| Libgretl Reference Manual |
|---|
libgretllibgretl — |
#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)
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;
typedef enum {
OP_EQ = '=',
OP_GT = '>',
OP_LT = '<',
OP_NEQ = 21,
OP_GTE = 22,
OP_LTE = 23
} GretlOp;
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_ {
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_ {
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 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_ {
int ci;
int dim;
int t1, t2, n;
char **names;
double *vec;
int *list;
int missing;
};
struct ARINFO_ {
int *arlist; /* list of autoreg lags */
double *rho; /* array of autoreg. coeffs. */
double *sderr; /* and their standard errors */
};
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 */
};
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