of setting panel group names when using the --panel-groups option
- "tabprint" and "eqnprint" commands: deprecate the syntax "-f filename" in favor of --output=filename
- "modtest" command: respect the --quiet and --silent options when the test is on a multi-equation model
- Document some undocumented accessor variables
- Make some error messages more specific and explicit
- Add new Function Package Guide to Help menu
- Data-editing spreadsheet: improve formatting of values
- GUI function package editor: further fixes and enhancements
- SVAR: implement Kilian's bias correction procedure properly
- Fix bug: possible data corruption on reading a gdt file containing subnormal values
- Fix bug: using options with the "data" command was broken in the GUI program
New in gretl 1.9.92 (Sep 22, 2014)
- Add new functions: isdiscrete(), isdummy()
- Enable faster execution of assignment statements in loops
- Add and document function-form of "sprintf"
- Fix bug: correct the procedure for recoloring following prewhitening in the context of the Newey-West HAC estimator
- Fix bug: "omit" would not print full estimates in a loop
- Fix bug: crash when using "Edit/modify model" in GUI for a biprobit model
- Fix bug: "catch" for genr in loops not always setting $error value on error
- Fix bug: incorrect behavior of randgen() for uniform values when the given lower bound is negative
- "append" command: add option --update-overlap
- "data" command: use --compact option in place of ad hoc "(compact=method)" syntax
New in gretl 1.9.91 (Jul 29, 2014)
- Add Japanese translation
- Add new functions: curl(), jsonget(), nlines(), kpsscrit(), genseries()
- Add new command "setopt" for pre-setting of command options
- Add command "flush" for use with time-consuming scripts and hansl functions
- "smpl" command: add a --permanent option to make a sample restriction permanent (not undoable); also add an option --no-all-missing to complement --no-missing
- "data" command: support globbing for names of series to fetch from gretl native databases
- "ar1" estimation: better error message(s) on failure; also tighten the convergence criterion but add a --loose option for backward compatibility
- "modtest" and "coint" commands: add --silent option for each
- Importing "CSV" etc: handle UTF-16 and UTF-32 by recoding, if recognized via Byte Order Mark
- ghk() function: add an optional trailing argument to receive the derivatives of the multivariate probabilities
- weekday() function: generalize to accept series arguments
- kdensity() function: accept a vector argument
- When creating a matrix from {list} or {dataset}, add the names of the variables as column names
- Difference of means test: use Satterthwaite approximation if the two variances are not assumed to be equal
- $dwpval: return NA rather than flagging an error if we get a negative Imhof integral (and adjust the doc)
- GUI dataset structure "wizard": allow annual data to start in the year 1
- Fix bug: GUI crash when estimation of rho fails for ar1 model
- Fixes for the XLS importer including recognition of the Excel NA() function
- Fix broken encoding of German translation
- Fix bug in OS X (quartz) package: GDK could lose track of its PNG loader, so graphs would not display
- Hush some gcc-4.9.0 warnings
- Deprecate use of the "set" variable halt_on_error (and remove its documentation)
- Build: update config.guess and config.sub from autotools git
New in gretl 1.9.90 (May 3, 2014)
- GUI reorganization: move the Function packages menu from /Files to /Tools
- GUI enhancement: add News button under "/Help/About gretl" to display list of changes in the current version
- Help menu: add item for the new "hansl primer" which covers the basics of gretl's scripting language
- Introduce a new native binary datafile format, the gdtb file (zipped XML metadata plus binary values)
- Add new functions: bread(), bwrite(), substr(), easterday()
- "summary" command: add --weights option
- "tabprint" command: add --csv option
- fdjac function: provide choice of algorithm
- Enable use of arrays in the SFMT random number generator
- Enable use of value labels (if any) in factorized boxplots
- Enable use of named lists in the GMM() and GMMlevel() parameter-groups for the "dpanel" and "arbond" commands
- Print out alternative definition of R^2 in FE linear panel data models
- Add choice of compression level when saving data in native gdt format
- Stata dta import: handle (illegal!) non-ASCII characters in variable names
- X-12-ARIMA interface: support the new X-13-ARIMA-SEATS as an alternative
- Fix bug: incorrect plot header when the --radians option was given with the "pergm" command
- Fix bug: the --test-down option to "coint" was not working as advertised
- Fix bug (?): the final regression in "coint" (Engle-Granger test) could end up using a different sample range depending on whether or not the --skip-df option was given
- Fix bug: incorrect handling of Poisson regression when the specification does not include an intercept term
- Fix bug: bad handing of decimal comma in context of the --by option
- Fix bug: incorrect treatment of big-endian SPSS "sav" files on data import
- Fix bug: the auxiliary regression for White's test should contain a constant even if the model to be tested does not
- Fix bug: wrong starting date being sent to x12a/x13as for monthly data starting in October
- Fix bug: score calculation for random-effects probit was incorrect
- Fix bug: incorrect estimates when the --robust option was used with the "wls" command
- Fix bugs 181, 182
- Internals: add support for multiple, independent PRNGs
- configure script: add an option --disable-www which drops the libcurl dependency, conditional on not building the GUI program
New in gretl 1.9.14 (Apr 24, 2014)
- Use daily dates when plotting daily/weekly data and there are not too many observations
- Line-numbering in the script editor: make this a preference which is remembered
- mols() function: parallelize some of the work for builds with openmp enabled
- GUI: provide a menu item for adding a panel unit index
- GUI: "/File/Save data as" now switches the current dataset to the name of the saved one
- Fix bug: the build of gnuplot included in the gretl-quartz package (for Mac) did not work properly in stand-alone mode
- Fix bug: the importer for SAS "xport" files over-counted the number of observations, leading to out-of-memory failure on very big datasets
- Fix bug: the --show-plot option to the "freq" command was not being respected
- Fix bug: failure parsing value-labels for "int" arguments in building function packages
- Fix bug: "foreach" loop failing when given a single term that is not a named list
- Fix bug: panel Hausman test producing bad output under some conditions
New in gretl 1.9.3 (Nov 30, 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
New in gretl 1.9.2 (Nov 8, 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
New in gretl 1.9.0 (May 3, 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
New in gretl 1.8.1 (May 24, 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
New in gretl 1.8.0 (Jan 24, 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