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gretl Changelog

What's new in gretl 2023c Snapshot

Aug 22, 2023
  • String-valued series: support returning such series from a user function, and loosen the restrictions on assignment to such series
  • New function strvsort(): recodes a string-valued series such that the numeric codes correspond to the alphabetical order of the string values
  • Fix bug dating from 2022c: broken handling of the syntax listname.series when used in a function that is called from within a loop
  • Fix bug: possibly incomplete results when compacting daily data to weekly
  • Fix bug: wrong alignment when appending dated weekly data
  • Fix bug: possible duplicate entries in GUI function package listing
  • Fix bug: markdown conversion not always working properly
  • GUI: use "Apply" and "OK" buttons more consistently
  • GUI: add a menu item to install a local function package, under the "/File/Function packages" menu

New in gretl 2023b Build 2023-07-21 (Aug 22, 2023)

  • New command "kdplot": simple access to a kernel density plot a single series
  • New function typename(): return a string giving the type of the argument (can replace typeof() and typestr())
  • "arima" command: implement built-in procedure for assessing lag orders, via new --lagselect option, and add GUI access
  • "corr" command: add 1 percent critical value of correlation coefficient to the output
  • "join" command: import descriptions of newly-added series, if present
  • "gnuplot" command: add new options --inbuf and --outbuf to accept, respectively, input from a named string and output to a named string
  • "smpl" command with the panel-data --time option: support the --replace modifier
  • "outfile" command: insist on correct syntax for usage with the --tempfile option
  • Aggregate() function: support matrix input
  • Misszero() and zeromiss() functions: support matrix input
  • SVAR addon: implement mixed (set-based and zero) restrictions
  • Geoplot addon: make the plot key position configurable
  • Regls addon: add an mregls() function for working with data in matrix form
  • Add optional boolean "skip_na" argument for several matrix functions that compute statistics
  • Functions bkfilt, bwfilt, fracdiff, filter: disallow panel data since these functions assume regular time-series data
  • Boxplots: respect the chosen gnuplot theme, if applicable
  • Add "empty" as a dummy constant for initializing an empty string, matrix, bundle or array
  • "numeric" meta-type: allow usage in function packages, and hook it up for syntax highlighting
  • Function packages: support use of Markdown for help text
  • Function packages: add a new special function role named "ui-maker" to support customization of the user interface
  • "R_functions" facility: handle row and column names when passing matrices to and from R
  • Fix bug: failure in the Kalman function ksmooth() when in "univariate" mode and the observable has more elements than the state
  • Fix bug: possible failure in "smpl" with the --time option for panel data
  • Fix bug: memory corruption on trying to append an array to itself
  • Fix bug: single-equation LIML could fail when there's no constant in the specification
  • Fix bug: spurious "no data avilable for forecasting" error in GUI forecasting from ARIMA model without constant term
  • Fix bug: function package code with very long lines could lead to a crash (e.g. on "View code" in the GUI)
  • Fix bug: the sumc() function produced incorrect result for complex matrices (too large by 1)
  • Fix bug: potential crash on calling a hansl function with no arguments when it has only optional parameters
  • Fix bug: MPI crash on broadcasting an empty matrix, with some MPI variants
  • Fix bug: potential crash in estimating a restricted VECM when there are no regressors outside of the cointegration space
  • Fix bug: potential crash in "arima" with the --x-12-arima option with data starting in the year 1
  • Fix GUI bug: dynamic panel data model menu item not always available when it should be
  • Fix GUI bug: breakage on trying to select the decimal comma when exporting data as CSV
  • GUI "Check for addons" facility: redesign to present the information more clearly
  • GUI sample selection for panel data: clarify and fix
  • GUI "stop" button to abort script execution: make this more responsive
  • GUI "dataset structure wizard": improve the efficiency of checking candidate unit and time variables for panel data
  • Add new example data file: sunspots time series from 1740
  • User's Guide: updates, including description of data file formats
  • Add more strings to gretl.pot and update translations
  • 64-but Windows build: update to OpenBLAS 0.3.23 and MS-MPI version 10.1.3

New in gretl 2021b Build 2021-05-04 (May 5, 2021)

  • New function trigamma(): second derivative of lngamma
  • New function midasmult(): gives MIDAS multipliers
  • New command "bds": BDS nonlinearity test
  • Gdtb data format: make the new variant the default
  • Tighten up on defbundle() syntax: no empty arguments allowed
  • Array definition: enforce the specific choice of type
  • "wls" command, with 0/1 weights: compute $yhat and $uhat for the excluded observations
  • "dpanel" estimation via the GUI: make the --dpdstyle flag configurable
  • "dpanel" --verbose switch: provide some information on the instruments used
  • "adf" command: support more accurate inference with improved p-values or critical values, for the GLS case in particular
  • "xtab" command: clarify that the $result (matrix) accessor is just for the bivariate case
  • "clear" command: add --functions option to remove all hansl functions from memory
  • "restrict" command: add "inject" keyword to support use of an array of strings to specify restrictions
  • "param_names" keyword for nls, mle, gmm: accept an array of strings as argument
  • Binary probit and logit: offer Estrella's pseudo R-squared as an alternative to McFadden, via --estrella option
  • The functions mean, sum, sd, var, wmean, wsd and wvar now accept an optional boolean argument; specific to the cross-sectional statistics produced when list arguments are given, this allows skipping of missing values.
  • Hdprod(): introduce "shorthand" syntax (one argument only)
  • Dbnomics addon: speed up retrieval of data
  • User-defined functions: allow overloading of numeric arguments and return value (scalar, series or matrix)
  • User-defined function parameters: enforce the "const" flag more consistently
  • Gretl timer ("stopwatch"): provide a separate timer for each level of function execution
  • GUI usage of geoplot addon: make it easier to save an edited map as GeoJSON
  • GUI model specification dialog: enable interactive search in lists of series
  • GUI, saving contents of bundles: enable saving of integer members
  • GUI, handle dependencies when installing function packages
  • GUI script editor: improve implementation of "smart tab"
  • Fix bug: breakage in computing out-of-sample forecasts from VECMs
  • Fix bug: possible crash when displaying a matrix with very long column names in the GUI program
  • Fix bug: broken covariance matrix from mols() with a large number of regressors
  • Fix bug: crash on applying postfix "++" to a submatrix
  • MacOS: first release for arm64

