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gretl full changelog

gretl full changelog

gretl 2021b released May 5, 2021 (New Release)
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
gretl 2021a released Apr 14, 2021 (New Release)
- 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
gretl 2020b B2020- released Apr 12, 2020 (New Release)
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
gretl 2020a B2020- released Dec 23, 2019 (New Release)
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)
gretl 2019d B2019- released Dec 23, 2019 (New Release)
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
gretl 2019c B2019- released Jul 3, 2019 (New Release)
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
gretl 2019b B2019- released May 22, 2019 (New Release)
New command "panplot": plot a single panel-data series.
gretl 2018d B2018- released Jan 11, 2019 (New Release)
Internal representation of missing values: switch to using NaN
gretl 2018c B2018- released Oct 18, 2018 (New Release)
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
gretl 2017d B2017- released Nov 28, 2017 (New Release)
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

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