genfuncs

genfuncs —

Synopsis

int                 sort_series                         (const double *x,
                                                         double *y,
                                                         int f,
                                                         const DATAINFO *pdinfo);
int                 gretl_sort_by                       (const double *x,
                                                         const double *y,
                                                         double *z,
                                                         const DATAINFO *pdinfo);
int                 rank_series                         (const double *x,
                                                         double *y,
                                                         int f,
                                                         const DATAINFO *pdinfo);
int                 diff_series                         (const double *x,
                                                         double *y,
                                                         int f,
                                                         const DATAINFO *pdinfo);
int                 orthdev_series                      (const double *x,
                                                         double *y,
                                                         const DATAINFO *pdinfo);
int                 cum_series                          (const double *x,
                                                         double *y,
                                                         const DATAINFO *pdinfo);
int                 resample_series                     (const double *x,
                                                         double *y,
                                                         const DATAINFO *pdinfo);
int                 block_resample_series               (const double *x,
                                                         double *y,
                                                         int blocklen,
                                                         const DATAINFO *pdinfo);
int                 fracdiff_series                     (const double *x,
                                                         double *y,
                                                         double d,
                                                         int diff,
                                                         int obs,
                                                         const DATAINFO *pdinfo);
int                 boxcox_series                       (const double *x,
                                                         double *y,
                                                         double d,
                                                         const DATAINFO *pdinfo);
int                 filter_series                       (const double *x,
                                                         double *y,
                                                         const DATAINFO *pdinfo,
                                                         gretl_matrix *A,
                                                         gretl_matrix *C,
                                                         double y0);
int                 seasonally_adjust_series            (const double *x,
                                                         double *y,
                                                         DATAINFO *pdinfo,
                                                         int tramo);
int                 panel_statistic                     (const double *x,
                                                         double *y,
                                                         const DATAINFO *pdinfo,
                                                         int k);
int                 hp_filter                           (const double *x,
                                                         double *hp,
                                                         const DATAINFO *pdinfo,
                                                         gretlopt opt);
int                 bkbp_filter                         (const double *y,
                                                         double *bk,
                                                         const DATAINFO *pdinfo);
int                 dummy                               (double ***pZ,
                                                         DATAINFO *pdinfo,
                                                         int center);
int                 panel_dummies                       (double ***pZ,
                                                         DATAINFO *pdinfo,
                                                         gretlopt opt);
int                 gen_unit                            (double ***pZ,
                                                         DATAINFO *pdinfo);
int                 panel_unit_first_obs                (int t,
                                                         const DATAINFO *pdinfo);
int                 gen_time                            (double ***pZ,
                                                         DATAINFO *pdinfo,
                                                         int tm);
int                 gen_wkday                           (double ***pZ,
                                                         DATAINFO *pdinfo);
int                 plotvar_code                        (const DATAINFO *pdinfo);
const double *      gretl_plotx                         (const DATAINFO *pdinfo);
int                 genr_fit_resid                      (const MODEL *pmod,
                                                         double ***pZ,
                                                         DATAINFO *pdinfo,
                                                         int code,
                                                         int undo);
int                 get_observation_number              (const char *s,
                                                         const DATAINFO *pdinfo);
int                 get_t_from_obs_string               (const char *s,
                                                         const double **Z,
                                                         const DATAINFO *pdinfo);
int                 list_linear_combo                   (double *y,
                                                         const int *list,
                                                         const gretl_vector *b,
                                                         const double **Z,
                                                         const DATAINFO *pdinfo);
double              imhof                               (const gretl_matrix *m,
                                                         double arg,
                                                         int *err);
double              dw_pval                             (const gretl_matrix *u,
                                                         const gretl_matrix *X,
                                                         double *pDW,
                                                         int *err);
gretl_matrix *      multi_acf                           (const gretl_matrix *m,
                                                         const int *list,
                                                         const double **Z,
                                                         const DATAINFO *pdinfo,
                                                         int p,
                                                         int *err);
gretl_matrix *      multi_xcf                           (const void *px,
                                                         int xtype,
                                                         const void *py,
                                                         int ytype,
                                                         const double **Z,
                                                         const DATAINFO *pdinfo,
                                                         int p,
                                                         int *err);
gretl_matrix *      forecast_stats                      (const double *y,
                                                         const double *f,
                                                         int t1,
                                                         int t2,
                                                         gretlopt opt,
                                                         int *err);
double              gretl_round                         (double x);
double              gretl_bessel                        (char type,
                                                         double v,
                                                         double x,
                                                         int *err);
double              gretl_npv                           (int t1,
                                                         int t2,
                                                         const double *x,
                                                         double r,
                                                         int pd,
                                                         int *err);
double              gretl_irr                           (const double *x,
                                                         int n,
                                                         int pd,
                                                         int *err);