New in gretl 2021a Build 2021-04-18 (Apr 22, 2021)

  • New function vma() for multiple time series
  • Quantile(): support variant methods Q7 and Q8 described in Hyndman and Fan (1996)
  • Defbundle(): add two shorthand variants of this function
  • Irf(): support calculation of multiple impulse responses in a single call (with internal speed-up)
  • Irf() bug-fix: failing to compute bootstrap confidence band correctly when passed a $system bundle argument
  • VAR internals: scrap augmented Cholesky matrix; so the $system.C accessor is now a square matrix
  • $system bundle: ensure presence of xlist member, and include the command-word (var, vecm or system)
  • Mread(): support reading gdt and gdtb files as matrices
  • Readfile(): support reading gzipped files transparently
  • Obslabel(): support a vector of observations
  • Nls/mle/gmm blocks: support use of printf statements
  • "open" command: support reading selected series from native gretl datafiles (gdt, gdtb)
  • "join" command: support $obsmajor, $obsminor as outer keys
  • "coint2" command: rename as "johansen"
  • "freq" and "xtab" for string-valued series: don't let non-ASCII characters break the formatting
  • Gretl User's Guide: add links to download example scripts
  • Reorganize the categories for the functions help file
  • Fix obscure problem with plots: inability to show markers for observations in some cases where this should be OK
  • Fix memory leak on deleting a series with descriptive label attached
  • Fix excessive messaging on renaming series in a loop, a serious issue if the dataset contains very many series
  • Fix breakage in handling of boolean comparisons involving missing values
  • Fix bug: potential crash on "Save as icon and close" for a model displayed in tabbed model viewer
  • Fix bug: possible crash on confusion between singleton array and array element within a loop
  • Fix bug: crash after setting "specific lags" for a VAR in the GUI model selection dialog
  • Fix bug: possible crash on frequency plot for series with long string values
  • Fix: text encoding for RTF printing of model output broken in some cases under translation
  • Fix: memory leaks associated with GUI window lists
  • Fix: buggy completion proposals in script editor when using gtksourceview-2.0
  • Fix Windows-specific bug: gretlcli and gretlmpi could fail on parsing command-line arguments

New in gretl 2021a Build 2021-04-14 (Apr 14, 2021)

  • New function vma() for multiple time series
  • Quantile(): support variant methods Q7 and Q8 described in Hyndman and Fan (1996)
  • Defbundle(): add two shorthand variants of this function
  • Irf(): support calculation of multiple impulse responses in a single call (with internal speed-up)
  • Irf() bug-fix: failing to compute bootstrap confidence band correctly when passed a $system bundle argument
  • VAR internals:
  • Scrap augmented Cholesky matrix; so the $system.C accessor is now a square matrix
  • $system bundle: ensure presence of xlist member, and include the command-word (var, vecm or system)
  • Mread(): support reading gdt and gdtb files as matrices
  • Readfile(): support reading gzipped files transparently
  • Obslabel(): support a vector of observations
  • Nls/mle/gmm blocks: support use of printf statements:
  • "open" command: support reading selected series from native gretl datafiles (gdt, gdtb)
  • "join" command: support $obsmajor, $obsminor as outer keys
  • "coint2" command: rename as "johansen"
  • "freq" and "xtab" for string-valued series: don't let non-ASCII characters break the formatting
  • Gretl User's Guide: add links to download example scripts
  • Reorganize the categories for the functions help file
  • Fix obscure problem with plots: inability to show markers for observations in some cases where this should be OK
  • Fix memory leak on deleting a series with descriptive label attached
  • Fix excessive messaging on renaming series in a loop, a serious issue if the dataset contains very many series
  • Fix breakage in handling of boolean comparisons involving missing values
  • Fix bug: potential crash on "Save as icon and close" for a model displayed in tabbed model viewer
  • Fix bug: possible crash on confusion between singleton array and array element within a loop
  • Fix bug: crash after setting "specific lags" for a VAR in the GUI model selection dialog
  • Fix bug: possible crash on frequency plot for series with long string values
  • Fix: text encoding for RTF printing of model output broken in some cases under translation
  • Fix: memory leaks associated with GUI window lists
  • Fix: buggy completion proposals in script editor when using gtksourceview-2.0
  • Fix Windows-specific bug: gretlcli and gretlmpi could fail on parsing command-line arguments

New in gretl 2020d Build 2020-08-06 (Aug 6, 2020)

  • Fix GUI bug: crash on copying data series to clipboard in formats other than plain text
  • "poisson" command: switch to using Newton-Raphson with analytical hessian; also use analytical hessian for "negbin", and add Wald chi-square tests for both
  • "cusum" command: add a --plot option GUI console: protect from deletion when a command is being executed

New in gretl 2020c Build 2020-07-31 (Aug 1, 2020)

