libgretl

libgretl —

Synopsis




#define     isnan                           (x)
#define     I_                              (String)
#define     M_                              (String)
#define     gettext_noop                    (String)
#define     _                               (String)
#define     N_                              (String)
#define     MAXLINE
#define     MAXLABEL
#define     MAXLEN
#define     ERRLEN
#define     MAXDISP
#define     VNAMELEN
#define     OBSLEN
#define     M_PI
#define     M_2PI
#define     LN_2_PI
#define     LN_SQRT_2_PI
#define     LISTSEP
#define     PMAX_NOT_AVAILABLE
#define     screen_zero                     (x)
enum        GretlArgType;
enum        GretlOp;
enum        DistCode;
enum        ModelSelCriteria;
            cmplx;
typedef     gretlopt;
typedef     VARINFO;
typedef     PANINFO;
typedef     DATAINFO;
typedef     PATHS;
typedef     VMatrix;
typedef     SAMPLE;
typedef     ARINFO;
typedef     MODEL;
typedef     PRN;
typedef     FITRESID;
typedef     DATASET;
typedef     GRETL_VAR;
typedef     model_data_item;
typedef     ModelTest;
typedef     gretl_equation_system;
struct      VARINFO_;
struct      PANINFO_;
struct      DATAINFO_;
struct      DATASET_;
struct      PATHS_;
struct      VMatrix_;
struct      SAMPLE_;
struct      ARINFO_;
struct      MODEL_;
#define     VARLABEL                        (p,i)
#define     DISPLAYNAME                     (p,i)
#define     COMPACT_METHOD                  (p,i)
#define     STACK_LEVEL                     (p,i)
#define     SORTED_MARKER                   (p,i,t)

Description

Details

isnan()

#  define isnan(x) ((x) != (x))

x :

I_()

#define     I_(String)

String :

M_()

#define     M_(String)

String :

gettext_noop()

#  define gettext_noop(String) String

String :

_()

#define     _(String)

String :

N_()

#define     N_(String)

String :

MAXLINE

#define MAXLINE 4096  /* maximum length of command line */


MAXLABEL

#define MAXLABEL 128  /* maximum length of descriptive labels for variables */


MAXLEN

#define MAXLEN   512  /* max length of regular "long" strings */


ERRLEN

#define ERRLEN   256  /* max length of libgretl error messages */


MAXDISP

#define MAXDISP   32  /* max length of "display names" for variables */


VNAMELEN

#define VNAMELEN  16  /* space allocated for var names (including termination) */


OBSLEN

#define OBSLEN    16  /* space allocated for obs strings (including termination) */


M_PI

# define M_PI 3.1415926535897932384626432


M_2PI

# define M_2PI 6.2831853071795864769252864


LN_2_PI

#define LN_2_PI       1.837877066409345


LN_SQRT_2_PI

#define LN_SQRT_2_PI  0.9189385332056725


LISTSEP

#define LISTSEP            999


PMAX_NOT_AVAILABLE

#define PMAX_NOT_AVAILABLE 666


screen_zero()

#define screen_zero(x)  ((fabs(x) > 1.0e-13)? x : 0.0)

x :

enum GretlArgType

typedef enum {
    ARG_NONE = 0,
    ARG_SCALAR,
    ARG_SERIES,
    ARG_LIST,
    ARG_MATRIX,
    ARG_BOOL,
    ARG_INT,
    ARG_REF_SCALAR,
    ARG_REF_SERIES,
    ARG_REF_MATRIX
} GretlArgType;


enum GretlOp

typedef enum {
    OP_EQ  = '=',
    OP_GT  = '>',
    OP_LT  = '<',
    OP_NEQ = 21,
    OP_GTE = 22,
    OP_LTE = 23
} GretlOp;


enum DistCode

typedef enum {
    D_NONE = 0,
    D_UNIFORM,
    D_NORMAL,
    D_GAMMA
} DistCode;


enum ModelSelCriteria

typedef enum {
    C_AIC,
    C_BIC,
    C_HQC,
    C_MAX
} ModelSelCriteria;


cmplx

typedef struct {
    double r;
    double i;
} cmplx;


gretlopt

typedef unsigned long gretlopt;


VARINFO

typedef struct VARINFO_ VARINFO;


PANINFO

typedef struct PANINFO_ PANINFO;


DATAINFO

typedef struct DATAINFO_ DATAINFO;


PATHS

typedef struct PATHS_ PATHS;


VMatrix

typedef struct VMatrix_ VMatrix;


SAMPLE

typedef struct SAMPLE_ SAMPLE;


ARINFO

typedef struct ARINFO_ ARINFO;


MODEL

typedef struct MODEL_ MODEL;


PRN

typedef struct PRN_ PRN;


FITRESID

typedef struct FITRESID_ FITRESID;


DATASET

typedef struct DATASET_ DATASET;


GRETL_VAR

typedef struct GRETL_VAR_ GRETL_VAR;


model_data_item

typedef struct model_data_item_ model_data_item;


