| Libgretl Reference Manual |
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transformstransforms — |
int default_lag_order (const DATAINFO *pdinfo); int is_standard_lag (int v, const DATAINFO *pdinfo, int *parent); int is_dummy_child (int v, const DATAINFO *pdinfo, int *parent); int diffgenr (int v, int ci, double ***pZ, DATAINFO *pdinfo); int laggenr (int v, int lag, double ***pZ, DATAINFO *pdinfo); int loggenr (int v, double ***pZ, DATAINFO *pdinfo); int invgenr (int v, double ***pZ, DATAINFO *pdinfo); int xpxgenr (int vi, int vj, double ***pZ, DATAINFO *pdinfo); int list_diffgenr (int *list, int ci, double ***pZ, DATAINFO *pdinfo); int list_laggenr (int **plist, int order, double ***pZ, DATAINFO *pdinfo); int list_loggenr (int *list, double ***pZ, DATAINFO *pdinfo); int list_xpxgenr (int **plist, double ***pZ, DATAINFO *pdinfo, gretlopt opt); int list_dumgenr (int **plist, double ***pZ, DATAINFO *pdinfo, gretlopt opt); int list_makediscrete (const int *list, DATAINFO *pdinfo, gretlopt opt); int gettrend (double ***pZ, DATAINFO *pdinfo, int square); void gretl_transforms_cleanup (void);
int default_lag_order (const DATAINFO *pdinfo);
pdinfo : |
data information struct. |
| Returns : | the default lag order for generating lags, performing autocorrelation test, and so on. |
int is_standard_lag (int v,
const DATAINFO *pdinfo,
int *parent);
v : |
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pdinfo : |
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parent : |
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| Returns : |
int is_dummy_child (int v,
const DATAINFO *pdinfo,
int *parent);
v : |
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pdinfo : |
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parent : |
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| Returns : |
int diffgenr (int v,
int ci,
double ***pZ,
DATAINFO *pdinfo);
Creates the first difference (or log- or seasonal difference,
depending on the value of ci) of variable v, if the
differenced variable does not already exist.
v : |
ID number in dataset of source variable. |
ci : |
DIFF (first difference), LDIFF (log difference) or SDIFF
(seasonal difference).
|
pZ : |
pointer to data array. |
pdinfo : |
information on dataset. |
| Returns : | the ID number of the differenced variable, or -1 on error. |
int laggenr (int v,
int lag,
double ***pZ,
DATAINFO *pdinfo);
Creates the specified lag of variable v if this variable does
not already exist.
v : |
ID number in dataset of source variable. |
lag : |
the order of the lag to create. |
pZ : |
pointer to data array. |
pdinfo : |
information on dataset. |
| Returns : | the ID number of the lagged variable, or -1 on error. |
int loggenr (int v,
double ***pZ,
DATAINFO *pdinfo);
Creates the natural log of variable v if this variable does
not already exist.
v : |
ID number in dataset of source variable. |
pZ : |
pointer to data array. |
pdinfo : |
information on dataset. |
| Returns : | the ID number of the log variable, or -1 on error. |
int invgenr (int v,
double ***pZ,
DATAINFO *pdinfo);
Creates the reciprocal of variable v if this variable does
not already exist.
v : |
ID number in dataset of source variable. |
pZ : |
pointer to data array. |
pdinfo : |
information on dataset. |
| Returns : | the ID number of the reciprocal, or -1 on error. |
int xpxgenr (int vi,
int vj,
double ***pZ,
DATAINFO *pdinfo);
Creates the cross product of variables vi and vj if this
variable does not already exist.
vi : |
ID number in dataset of first source variable. |
vj : |
ID number in dataset of second source variable. |
pZ : |
pointer to data array. |
pdinfo : |
information on dataset. |
| Returns : | the ID number of the cross-product variable, or -1 on error. |
int list_diffgenr (int *list,
int ci,
double ***pZ,
DATAINFO *pdinfo);
Generate differences of the variables in list, and add them
to the data set. If ci is DIFF these are ordinary first
differences; if ci is LDIFF they are log differences; and
if ci is SDIFF they are seasonal differences.
list : |
on entry, list of variables to process; on exit, ID numbers of the generated variables. |
ci : |
must be DIFF, LDIFF or SDIFF.
|
pZ : |
pointer to data matrix. |
pdinfo : |
data information struct. |
| Returns : | 0 on successful completion, 1 on error. |
int list_laggenr (int **plist,
int order,
double ***pZ,
DATAINFO *pdinfo);
Generates and adds to the data set order lagged values of the
variables given in the list pointed to by plist.
plist : |
on entry, pointer to list of variables to process. On exit the list holds the ID numbers of the lag variables. |
order : |
number of lags to generate (or 0 for automatic). |
pZ : |
pointer to data array. |
pdinfo : |
data information struct. |
| Returns : | 0 on successful completion, 1 on error. |
int list_loggenr (int *list,
double ***pZ,
DATAINFO *pdinfo);
Generates and adds to the data set the natural logs of the
variables given in list.
list : |
on entry, list of variables to process; on exit, holds the ID numbers of the generated variables. |
pZ : |
pointer to data array. |
pdinfo : |
data information struct. |
| Returns : | 0 on success, error code on error. |
int list_xpxgenr (int **plist,
double ***pZ,
DATAINFO *pdinfo,
gretlopt opt);
Generates and adds to the data set squares and (if opt is OPT_O)
cross-products of the variables given in the list pointed to
by plist.
plist : |
pointer to list of variables to process. On exit the list holds the ID numbers of the squares (and possibly cross-products). |
pZ : |
pointer to data matrix. |
pdinfo : |
data information struct. |
opt : |
If OPT_O, both squares and cross-products are generated, otherwise only squares. |
| Returns : | 0 on success, error code on error. |
int list_dumgenr (int **plist,
double ***pZ,
DATAINFO *pdinfo,
gretlopt opt);
For each of the variables given in the list to which plist
points, generates and adds to the data set k dummy variables
coding for the k distinct values of the variable in question.
All these variables must have already been marked as discrete.
If the OPT_F or OPT_L option is given, either the first or
the last value of each variable is taken as the "base" and is
not given a dummy encoding (that is, only k - 1 dummies are
added for each variable).
plist : |
pointer to list of variables to process; on exit the list holds the ID numbers of the generated dummies. |
pZ : |
pointer to data matrix. |
pdinfo : |
data information struct. |
opt : |
can be OPT_F to drop the first value, OPT_L to drop
the last, or OPT_NONE.
|
| Returns : | 0 on success, error code on error. |
int list_makediscrete (const int *list,
DATAINFO *pdinfo,
gretlopt opt);
Sets the variables given in list as discrete, unless
opt is OPT_R, in which case the variables are set as
continuous.
list : |
list of variables to process. |
pdinfo : |
data information struct. |
opt : |
if OPT_R, reverse the operation.
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| Returns : | 0 on success, error code on error. |
int gettrend (double ***pZ,
DATAINFO *pdinfo,
int square);
pZ : |
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pdinfo : |
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square : |
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| Returns : |
| << genfuncs | subsample >> |