Description

Details

sort_series ()

int                 sort_series                         (const double *x,
                                                         double *y,
                                                         int f,
                                                         const DATAINFO *pdinfo);

x :
y :
f :
pdinfo :
Returns :

gretl_sort_by ()

int                 gretl_sort_by                       (const double *x,
                                                         const double *y,
                                                         double *z,
                                                         const DATAINFO *pdinfo);

x :
y :
z :
pdinfo :
Returns :

rank_series ()

int                 rank_series                         (const double *x,
                                                         double *y,
                                                         int f,
                                                         const DATAINFO *pdinfo);

x :
y :
f :
pdinfo :
Returns :

diff_series ()

int                 diff_series                         (const double *x,
                                                         double *y,
                                                         int f,
                                                         const DATAINFO *pdinfo);

Calculates the differenced counterpart to the input series x. If f = F_SDIFF, the seasonal difference is computed; if f = F_LDIFF, the log difference, and if f = F_DIFF, the ordinary first difference.

x : array of original data.
y : array into which to write the result.
f : function, F_DIFF, F_SDIFF or F_LDIFF.
pdinfo : data set information.
Returns : 0 on success, non-zero error code on failure.

orthdev_series ()

int                 orthdev_series                      (const double *x,
                                                         double *y,
                                                         const DATAINFO *pdinfo);

Calculates in y the forward orthogonal deviations of the input series x. That is, y[t] is the scaled difference between x[t] and the mean of the subsequent observations on x.

x : array of original data.
y : array into which to write the result.
pdinfo : data set information.
Returns : 0 on success, non-zero error code on failure.

cum_series ()

int                 cum_series                          (const double *x,
                                                         double *y,
                                                         const DATAINFO *pdinfo);

x :
y :
pdinfo :
Returns :

resample_series ()

int                 resample_series                     (const double *x,
                                                         double *y,
                                                         const DATAINFO *pdinfo);

x :
y :
pdinfo :
Returns :

block_resample_series ()

int                 block_resample_series               (const double *x,
                                                         double *y,
                                                         int blocklen,
                                                         const DATAINFO *pdinfo);

x :
y :
blocklen :
pdinfo :
Returns :

fracdiff_series ()

int                 fracdiff_series                     (const double *x,
                                                         double *y,
                                                         double d,
                                                         int diff,
                                                         int obs,
                                                         const DATAINFO *pdinfo);

Calculates the fractionally differenced or lagged counterpart to the input series x. The fractional difference operator is defined as (1-L)^d, while the fractional lag operator 1-(1-L)^d.

x : array of original data.
y : array into which to write the result.
d : fraction by which to difference.
diff : boolean variable 1 for fracdiff, 0 for fraclag
obs : used for autoreg calculation, -1 if whole series should be calculated otherwise just the observation for obs is calculated
pdinfo : data set information.
Returns : 0 on success, non-zero error code on failure.

boxcox_series ()

int                 boxcox_series                       (const double *x,
                                                         double *y,
                                                         double d,
                                                         const DATAINFO *pdinfo);

Calculates in y the Box-Cox transformation for the input series x.