  • New feature: thematic maps, supported by new "geoplot"addon; allow loading GeoJSON and ESRI shapefiles as gretl datasets
  • New feature: offer a choice of plotting styles or themes, via GUI and also via a new "set" variable, graph_theme; plus set the default to the "dark2" theme
  • Add new bincoeff() function, giving binomial coefficients
  • Add new sgn() function: returns the sign of its argument
  • Improve error message in case of invalid gnuplot path
  • loop: make "quiet" operation the default
  • Path-searching for inputs: improve the mechanism for storing likely locations based on the opening of scripts
  • Packaged datasets: show type and size in the GUI, as well as a brief description
  • GUI data access: add convenience menu items for accessing files supplied by "addons" such as SVAR
  • bwrite() and bread() functions: support JSON as well as XML for representing gretl bundles
  • atof() function: allow giving a string-valued series as argument
  • strlen() function: generalize to allow strings array and string-valued series arguments
  • pshrink() function: add an optional argument to avoid skipping missing values
  • mshape() function: make the third argument optional and document the new behavior
  • Fix bug: failure of negative matrix index (exclusion) when a value of -999 was given
  • Fix bug: the "restrict" command as applied to VECMs could emit an unwanted newline even given the --silent option
  • Fix bug: "panel plot" could crash under certain conditions
  • Fix bug: ensure greater precision when printing values to 15 or more significant digits
  • Fix bug: possible error in Spearman's rho for the case of no ties
  • "fractint" and "hurst" commands: make the estimated fractional difference or exponent accessible via the $result accessor
  • "xtab" command: fix for the case when one or more of the series to be cross-tabulated are string-valued
  • "summary" command: don't provide spurious results for string-values series
  • "scatters" command, time-series variant: try harder to get appropriate time-axis tics
  • "pkg" command: enable variant "pkg index addons" to update the index of installed "addon" packages
  • "set" command, "initvals" keyword: clarify the status of this setting (non-persistent)
  • String-valued series: drop any unused strings when sub- sampling with the --permanent flag, and when saving a sub-sampled dataset via the "store" command
  • Arrays of strings: support union and intersection via the "||" and "&&" operators respectively
  • Error reporting: be more specific when the problem is an out-of-bounds index value
  • Datasets supplied with gretl: include a version of R's "swisspharma" data; enhance the grunfeld panel dataset
  • User's Guide: incorporate the previously stand-alone MIDAS documentation as two new Guide chapters
  • MS Windows and macOS builds: update to gnuplot 5.2.6
  • macOS: provide 64-bit builds of x13as and tramo-seats
  • Building gretl on MS Windows: updates and improvements to the auto-generated support files
  • Update several translations
  • Numerous small bug-fixes

New in gretl 2020c Build 2020-06-23 Snapshot (Jun 24, 2020)

  • Improve error message in case of invalid gnuplot path
  • Loop: make "quiet" operation the default
  • Add sgn() function
  • Bwrite() and bwrite() functions: support JSON as well as XML for representing bundles
  • Path-searching for inputs: improve the mechanism for storing likely locations based on the opening of scripts
  • Packaged datasets: show type and size in the GUI, as well as a brief description
  • GUI data access: add convenience menu items for accessing files supplied by "addons" such as SVAR
  • Add new "geoplot" addon (produce thematic maps)
  • Atof() function: allow giving a string-valued series as argument
  • Fix bug: failure of negative matrix index (exclusion) when a value of -999 was given
  • Enhancement of included grunfeld dataset
  • Provide a choice of plotting styles or themes

New in gretl 2020b Build 2020-04-11 (Apr 11, 2020)

  • Update gretl copyright notice
  • Revise macOS build: don't require initialization via shell script, and link against version 10.9 of the SDK
  • "gnuplot" and "plot" commands: add a --ylogscale option
  • "store" command: add --matrix option to save a matrix in the form of a dataset
  • strvals(): support retrieval of subset of string values for current sample range
  • ODBC importation: correct the handling of string-valued series; add --verbose and --no-align options; ensure appropriate error messages in GUI usage
  • "dataset addobs": add a --panel-time option
  • "slicing" of arrays: allow use of selection vector
  • Functions called via "if": show any printed output
  • "dataset addobs": add --panel-time option to extend a panel dataset in the time dimension
  • stack() function (see Guide chap. 4): replace option flags with optional arguments
  • monthlen(): allow for series arguments
  • Revise handling of string-valued data in exportation to Stata .dta format
  • Hide the recently added funcerr() function and replace it with the new function errorif()
  • Streamline building of "online" help files
  • Fix for normalization of paths on MS Windows
  • Several minor bug-fixes

New in gretl 2020b Build 2020-03-18 Snapshot (Mar 21, 2020)

  • Update gretl copyright notice
  • Revise macOS build: don't require initialization via shell script
  • strvals(): support retrieval of string values for current subsample
  • "slicing" of arrays: allow use of selection vector
  • functions called via "if": show any printed output
  • funcerr(): revise signature to boolean, optional string (see the updated help)
  • "dataset addobs": add --panel-time option to extend a panel dataset in the time dimension

New in gretl 2020a Build 2020-03-05 (Mar 5, 2020)

  • Verbose output for numerical optimization: make the default more basic but add a new "full" setting for the set-variable "max_verbose"
  • "wls" command: support the --cluster option
  • "scatters" command: improve handling of daily data
  • Work on lasso back-end (not public yet)
  • New function instrings() to locate instances of a given string within an array of strings
  • mpireduce() and mpiscatter(): accept a string variable for selection of the "op" argument
  • feval(): handle functions that take no arguments
  • sprintf(): fix potential breakage when used within a ternary query statement
  • jsongetb(): support nested JSON arrays
  • Reorganization of time-series model menu: add code to protect packages written for gretl < 2019d
  • SVD: use faster divide-and-conquer lapack function where applicable
  • complex(): make the second argument optional
  • defarray(): treat scalar arguments as 1x1 matrices
  • arrays: allow as function parameters and return values
  • xlsx data importer: handle a wider variety of cases
  • ODBC data importation: handle string-valued series
  • OpenBLAS speed-up: limit the number of threads to the number of physical cores on the host machine
  • Fix bug: possible buffer overrun on printing list of instruments for IV regression
  • Fix bug: incorrect results when applying unary +/- to complex matrices
  • MS windows packages: update OpenBLAS version
  • Numerous small GUI fixes and enhancements

New in gretl 2019c Build 2019-07-02 (Jul 3, 2019)

  • Fix bug: "dataset sortby" not handling missing values correctly on MS Windows
  • Fix bug: possible crash on using the "fcast" command for out-of-sample forecasting after estimation of a VAR
  • Fix bug: typeof() function not working correctly for string objects inside bundles and arrays
  • Fix bug: robust variant of "chow" failing in case of exact collinearity in the augmented regression
  • New function fzero(): find a root of a nonlinear function
  • New function conv2d(): 2-dimensional convolution of two matrices
  • New function flatten(): reduce array of matrices to single matrix or array of strings to single string
  • New function msplitby(): split a matrix into an array of matrices "gnuplot" and "plot": add support for scriptable "recession bars"
  • GUI plot editor: try to ensure that choice of font carries over in copying a plot to the clipboard
  • Svm() function: add support for ordinal data, plus small interface improvements
  • Mread() function: enable reading of delimited text matrix files, non-conformant with the mwrite() format
  • Sscanf() function: support conversion of an array of numeric strings to a column vector
  • GUI model table: show up to three "significance" stars
  • Remove the deprecated function isstring()

New in gretl 2019b Build 2019-05-21 (May 22, 2019)

  • New command "panplot": plot a single panel-data series.

