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gretl: backward-incompatible changes

Although we try to keep these to a minimum, every now and then it becomes necessary to make backward-incompatible changes to gretl's scripting language. This log records such changes.

 
Version 1.9.91  
Version 1.9.90
Version 1.9.14
Version 1.9.13
Version 1.9.12
Version 1.9.11
Version 1.9.10
Version 1.9.9
Version 1.9.8
Version 1.9.7
Version 1.9.6
Version 1.9.5
Version 1.9.4
Version 1.9.3
Version 1.9.2
Version 1.9.1
Version 1.9.0
Version 1.8.7
Version 1.8.6
Version 1.8.5
Version 1.8.4
Version 1.8.3
Version 1.8.2
Version 1.8.1
Version 1.8.0
Version 1.7.9
Version 1.7.7
Version 1.7.6
Version 1.7.5
Version 1.7.4
Version 1.7.3
 2014-07-28 Version 1.9.91 [Back to top]

The "old-style" syntax for defining a function that was the
standard prior to gretl 1.8.4 (August 2009) is now officially
deprecated, and support will be removed in gretl 1.10. See
the chapter titled "User-defined functions" in the User's 
Guide for details.

The "set" variable halt_on_error is deprecated and will be
removed in gretl 1.10. To prevent a script from aborting on
errors the "catch" command-modifier should be used instead.

 2014-05-02 Version 1.9.90 [Back to top]

The "set" variable "RNG" has been removed: the RNG is the SFMT
(Simd-oriented Fast Mersenne Twister) and the option of using
the GLib implementation of the Mersenne Twister (which was 
gretl's RNG up to version 1.9.3) is no longer available.

Support for reading and writing data in the format of ESL,
gretl's ancestor, has been removed.

Use of "end loop" in place of "endloop" is now officially
deprecated, and will be removed before long.

 2013-11-21 Version 1.9.14 [Back to top]

No intentional backward-incompatible changes

 2013-10-24 Version 1.9.13 [Back to top]

The default criterion used in connection with the --test-down
option for the "adf" command is now the modified AIC as
recommended by Ng and Perron (Econometrica, 2001). To obtain
the same results as in earlier gretl versions you can specify
--test-down=tstat.

The (undocumented) way in which date identifiers (such as 
2004:01 for January 2004) could stand in for numerical values
in some commands has been removed. If you need the 1-based
observation number based on such dates, use the obsnum()
function. This applies only to contexts where the documentation
of a command calls for a scalar numerical value; if a command
claims to accept a date or observation string as an argument,
it still does.

The following old, undocumented command aliases have finally
been removed:

"addobs"   (use "dataset addobs")
"import"   (use "open")

 2013-03-15 Version 1.9.12 [Back to top]

The special treatment that supported the use of @-substitution
in an unquoted argument to printf has been removed. For example,
 
  string strvar = "some string"
  printf "strvar = %s\n", strvar    # correct
  printf "strvar = %s\n", "@strvar" # ugly but legal
  printf "strvar = %s\n", @strvar   # no longer supported!

 2012-11-21 Version 1.9.11 [Back to top]

The functions islist(), isseries() and isstring() are deprecated,
and will be removed before long. Note that the generic isnull()
can be used to check whether or not a function argument that has
a default of "null" has been supplied by the caller.

 2012-11-05 Version 1.9.10 [Back to top]

The option for specifying how to read data from a fixed format
text file using the "open" command has been renamed from --cols
to --fixed-cols.

The built-in constants "pi" and "macheps" have been renamed as
"$pi" and "$macheps". The old names continue to work at present 
but they will be removed before long.

The --labels option to the "setobs" command has been removed.
Its functionality (and more) is now available via the new
"markers" command.

 2012-06-01 Version 1.9.9 [Back to top]

No intentional backward-incompatible changes

 2012-03-29 Version 1.9.8 [Back to top]

In performing "$-substitution" for the index variable in the 
context of loops, $-accessors are now protected. For example 
"$jalpha" will now not turn into "1alpha" on the first interation 
of a loop indexed by j.

 2011-12-22 Version 1.9.7 [Back to top]

In cointegration analysis gretl now treats restricted exogenous 
regressors (that is, exogenous terms that are restricted to the
cointegration space) as per Ox and PcGive: we don't lag these
terms in the initial OLS regressions, as we did before.

The optional "ymax" parameter to the "logistic" estimation
command is now treated as a regular option. This means that
any scripts that use the old syntax "ymax=value" should be
revised to use "--ymax=value".

The following aliases, deprecated since gretl 1.9.0, have now 
been removed and should be replaced as indicated:

 "end if"    endif
 "corc"      ar1
 "hilu"      ar1 ... --hilu
 "pwe"       ar1 ... --pwe
 "hccm"      ols ... --jackknife
 "lmtest"    modtest
 "testuhat"  modtest --normality

In internationalized TeX output, gretl now always uses UTF-8
encoding (before we used the specific locale encoding on
platforms where UTF-8 was not "native").

