transforms

transforms —

Synopsis




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);

Description

Details

default_lag_order ()

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.

is_standard_lag ()

int         is_standard_lag                 (int v,
                                             const DATAINFO *pdinfo,
                                             int *parent);

v :
pdinfo :
parent :
Returns :

is_dummy_child ()

int         is_dummy_child                  (int v,
                                             const DATAINFO *pdinfo,
                                             int *parent);

v :
pdinfo :
parent :
Returns :

diffgenr ()

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.

laggenr ()

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.

loggenr ()

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.

invgenr ()

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.

xpxgenr ()

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.

list_diffgenr ()

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.

list_laggenr ()

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.

list_loggenr ()

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.

list_xpxgenr ()

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.

list_dumgenr ()

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.

list_makediscrete ()

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.
Returns : 0 on success, error code on error.

gettrend ()

int         gettrend                        (double ***pZ,
                                             DATAINFO *pdinfo,
                                             int square);

pZ :
pdinfo :
square :
Returns :

gretl_transforms_cleanup ()

void        gretl_transforms_cleanup        (void);