New in gretl 2019a Build 2019-01-24 (Feb 8, 2019)

  • Hush some warnings issued in the GUI, plus several small GUI improvements
  • Increase the default size of the script editor window
  • Dbnomics support: transition to using the v22 API
  • Ban creation of named lists containing the semicolon separator, to ward off potential crashes
  • "Foreign" block with Julia: add --no-compile option
  • "xtab" command: support TeX output and add some more formatting options
  • "lad" command: add --no-vcv option
  • SVM support: make this available on all platforms and drop the requirement of separately installed libsvm
  • Fix bug: expansion of dataset via interpolation could fail under some conditions
  • Fix bug: generation of random series via the GUI got broken
  • Fix bug: "diff" command not always respecting a revised sample range
  • Fix bug: the deseas() function stopped working when used with x12a/x13as

New in gretl 2019a Build 2019-01-24 Snapshot (Jan 24, 2019)

  • Hush some warnings issued in the GUI, plus several
  • small GUI improvements
  • Increase the default size of the script editor window
  • dbnomics support: transition to using the v22 API
  • Ban creation of named lists containing the semicolon
  • separator, to ward off potential crashes
  • "foreign" block with Julia: add --no-compile option
  • "xtab" command: support TeX output and add some more
  • formatting options
  • "lad" command: add --no-vcv option
  • SVM support: make this available on all platforms and
  • drop the requirement of separately installed libsvm
  • Fix bug: expansion of dataset via interpolation could
  • fail under some conditions
  • Fix bug: generation of random series via the GUI got
  • broken
  • Fix bug: "diff" command not always respecting a revised
  • sample range
  • Fix bug: the deseas() function stopped working when used
  • with x12a/x13as

New in gretl 2018d Build 2018-12-21 (Dec 22, 2018)

  • Internal representation of missing values: switch to using NaN

New in gretl 2018d Build 2018-12-14 Snapshot (Dec 17, 2018)

  • Internal representation of missing values: switch to using NaN
  • Internal speed-ups for matrix reads and writes
  • Add new function, atan2(), as per the C function of the same name
  • Add new function isocountry(): maps between the various designations for countries (full name and codes) in the ISO 3166 standard
  • Cdemean() function: add option to standardize in addition to centering
  • Boxcox() function: accept a matrix argument
  • Psdroot() function: add option to check for positive semidefinite status of matrix argument
  • Cdf() function: add support for logistic (code "lgt")
  • - "install" command: replace with new "pkg" command (but the old form still works until further notice)
  • - "levinlin" command: add a --verbose option and fix some bugs
  • - "arima" command with --x-12-arima option: enable the $vcv accessor
  • - "dpanel" command: add --keep-extra option to enable access to the GMM weights and instrument matrices after estimation
  • Native arima: improve the scaling of dependent series when necessary
  • Line plots via gnuplot: show gaps for missing values
  • Dbnomics: some refinements to handle problematic cases as well as some new functionality
  • Fix bug: out-of-bounds writes to matrices were not being caught under all conditions
  • Fix bug: giving an all-zero initializer to "arima" could result in a crash
  • Fix bug: the $ylist accessor was giving the wrong series ID in the case of "arima"
  • Fix bug: VECM forecast failing in some cases
  • Fix bug: panel plot, boxplots by group, was failing when the sample range begins at a positive offset
  • Fix bug: "bundle-plot" mechanism for function packages in the GUI broken after the first invocation
  • - "mle": drop the requirement that a dataset is in place
  • - "foreign": support the changes in Julia version 1.0
  • Windows: improve handling of non-ASCII filenames, including names not representable in the 8-bit code page
  • Windows and Mac packages: update to gmp 6.1.2, mpfr 4.0.1

New in gretl 2018c Build 2018-09-03 (Sep 12, 2018)

  • Fix bug: the panel-statistic functions pmean() and psd() give wrong results when only the first observation of a cross-sectional unit differs from the others
  • "Foreign" support for R: try to handle non-ASCII filenames in the gretl.loadmat function
  • Prevent crash on failure to access a single dbnomics series
  • Correct index shown in an "out-of-bounds" error message
  • Correct alignment in printing "note" for bundle member
  • Support indexing into a list-member series (e.g. "L[i][t]")
  • Read Ctrl-G as "Find again" in find dialog box, and make search wrap silently
  • Matrix "division": handle the reduced-rank case properly

New in gretl 2018c Build 2018-08-22 Snapshot (Aug 23, 2018)

  • Line plots via gnuplot: show gaps for missing values.
  • Dbnomics: some refinements to handle problematic cases as well as some new functionality
  • Internal representation of missing values: switch to using NaN

New in gretl 2018b Build 2018-08-11 (Aug 14, 2018)

