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 1.7.8
Version 1.7.7
Version 1.7.6
Version 1.7.5
Version 1.7.4
Version 1.7.3
Version 1.7.2
Version 1.7.1
Version 1.7.0
Version 1.6.5
Version 1.6.4
Version 1.6.3
Version 1.6.2
Version 1.6.1
Version 1.6.0
Version 1.5.1
Version 1.5.0
Version 1.4.1
Version 1.4.0
Version 1.3.3
Version 1.3.2
Version 1.3.1
Version 1.3.0
Version 1.2.9
Version 1.2.7
Version 1.2.6
Version 1.2.5
Version 1.2.4
Version 1.2.3
Version 1.2.2
Version 1.2.1
Version 1.2.0
Version 1.1.6
Version 1.1.5
Version 1.1.4
Version 1.1.3
Version 1.1.2
Version 1.1.1
Version 1.1.0
Version 1.0.9
Version 1.0.8
Version 1.0.7
Version 1.0.6
Version 1.0.5
Version 1.0.4
Version 1.0.3
Version 1.0.2
Version 1.0.1
|
Version 1.9.9, in progress
- Add (limited) support for Stata under the "foreign" command
- New accessor $ylist: returns the list of endogenous variables from
the last system or model estimated
- Fix encoding for Polish translation
- Fix bug: in logging commands entered via the gretl console, options
were being omitted
- Fix behavior of Ctrl-A in non-editable text windows
- Fix breakage of GUI Alt-x command "minibuffer"
- "modtest" command with --normality option: make the accessors $test
and $pvalue work when the test is done on a VAR
- Fix bug: arima initialization could interfere with formation of
named lists
- Fix bug: nonlinearity test (logs) misbehaving when the original
model includes non-positive regressors
- Improvements to syntax highlighting in script editor
- MS Windows build: update cross-compiler to gcc-4.6.3
- MS Windows build: fix inconsistent zlib headers
- Internals: clean up the Minpack sources that we use for nls
2012-03-29 Version 1.9.8 [Back to top]
- GUI: support use of named lists in the model specification dialog and
other contexts
- GUI: add option of making the script editor and the model viewer
windows use tabs
- GUI: add "reformat" option to summary statistics window for single
series
- GUI: add keyboard shortcut help file
- Add a new practice script illustrating advanced use of mle command,
and extend the discussion of mle in the User's Guide
- New function pxsum(): computes the cross-sectional sum of a series in
the context of panel data
- stack() function for panel data: allow '*' in forming list of series
- Compaction of daily to weekly data: enable this even if the daily data
are not dated
- "panel" command: add --nerlove option to use Nerlove's transformation
in the context of the random effects estimator
- "system" command: various small fixes and enhancements, including
greater computational efficiency
- "pca" command: add --quiet option and parameter to allow specification
of the number of components to save
- "coint" command: add --verbose option and fix printout of model at
last step of Engle-Granger test
- "graphpg" command: add "fonstscale" parameter (but also try harder to
get the default font size right for various gnuplot versions)
- princomp() function: add an optional switch to use the covariance
matrix
- matrix manipulation: enable use of the boolean operators "&&" and
"||" as element-wise operations on matrices
- Function packages: prevent a package's "bundle-plot" function from
appearing in the initial GUI listing of public functions
- Fix bug: avoid introducing "decimal commas" in setting size of PDF
plots in gnuplot
- Fix bug: deletion of matrices within a loop: ensure that the GUI icon
view is updated properly if it's open at the time
- Fix bug in serialization of matrices as XML (which broke, for example
saving of VARs in gretl session files)
- Fix bug: the --to-file option for "labels" was broken
- Fix bug: misbehavior of substitution of named strings in some loop
contexts
- Fix bug: breakage in handling of string-valued variables in CVS import
- Fix bug: possible crash in mle if a derivatives matrix is resized
- Fix bug: possible crash in GUI function package editor on adding a
function to a package containing a single function
- Fix bug: data import from RATS databases broken on 64-bit systems
- Fix bug: the "smpl" command with --restrict option should support the
full maximum length of the gretl command line (16K bytes)
- Various small fixes for spreadsheet data importers
- For third-party users of libgretl: improve handling of search for the
gretl plugins
- Configure check for gnome desktop: support gnome 3.0
- Temporary files: use mkstemp() instead of mktemp()
- MS Windows and OS X: update packaged gnuplot to version 4.6.0
- MS Windows build: update cross-compiler to gcc-4.6.2
- Build tools: update to libtool 2.4.2
- Building from source: fix configure script for non-sse2 build
2011-12-22 Version 1.9.7 [Back to top]
- Add two nonparametric estimators: William Cleveland's loess and the
Nadaraya-Watson estimator; these are available via the new functions
loess() and nadarwat(), and they're also in the GUI Model menu
- Binary logit and probit: re-implement using Newton-Raphson for
greater numerical stability
- Documentation updates, including a new chapter on Nonparametric
methods in the User's Guide
- "store" command: add a --decimal-comma option to export "CSV" data
using "," as decimal character (and ";" as column delimiter)
- "leverage" command: add a --quiet option and add calculation of the
cross-validation criterion (available via the $test accessor)
- "rmplot" command (range-mean plot): add a --trim option to discard the
minimum and maximum from each sub-sample
- "gnuplot" command: enhance the --with-lines option to permit using
lines for some series and points for others
- "scatters" command: add a --matrix option and increase the maximum
number of plots to 16
- Plots in GUI: add option to show semilog fitted line, and make the
option to show a grid more configurable
- New function simann() provides user access to simulated annealing
- Speed up the production of bootstrapped confidence bands for impulse
responses in VECM models
- Internationalized TeX output: always use UTF-8 encoding
- Online help: ensure that option flags don't break across lines (and
also colorize them for emphasis)
- Cointegration testing: treat restricted exogenous terms as per Ox and
PcGive (don't lag them in the initial OLS regressions)
- Fix breakage in GUI dialog box for ADF-GLS test
- Fix: the panel groupwise heteroskedasticity test failed silently if
a group had just one usable observation
- Fix bug: breakage in mle when a "genr" line in the mle block assigns
a new value to a submatrix
- Fix bug: possible crash in tsls when there are missing values and a
regressor is all-zero at the complete observations
- Fix bug: "summary" command with --by option not respecting the
incoming sample range
- Fix bug: filename encoding and dates recognition issues with the new
xlsx data importer; also try harder to find sheet names/numbers
- Fix bug: segfault on running certain commands via the GUI after
replacing the previous dataset with a new one
- Fix bug: crash on accessing a bundle via its icon if the bundle was
replaced while the Icon view window was open
- Fix bug: crash on using the --quiet option with the "freq" command
in a command loop
- Fix bug: breakage in processing the selection of quantiles for
quantile regression in the GUI
- Fix bug: the third argument to eigsolve() was rejected even when it
was valid
- Fix bug: the option of providing a named list of series as the left-
hand term in a GMM orthogonality condition was not fully implemented
2011-10-17 Version 1.9.6 [Back to top]
- Add an importer for xlsx (Office Open XML) worksheet data
- cum() function: make this respect panel structure
- ranking() function: accept vectors as well as series
- New function, hdprod(): implements "direct row product" for matrices
- New functions for series: skewness() and kurtosis()
- New function uniq(): acts like values() but leaves the distinct values
in their order of appearance
- New function pshrink(): compacts a panel series to a column vector
with one observation per individual
- New function randint(): returns a random integer in a specified closed
interval
- allow non-integer degrees of freedom for Student's t in cdf(), invcdf()
and randgen()
- allow use of an (optional) "mask" argument with the panel statistics
functions pmean() and friends
- list arguments to functions: allow use of anonymous lists
- extend the invcdf() function to the gamma and std. GED distributions
- GUI script editor: add Cut and Redo toolbar buttons, and also a
Stop button to interrupt script execution; improve handling of Tab
and Enter
- GUI session Notes: add option to pop up the notes on opening a
session file
- build with SSE2 enabled: ensure that the C compiler SSE2 option is
not wiped out if the user (re-)specifies CFLAGS when doing "make"
- Defining lists: document the wildcard operator, *, and add an
ellipsis operator (two dots).