x : array of original data.
y : array into which to write the result.
d : lambda parameter.
pdinfo : data set information.
Returns : 0 on success, non-zero error code on failure.

filter_series ()

int                 filter_series                       (const double *x,
                                                         double *y,
                                                         const DATAINFO *pdinfo,
                                                         gretl_matrix *A,
                                                         gretl_matrix *C,
                                                         double y0);

Filters x according to y_t = C(L)/A(L) x_t. If the intended AR order is p, A should be a vector of length p. If the intended MA order is q, C should be vector of length (q+1), the first entry giving the coefficient at lag 0. However, if C is NULL this is taken to mean that the lag-0 MA coefficient is unity (and all others are zero).

x : array of original data.
y : array into which to write the result.
pdinfo : data set information.
A : vector for autoregressive polynomial.
C : vector for moving average polynomial.
y0 : initial value of output series.
Returns : 0 on success, non-zero error code on failure.

seasonally_adjust_series ()

int                 seasonally_adjust_series            (const double *x,
                                                         double *y,
                                                         DATAINFO *pdinfo,
                                                         int tramo);

x :
y :
pdinfo :
tramo :
Returns :

panel_statistic ()

int                 panel_statistic                     (const double *x,
                                                         double *y,
                                                         const DATAINFO *pdinfo,
                                                         int k);

x :
y :
pdinfo :
k :
Returns :

hp_filter ()

int                 hp_filter                           (const double *x,
                                                         double *hp,
                                                         const DATAINFO *pdinfo,
                                                         gretlopt opt);

Calculates the "cycle" component of the time series in array x, using the Hodrick-Prescott filter. Adapted from the original FORTRAN code by E. Prescott. Very few changes.

x : array of original data.
hp : array in which filtered series is computed.
pdinfo : data set information.
opt : if OPT_T, return the trend rather than the cycle.
Returns : 0 on success, non-zero error code on failure.

bkbp_filter ()

int                 bkbp_filter                         (const double *y,
                                                         double *bk,
                                                         const DATAINFO *pdinfo);

Calculates the Baxter & King bandpass filter.

y : array of original data.
bk : array into which to write the filtered series.
pdinfo : data set information.
Returns : 0 on success, non-zero error code on failure.

dummy ()

int                 dummy                               (double ***pZ,
                                                         DATAINFO *pdinfo,
                                                         int center);

Adds to the data set (if these variables are not already present) a set of periodic (usually seasonal) dummy variables.

pZ : pointer to data matrix.
pdinfo : data information struct.
center : if greater than zero subtract the population mean from each of the generated dummies; if less than zero, do not subtract the mean but generate dummies with labels on the same pattern as centered dummies (for internal use in VECMs). Usually this argument is set to zero.
Returns : the ID number of the first dummy variable on success, or 0 on error.

panel_dummies ()

int                 panel_dummies                       (double ***pZ,
                                                         DATAINFO *pdinfo,
                                                         gretlopt opt);

Adds to the data set a set of dummy variables corresponding to either the cross-sectional units in a panel, or the time periods.

pZ : pointer to data matrix.
pdinfo : data information struct.
opt : OPT_T for time dummies, otherwise unit dummies.
Returns : 0 on successful completion, error code on error.

gen_unit ()

int                 gen_unit                            (double ***pZ,
                                                         DATAINFO *pdinfo);

(For panel data only) adds to the data set an index variable that uniquely identifies the cross-sectional units.

pZ : pointer to data matrix.
pdinfo : data information struct.
Returns : 0 on successful completion, error code on error.

panel_unit_first_obs ()

int                 panel_unit_first_obs                (int t,
                                                         const DATAINFO *pdinfo);

t : zero-based observation number.
pdinfo : data information struct.
Returns : 1 if observation t is the first time-series observation on a given cross-sectional unit in a panel dataset, else 0.

gen_time ()

int                 gen_time                            (double ***pZ,
                                                         DATAINFO *pdinfo,
                                                         int tm);

