gretl_restrict

gretl_restrict

Synopsis

typedef             gretl_restriction;
gretl_restriction * restriction_set_start               (const char *line,
                                                         gretlopt opt,
                                                         int *err);
gretl_restriction * cross_restriction_set_start         (const char *line,
                                                         equation_system *sys);
gretl_restriction * var_restriction_set_start           (const char *line,
                                                         GRETL_VAR *var);
gretl_restriction * eqn_restriction_set_start           (const char *line,
                                                         MODEL *pmod,
                                                         const DATASET *dset,
                                                         gretlopt opt);
gretl_restriction * rset_from_VECM                      (GRETL_VAR *var,
                                                         int *err);
int                 restriction_set_parse_line          (gretl_restriction *rset,
                                                         const char *line,
                                                         const DATASET *dset);
int                 gretl_restriction_finalize          (gretl_restriction *rset,
                                                         const DATASET *dset,
                                                         gretlopt opt,
                                                         PRN *prn);
int                 gretl_restriction_finalize_full     (ExecState *state,
                                                         gretl_restriction *rset,
                                                         const DATASET *dset,
                                                         gretlopt opt,
                                                         PRN *prn);
GRETL_VAR *         gretl_restricted_vecm               (gretl_restriction *rset,
                                                         const DATASET *dset,
                                                         gretlopt opt,
                                                         PRN *prn,
                                                         int *err);
void                print_restriction_from_matrices     (const gretl_matrix *R,
                                                         const gretl_matrix *q,
                                                         char letter,
                                                         int npar,
                                                         PRN *prn);
void                destroy_restriction_set             (gretl_restriction *rset);
int                 gretl_sum_test                      (const int *list,
                                                         MODEL *pmod,
                                                         DATASET *dset,
                                                         PRN *prn);
const gretl_matrix * rset_get_R_matrix                  (const gretl_restriction *rset);
const gretl_matrix * rset_get_q_matrix                  (const gretl_restriction *rset);
const gretl_matrix * rset_get_Ra_matrix                 (const gretl_restriction *rset);
const gretl_matrix * rset_get_qa_matrix                 (const gretl_restriction *rset);
int                 gretl_restriction_set_boot_params   (int B,
                                                         gretlopt opt);
void                gretl_restriction_get_boot_params   (int *pB,
                                                         gretlopt *popt);
gretlopt            gretl_restriction_get_options       (const gretl_restriction *rset);
int                 rset_VECM_bcols                     (const gretl_restriction *rset);
int                 rset_VECM_acols                     (const gretl_restriction *rset);
void                rset_add_results                    (gretl_restriction *rset,
                                                         double test,
                                                         double pval,
                                                         double lnl);
void                rset_record_LR_result               (gretl_restriction *rset);

Description

Details

gretl_restriction

typedef struct gretl_restriction_ gretl_restriction;


restriction_set_start ()

gretl_restriction * restriction_set_start               (const char *line,
                                                         gretlopt opt,
                                                         int *err);


cross_restriction_set_start ()

gretl_restriction * cross_restriction_set_start         (const char *line,
                                                         equation_system *sys);


var_restriction_set_start ()

gretl_restriction * var_restriction_set_start           (const char *line,
                                                         GRETL_VAR *var);


eqn_restriction_set_start ()

gretl_restriction * eqn_restriction_set_start           (const char *line,
                                                         MODEL *pmod,
                                                         const DATASET *dset,
                                                         gretlopt opt);


rset_from_VECM ()

gretl_restriction * rset_from_VECM                      (GRETL_VAR *var,
                                                         int *err);


restriction_set_parse_line ()

int                 restriction_set_parse_line          (gretl_restriction *rset,
                                                         const char *line,
                                                         const DATASET *dset);


gretl_restriction_finalize ()

int                 gretl_restriction_finalize          (gretl_restriction *rset,
                                                         const DATASET *dset,
                                                         gretlopt opt,
                                                         PRN *prn);


gretl_restriction_finalize_full ()

int                 gretl_restriction_finalize_full     (ExecState *state,
                                                         gretl_restriction *rset,
                                                         const DATASET *dset,
                                                         gretlopt opt,
                                                         PRN *prn);


gretl_restricted_vecm ()

GRETL_VAR *         gretl_restricted_vecm               (gretl_restriction *rset,
                                                         const DATASET *dset,
                                                         gretlopt opt,
                                                         PRN *prn,
                                                         int *err);


print_restriction_from_matrices ()

void                print_restriction_from_matrices     (const gretl_matrix *R,
                                                         const gretl_matrix *q,
                                                         char letter,
                                                         int npar,
                                                         PRN *prn);


destroy_restriction_set ()

void                destroy_restriction_set             (gretl_restriction *rset);


gretl_sum_test ()

int                 gretl_sum_test                      (const int *list,
                                                         MODEL *pmod,
                                                         DATASET *dset,
                                                         PRN *prn);

Calculates the sum of the coefficients, relative to the given model, for the variables given in list. Prints this estimate along with its standard error.

list :

list of variables to use.

pmod :

pointer to model.

dset :

information on the data set.

prn :

gretl printing struct.

Returns :

0 on successful completion, error code on error.

rset_get_R_matrix ()

const gretl_matrix * rset_get_R_matrix                  (const gretl_restriction *rset);


rset_get_q_matrix ()

const gretl_matrix * rset_get_q_matrix                  (const gretl_restriction *rset);


rset_get_Ra_matrix ()

const gretl_matrix * rset_get_Ra_matrix                 (const gretl_restriction *rset);


rset_get_qa_matrix ()

const gretl_matrix * rset_get_qa_matrix                 (const gretl_restriction *rset);


gretl_restriction_set_boot_params ()

int                 gretl_restriction_set_boot_params   (int B,
                                                         gretlopt opt);


gretl_restriction_get_boot_params ()

void                gretl_restriction_get_boot_params   (int *pB,
                                                         gretlopt *popt);


gretl_restriction_get_options ()

gretlopt            gretl_restriction_get_options       (const gretl_restriction *rset);


rset_VECM_bcols ()

int                 rset_VECM_bcols                     (const gretl_restriction *rset);


rset_VECM_acols ()

int                 rset_VECM_acols                     (const gretl_restriction *rset);


rset_add_results ()

void                rset_add_results                    (gretl_restriction *rset,
                                                         double test,
                                                         double pval,
                                                         double lnl);


rset_record_LR_result ()

void                rset_record_LR_result               (gretl_restriction *rset);