- VARs: (re-)enable HAC standard errors via a new option, --robust-hac
- "var" command with --lagselect option: make the table of information
criteria available as $test
- "omit" command: add a --test-only option to prevent the reduced model
from being saved as "last model"
- "add" command: add an --lm option to do an LM test, in which case the
last model is not replaced by the augmented version
- "makepkg" command: add options to produce an XML index entry and a
file of translatable strings suitable for use with gettext
- "freq" command: add facility to specify the number of bins, or the
location and width of the bins; also add a --show-plot option for use
in a script
- "tsls" command: add a --no-tests option
- Add facility for inspecting the list of gretl addons, under the GUI
Help menu
- Download of textbook data-file packages: use sourceforge for better
reliability
- Graphing ("gnuplot" command and GUI): generalize the option of
separation using a binary dummy to allow use of discrete variables
- "boxplot" command: add --factorized and --panel options; also
enhance the boxplot options available via the GUI
- "arima" command (native exact ML variant): add a --hessian option to
enforce computation of standard errors using the Hessian; if this
option is not given, allow use of OPG as fallback if the numerical
Hessian cannot be computed
- X-12-ARIMA and TRAMO analysis: allow the user to supply names when
saving series to the dataset
- Declaration of new series: set initial values to NA, not zero
- On OS X: save downloaded functions, databases and data file packages
to the user's "Library/Application Support/gretl" directory
- MS Windows and OS X packages: update gtksourceview library to version
2.10.5 to permit printing of scripts with highlighting
- Make gtksourceview-2.0 a dependency for the gretl build, and remove
the "bundled" version of gtksourceview-1.0
- Fix bug: a nested "foreach" loop using a named list, with the name of
the list subject to dollar-substitution via the parent loop, produced
an "unknown variable" error
- Fix bug: The symbol "<-" for assignment to an object could get confused
with a mathematical expression such as "x<-1.0"
- Fix bug: reading beyond array bound in numerical Hessian
- Fix bug in GUI function-package editor: could crash on adding a new
function to a package
- Fix bug in GUI function-package editor: "edit code" not working for
packages containing a single function
- Fix bug in GUI function-package editor: not apparent how to change
the recorded date for a function package
- Fix bug in ADF test in GUI with data frequency 1: quadratic trend
case being added even when deselected
- Fix bug in ARMA forecast for MA order > 1 and steps-ahead greater
than the MA order
- Fix bug: ensure that we catch trailing junk at the end of a genr-type
expression
- Fix bug: GUI scalars window not updating correctly if it is kept open
while a script which modifies scalars is executed
- Fix bug: wrong readout of graph coordinates after doing "Replace full
view" with a zoomed graph in the GUI
- Increase maximum command-line length to 16384 bytes
2011-04-22 Version 1.9.5 [Back to top]
- Add new translation: Greek (Manolis Tzagarakis and Ioannis Venetis)
- When building against gtk3, put the plugins into LIBDIR/gretl-gtk3
- "foreign" command: enable the --send-data option for Octave, in
which case the gretl dataset is pre-loaded as a matrix named
"gretldata"
- "coint2" (Johansen test): print the log-likelihood, plus improve the
printing of the Pi matrix when exogenous regressors are present
- "coint2": add a --silent option
- VARs: add $fevd accessor to get the forecast error variance
decomposition as a matrix; also add GUI access to forecast variance
decomposition plots
- VECMs: add $vecGamma accessor to get the Gamma matrices (coefficients
on the differences of the system variables) in standard format, plus
$evals accessor to get the eigenvalues used in computing the trace
test
- "tobit" command: add options to specify left- and/or right-
censoring; also add --robust option
- gnuplot (command and GUI): add option to plot fitted cubic
- GUI plot dialog: add option to draw arrows on a graph
- GUI forecast dialog, for cross-sectional data: give option of showing
confidence interval for mean Y rather than actual Y
- Fix a small memory leak when opening an *.asc data file
- New function colname(): retrieve a column name from a matrix
- New function eigsolve(): solves generalized eigenvalue problem
- New function NRmax(): Newton-Raphson maximizer
- New model accessors with string values: $depvar for the name of the
dependent variable, and $command for the command word used
- Matrix "division": give the operators "\" and "/" the same semantics
as in Octave/Matlab (left and right division)
- Remove the FGLS "arch" command from the GUI and add a deprecating
note to its help text
- Lag specification for regressors (e.g. "foo(-1 to -2)"): the name of
a list can now be substituted for the name of a series
- quantile() function: allow a vector for the second argument when the
first argument is a matrix
- Copy data to clipboard in GUI: remove limitation of 8 series max
- "difftest" command: record $test and $pvalue
- Fix bug: wrong out-of-sample forecasts for ARMA models with seasonal
MA terms
- Fix bug: wrong handling of string fields in ODBC data import
- Fix bug: spurious "unmatched 'if'" error under some conditions
- Fix bug: incorrect handling of observation markers in context of
scatter plot "with factor separation"
- Fix bug: transposition not being done in expressions of the form
matrix m = $accessor[range]', with trailing transpose symbol
- Fix bug: usable observations could be omitted when compacting from
daily to weekly frequency, if the daily data contained "hidden"
missing observations
- Fix bug 3285196 (respect indicated encoding when importing SPSS data)
- Fix bug: gretl could crash on start-up with no datafile specified
- MS Windows: update netlib lapack/blas to version 3.3.1
2011-02-24 Version 1.9.4 [Back to top]
- Change the default random number generator from GLib's
implementation of the Mersenne Twister to the SIMD-oriented Fast
Mersenne Twister
- Introduce "addons": approved function packages that are represented
in the GUI menus
- Add an --accessors option to the "varlist" command, to expose the
list of currently available accessor ("dollar") variables
- Add more panel data graphing options -- time-series of group means
and boxplots by group -- and redesign the GUI for panel plots
- GUI code: modify to allow building against gtk3, with a configure
option --enable-gtk3
- GUI icon view: provide a graphical representation for saved
"bundles"
- GUI dialog for calling user-defined functions: several improvements
- GUI access to X-12-ARIMA: give option of writing and editing x12a
.spc file
- GUI test-statistic calculator: fix a bug in the one-variance test
- New accessor, $vma: retrieves the vector moving average form of a
VAR or VECM
- New function, inlist(): gives the position of a series within a
named list or zero if the series is not present
- New function, isconst(): determines whether a series or vector has
a constant value, and optionally tests for either time-invariance
or cross-sectional invariance for panel-data series
- New function, strsub(): substitutes a specified replacement for a
specified sub-string in its first (string) argument
- New function, ngetenv(): gets the numerical value of variable in
the environment
- "estimate" command: document the --quiet flag; and also enable the
--quiet option for "system"
- "summary" command: add an option to print summary stats for the
columns of a named matrix
- "outfile" command: add facility to redirect output to stderr or
stdout
- "setobs" command: add option to attach observation labels from a
named file
- "heckit" command: switch to use of analytical Hessian for the
covariance matrix
- New function, errmsg(): returns the gretl error message associated
with a given integer error code
- New function, rownames(): complements the colnames() function for
matrices
- New function mrls(); implements restricted least squares estimation
for data in matrix form
- The sdc() function (column standard deviations): add an optional
second argument to control the divisor
- New "set" variable, matrix_mask, which can be used to control the
included observations when constructing matrices from series
- Accessors $test and $pvalue: generalize to allow matrix values
(e.g. from the coint2 command); also ensure that these values get
recorded when using "restrict" in connection with a system
estimator such as SUR
- "catch" modifier for commands: make this catch a wider range of
errors
- Functions corr(), cov() and fcstats(): accept two vector arguments
in place of two series
- Allow deletion of local matrices within functions
- Remove deprecated aliases "noecho" and "seed"
- Remove redundant function "makemask"
- Fix some memory leaks in the gretl GUI
- Storage of data in gdt files: increase the precision for derived
series such as logs
- Fix: reset model count on exit from user-defined functions
- Fix bug: incorrect parsing of command line containing a filename
that includes left and/or right parentheses
- Fix bug: the $ec accessor for Error Correction terms produced bad
results for VECMs where the loadings ("alpha") terms were estimated
subject to restrictions
- Fix bug: estimates could get out of order for some equation systems
if the constant was not given in first place among the regressors
- Fix bug: the "diff" command applied to a lead of a series could
produce spurious values with panel data
- Fix bug: segfault with nested loops when the outer loop resamples
the dataset and the inner one generates a series
- Fix bug: the function isnull() got broken when the argument is the
name of a string variable
- Fix bug: incorrect parsing of ARIMA command with "gappy" AR lags
specification, e.g. "arima {1 4 5} 1 1 ; y"
- Fix bug: the $unit accessor for panel data got broken
- Fix bug: the $kalman_t accessor was not working correctly for the
case of a filter that employs time-varying matrices
- Fix bug: when compacting a dataset using the end-of-period option,
one usable observation might be discarded
- Fix bugs 3180774 and 3183721 (64-bit build issues)
- MS Windows: update GTK stack and gnuplot
2010-11-29 Version 1.9.3 [Back to top]
- New estimation command "biprobit" (bivariate probit)
- New panel unit-root command "levinlin"
- Add help text for "dpanel"
- "restrict" command: enable the --full option for single-equation