  • New feature: support for data access via dbnomics
  • New feature: the GUI console now uses syntax highlighting
  • Revised feature: the descriptive "labels" for series can now be of arbitrary length
  • Substantial speed-up of AR(I)MA estimation, using Melard's algorithm AS 197; also improvements to the
  • initialization for such estimation
  • New option --name for the "data" command: rename a series on importation
  • New option --tree for "print": show content of bundles recursively
  • New function jsongetb(): construct a bundle mirroring the content of a JSON tree
  • New function lrcovar(): long-run covariance New function fevd(): forecast error variance decomposition
  • following estimation via "var" or "vecm" New accessor $system (bundle) following estimation of a
  • system of equations Enhancements for nadarwat() function
  • When R_functions is set "on", accept call to an R function without assignment of the return value, if any
  • Fixes for GUI model specification dialog: breakage in selection of GARCH robust variance estimator variant,
  • and non-availability of lag selection in some cases where it should be available
  • Fix bug: "omit" command not working for dynamic panel models
  • Fix bug: saved argument lists for function packages getting out of sync with the user-selected interface
  • Fix bug: command-line refinements for the "graphpg" command subject to bitrot
  • Fix bug: crash on Windows when using Tab key in the data editor window
  • Fix bug: crash in "modprint" under some conditions
  • Fix bug: potential crash in Stata (dta) importer under some conditions
  • Fix bug: wrong handling of intra-sample missing values with "pca" command
  • Fix bug: files written by third-party programs under gretl's "foreign" could end up not visible to users
  • Fix quasi-bug: failure on calling gnuplot when there's no variation on the x-axis
  • Fix for Windows: support for filenames that cannot be represented correctly in the active code page
  • Builds for Windows and Mac (Quartz): update to gnuplot 5.2.4

New in gretl 2017d Build 2017-11.07 (Nov 10, 2017)

  • New accessor, $tmax: gives the maximum legal setting for the end of the sample range via "smpl"
  • $model bundle: add members t1 and t2 (start and end of estimation range)
  • New function getinfo(): returns a bundle with information on a specified series
  • New function cdummify(): applies to a list, with the effect of "dummifying" any and all series in the list that have the "coded" attribute set
  • New function numhess() to compute numerical Hessian; also improve accuracy of the underlying numerical_hessian code
  • "pca" command and princomp() function: center but do not standardize when computing principal components using the covariance matrix
  • "midasreg" command, mds() term: allow specification of min and max lags via scalar variables psdroot() function: use improved algorithm (from Golub and Van Loan)
  • fdjac() function: add (optional) trailing argument to set step size
  • randgen() function (and related): add support for the Exponential distribution
  • CSV importation: improved handling of quote symbols
  • Fix bug: incorrect standard errors when the --robust option is given for random-effects panel estimator in presence of missing values
  • Fix bug: rename() function not working on Windows when the target filename already exists
  • Fix Windows-specific bug: long strings could get "lost" in printf and sprintf
  • Fix bug: on repeated estimation of a given arima model in a function one might get slightly different results
  • Fix for Windows XP: produce a build of gnuplot that does not depend on API introduced in later Windows versions
  • Fix for Mac: try to ensure the default font is not too big when printing a script
  • Fix for text search on Windows: try to ensure the found text is actually scrolled into view
  • GUI: enable a tabbed editor for foreign scripts
  • GUI: fix breakage in function-package search facility
  • GUI: fix crash on requesting "Numerical summary" for panel groups boxplot
  • GUI: fix for GUI editing of MIDAS plots
  • GUI: improve font-selection dialogs, including a "Reset to default" option
  • GUI: don't show duplicates in the database browser window; in case of duplicates just show the newest version
  • Build process: enable use of "configure ; make" when building gretl on Windows using MSYS2
  • Experimental: add support for machine learning via SVM: http://ricardo.ecn.wfu.edu/pub/gretl/svm/gretl-svm.pdf

New in gretl 2016c Build 2016-07-06 (Jul 8, 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 Build 2016-04-14 (Apr 15, 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 specifying 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 righthand 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
  • Bundled gnuplot for Windows and OS X: update to 5.1 cvs as of March 2016
  • MS Windows builds: update to OpenBLAS 0.2.18dev.

New in gretl 2016a Build 2016-01-26 (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
  • MS Windows package: update to OpenBLAS 0.2.16.dev to avoid bug in computing eigenvalues on 64-bit Windows
  • 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 1.10.2 Build 2015.09.13 (Sep 14, 2015)

  • "install" command: add a --local option plus the ability to install a package from a chosen server
  • "chow" command: represent the --limit-to option in the GUI
  • "corrgm" command: add --bartlett option to use Bartlett standard errors for the ACF
  • "hsk" command: add --no-squares option to emulate the variant of this procedure favored by Wooldridge
  • "vif" command: upgrade to show Belsley-Kuh-Welsch variance decomposition for diagnosing collinearity
  • "panel" command, fixed-effects variant: when the --robust option is given, substitute robust joint tests on both the regressors and the fixed effects
  • cdf(), pdf() and invcdf() functions: add support for non- central variants of the chi-square, F and Student's t distributions
  • Add new function square(): returns list of squares of its list argument, with the option of also generating cross- products
  • Add new function seasonals() for "smart" generation of seasonal dummies, with the option of centering the dummies
  • Add function pexpand() for creating a non-time varying panel series from a vector
  • Matrix comparison: add ".!=" operator to test for element- wise inequality - TRAMO interface: allow saving of "linearized" series
  • Add new accessor $lang to get national language identifier
  • Add Romanian translation
  • Random effects probit: parallelize quadrature code - GUI: numerous improvements and fixes for editing and configuring function packages
  • Fix bug: the wrong F-test was being reported for the fixed effects estimator with the --robust option
  • Fix bug: possible hang of "foreign" on Windows when using Rterm non-interactively
  • Fix bug: bwrite() not completing until gretl exits
  • Fix bug: matrix transpose (') not accepted before the colon of the ternary query operator
  • Fix bug: model sample information not being updated when a sample restriction is applied with the --permanent option
  • Fix bug: optional arguments to bkfilt() function not being recognized properly
  • Fix bug: urcpval() might not update its argument when called inside a loop
  • Fix bug: assigning "null" to a new array was not working
  • Fix bug: crash when "tabprint" is used without a filename
  • Fix bug: TRAMO options not always getting set as per the user's selection via the GUI
  • Fix bug: normality test for system residuals not hooked up for non-time series models
  • Fix bug: "open" with --odbc option not working - MacKinnon urc p-values: much faster calculation - MS Windows build: add option of using Clearlooks theme; add a new build of libcurl with SSL enabled
  • OS X (quartz) build: update the packaged gnuplot build and add support for the "wxt" terminal

New in gretl 1.10.1 Build 2015.04.04 (Apr 6, 2015)

  • Fix bug: breakage in ADF test: giving more than one deterministics option with the "adf" command (in its basic form) should not provoke an error

