nlspec_new ()

nlspec *
nlspec_new (int ci,
            const DATASET *dset);

nlspec_destroy ()

void
nlspec_destroy (nlspec *spec);

Frees all resources associated with spec , and frees the pointer itself.

nlspec_add_param_with_deriv ()

int
nlspec_add_param_with_deriv (nlspec *spec,
                             const char *s);

Adds an analytical derivative to spec . This pointer must have previously been obtained by a call to nlspec_new(). The required format for dstr is "varname = formula", where varname is the name of the (scalar) variable holding the parameter in question, and formula is an expression, of the sort that is fed to gretl's genr command, giving the derivative of the regression function in spec with respect to the parameter. The variable holding the parameter must be already present in the dataset.

nlspec_add_param_list ()

int
nlspec_add_param_list (nlspec *spec,
                       int np,
                       double *vals,
                       char **names);

Adds to spec a list of (scalar) parameters to be estimated. For an example of use see nls_example.c in the gretl extra subdirectory.

aux_nlspec_add_param_list ()

int
aux_nlspec_add_param_list (nlspec *spec,
                           int np,
                           double *vals,
                           char **names);

nlspec_set_regression_function ()

int
nlspec_set_regression_function (nlspec *spec,
                                const char *fnstr,
                                const DATASET *dset);

Adds the regression function to spec . This pointer must have previously been obtained by a call to nlspec_new(). The required format for fnstr is "varname = formula", where varname is the name of the dependent variable and formula is an expression of the sort that is fed to gretl's genr command. The dependent variable must be already present in the dataset.

nlspec_set_t1_t2 ()

void
nlspec_set_t1_t2 (nlspec *spec,
                  int t1,
                  int t2);

Sets the sample range for estimation of spec . This pointer must have previously been obtained by a call to nlspec_new().

nl_parse_line ()

int
nl_parse_line (int ci,
               const char *line,
               const DATASET *dset,
               PRN *prn);

This function is used to create the specification of a nonlinear model, to be estimated via nl_model (i.e. via NLS, MLE or GMM). It can be called several times to build up the required information. See the manual entries for nls, mle and gmm for details.

nl_set_smallstep ()

int
nl_set_smallstep (void);

nl_model ()

MODEL
nl_model (DATASET *dset,
          gretlopt opt,
          PRN *prn);

Computes estimates of a model via nonlinear least squares, maximum likelihood, or GMM. The model must have been specified previously, via calls to the function nl_parse_line. Those calls determine, among other things, which estimator will be used.

model_from_nlspec ()

MODEL
model_from_nlspec (nlspec *spec,
                   DATASET *dset,
                   gretlopt opt,
                   PRN *prn);

Computes estimates of the model specified in spec . The spec must first be obtained using nlspec_new(), and initialized using nlspec_set_regression_function(). If analytical derivatives are to be used (which is optional but recommended) these are set using nlspec_add_param_with_deriv().

GNR ()

MODEL
GNR (int *glist,
     DATASET *gdset,
     gretlopt opt,
     PRN *prn);

finalize_nls_model ()

int
finalize_nls_model (MODEL *pmod,
                    nlspec *spec,
                    int perfect,
                    int *glist);

nls_boot_calc ()

int
nls_boot_calc (const MODEL *pmod,
               DATASET *dset,
               int ft1,
               int ft2,
               double *fcerr);

nl_model_run_aux_genrs ()

int
nl_model_run_aux_genrs (const MODEL *pmod,
                        DATASET *dset);

get_default_nls_toler ()

double
get_default_nls_toler (void);

nlspec

typedef struct nlspec_ nlspec;

An opaque structure handled only via accessor functions.