models estimated via OLS (makes the restricted estimates available
as the "last model")
- "restrict" and "estimate" for equation systems: don't insist on a
system-name argument, but allow a default of the last model
(provided it was a system)
- GUI graphs: allow option of replacing the original graph with a
zoomed view
- Panel time-series graphs in GUI: add another format option and try
to use date information if available
- lrvar function: allow vector argument in place of series
- Iterated GMM: raise default maximum iterations to 250, and add a
new "set" variable, "gmm_maxiter"
- Fix bug 3105271
- Fix bug: crash in lapack in case the number of instruments exceeds
the number of observations in tsls
- Fix bug: recent breakage in quantreg command for the case of
multiple tau values
- Fix bug: ensure that the main window gets updated when series are
deleted via the console
- Fix bug: don't show an excessively long list of series in the
dialog box for confirming deletion of series
- Fix bug: creation of matrices from data series in a loop which
changes the sub-sample via --restrict
- Fix bug: setting "halt_on_error" off should not suppress printing
of error messages
2010-11-03 Version 1.9.2 [Back to top]
- New command "fractint" (fractional integration test)
- The "pergm" command no longer does fractional integration testing
as a side-effect
- The "open" command now supports http to get a data file (of any
supported format) directly from the internet
- "kalman": allow a constant term in the state transition equation
- "modprint" command: allow a string literal for the second argument;
support both comma- and space-separation of parameter names
- "dataset expand" command: add an "interp" modifier to use
interpolation rather than repetition of values; also remove the
option of going directly from annual to monthly frequency
- "heckit" command: enable the --robust option for QML standard
errors and the --quiet option
- "mahal" command: add a --quiet option
- "arima" command: add new option --save-ehat
- pdf function: support the poisson and binomial distributions
(giving the probability mass)
- New function invmills() to get the inverse Mills ratio
- New function bwfilt() to compute the Butterworth filter (thanks go
to D.S.G. Pollock), plus GUI access under /Variable/Filter
(time-series data only)
- New function polyfit() to obtain a polynomial trend line
- New function chowlin() to perform Chow-Lin interpolation of
higher-frequency data
- New function varsimul() to simulate VARs
- New accessor $mnl_probs to get the estimated outcome probabilities
for a multinomial logit model (plus GUI access under the Analysis
menu in the model window)
- GUI interface to X-12-ARIMA: add more options to control the
program's behavior
- GUI model specification dialog: add a "genr" button
- GUI, main window toolbar: add a button for direct access to native
gretl databases
- Fix for multinomial logit: correct bias in favor of the base case
in the reported fitted values ($yhat)
- Fix VAR forecasts: ensure consistency in exactly where a dynamic
forecast starts
- Fix bug 3021540 (sorting dataset)
- Fix bug 3021854 (spreadsheet import with no numeric data)
- Fix bug 3050710 (build process: LDFLAGS not respected)
- Fix bug 3054932 (build process: libdir not used)
- Fix bug 3074946 (specific MA lags not remembered in ARMA GUI)
- Fix bug 3082926 (crash or bad session file when saving a session
containing models with missing observations)
- Fix crashing bug in Wilcoxon signed rank test
- Fix bug: adf test with --gls option: don't use too many pre-sample
values for the detrending regression
- Fix bug: crash in GUI when estimation of a restricted VECM was not
successfully completed
- Fix for OS X: we now support Ctrl-click as equivalent to
right-click (for popup menus, etc.)
- Fix for finding user's customized LaTeX preamble file
- Fix: more rigorous detection of whether TeX output is PDF rather
than DVI
- Fix: when compacting a dataset, some values that should be missing
were appearing as zero
- Traditional Chinese locale: encode text to CP950 for EMF files via
gnuplot
- Drag-and-drop onto gretl main window: support database files (gretl
native, RATS or PcGive) as well as regular data files
- Graphs in GUI: for plots that don't support the full graph editor,
add a font selector
- Build: require libgmp (no longer an optional extra)
- Internals: modify GUI sources to ensure that gretl will build OK
with the forthcoming GTK+ 3.0
- MS Windows: update Inno installer and add the officially recognized
translations
2010-06-24 Version 1.9.1 [Back to top]
- New command: "makepkg", for command-line creation of gretl function
packages (.gfn files)
- pdf, cdf and pvalue functions: add support for the Generalized
Error distribution
- "dataset" command: add new sub-command, "renumber", for moving a
series to a new position
- wls: amend the criterion for complaining that the weights are all
zero
- logit/probit: correct ordering of estimates when the constant is
not first in the supplied list of regressors
- Reading gdt data files: don't stop if a denormalized tiny value is
found: accept what the C library gives and ignore errno
- Reinstate --basque start-up option for GUI program
- Fix for printing of month names on time-series plots in locales
with multi-byte characters
- OS X: use the native Mac calculator app for gretl's calculator
toolbar item by default
- GUI: add mechanism for defining named lists, and for setting the
main window selection from a chosen list
- GUI: "Edit attributes" (of series) dialog: add option to change the
position of a series in the dataset
- GUI model selection dialog: implement re-ordering of regressors via
right-click
- GUI, right-click popup in main window: on selecting the correlation
matrix option, give the user a chance to insist on a uniform sample
for the correlations
- Internals: new, improved code for calulating the inverse Mills
ratio (probit, heckit)
- API documentation: take this a step further, though it's still
radically incomplete
- Remove the old genpois function
2010-05-02 Version 1.9.0 [Back to top]
- New command: "duration", for estimation of parametric duration
models (e.g. Weibull)
- New command: "negbin", for estimation of count data models using
the Negative Binomial distribution
- poisson regression: add overdispersion test and also --robust
option to get a QML covariance matrix
- New command modifier, "catch" to catch errors and permit
continuation of script execution
- "labels" command: add options to write variable labels to file, and
to read labels from file
- Consolidate commands: the old "graph" and "plot" commands (ASCII
graphics) are unified in "textplot"
- Enable full-text search of "online" help files
- Enable help for specific "settable" variables, as in "help set
lbfgs"
- "mread": search the gretl working directory if the file is not
found at first
- "dataset sortby": allow the use of a list to specify multiple sort
keys
- ODBC import: enable extraction of multiple data series per SQL
query
- ODBC: enable support in the binary packages for OS X
- Observation labels: permit non-ASCII UTF-8 characters
- Export of data to R, interactively: add a message confirming that
the export worked
- "foreign" code blocks: add support for GNU Octave
- GUI: add export/import of variable labels
- GUI: enable choice of ordering for Cholesky decomposition for VAR
impulse response plots
- GUI graph editor: add option to show a grid; add facility to
display highlight bars in time-series graphs, e.g. NBER recession
dates
- Filter functions movavg, bkfilt and hpfilt: offer greater control
via additional optional arguments
- Add new functions, digamma, kdensity, monthlen and epochday (the
latter two are calendrical)
- Add new built-in constant: "macheps" gets the machine precision
- OS X package: add icons and associations for gretl data, script and
session files
- Add compile-time option to use openmp for multi-threaded matrix
multiplication
- Fix bug: crash on exact collinearity when estimating a system of
equations
- Fix bug: broken test output in tsls when the matrix of instruments
is near to rank-deficient
- Fix bug: errors in Exponential Moving Average in GUI
- Fix bug: non-ASCII characters not handled in function package
upload to server
- Fix bug: double normal cdf did not handle correctly some corner
cases
- Fix bugs 2944000, 2956109
- Fix font-encoding issues on MS Windows: session-names with
non-ASCII characters were not appearing in the gretl title bar; and
the encoding was getting broken between copy and paste, e.g. in
script windows
- Fix bug in Hausman test after tsls: ensure the sample size is
consistent
- Fix integer overflow bug in Breusch-Pagan poolability test
- Graphing via gnuplot: require version >= 4.2.0
2010-01-24 Version 1.8.7 [Back to top]
- GUI enhancement: add apparatus to help keep track of gretl windows
- GUI menus: clean-up and consolidation
- New command: "qqplot" (Quantile-Quantile plots)
- Normal random samples: implement the Ziggurat method
- "dataset" command: document the "clear" keyword
- "rmplot" command: save $test and $pvalue
- "restrict" with --bootstrap option: record $test and $pvalue
- "corrgm" and "xcorrgm": allow the lag order to be given as a named
scalar variable
- VECMs: add $ec accessor
- VARs: remove $vcv accessor
- VARs and VECMs: enable accessors $df, $ncoeff and $xtxinv
- BFGSmax function: add facility for supplying analytical derivatives
- Eviews data importer: handle more cases of .wf1 files
- BFGS: make the degree of verbosity tunable via "set bfgs_verbskip"
- Fix bug: crash on error in user_matrix_ols()
- Fix bug: "append" for data should work in more cases
- Fix bug: saving a model when there is already a saved model of the
same name (in the GUI) caused a crash
- Fix bug: setting of sub-sample information on models estimated with
a loop construct
- Fix bug: the GUI option for reporting standardized residuals for
GARCH models got broken
- Fix bug: handling of on-the-fly matrices in "printf"
- Fix bugs: miscellaneous small GUI bugs
- Fix bugs 2918790, 2918783, 2918775, 2917053
2009-11-25 Version 1.8.6 [Back to top]
- Fix bug: the "print" command for series fails after exiting a loop
with the --progressive option set
- ARIMAX models: follow the practice of most software and difference
both the dependent variable and the exogenous regressors; a new
option, --y-diff-only, restores the old behavior of leaving the
regressors in levels. This resolves bug 1972626.