New in gretl 1.10.0 Build 2015.04.02 (Apr 3, 2015)

  • Replace old command-line parser with new, faster "tokenizer"
  • Add "install" command to install function packages via the command line
  • "chow" and "qlrtest" commands: add --limit-to option to restrict the break test to a subset of regressors
  • "qlrtest": add new accessor $qlrbreak
  • Add new function qlrpval(): gives Bruce Hansen's asymptotic p-values for QLR sup-Wald test
  • GUI command log: make the log window more accessible, and make it refresh automatically
  • GUI design: standardize the position of the window list button (top right), and make it more functional
  • GUI, panel data: some improvements to plotting options
  • GUI, script editor: add support for Stata scripts
  • GUI, model table: support tsls models; also remember format preferences across gretl sessions - "join" command: support native data files (gdt, gdtb) as well as delimited text files, for data importation; also support importing data from more than one series at a time
  • "foreign" command: where the --send-data option is supported, add an optional list parameter to limit the exportation to a named list of series
  • "data" command: fix incorrect importation of series with lower frequency than the current dataset; also add an --interpolate option for that context
  • "set" command: add a new setter, "robust_z" to select asymptotic p-values when using the --robust option in estimation
  • mwrite() and mread() functions: add facility to write and read matrices in binary format
  • Stata dta importer: handle format 117 (Stata 13)
  • CSV importer: add code to handle the case where data values are written with thousands separators
  • KPSS test: use improved version of Sephton-type response surface to find critical values
  • ADF test: don't try to use Ng-Perron modified AIC/BIC for lag-length selection when GLS pre-processing is not chosen; add option to use Perron-Qu lag-length selection
  • Fix bug: GUI panel plot failed if the start of the sample range was advanced
  • Fix bug: crash on attempting to open a file from the "Recent" list within the GTK file chooser
  • Fix bug: user-defined plots could generate an error dialog even if they display OK
  • Fix bug: crash on reading gdtb (binary) data file containing observation markers
  • Fix bug: crash on using "omit" with a duration model
  • Fix bug: crash on trying to compact hourly data
  • Fix bug: copy-and-paste produced raw RTF mark-up in some cases on MS Windows
  • Builds for Windows: update cross-compiler to gcc 4.8.4; update to OpenBLAS 2.13; replace Netlib reference lapack and blas with OpenBLAS in 32-bit build; update to GTK 2.24.27; update to gnuplot 5.1 (CVS)

New in gretl 1.9.92 Build 2014.09.20 (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
  • MS Windows: improve handling of non-ASCII text in RTF output and when putting data on the clipboard

New in gretl 1.9.91 Build 2014.07.28 (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
  • Windows build: update to gtk 2.24.24; update gnuplot version to 4.6.

New in gretl 1.9.90 Build 2014.05.02 (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
  • win32 build: update gmp to 5.1.3, mpfr to 3.1.2

New in gretl 1.9.14 Build 2013.11.21 (Nov 22, 2013)

  • 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 1.9.13 Build 2013.10.24 (Oct 25, 2013)

  • Add Bulgarian, Catalan and Galician translations
  • Add new functions: psum(), prodc(), prodr(), toupper(), getline(), isodate(), regsub(), atof()
  • "adf" command: add option to optimize the lag order using the procedure recommended by Ng and Perron (2001), and make their modified AIC method the default
  • "outfile" command: add --quiet option
  • "var" command: add syntax to select specific lags
  • "boxplot" command: add facility to specify literal gnuplot lines, as with the "gnuplot" command
  • "setobs" command: add panel-specific options to set panel time characteristics and group names
  • "join" command: substantial enhancements for dealing with realtime data - Make it legal to set loop_maxiter to 0 (hence disabling the safety iteration limit for "while" loops)
  • Improve internals of pprintf() -- handle big string args properly
  • readfile() function: check for valid UTF-8 and recode if possible if the text is not UTF-8
  • mwrite() and mread() functions: add support for gzip compression
  • setnote() function: add an entry to the function reference
  • mshape() function: allow scalar as first argument
  • filter() function: allow matrix as first argument
  • GUI: add stacked-bar option for FEVD plot in connection with VAR estimation
  • Fix a few small GUI memory leaks
  • add check for multiple instances of gretl, and choice to open a double-clicked file in the prior gretl instance, if any
  • Fix bug: encoding problem when printing from model window on Windows
  • Fix bug: "catch" not working properly when applied to genr expressions within loops, and also for multi-line commands in loops
  • Fix bug: bad behavior when taking the transpose of a scalar variable in a loop
  • Fix bug: daily dates in old format YYYY/MM/DD not handled correctly in the context of time-series plots
  • Fix bug: incomplete error-detection when parsing calls to diff() and log() on model-specification command line
  • Fix bug: $obsminor and $obsmicro not working with weekly datasets
  • Fix bug: matrix re-import from octave was broken
  • Fix bug: functions such as obsnum() which expect a string argument were failing when the argument was given in the form of a function that returns a string
  • Fix bug: when python code is embedded in a gretl "foreign" block within a user-defined function, indentation of the python code was not being respected
  • Fix bug: in the context of the ternary query operator (as in "condition ? true_branch : false_branch") the presence of an undefined symbol was generating an error even if this symbol was confined to the non-selected branch
  • Fix bug: the "modeltab" command with the --output=filename option was not working properly unless "modeltab show" was executed first
  • Stata .dta importer: read Stata 12 data files
  • xlsx importer: handle "inline" strings - CSV importer: ignore leading byte order mark
  • add a 64-bit build of gretl as a download option

New in gretl 1.9.12 Build 2013.03.15 (Mar 16, 2013)