Generates (and adds to the dataset, if it's not already present) a time-trend or index variable. This function is panel-data aware: if the dataset is a panel and tm is non-zero, the trend will not simply run consecutively over the entire range of the data, but will correctly represent the location in time of each observation. The index is 1-based.

pZ : pointer to data array.
pdinfo : data information struct.
tm : if non-zero, an actual time trend is wanted, otherwise just an index of observations.
Returns : 0 on success, non-zero on error.

gen_wkday ()

int                 gen_wkday                           (double ***pZ,
                                                         DATAINFO *pdinfo);

pZ :
pdinfo :
Returns :

plotvar_code ()

int                 plotvar_code                        (const DATAINFO *pdinfo);

pdinfo :
Returns :

gretl_plotx ()

const double *      gretl_plotx                         (const DATAINFO *pdinfo);

Finds or creates a special dummy variable for use on the x-axis in plotting; this will have the full length of the data series as given in pdinfo, and will be appropriately configured for the data frequency. Do not try to free this variable.

pdinfo : data information struct.
Returns : pointer to plot x-variable, or NULL on failure.

genr_fit_resid ()

int                 genr_fit_resid                      (const MODEL *pmod,
                                                         double ***pZ,
                                                         DATAINFO *pdinfo,
                                                         int code,
                                                         int undo);

Adds residuals or fitted values or squared residuals from a given model to the data set.

pmod :
pZ :
pdinfo :
code :
undo :
Returns :

get_observation_number ()

int                 get_observation_number              (const char *s,
                                                         const DATAINFO *pdinfo);

s :
pdinfo :
Returns :

get_t_from_obs_string ()

int                 get_t_from_obs_string               (const char *s,
                                                         const double **Z,
                                                         const DATAINFO *pdinfo);

s :
Z :
pdinfo :
Returns :

list_linear_combo ()

int                 list_linear_combo                   (double *y,
                                                         const int *list,
                                                         const gretl_vector *b,
                                                         const double **Z,
                                                         const DATAINFO *pdinfo);

y :
list :
b :
Z :
pdinfo :
Returns :

imhof ()

double              imhof                               (const gretl_matrix *m,
                                                         double arg,
                                                         int *err);

m :
arg :
err :
Returns :

dw_pval ()

double              dw_pval                             (const gretl_matrix *u,
                                                         const gretl_matrix *X,
                                                         double *pDW,
                                                         int *err);

u :
X :
pDW :
err :
Returns :

multi_acf ()

gretl_matrix *      multi_acf                           (const gretl_matrix *m,
                                                         const int *list,
                                                         const double **Z,
                                                         const DATAINFO *pdinfo,
                                                         int p,
                                                         int *err);

m :
list :
Z :
pdinfo :
p :
err :
Returns :

multi_xcf ()

gretl_matrix *      multi_xcf                           (const void *px,
                                                         int xtype,
                                                         const void *py,
                                                         int ytype,
                                                         const double **Z,
                                                         const DATAINFO *pdinfo,
                                                         int p,
                                                         int *err);

px :
xtype :
py :
ytype :
Z :
pdinfo :
p :
err :
Returns :

forecast_stats ()

gretl_matrix *      forecast_stats                      (const double *y,
                                                         const double *f,
                                                         int t1,
                                                         int t2,
                                                         gretlopt opt,
                                                         int *err);

y :
f :
t1 :
t2 :
opt :
err :
Returns :

gretl_round ()

double              gretl_round                         (double x);

x :
Returns :

gretl_bessel ()

double              gretl_bessel                        (char type,
                                                         double v,
                                                         double x,
                                                         int *err);

type :
v :
x :
err :
Returns :

gretl_npv ()

double              gretl_npv                           (int t1,
                                                         int t2,
                                                         const double *x,
                                                         double r,
                                                         int pd,
                                                         int *err);

t1 :
t2 :
x :
r :
pd :
err :
Returns :

gretl_irr ()

double              gretl_irr                           (const double *x,
                                                         int n,
                                                         int pd,
                                                         int *err);

x :
n :
pd :
err :
Returns :
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