- arima: fix some "corner case" bugs and extend the options that can
be controlled via the GUI
- Add hyperbolic functions, asinh and friends
- heckit: use analytical score, and use hyperbolic transformation in
estimating rho
- Fix bug: a native gdt file made from imported data could end up
containing non-UTF-8 characters (and hence not be openable)
- Fix bug: the internal $error variable associated with the
--continue option to (e.g.) "arima" could get stuck on within a
command loop
- Fix bug: ensure that the "dataset addobs" command is recorded in
the session command log when observations are added in the course
of forecasting
- Fix bug: corruption in saving GARCH models in a session file
- "fcast": add a --plot option to generate a plot of the forecast in
batch mode
- L-BFGS-B: add a "set" variable, lbfgs_mem, to control the number of
corrections used in the limited memory matrix
- GUI dialogs for mle, gmm: add controller for BFGS details
- "scatters" command: add an --output option as for the "gnuplot"
command
- Fix bug: the popup menu item "Execute line", in script windows, was
not working
- Fix bug: bad Weibull plot (under "Distribution graphs") when adding
Weibull curve to an existing plot that includes negative values of
x
- Add facility to display normal and logistic CDFs
- Add convenience function: logistic()
- MS Windows package: update pango and gnuplot
- Scalar variables: improve GUI management, and add a --scalars
option to the "varlist" command
- "mols" function: add option of retrieving the covariance matrix
- Add new function "weekday"
- Fix memory leak on repeated sub-sampling
- Miscellaneous small GUI fixes
2009-10-10 Version 1.8.5 [Back to top]
- Fix: avoid duplicating the return line when saving packaged
functions that were originally old-style
- Several refinements for function-package editor
- Update the gretl function package DTD
- genr: improvements in type-handling for some tricky cases
- Internal clean-up: revamp gretl's mechanism for reading
configuration info and setting paths at start-up
- Fix bug in handling of the R dll on Windows
- Function parameter [min:max:default] values: fix bug for locales
using ',' as decimal separator
- Fix bugs 2843717, 2848633, 2865384
- Fix bug in corrgm() function when the series given as arguments
contain missing values
- Add --to-file and --from-file options to "set" command
- Several refinements for the GUI "model table"
- Fix bug: error when trying to save the dataset, in the context of a
saved-then-reopened session file
- Fix bug: in some circumstances model tests failed to respect the
sample used when estimating the model, if the sample had since been
changed
- Fix bug: wrong results from the "fcast" command after estimating an
ordered probit or logit model
- Fix bug: the --output option to the "gnuplot" command was not being
respected in the gretl console
- Fix bug: inconsistent handling of maximum command-line length in
the context of loops
- GUI, main window, Sample menu: add an item to print details of the
current sample status
- On closing GUI session, close any open graph windows
- RATS databases: recognize weekly data
- Eviews data importer: fix recognition of the starting month or
quarter for dated time series
- CSV data importer: recognize the rather strange represent- ation of
dates in the IMF's International Financial Statistics
- Add importer for SAS "xport" data
- GUI model window: add option to view the model in equation format,
in plain text, for simple models
- $hausman accessor: make this available for panel models estimated
via the random effects estimator
- add financial functions npv and irr
2009-08-28 Version 1.8.4 [Back to top]
- Fix breakage in GUI interface for calling user-defined functions,
plus fixes for GUI function package editor
- Patches from Mandriva: build OK with -Wformat-security, and respect
LDFLAGS as supplied by user
- Add "to" to the list of reserved words
- Enable testing of nonlinear restrictions on simultaneous equation
systems
- Update docs and examples for the "new style" definition of
functions
- Small modification to GUI series editor
- Try to make path-searching a little smarter for files referenced in
scripts
- GUI language switcher: add a workaround for platforms missing
proper locale aliases
- Stata dta importer: try to work around missing character encoding
information
- ODS import: fix bug 2841292
- win32: update GTK+ stack to 2.16.5
2009-08-10 Version 1.8.3 [Back to top]
- Fix bugs 2819633, 2827358, 2828349, 2833434
- $stopwatch: use times() function if available, to include execution
time of child processes
- Add function "mreverse" to reverse rows of a matrix
- Add function "deseas" to deseasonalize a monthly or quarterly time
series using X-12-ARIMA or TRAMO/SEATS
- Remove function "strcmp" as redundant
- Add "sscanf" function
- Add function "pergm" corresponding to the pergm command
- Several fixes and enhancements for interaction with TRAMO/SEATS and
X-12-ARIMA
- Many small GUI fixes
- Add (optional) support for Ox programs via the "foreign" command
- Ctrl-X in editing windows: cut text, don't exit
- Data importers: add a comment to the imported dataset saying where
it came from
- 3-D graphs: use the wxt terminal in gnuplot if it's available
- Fix for putting RTF onto clipboard on OS X
- Observation labels ("case markers"): print up to 15 characters of
such labels
- Support compaction of hourly (24 hours per day) data to daily
- Add "set" variable "csv_na" to control the representation of NA
values in CSV output (also GUI selector for same)
- Remove old "set" variable, "protect_lists"
- Help windows: substantial revamp of GUI, plus fixes for dealing
with translated helpfiles
- Add experimental function debugger: new "debug" command
- Stata importer: support current format 114 .dta files
- MS Windows: update the GTK+ stack
- Lists: allow formation of a new list by subtraction of one list
from another
- "omit" command with --auto option: allow specification of a list of
candidates for omission
- fix bug: "smpl --no-missing" was not always purging missing values
in the case of panel data
- fix bug: possible confusion when creating a named list if the
dataset contains a variable named "to"
- fix bug: wrong error message given by "system" command on
encountering missing values
- fix bug: crash in estimating a system via LIML when the equations
are given in TSLS fashion (i.e., y X ; Z)
2009-07-08 Version 1.8.2 [Back to top]
- Fixes for GARCH "corner cases"
- "summary" command: add --simple and --by=byvar options
- Fix another XLS import bug
- nls, mle, gmm, arma: allow continuation of scripts when these
estimators fail to converge, in which case the variable $error is
set to a non-zero value (new --continue option)
- "fcast" command: add more forecast evaluation statistics
- Add fcstats function to provide statistics for evaluation of
forecasts
- GUI model window, Graphs menu: add scatter plot of actual vs fitted
a la Theil
- Rationalize use of GRETL_KEEP_GOING and halt_on_error: induce
consistency between CLI and GUI programs
- xtab command: add --matrix option to take frequencies from a named
matrix
- add "anova" command (one-way and two-way) plus GUI menu entry
- Main window: make column headings clickable for sorting variables
by ID number or name
- Enhancements to Edit Attributes dialog for data series
- "heckit command": fix problem with some residuals being unavailable
via $uhat
- Printing: fix bad output from "pergm" command when the spectral
density is very large
- Printing: revise printout of summary statistics for better
consistency in non-English locales and for long variable names
- Fix bug: allow for the fact that TRAMO truncates long variable
names to 8 characters in the names of its output file
- Fix bug: ensure that old X-12-ARIMA output files get deleted before
a new run
- TRAMO and X-12-ARIMA: try to provide better information in case of
errors
- Add GUI option: suppress detailed printout from X-12-ARIMA
- GUI menu Variable/Filters: add GUI access to the fracdiff function
- Several small fixes for the GUI
- Fix bugs 2806815, 2810219
2009-05-21 Version 1.8.1 [Back to top]
- Fix bugs 2533543, 2590417, 2604963, 2687954, 2734471, 2741374,
2780592
- resample() function: add a second, optional parameter, namely a
block length for resampling by moving blocks
- Ensure that gretl.lang (for gtksourceview) gets updated in Windows
build
- Forecasts with confidence intervals: make the confidence level
configurable via the GUI (and similarly for confidence bands on
impulse response plots)
- VECMs: add a GUI selector for lags of any exogenous variables
- genr: make '^' (exponentiation) associate rightwards
- genr: support the syntax "func(args)[slice]" to select directly a
submatrix from a function call that returns a matrix
- panel, random effects estimator, Hausman test: notify the user if
the matrix-difference version of the Hausman test fails; also
document the --hausman-reg option in the help entry for the "panel"
command; and fix the covariance matrix in case --hausman-reg is
chosen.
