| Libgretl Reference Manual |
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genmaingenmain — |
enum RetrievalIndex; enum ModelDataIndex; #define model_data_scalar (i) #define model_data_series (i) #define model_data_matrix (i) typedef GENERATOR; int generate (const char *line, double ***pZ, DATAINFO *pdinfo, gretlopt opt, PRN *prn); GENERATOR* genr_compile (const char *s, double ***pZ, DATAINFO *pdinfo, int *err); int execute_genr (GENERATOR *genr, double ***pZ, DATAINFO *pdinfo, PRN *prn); void destroy_genr (GENERATOR *genr); int genr_get_output_varnum (const GENERATOR *genr); gretl_matrix* genr_get_output_matrix (const GENERATOR *genr); int varindex (const DATAINFO *pdinfo, const char *varname); int genr_fit_resid (const MODEL *pmod, double ***pZ, DATAINFO *pdinfo, int code, int undo); double generate_scalar (const char *s, double ***pZ, DATAINFO *pdinfo, int *err); double* generate_series (const char *s, double ***pZ, DATAINFO *pdinfo, int *err); int print_object_var (const char *oname, const char *param, double ***pZ, DATAINFO *pdinfo, PRN *prn); int gretl_reserved_word (const char *str); void genr_set_na_check (GENERATOR *genr); void genr_unset_na_check (GENERATOR *genr); int function_from_string (const char *s); int const_lookup (const char *s);
typedef enum {
R_NOBS = 1, /* number of observations in current sample range */
R_NVARS, /* number of variables in dataset (including the constant) */
R_PD, /* periodicity of dataset */
R_T1, /* start of current sample range */
R_T2, /* end of current sample range */
R_DSET_MAX, /* separator */
R_TEST_STAT, /* test statistic from last explicit test performed */
R_TEST_PVAL, /* p-value from last explicit test performed */
R_STOPWATCH, /* stopwatch */
R_SCALAR_MAX, /* separator: scalars vs series */
R_INDEX, /* consecutive observations index */
R_MAX
} RetrievalIndex;
typedef enum {
M_ESS = R_MAX + 1, /* error sum of squares */
M_T, /* observations used */
M_RSQ, /* R-squared */
M_SIGMA, /* standard error of residuals */
M_DF, /* degrees of freedom */
M_NCOEFF, /* total number of estimated coefficients */
M_LNL, /* log-likelihood */
M_AIC, /* Akaike info criterion */
M_BIC, /* Bayesian info criterion */
M_HQC, /* Hannan-Quinn criterion */
M_TRSQ, /* T * R-squared, last model */
M_SCALAR_MAX, /* -- separator -- */
M_UHAT, /* residuals */
M_YHAT, /* fitted values */
M_AHAT, /* per-unit intercepts in panel model */
M_H, /* GARCH predicted variances */
M_SERIES_MAX, /* -- separator -- */
M_COEFF, /* parameter estimates */
M_SE, /* parameter standard errors */
M_VCV, /* parameter covariance matrix */
M_RHO, /* autoregressive coefficients */
M_OLDMAT_MAX, /* -- separator -- */
M_JALPHA, /* Johansen's alpha */
M_JBETA, /* Johansen's beta */
M_JVBETA, /* Covariance matrix for Johansen's normalised beta */
M_JS00, /* VECM residual covariance matrix (1st differences) */
M_JS11, /* VECM residual covariance matrix (levels) */
M_JS01, /* VECM residual cross-product matrix */
M_MAX /* sentinel */
} ModelDataIndex;
int generate (const char *line,
double ***pZ,
DATAINFO *pdinfo,
gretlopt opt,
PRN *prn);
line : |
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pZ : |
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pdinfo : |
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opt : |
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prn : |
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GENERATOR* genr_compile (const char *s, double ***pZ, DATAINFO *pdinfo, int *err);
s : |
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pZ : |
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pdinfo : |
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err : |
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int execute_genr (GENERATOR *genr, double ***pZ, DATAINFO *pdinfo, PRN *prn);
genr : |
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pZ : |
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pdinfo : |
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prn : |
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gretl_matrix* genr_get_output_matrix (const GENERATOR *genr);
genr : |
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int varindex (const DATAINFO *pdinfo, const char *varname);
pdinfo : |
data information struct. |
varname : |
name of variable to test. |
| Returns : | the ID number of the variable whose name is given, or the next available ID number if there is no variable of that name. |
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 : |
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pZ : |
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pdinfo : |
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code : |
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undo : |
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double generate_scalar (const char *s,
double ***pZ,
DATAINFO *pdinfo,
int *err);
s : |
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pZ : |
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pdinfo : |
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err : |
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double* generate_series (const char *s,
double ***pZ,
DATAINFO *pdinfo,
int *err);
s : |
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pZ : |
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pdinfo : |
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err : |
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int print_object_var (const char *oname,
const char *param,
double ***pZ,
DATAINFO *pdinfo,
PRN *prn);
oname : |
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param : |
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pZ : |
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pdinfo : |
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prn : |
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int gretl_reserved_word (const char *str);
str : |
string to be tested. |
| Returns : | non-zero if str is a reserved word that cannot figure as the
name of a user-defined variable, otherwise 0.
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int function_from_string (const char *s);
s : |
the string to look up. |
| Returns : | 1 if there is a function corresponding
to the name s, or 0 if there is no such function.
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| << dataset | genfuncs >> |