GUI: the menu item /View/Scalars has been merged into the
Icon view window (under /View/Icon view).

 2011-10-17 Version 1.9.6 [Back to top]

When a new series is declared without specifying any values,
the values default to NA, and not zero as in gretl <= 1.9.5.

The "omit" command: the --wald option, which prevents the 
replacement of the original model with the restricted version, 
is renamed as --test-only. The undocumented behavior by which
the --quiet option also had this effect is now gone: this
option only affects what gets printed.

 2011-04-22 Version 1.9.5 [Back to top]

Matrix operators: "B / A" now has the same semantics as 
Octave/Matlab "matrix right division"; for square A, it's in
principle equivalent to B * inv(A). Also, "\" (not previously
defined as an operator in gretl) now serves for "matrix left 
division". In practical terms, occurrences of B/A in existing
gretl scripts -- where they produced, in effect, inv(A)*B --
should be replaced by A\B to produce the same effect.

 2011-02-24 Version 1.9.4 [Back to top]

The default random number generator has been changed from 
GLib's implementation of the Mersenne Twister to the 
SIMD-oriented Fast Mersenne Twister. For purposes of
replication you can revert to the previous generator
via the command "set RNG MT".

The redundant function makemask() has been removed.

The old, deprecated aliases "noecho" (use "set echo off") and
"seed" (use "set seed") have been removed.

The "sscanf" command is deprecated in favor of the function
of the same name.

 2010-11-29 Version 1.9.3 [Back to top]

No intentional backward-incompatible changes

 2010-11-03 Version 1.9.2 [Back to top]

Testing for fractional integration is now factored out of
the "pergm" command and has its own, more functional,
command, namely "fractint".

The --continue option for arima and certain other commands,
deprecated as of version 1.9.0, is now removed; use 
"catch" instead.

The command "dataset expand" has been modified: you can no
longer expand directly from annual to monthly data, but you
now have the option of interpolating rather than repeating
the lower-frequency values (for annual to quarterly or 
quarterly to monthly expansion). 

 2010-06-24 Version 1.9.1 [Back to top]

The old genpois function is now removed.

 2010-05-02 Version 1.9.0 [Back to top]

Many old (and now undocumented) aliasas are now officially 
deprecated and will be removed before long, including the 
following:

noecho   (use "set echo off")
seed X   (use "set seed X")
end if   (use "endif")
corc     (use "ar1")
hilu     (use "ar1 ... --hilu")
pwe      (use "ar1 ... --pwe")
hccm     (use "ols ... --jackknife")
lmtest   (use "modtest")
testuhat (use "modtest")

The following parameters to the "set" command are now declared
obsolete and will be removed before long: bkbp_k, bkbp_limits,
hp_lambda. Use the optional arguments to the functions 
bkfilt and hpfilt instead.

Gretl now requires gnuplot version 4.2.0 or higher for
graphing.  Since version 4.2 was released in March 2007,
hopefully this should not be too onerous.

The "criteria" command has been removed.  A small function
package is available on the gretl server that replaces this
command.

The commands "graph" and "plot" have been consolidated as
options to the new command "textplot"; but the old commands
are retained as aliases for the present.

The function genpois() is now deprecated.  Please use
randgen() with a first argument of 'P' instead.

The --continue option for the commands arma, garch, mle
nls and gmm (which allowed continuation of script execution
in face of an error) is now deprecated in favor of the
new "catch" prefix, as in "catch arma 2 2 ; y".  For the
present the --continue option remains an acceptable alias
for the use of "catch", but this will be removed at some
point.

The internal variable "obs" used to get the year in the
case of annual time series data, but a 1-based index in all
other cases.  This has now been made consistent: it always
gives the 1-based index.  Any scripts that rely on the old
behavior with annual data can be fixed quite easily --
substitute, e.g., "obsnum(1970)" for plain "1970" when you
wish to compare a year against the obs series.  For example, 
to create a dummy variable with value 1 in 1970 only:

  series d70 = (obs=obsnum(1970))? 1 : 0

 2010-01-24 Version 1.8.7 [Back to top]

The accessor $vcv is no longer available for VARs.  The
full covariance matrix can be retrieved as 

  $sigma ** $xtxinv 

where "**" is the Kronecker product operator and $xtxinv
is a newly defined accessor for X'X^{-1}.

With the new (and faster) Ziggurat implementation for the
normal RNG, gretl 1.8.7 will not produce the same sequence
of normal samples for a given random seed as gretl <= 1.8.6.
However, you can force backward compatibility by doing
"set normal_rand box-muller".