- VARs: support gaps in the lag structure (not for VECMs); also,
allow single-equations VARs
- New GUI graph option: "Plot curve" under the tools menu, for quick
plotting of a formula
- Chow test: add the option of specifying a dummy variable rather
than a break point
- Boxplots: enable boxplot command in loops
- seq() function: add a third, optional step parameter
- Speed up loading of very large data files in gretl native format
- Fixes for handling of data files with over 999 variables
- Minor improvement to parsing of dates in CSV files
- "lags" command: accept a scalar variable for the parameter
indicating how many lags to generate
- "logit" command: support multinomial logit via a new option,
--multinomial
- ordered logit, probit: add count of cases 'correctly predicted',
plus overall likelihood ratio test for all slopes = 0
- Graph editing dialog: provide more comprehensive font selection
apparatus if gnuplot supports cairo
- "gnuplot" script command: add mechanism for naming the output file,
and selecting EPS/PDF/PNG output directly
- Fix bug in binomial plot for 60 <= n < 170
- MS Windows build: update to gnuplot 4.3 CVS as of March 2009
- Enhancements for GUI menu item "Count missing values"
- tsls: add Stock-Yogo minimum eigenvalue test for weak instruments
- Modify the files in the win32 subdirectory of the gretl source to
support building on MS Windows with mingw/msys
- Enforce the prohibition on using gretl command words as names for
variables
- Script editing window: add "New" and "Open" buttons
- New function psdroot: find the Cholesky-type root of a positive
semidefinite (and possibly singular) matrix
- New function filter: compute an ARMA-like filtering of a series
- Add a GUI language selector (by popular request!)
- "restrict" command: accept scalar variables in place of numerical
constants
- "genr" with lists: allow boolean comparison of a list to a scalar,
returning a series
- Add new string function "tolower"
- Rename "lmtest" command to "modtest"
- Add --comfac option to "modtest" for testing common factor
restriction in models estimated via an AR(1) method
- Add user-level access to the Kalman filter, with a new command
"kalman" and new functions kfilter, ksmooth and ksimul
2009-01-23 Version 1.8.0 [Back to top]
- Fix bug: crash in "Add random variable" dialog
- Translation fixes
- Add new command: "modprint"
- Remove obsolete commands: "rhodiff" and "hccm"
- Speed-ups for the pdf() function as applied to a series argument
- New option --numeric for the nls and mle commands, to force the use
of numerical derivatives
- Numerous small graphing and GUI fixes
- MS Windows: fix for opening graphs in old session files
- Graphs: "display PDF" option: fix possible encoding issue
- GUI graph controller: new facility to add a line, defined via a
formula, to an existing graph
- GUI graph controller: add facility to choose point style
- Gnuplot line-color selector: extend to 6 colors, and distinguish
between setting the "palette" and setting ad hoc colors for a
specific graph
- Scalars: make these accessible via the icon view window; enable
copying to clipboard as CSV; enable entry of a formula (starting
with "=") in scalar-editing window
- Fix encoding issue when copying to clipboard as plain text or RTF
- Boxplots: hand the production of these over to gnuplot
- New function: urcpval(), gives user access to James MacKinnon's
p-values for unit root and cointegration test statistics (tau)
- New function: mpols(), enables multiple-precision OLS for
user-defined matrices
- New function: toepsolv(), solves a Toeplitz system of linear
equations
- New function: mcovg(), matrix covariogram
- Improve error-reporting in relation to GUI genr dialog
- Make parsing of input from GUI ARMA dialog more robust
- New feature: add importer for SPSS .sav files
- CSV importer: try to handle time-series data in reverse
chronological order
- "fcast": allow variables for the startobs and endobs arguments; add
"rolling" k-step-ahead option
- Fix bug in ADF --verbose printout (wrong p-value shown for one
lagged difference in some cases)
- GUI plot editor: translate the gnuplot style strings
- Switch to more compact tabular form for presenting model statistics
- OLS and fixed effects: add option to calculate p-value for the
Durbin-Watson statistic
- Add accessors $Fstat and $chisq for the overall F-statistic or
chi-square test from the last model
- Make the "restrict" command available for nls, mle and gmm
- Improve forecasting options for nls models
- Add model menu item: "Modify model", under the Edit menu, provides
a clone of the model specification
- Loops: allow the "gnuplot" command, operating strictly in batch
mode
- New command "intreg": implements interval regression
- Several updates to the documentation
- Fix bugs 2042328, 2472732, 2510727, 2510759
2008-09-28 Version 1.7.9 [Back to top]
- Revamp the data structure "wizard"
- Fix bugs 2102478, 2116172, 2118506
- Periodogram graph: fix bug for case where the locale decimal
separator is not '.'
- Add Russian translation, Turkish translation
- Small GUI fixes
- Modifications to web-downloader for new server settings
- Fix for non-ascii file names in session files on MS Windows
- genr: fix for unary minus in exponentiation (e.g. x^-.5)
- nls: fix R^2 printout
- dummify function: accept a second argument (see the help for
details)
- ordered probit/logit: fix bug with displaying these models in the
GUI model window
2008-09-14 Version 1.7.8 [Back to top]
- Add a language-switching option to the gretl GUI (under
Preferences/General)
- Improve formatting of HCCME options pane
- Fix breakage in "rename" command (renaming series)
- Fix bug 2089048
- Enable Chow test for non-time series datasets
- Revise formatting style for model output
- Change the label "standard error of residuals" to "standard error
of the regression"
- Allow users to change the text size in help windows
- Fix two more bugs in connection with user-defined functions in the
context of a sub-sampled dataset
- Fix bug: with the --panel-vars option to the "setobs" command,
check more carefully the validity of the supposed unit and
time-period index variables
- Chow test: perform a robust version if the original model was
estimated using an HCCME
- OS X package: fix for the problem whereby GTK could lose track of
its image-loading modules
- CSV data: improve recognition of daily dates
- PCA: fix column-order of components in printout for the case of
more than 7 components
- Small fixes for opening of datafiles in GUI
- GARCH: add --nc option to suppress the constant in the mean
equation; add --fcp option to use Fiorentini et al code; expand and
update help entry
- Periodogram graph: always base y-axis at zero
- Seasonal ARMA: fix for bad handling of automatically added scalars
2008-08-28 Version 1.7.7 [Back to top]
- Revamp of internal handling of scalar variables
- The --preserve option to the "nulldata" and "open" commands now
preserves existing scalars as well as matrices
- Windows package: update to GTK+ 2.12.11 and friends
- Inside functions: restrict the smpl command within the bounds set
on entry to the function
- setobs command: if used inside a function, revert the effects on
exit
- ordered probit/logit: fix for the case where the dependent variable
does not form a continuous integer sequence; fix reporting of
information criteria; switch to the mode of presentation of
cut-points used by Stata and R
- string-editing dialogs: ensure we have a cancel button
- Saving data when the dataset is currently sub-sampled: fix breakage
whereby the option to restore the full dataset was not shown
- Naming variables: put in place more stringent checking to avoid
name collisions across series, scalars, matrices, etc.