  • Officially increase the maximum length of variable names to 31 characters
  • "foreign" command: add support for Python + NumPy
  • "markers" command: add support for the panel-data case where the number of markers equals the number of cross- sectional units
  • "delete" command: add option to delete all variables of a specified type
  • "qlrtest" command: compute asymptotic p-value as per Bruce Hansen's method (1997)
  • "modeltab" command: add --output option to direct the model table to a specified file
  • $xlist accessor: make available for system estimators
  • You can now use "bundle b = null" to create a new bundle or empty an existing one
  • Enable more streamlined syntax for setting and accessing objects within bundles, as in bundle.member
  • Add new string function strstrip()
  • Add new data-manipulation function aggregate()
  • Add new function quadtable(), for Gauss quadrature
  • Add new function remove(), for file deletion
  • lags() function: add an optional third parameter to control the ordering of terms in the output list
  • mread() and mwrite() functions: add an optional argument to direct read/write to the user's "dot directory"
  • Add accessors $obsmajor and $obsminor to get series holding (for example) year and month; also $obsmicro for daily data
  • Improve structural integrity of model specification dialog (it now behaves properly on resizing)
  • Gnuplot version: require 4.4.0 (March 2010) or higher
  • GUI preferences dialog: add facility to set the default scale for PNG plots
  • GUI Tools menu: add an item to launch an interactive gnuplot session
  • GUI Add menu: add support for auto-generated dummy variables that code for a specific range of observations (or a single observation)
  • Fix bug: transient objects created within functions were appearing in the GUI icon view window
  • Fix bug: possible crash when regressors are dropped from a random-effects panel model due to near-prefect collinearity
  • Fix bug: possible crash in vecm with lag order 1 and no deterministic terms
  • Fix bug: loss of precision when printing data to CSV file, in some cases
  • User's Guide: clarify the use of string substitution, plus numerous small updates
  • Environment: respect GRETL_CONFIG_FILE to override the default of ~/.gretl2rc on unix-type systems
  • Daily dates: switch to ISO 8601 for output and preferred input (but accept YYYY/MM/DD for backward compatibility)
  • MS Windows build: update GTK to version 2.24.17, and build with openmp support

New in gretl 1.9.11 (Nov 22, 2012)

  • Substantial re-write of code for handling named variables other than series (matrices, scalars, strings, etc.) in the interest of maintainability and efficiency
  • "restrict" command: try to ensure that standard errors show as zero when they are in principle zero
  • "loop": support use of $-substitution in the expression that controls a nested loop
  • Fix bug: spurious detection of line continuation characters in #-style comments that do not start a command line
  • Fix bug: "eval" not working correctly for anonymous strings
  • Fix build bug: "make check" not working properly
  • Fix build bug: XDG (desktop) files not getting installed in a manner suitable for packagers of gretl
  • Support a matrix as an element-wise boolean condition for the ternary "?" operator
  • The msortby() function: ensure that it performs a "stable" sort, such that rows sharing a common key value are never interchanged
  • The inbundle() function: return a code that identifies the type of a bundled item; also add typestr() function to turn this code into a string
  • GUI: allow resizing of plot windows, using the "+", "-" and "0" keys (depends on gnuplot's pngcairo driver)
  • GUI: fix for "save as..." for session files on Windows
  • GUI: fix for right-click in icon view window - GUI: fix for font selector in the GTK 3 version of the code

New in gretl 1.9.9 (Jun 2, 2012)

  • Add --cluster option (cluster-robust standard errors) for several estimators; see the User's Guide for details
  • Add (limited) support for Stata under the "foreign" command
  • New accessor $ylist: returns the list of endogenous variables from the last system or model estimated
  • "fcast" command: enable for multinomial logit models
  • "store" command: respect sample range when exporting data to gretl database format
  • "graphpg" command: enable printing from script
  • Mark some more strings for translation
  • Fix encoding for Polish translation
  • Fix bug 3525304
  • Fix bug: in logging commands entered via the gretl console, options were being omitted
  • Fix behavior of Ctrl-A in non-editable text windows
  • Fix breakage of GUI Alt-x command "minibuffer"
  • "modtest" command with --normality option: make the accessors $test and $pvalue work when the test is done on a VAR
  • Fix bug: arima initialization could interfere with formation of named lists
  • Fix bug: nonlinearity test (logs) misbehaving when the original model includes non-positive regressors
  • Improvements to syntax highlighting in script editor
  • Numerous small GUI fixes
  • MS Windows build: update cross-compiler to gcc-4.6.3
  • MS Windows build: fix inconsistent zlib headers
  • Internals: clean up the Minpack sources that we use for nls
  • GTK 3 support: add some workarounds for GTK 2 features that are no longer properly supported

New in gretl 1.9.8 (Mar 31, 2012)

  • GUI: support use of named lists in the model specification dialog and other contexts
  • GUI: add option of making the script editor and the model viewer windows use tabs
  • GUI: add "reformat" option to summary statistics window for single series GUI: add keyboard shortcut help file
  • Add a new practice script illustrating advanced use of mle command, and extend the discussion of mle in the User's Guide
  • New function pxsum(): computes the cross-sectional sum of a series in the context of panel data - stack() function for panel data: allow '*' in forming list of series
  • Compaction of daily to weekly data: enable this even if the daily data are not dated
  • "panel" command: add --nerlove option to use Nerlove's transformation in the context of the random effects estimator
  • "system" command: various small fixes and enhancements, including greater computational efficiency
  • "pca" command: add --quiet option and parameter to allow specification of the number of components to save "coint" command: add --verbose option and fix printout of model at last step of Engle-Granger test
  • "graphpg" command: add "fonstscale" parameter (but also try harder to get the default font size right for various gnuplot versions)
  • princomp() function: add an optional switch to use the covariance matrix matrix manipulation: enable use of the boolean operators "&&" and "||" as element-wise operations on matrices
  • Function packages: prevent a package's "bundle-plot" function from appearing in the initial GUI listing of public functions
  • Fix bug: avoid introducing "decimal commas" in setting size of PDF plots in gnuplot
  • Fix bug: deletion of matrices within a loop: ensure that the GUI icon view is updated properly if it's open at the time
  • Fix bug in serialization of matrices as XML (which broke, for example saving of VARs in gretl session files)
  • Fix bug: the --to-file option for "labels" was broken
  • Fix bug: misbehavior of substitution of named strings in some loop contexts Fix bug: breakage in handling of string-valued variables in CVS import
  • Fix bug: possible crash in mle if a derivatives matrix is resized
  • Fix bug: possible crash in GUI function package editor on adding a function to a package containing a single function
  • Fix bug: data import from RATS databases broken on 64-bit systems
  • Fix bug: the "smpl" command with --restrict option should support the full maximum length of the gretl command line (16K bytes)
  • Various small fixes for spreadsheet data importers
  • For third-party users of libgretl: improve handling of search for the gretl plugins
  • Configure check for gnome desktop: support gnome 3.0
  • Temporary files: use mkstemp() instead of mktemp()
  • MS Windows and OS X: update packaged gnuplot to version 4.6.0
  • MS Windows build: update cross-compiler to gcc-4.6.2
  • Build tools: update to libtool 2.4.2 - Building from source: fix configure script for non-sse2 build