 2009-11-25 Version 1.8.6 [Back to top]

ARIMAX models (i.e. ARIMA models with non-zero order of 
integration and including exogenous regressors): we now
follow the practice of most ARIMA software, and apply the
differencing operator to both the dependent variable
and the exogenous regressors.  Previously gretl left the
regressors in level form; you can reinstate that
behavior via a new "arima" option, --y-diff-only.

 2009-10-10 Version 1.8.5 [Back to top]

The --long option to the "print" command has been removed,
along with the longdigits variable in the "set" command.
These were long ago rendered redundant by the "printf"
command.

 2009-08-28 Version 1.8.4 [Back to top]

Gretl uses "to" as a syntactic element in some contexts;
this has now been added to the list of reserved words.

 2009-08-10 Version 1.8.3 [Back to top]

Remove redundant function strcmp: strncmp may be used with 
the third argument omitted, or strings can be compared for
equality directly.

Remove the temporary "set" variable "protect_lists".  Lists
given as arguments to user-defined functions are now
always protected.

Warning: although it's not recognized in the manual, we have
up till now accepted "end if" as an alias for the correct
termination of an "if" clause, namely "endif" (with no space).
This is slated for removal before long; please update scripts.

 2009-07-08 Version 1.8.2 [Back to top]

No intentional backward-incompatible changes

 2009-05-21 Version 1.8.1 [Back to top]

The default calculation method for the Hausman test in relation
to the random effects estimator has been reversed: we now use 
the regression method by default, and the matrix-difference 
method only if the --matrix-diff option is given.  For the 
present, the --hausman-reg option has been retained but it
does not really do anything, it just confirms the default.

The command "lmtest" has been renamed as "modtest".  However,
"lmtest" has been retained as an alias so this is not a
true incompatibility.

The gretl reference manual says that the names of gretl
commands are reserved, and cannot be used as the names of 
variables.  This has not been properly enforced in the past,
but it is now.

The exponentation operator, '^', now associates rightward,
which is how it works in most mathematical software: e.g.

 2009-01-23 Version 1.8.0 [Back to top]

The obsolete command "rhodiff" as been removed.  To create
a quasi-differenced series (as rhodiff did), use the "genr"
command.

The obsolete mechanism "save=" for saving residuals and/or
fitted values from system estimation has been removed; please
use the accessors $uhat and $yhat for this purpose.

The matrices returned by the accessors $sigma and $vcv for VAR
systems now have a degrees of freedom correction.

 2008-09-28 Version 1.7.9 [Back to top]

The "values" function no longer automatically truncates its 
argument (series or vector) to integer.  To get the old 
behavior for an argument x you should do values(int(x)).

Generation of monthly dummy variables: these dummies are
now named "dm1", "dm2", ... , "dm12".  Previously we tried
to use 3-letter abbreviations for the names of the months in
the current locale, but this is too error-prone given
different possible character encodings and (new) support
for languages that do not use the Roman character set.

 2008-08-28 Version 1.7.7 [Back to top]

Ordered probit and logit: the presentation of the cut-points in
ordered response models is now that used by Stata and R, not
by William Greene as previously.  That is, we don't estimate a
generic constant, but report n-1 cut points, where n is the
number of response levels.

 2008-07-30 Version 1.7.6 [Back to top]

List arguments to user-defined functions:

In the context of a "foreach" loop across such a list, the
accessor $i still gets the name of the variable at position i 
in the list, but the variable is not "visible" by that name
within the function.  To get a handle on the variable (e.g.
for use on the right-hand side of a genr command), use the
new syntax listname.varname.  See the chapter on functions in
the User's Guide for details.

 2008-06-12 Version 1.7.5 [Back to top]

$sigma and $vcv accessors:

The $sigma and $vcv accessors have been changed for some model 
types. Now $sigma always refers to a measure associated with the 
residual variance, while $vcv always refer to the variance of
the parameter estimates.

In the case of VARs/VECMs, $vcv formerly referred to the cross-
equation covariance of the residuals.  Now $sigma is used for
that purpose; $vcv gets the variance of the coefficients, which
was not previously accessible.

logical operators:

We are now enforcing what the gretl manual has said for quite
some time: logical OR is represented by "||" and logical AND
by "&&".  The single "|" is now reserved for row-wise matrix
concatenation, and the single "&" for "taking the address of"
a variable.  Previously we tried to guess when "|" and "&" were
intended to represent OR and AND respectively, as in the
original gretl syntax, but no more.

 2008-03-21 Version 1.7.4 [Back to top]

The old "multiply" command has been removed.

The old commands "corc", "hilu" and "pwe" are consolidated
into a new one, "ar1".  The old command words remain as
aliases but their use is deprecated.

 2008-02-29 Version 1.7.3 [Back to top]

You cannot define a user-function having the same name as
a built-in function.