- VARs in saved sessions: ensure that we save the information needed
for subsequent bootstrap analyses
- Fix the mechanism for searching for a user's customized LaTeX
preamble file (got broken at some point)
- LaTeX compilation: be more lenient -- getting some output on
standard error does not necessarily mean that compilation has
failed
- Determining the main gretl directory: try to handle the case where
the user has a stale ~/.gretl2rc file
- Minor OS X fixes
- Respect keyboard "Esc" as dialog "Cancel" more consistently
- Variable selection dialogs: allow use of right and left arrow keys
to activate the "Add" and "Remove" buttons
- Linear models without a constant: print the centered R^2 as well as
the uncentered
- Fix for reading native data files containing auto-generated lags:
re-establish the lag info correctly
2008-07-30 Version 1.7.6 [Back to top]
- Fix bug: revise the way that list arguments to user-defined
functions are handled, to avoid potential namespace collisions
- Add menu item: Variable/Normality test
- Add $xlist accessor: gets the list of regressors from the last
model
- Add $version accessor: gets the gretl version
- Add $windows accessor (1 if running on MS Windows, else 0)
- Add $datatype accessor (see function help)
- Remove some redundant preferences items
- Fix bugs 1996156, 1996161, 2017872, 2027121
- MLE fixes
- Fix for RTF output from GUI model table
- Function package help: ensure this is not truncated
- Fix bug: incorrect generation of NAs when doing "genr unitdum" on a
sub-sampled panel dataset
- Add new panel data functions: pmax, pmin, pnobs
- Internal: recode parts of the gretl GUI to avoid dependence on
deprecated GTK APIs
- Speed-ups for loops containing genr commands
- Several fixes for reading and writing gretl session files
- Function packages: add facility to append a sample script
- Enhancements for GUI function-packager
- File dialogs: try to ensure that focus falls back to the right
window when such windows are closed
2008-06-13 Version 1.7.5 [Back to top]
- max() and min() functions: extend the syntax to allow a list
argument
- Reading CSV data: automatically substitute '_' for illegal
characters in variable names
- Support DESTDIR for make install
- Add Weibull distribution to the various gretl probability
distribution functions
- Fix for parsing a restriction with leading numerical term
- New functions: pdf, sdc, msortby
- User-defined functions: allow a descriptive string to accompany
each parameter, for use in GUI
- Add $unit accessor to get a panel unit index
- Add "--breusch-pagan" option to lmtest command (with --robust
option to use the Koenker robust variance estimator); also add this
test to the GUI
- Fix some bugs in sub-sampling of panel datasets
- Revise the GUI for setting the sample range for panel data
- Improvements for panel time-series graphs
- Fix bug in importing data with long numeric observation labels
- printf command: allow matrices in place of scalars (e.g. using "%f"
or "%g" conversion)
- GUI script output window: add option of making output "sticky"
(running a script appends to text)
- Add log-axis option to GUI graph editing dialog
- GUI program: add right-click popup menus to more windows
- Fix bugs 1929957, 1922915, 1951681, 1954428, 1954838, 1960861,
1969680, 1972629, 1972613, 1980775
- Add guard against unmatched "if" in loops, functions and scripts
- Fix bug: VARs and equation systems not getting removed as "last
model" on exit from user-defined functions, which could cause
strange errors in complex scripts
- Fix for forecasts from equation systems displayed in the GUI
program
- Updates to some screenshots in the User's Guide
- pca command: add --covariance option to base the analysis on the
covariance matrix instead of the correlation matrix
- corr command: document the --uniform option and add it to the GUI
- Fix bug: loops inside conditionals inside a loop were not executing
properly in some cases
- X-Y scatterplot: add option of controlling for a third variable
- hsk command: fix for the case where the model includes a dummy that
is specific to a particular observation
- arima specification dialog: add checkbox for basing standard errors
on the Hessian
- store, outfile, etc.: if the filename starts with "~/", expand this
to the user's home directory, if possible
- Search for data file collections: add the user's gretl data
directory ("dotdir") to the path searched
- "append" command: try harder to make this do what the user is most
likely to want in the case of panel data
- frequency distribution in GUI: allow choice of bin size, as with
frequency plot
- fixed effects estimation: print the average constant
- eigengen function: make this behave as the manual says
- OLS anova: add p-value for the F-statistic
- Fix VECM forecast graph in GUI ("pre-forecast" fitted values were
not integrated)
- "open" command: add options for controlling importation from
spreadsheets
- add "set debug" option for deugging user-defined functions
- GUI function package: add option to save the packaged functions as
a regular gretl script
- Fix bug in modification of LMF autocorrelation test (bug was
introduced in gretl 1.7.4)
- Script editor: add option to show line numbers
- Native database windows: add right-click popup menu
- Local function package listing: sort alphabetically
- logit/probit: add code to detect perfect classifiers
- "tabprint" model-printing command: add --rtf option to produce RTF
output rather than LaTeX
- Windows build: update to Lapack version 3.1.1
- Add quantile regression ("quantreg" command)
- Add experimental support for importing data from an external
database via ODBC
- Add "normest" command to test a series for normality, with options
of Doornik-Hansen, Shapiro-Wilk or Jarque-Bera
- Model window, confidence intervals for coefficients: add option of
changing the confidence level from the default of 95 percent; and
similarly for confidence ellipses
- Add facility for writing and executing R scripts via the gretl GUI
- Durbin-Watson statistic: supply a larger table of critical values
(thanks to Marcin Blazejowski and Tadeusz Kufel)
2008-03-21 Version 1.7.4 [Back to top]
- Fix for ADF-GLS test with missing values
- Fix for detection of unit-diagonal matrix (oops!)