ModelTest

typedef struct ModelTest_ ModelTest;


gretl_equation_system

typedef struct gretl_equation_system_ gretl_equation_system;


struct VARINFO_

struct VARINFO_ {
    char label[MAXLABEL];
    char display_name[MAXDISP];
    int flags;
    char compact_method;
    char stack_level;
    char line_width;
    char **sorted_markers;
};


struct PANINFO_

struct PANINFO_ {
    int nunits;    /* number of cross-sectional units */
    int Tmin;      /* min. number of time-series observations per unit */
    int Tmax;      /* max. number of time-series observations per unit */
    int olen;      /* length in digits of highest time-series index value */
    int *unit;     /* index array, cross-sectional units */
    int *period;   /* index array, time periods */
    char *padmask; /* mask recording padding, when subsampled */
};


struct DATAINFO_

struct DATAINFO_ {
    int v;              /* number of variables */
    int n;              /* number of observations */
    int pd;             /* periodicity or frequency of data */
    int structure;      /* time series, cross section or whatever */
    double sd0;         /* float representation of stobs */
    int t1, t2;         /* start and end of current sample */
    char stobs[OBSLEN];  /* string representation of starting obs (date) */
    char endobs[OBSLEN]; /* string representation of ending obs */
    char **varname;     /* array of names of variables */
    VARINFO **varinfo;  /* array of specific info on vars */
    PANINFO *paninfo;   /* additional info for panel data */
    char markers;       /* whether (1) or not (0) the data file has
			   observation markers */
    char delim;         /* default delimiter for "CSV" files */
    char decpoint;      /* character used to represent decimal point */
    char submode;       /* mode of sub-sampling in force, if any */
    char **S;           /* to hold observation markers */
    char *descrip;      /* to hold info on data sources etc. */
    char *submask;      /* subsampling mask */
    void *data;         /* all-purpose pointer */
};


struct DATASET_

struct DATASET_ {
    DATAINFO *dinfo;
    double **Z;
};


struct PATHS_

struct PATHS_ {
    char currdir[MAXLEN];
    char userdir[MAXLEN];
    char gretldir[MAXLEN];
    char datadir[MAXLEN];
    char scriptdir[MAXLEN];
    char helpfile[MAXLEN];
    char cmd_helpfile[MAXLEN];
    char cli_helpfile[MAXLEN];
    char datfile[MAXLEN];
    char binbase[MAXLEN];
    char ratsbase[MAXLEN];
    char gnuplot[MAXLEN];
    char x12a[MAXLEN];
    char x12adir[MAXLEN];
    char tramo[MAXLEN];
    char tramodir[MAXLEN];
    char dbhost[32];
    char pngfont[128];
};


struct VMatrix_

struct VMatrix_ {
    int ci;
    int dim;
    int t1, t2, n;
    char **names;
    double *vec;
    int *list;
    int missing;
};


struct SAMPLE_

struct SAMPLE_ {
    int t1;
    int t2;
};


struct ARINFO_

struct ARINFO_ {
    int *arlist;          /* list of autoreg lags */
    double *rho;          /* array of autoreg. coeffs. */
    double *sderr;        /* and their standard errors */
};


struct MODEL_

struct MODEL_ {
    int ID;                      /* ID number for model */
    int refcount;                /* for saving/deleting */
    int t1, t2, nobs;            /* starting observation, ending
                                    observation, and number of obs */
    char *submask;               /* keep track of sub-sample in force
                                    when model was estimated */
    char *missmask;              /* missing observations mask */
    SAMPLE smpl;                 /* numeric start and end of current sample
                                    when model was estimated */
    int full_n;                  /* full length of dataset on estimation */
    int ncoeff, dfn, dfd;        /* number of coefficents; degrees of
                                    freedom in numerator and denominator */
    int *list;                   /* list of variables by ID number */
    int ifc;                     /* = 1 if the equation includes a constant,
				    else = 0 */
    int ci;                      /* "command index" -- depends on 
				    estimation method */
    int nwt;                     /* ID number of the weight variable (WLS) */
    int aux;                     /* code representing the sort of
				    auxiliary regression this is (or not) */
    double *coeff;               /* array of coefficient estimates */
    double *sderr;               /* array of estimated std. errors */
    double *uhat;                /* regression residuals */
    double *yhat;                /* fitted values from regression */
    double *xpx;                 /* X'X matrix, in packed form */
    double *vcv;                 /* VCV matrix for coefficient estimates */
    double ess, tss;             /* Error and Total Sums of Squares */
    double sigma;                /* Standard error of regression */
    double rsq, adjrsq;          /* Unadjusted and adjusted R^2 */     
    double fstt;                 /* F-statistic */
    double lnL;                  /* log-likelihood */
    double ybar, sdy;            /* mean and std. dev. of dependent var. */
    double criterion[C_MAX];     /* array of model selection statistics */
    double dw, rho;              /* Durbin-Watson stat. and estimated 1st
				    order autocorrelation coefficient */
    ARINFO *arinfo;              /* pointer to struct to hold special info for 
				    autoregressive model */ 
    int errcode;                 /* Error code in case of failure */
    char *name;                  /* for use in GUI */
    char *depvar;                /* name of dependent var in special cases */
    int nparams;                 /* number of named model parameters */
    char **params;               /* for named model parameters */
    int ntests;                  /* number of attached test results */
    ModelTest *tests;            /* attached hypothesis test results */
    DATASET *dataset;            /* for handling models estimated on a
				    sub-sampled portion of the dataset */
    int n_data_items;            /* number of extra data items */
    model_data_item **data_items; /* pointer to additional data */
};


VARLABEL()

#define VARLABEL(p,i)        ((p->varinfo[i])->label)

p :
i :

DISPLAYNAME()

#define DISPLAYNAME(p,i)     ((p->varinfo[i])->display_name)

p :
i :

COMPACT_METHOD()

#define COMPACT_METHOD(p,i)  ((p->varinfo[i])->compact_method)

p :
i :

STACK_LEVEL()

#define STACK_LEVEL(p,i)     ((p->varinfo[i])->stack_level)

p :
i :

SORTED_MARKER()

#define SORTED_MARKER(p,i,t) ((p->varinfo[i])->sorted_markers[t])

p :
i :
t :