New in gretl 1.9.7 (Dec 23, 2011)

  • Add two nonparametric estimators: William Cleveland's loess and the Nadaraya-Watson estimator; these are available via the new functions loess() and nadarwat(), and they're also in the GUI Model menu
  • Binary logit and probit: re-implement using Newton-Raphson for greater numerical stability
  • Documentation updates, including a new chapter on Nonparametric methods in the User's Guide
  • "store" command: add a --decimal-comma option to export "CSV" data using "," as decimal character (and ";" as column delimiter)
  • "leverage" command: add a --quiet option and add calculation of the cross-validation criterion (available via the $test accessor)
  • "rmplot" command (range-mean plot): add a --trim option to discard the minimum and maximum from each sub-sample
  • "gnuplot" command: enhance the --with-lines option to permit using lines for some series and points for others
  • "scatters" command: add a --matrix option and increase the maximum number of plots to 16
  • Plots in GUI: add option to show semilog fitted line, and make the option to show a grid more configurable
  • New function simann() provides user access to simulated annealing
  • Speed up the production of bootstrapped confidence bands for impulse responses in VECM models
  • Internationalized TeX output: always use UTF-8 encoding
  • Online help: ensure that option flags don't break across lines (and also colorize them for emphasis)
  • Cointegration testing: treat restricted exogenous terms as per Ox and PcGive (don't lag them in the initial OLS regressions)
  • Fix breakage in GUI dialog box for ADF-GLS test
  • Fix: the panel groupwise heteroskedasticity test failed silently if a group had just one usable observation
  • Fix bug: breakage in mle when a "genr" line in the mle block assigns a new value to a submatrix
  • Fix bug: possible crash in tsls when there are missing values and a regressor is all-zero at the complete observations
  • Fix bug: "summary" command with --by option not respecting the incoming sample range
  • Fix bug: filename encoding and dates recognition issues with the new xlsx data importer; also try harder to find sheet names/numbers
  • Fix bug: segfault on running certain commands via the GUI after replacing the previous dataset with a new one
  • Fix bug: crash on accessing a bundle via its icon if the bundle was replaced while the Icon view window was open
  • Fix bug: crash on using the --quiet option with the "freq" command in a command loop
  • Fix bug: breakage in processing the selection of quantiles for quantile regression in the GUI
  • Fix bug: the third argument to eigsolve() was rejected even when it was valid Fix bug: the option of providing a named list of series as the left- hand term in a GMM orthogonality condition was not fully implemented

New in gretl 1.9.6 (Oct 18, 2011)

  • Add an importer for xlsx (Office Open XML) worksheet data - cum() function: make this respect panel structure - ranking() function: accept vectors as well as series
  • New function, hdprod(): implements "direct row product" for matrices
  • New functions for series: skewness() and kurtosis()
  • New function uniq(): acts like values() but leaves the distinct values in their order of appearance
  • New function pshrink(): compacts a panel series to a column vector with one observation per individual
  • New function randint(): returns a random integer in a specified closed interval
  • allow non-integer degrees of freedom for Student's t in cdf(), invcdf() and randgen()
  • allow use of an (optional) "mask" argument with the panel statistics functions pmean() and friends
  • list arguments to functions: allow use of anonymous lists
  • extend the invcdf() function to the gamma and std. GED distributions
  • GUI script editor: add Cut and Redo toolbar buttons, and also a Stop button to interrupt script execution; improve handling of Tab and Enter
  • GUI session Notes: add option to pop up the notes on opening a session file build with SSE2 enabled: ensure that the C compiler SSE2 option is not wiped out if the user (re-)specifies CFLAGS when doing "make"
  • Defining lists: document the wildcard operator, *, and add an ellipsis operator (two dots).
  • VARs: (re-)enable HAC standard errors via a new option, --robust-hac - "var" command with --lagselect option: make the table of information criteria available as $test
  • "omit" command: add a --test-only option to prevent the reduced model from being saved as "last model"
  • "add" command: add an --lm option to do an LM test, in which case the last model is not replaced by the augmented version
  • "makepkg" command: add options to produce an XML index entry and a file of translatable strings suitable for use with gettext
  • "freq" command: add facility to specify the number of bins, or the location and width of the bins; also add a --show-plot option for use in a script
  • "tsls" command: add a --no-tests option
  • Add facility for inspecting the list of gretl addons, under the GUI Help menu Download of textbook data-file packages: use sourceforge for better reliability
  • Graphing ("gnuplot" command and GUI): generalize the option of separation using a binary dummy to allow use of discrete variables "boxplot" command: add --factorized and --panel options; also enhance the boxplot options available via the GUI
  • "arima" command (native exact ML variant): add a --hessian option to enforce computation of standard errors using the Hessian; if this option is not given, allow use of OPG as fallback if the numerical Hessian cannot be computed
  • X-12-ARIMA and TRAMO analysis: allow the user to supply names when saving series to the dataset
  • Declaration of new series: set initial values to NA, not zero
  • MS Windows and OS X packages: update gtksourceview library to version 2.10.5 to permit printing of scripts with highlighting
  • Make gtksourceview-2.0 a dependency for the gretl build, and remove the "bundled" version of gtksourceview-1.0
  • Fix bug: a nested "foreach" loop using a named list, with the name of the list subject to dollar-substitution via the parent loop, produced an "unknown variable" error
  • Fix bug: The symbol "