- Merge fit and fcasterr commands with fcast
- Add $fcast and $fcerr accessors for use with fcast
- Autocorrelation test: use Kiviet's original 1986 formula for the
LMF statistic
- "system" command: enable naming of systems in the manner "sysname
<- system"; enable forecasts; make parsing of identities more
robust; enable TeX view/print in GUI; add new accessors $yhat,
$sysGamma, $sysA, $sysB
- "estimate" command: add --quiet option
- remove obsolete command: multiply
- Consolidate the commands corc, hilu and pwe into one new command
with options: ar1
- Fix for the case of graphing 6 time series together
- Fix bugs 1908139, 1909469
- Fix documentation of $stopwatch
- Move handling of strings into "genr"; add strlen function
- fdjac and BFGSmax functions: don't require that the function-call
argument be wrapped in quotes
- "corr" command: allow printing of ranked data for Kendall's tau as
well as spearman (verbose option); also add a verbose check-box to
the rank-correlation dialog
- User's Guide: add a discussion of Arellano-Bond
- Enable "delete" command for saved strings
- Enable naming of matrix columns, via colnames function or the GUI
matrix editor
- Enable "dataset resample" in loops (experimental)
- Runs test: enable the "--difference" option in the CLI; handle the
case where positive and negative values are not equiprobable by
default, but add an "--equal" option to impose the equiprobability
assumption
- Fix for "data error" in VECM autocorrelation tests (for now we'll
just do Ljung-Box)
- Fix sub-sampling bug (new in 1.7.3)
2008-02-29 Version 1.7.3 [Back to top]
- Fix for 64-bit platforms: don't use "long" as the C counterpart of
Fortran 77 "INTEGER"
- Make the rcond function available for asymmetric matrices
- Enable the $yhat accessor for fitted values in equation systems
- Add Italian function help to Windows build
- Weekly to monthly data compaction: respect the user's choice of
compaction method, as claimed
- Add trimr matrix function (as in Gauss)
- Extend matrix "division" a la Gauss
- Disallow user functions with the same name as a built-in function
- Update several screenshots in User's Guide
2008-02-25 Version 1.7.2 [Back to top]
- list-creation: add "dataset" option to use all currently available
data series
- Fix bug in recording result of TSLS heteroskedasticity test
- Add sscanf command (a subset of C sscanf functionality)
- Add shell capture for strings via $(shellcommand)
- Paths stuff: add (non-configurable) "dotdir" to hold per-user
automatically-created files
- Fix bugs 1861010, 1868859, 1869271, 1870459, 1870973, 1871110,
1871135, 1873625, 1874601, 1881849, 1897648
- Rationalize frequency plot dialog
- Add Help item to forecast dialog
- Fixes for matrix "dot operations"
- Fix breakage in graph color selector
- Fixes for ODS spreadsheet importer
- Document the --auto option for the "omit" command, and add a GUI
handle for it
- MS Windows and OS X packages: update to gnuplot 4.3 (CVS)
- Graphing internals: use UTF-8 for internationalized strings
- Models having an exact fit: block various invalid tests
- det() function: fix for singular matrices
- GUI script editor enhancements
- Allow drag of database from databases-on-server window to local
native databases window; also function packages from server to
local function package window
- Add basic support for the DF-GLS test via a new --gls option to the
adf command
- Add selifc and selifr matrix functions
- Generalize several functions to accept matrix as well as series
argument, e.g. quantile, diff, cum, resample
- Add new accessors for TSLS test results: $hausman and $sargan
- Many small improvements to the GUI
- Add systematic documentation for the functions available in the
genr command
- Enable "append" command in loops
- Ordered logit and probit: don't insist that the dependent variable
has a minimum of zero
- Windows installer: update GTK version, packaged zlib1.dll, and
gtksourceview DLL.
- Fix bug in arima auto-differencing, for non-seasonal order greater
than 1 plus seasonal differencing
2007-12-25 Version 1.7.1 [Back to top]
- Add documentation for "set stopwatch"
- Add movavg function to genr (not documented yet)
- Add autocorrelation and heteroskedasticity tests for models
estimated via TSLS
- Add "dataset resample n" command to resample observations with
replacement (not documented yet)
- Add functions for matrix I/O from/to text files
- Fix garch bug when p!=q
- Fix bugs: 1848487, 1847908, 1850842, 1848039, 1840179, 1842439,
1841098, 1843664, 1835707, 1841107, 1841774
- Fix bugs in saving/re-opening restricted VECM models as part of a
gretl session
- Fix bug in CUSUM/CUSUMSQ plots for time series data frequency
greater than 1
- Work around strange behavior of gnuplot 4.2 on Ubuntu
- Reinstate user-level choice of "Windows-look" emulation
- Reinstate user choice of menu font on Windows
- Script editor: add right-click popup with menu items to
comment/uncomment selected block of commands, and to execute a line
or region
- genr: fix for case where closing parenthesis is missing at the end
of a formula
- OS X: replace fftw library with an i386 build
- Toolbar: use GTK stock icons where possible
- Gnuplot commands editor: fix behavior of save button
- Time series plot, more than one series: add option to show separate
small plots
- Output from script execution: reuse existing output window if it's
left open
- Add set variable "fcp" to use Fiorentini, Calzolari and Panattoni
GARCH code
- Add set variable for max iterations in a "while" loop
- Fix bug: missing data handled incorrectly in ascii graphs
- Removed obsolete genr function varnum()
- Renaming session objects: move to popup menu
- Saving text from output windows: give choice of saving to file, or
as session icon
- Commands allowable in loops: enable all but a fairly small subset
- Shell command: when invoked in gui console, send output to gui
console
- Fix handling of "quit" when it's blocked by "if"
2007-11-27 Version 1.7.0 [Back to top]
- Add heckit estimator
- Add estimation/testing for restricted VECM models
- Fix for loop on empty list
- Fix for remaining issues with apostrophes in graph titles
- Fix for lists as arguments for user-defined functions
- Fix for saved sessions after using Forecast menu items
- Fix for long variable names in Model Graph menus
- Improve formatting for nonparametric difference test
- Improve formatting for "freq" command; also add --silent option for
this command
- Add ceil() and floor() functions in genr
- Add "--p-values" option to show p-values instead of slopes for
logit, probit models
- Add options to GUI for xtab command (cross-tabulation); also add
Fisher's Exact Test for 2 x 2 tables
- Fix for graphing the time trend, and for graphs displaying more
than 8 series
- Fix for length of correlogram on weekly data
- Fix for null matrix arguments to user functions in GUI
- Fix for floating point values in "set" when using decimal comma
- Fix for opening cross-sectional gretl data sets in R version 2.5.0
or higher
- Fixes for autoregressive genr formula: speed-up, and fix bug when
such formulae are used in an nls/mle block
- Double maximum length to gretl command line to 8192 bytes
- Gamma p-values: switch to shape/scale parameterization
- Spearman's rho: fix for case with ties
- Allow for syntax change re. missing values in gnuplot 4.3
- "corr" command: add --spearman and --kendall options
- Rank correlation in GUI: add Kendall's tau option
- Fix a few issues with extreme values in cdf, pvalue code
- add gamma() function in genr to generate gamma random variable
- Modify Locke's test to use Kendall's tau
- Add ginv() (Moore-Penrose inverse) matrix function
- Add multivariate Portmanteau test for autocorrelation in VARs
(Ljung-Box)
- Allow concatenation of multiple short-form options, as in "-rdq"
- Modify retrieval of info from VARs: $coeff gets the matrix of
coefficients, $compan gets the companion matrix
- New accessor: $gmmcrit gets the GMM criterion for a model estimated
via GMM
- gretlcli: Ctrl-X exits without prompting for save
- Databases: allow selection of more than one series for display,
graphing, importing
- Databases: allowing deletion of series from native gretl databases
(if the user has write access)
- New command, "dataset": subsumes the old "addobs" and "transpos",
while adding new options
- fftw DLL for Windows: fix a problem experienced on some Windows
systems
- Generation of random variables in GUI: use an interface consistent
with that for p-values, critical values, etc.
- Fix for XLS importer with non-zero column offset
- Improve error detection and recovery for adding case markers from
file
- Graphs: try to respect line color choices when exporting to
postscript and PDF
- Small improvements to built-in data editor
- ARMA: allow specification of particular AR and/or MA lags (int the
non-seasonal component only)
- Add importer for Open Document Spreadsheet files
- MS Windows: update to version 2.12 of GTK runtime
- MS Windows: update to gnuplot 4.2.2, and add switch in graph
editing dialog to prevent anti-aliasing of lines
- GUI linear restrictions dialog: fix bug whereby parameter names
were not accepted
- Saving databases: fix effect of --overwrite flag to do what the
manual says
- Databases on Windows: look in the gretl user directory as well as
the system db directory
- add argname() function for use in user functions
- Panel, unit-weights: fix omit command
- Fix bug in mailer dialog (crash when closed via window manager)
2007-05-17 Version 1.6.5 [Back to top]
- Fix new breakage in configuration of user directory
- Updates to manual
- Mark some more strings for translation
- Add new menu set /Tools/Nonparametric tests, with GUI access to the
"difftest" and "runs" commands
- Add --difference option for runs command
- Various small bug-fixes
2007-05-13 Version 1.6.4 [Back to top]
- Fix breakage in relation to the Windows registry
- Fixes for accented characters in graphs, on systems with UTF-8 as
the standard character encoding
- Additional fixes for Polish text in graphs
2007-05-10 Version 1.6.3 [Back to top]
- Add facility for bootstrap analysis in GUI, for OLS
- Model table: fixes for including panel models; allow up to 12
models; formatting enhancements
- Fix bug in panel autocorrelation test (lmtest command)
- Add fft() matrix function (Fast Fourier Transform)
- Add cmult() matrix function (complex multiplication)
- Add quantile() function in genr
- Add production of restricted estimates to the "restrict" command as
applied to VECMs
- Multiple fixes for session icon handling
- LAD models: print the median of the dependent variable
- Matrix properties window in GUI: add an indication of whether or
not a square matrix is idempotent
- Panel data, pooled OLS model: when robust standard errors are
chosen, use the Arellano-type HAC estimator (well, it's HAC when
the time-series dimension is small); also offer Beck-Katz Panel
Corrected Standard Errors
- Apply the above to tsls in a panel context also
- Panel data, "summary" command for single variable: show the within
and between standard deviations
- Add "--quiet" option to lmtest command (don't print the auxiliary
regression)
- Observation labels: ensure these are properly XML-encoded when
saving a data set as gdt
- Fix bug that could cause a crash when exiting the program on MS
Windows
- Fix bug: crash when saving a graph as an icon, when the icon window
is currently displayed
- Fix an encoding issue with the command-line help files on platforms
where the default encoding is UTF-8
- Correlation matrix: try to be smarter in face of non-aligned
missing observations
- CSV data: add support for Mac-style text files
- "loop" command, "progressive" option: fixes for the case where this
is invoked for loops other than the simple "count" type
- Further optimization of gretl_matrix functions
- Various modifications to the configuration process
2007-03-24 Version 1.6.2 [Back to top]
- Add Poisson distribution to p-value finder
- Fix breakage in GUI "graph page" apparatus
- Graph page: give color / monochrome option
- Bivariate scatterplots: give the option of showing various sorts of
fitted line: linear, quadratic, inverse or loess
- Monochrome EMF graphs: make sure point types are distinct for
different series
- Internal clean-up of the graphing code
- Make frequency plots more configurable via the GUI
- Fix memory leaks in GUI graph editor dialog
- Bugfix: estimating models inside nested functions could cause a
crash
- Session icon window: don't display temporary matrices, generated
within functions
- Icon window: fix display on one-character object names
- Fix memory leak when generating some sorts of matrices
- Add option of using Parzen or Quadratic Spectral kernel (the
default is Bartlett) when computing HAC covariance matrix
- Add a toolbar to windows that display lists of files
- Several fixes and enhancements for function package editor
- Fix for "omit" command in relation to arbond estimation
- Correlation matrix, etc, in GUI: don't disable menu items if only
one variable is selected
- System estimation: fix breakage of the "save=" mechanism for
residuals and/or fitted values
- gmm: improve syntax handling for orthogonality conditions
- Update the API documentation (still very much incomplete)
- Update gnuplot to version 4.2.0 in the Windows installer
2007-02-26 Version 1.6.1 [Back to top]
- Revamp for internal "genr" mechanism plus some user-visible changes
to genr
- Make the "delete" command do what the manual says
- Doing "Edit attributes" on a newly generated variable: you can edit
the formula and hence change the content of the variable
- Displaying table of summary statistics for multiple variables:
allow slightly longer variable names before falling back from
combined tabular format to individual tables
- Sorting variables in main window: always revert to sort by ID
number after making changes (e.g. loading a new dataset)
- Main-window variable listing: don't always jump to line 1 after
making changes
- When you "Save as" in the Command log window, ensure that all the
regular script-editing signals are properly connected (e.g. the
state of the Save icon responds appropriately)
- "dummify" command: add options --drop-first and --drop-last; make
--drop-first the default when the dummify() construct is used in a
regression list
- Add ordered probit analysis for the case where the dependent
variable is discrete but not binary
- Add computation of generalized residuals in various estimators
- Revamp Tobit estimation: use BFGS instead of BHHH, allow --robust
option and add normality test
- Fix some bugs and inconsistencies in relation to the Ljung-Box
statistic and ACFs
- Fix bug in the Baxter-King filter routine
- Add the CUSUMSQ test alongside CUSUM
- Add test version of Arellano-Bond dynamic panel data estimation
- Fix bug in GUI spreadsheet in relation to adding variables
- Fix bug in restricting the sample in the GUI, for the case where's
there's already a restriction in place
- QLR test: add time-series graph of F test
- new command "xcorrgm" for cross-correlogram of 2 variables
- Add bivariate normal to cdf()
- New modular engine for garch estimation (no user-visible changes
for now)
- Make window size for semiparametric estimators of the fractional
integration parameter adjustable by the user
- Make the number of bins for a frequency plot adjustable via GUI
- Add facility to generate Binomial and Poisson random variables
- Row format for tabular output of models in TeX: make this
configurable
- Add several matrix functions
- Add nonlinear GMM estimation (experimental)
- Numerous small bug-fixes
2006-09-13 Version 1.6.0 [Back to top]
- Revamp mechanism for saving sessions in gui program (we now save
sessions as zipfiles containing XML representations of any models
that have been estimated)
- Add "native" exact ML estimation of ARMA models using the Kalman
filter
- Saving data in native gretl format: make gzip compression the
default
- Add some basic functionality for analysis of discrete variables.
New behavior of frequency distribution, plus new commands:
"discrete" (interpret variables as discrete), "dummify" (create a
set of dummies coding for the values of a discrete variable), and
"xtab" (cross-tabulation of two discrete variables)
- Don't add an extra newline at the end of plain text data files
(e.g. CSV)
- "restrict" command for single equations: add a printout of the
restricted coefficient estimates and standard errors
- Add mechanism for packaging user-defined functions so as to make
these available for other users; also add a mechanism for
downloading such packages from a server, and for uploading new
packages to the server
- Redefine the weight variable in gretl's "wls" command, for better
compatibility with other programs: the weight var is now defined as
the series of diagonal elements of the weighting matrix, so
existing gretl scripts that use wls should square the old weight
variable
- Don't print the "model has no constant" message, and do not use
special methods to calculate R^2 and F, if the set of regressors
spans the space of a constant
- Indexing of coefficients in "restrict" command: standardize on
using a 1-based index in all contexts
- Revamp panel data estimation: redefine the "panel" command for
fixed- or random-effects estimation, rename the old "panel" command
as "paneldat"; refine calculation of Hausman test statistic
- Lags in main window: make these visible under their parent
variable, via a "twisty" triangle
- Revamp multiple-precision models: add more statistics, and make
them available for capture via genr
- Revamp test for differences of two means in the GUI hypothesis test
calculator
- Imposing panel structure on a data set: add the option of defining
the structure by reference to two index variables, one for the unit
and one for the period -- this is implemented in the "setobs"
command and the GUI data structure wizard
- Add --robust option to nls command (nonlinear least squares)
- Add --hessian and --robust options to the mle command, which
respectively produce a covariance matrix based on the Hessian and a
QML sandwich estimator of the covariance matrix
- Add Quandt likelihood ratio (QLR) test for structural break
- ADF and KPSS tests: add option to difference the selected variable
before testing
- Delimiter for "CSV" files: add semicolon to the list of options
- VECMs: make Johansen's alpha and beta retrievable as matrices with
identifiers $jalpha and $jbeta
- Several bug-fixes for the matrix manipulation facility, plus a few
new functions (meanr, meanc)
- GUI menus restructured and polished
- Add facility for multiple time-series graphs from the GUI
- Revamp the "--ten" option for printing variables to 10 digits:
replace with a configurable "--long" option
- Graph editing dialog: make the line width configurable, and also
make the preferred line width settable per variable in the "Edit
attributes" dialog
- Data import and export: add option for reading and saving data in
JMulTi format
- Databases: add capacity to read PcGive in7/bn7 databases
- Gretl command minibuffer: model commands now produce GUI model
windows (for single-equation methods)
- QR decomposition option: fix the F-statistic values produced for
autoregressive models
- pvalue() function: always return the right-hand value, but add a
complementary cdf() function that always gives the left-hand value
- NIST linear regression test suite: re-express accuracy in terms of
log relative error, plus other enhancements
- Generating random variables: add option to generate t and
chi-square values in GUI; add option of setting the PRNG seed to
the GUI variable-generation dialogs
- Time-series filters: Add Hodrick-Prescott and Baxter-King filters
as a GUI menu item, along with simple moving average and
exponential moving average
- Engle-Granger cointegration test: improve printout, add option to
test down for the lag order, and fix an issue with the selection of
the MacKinnon p-value for this test
- Tobit: enable handling of missing observations for this estimator
2006-03-24 Version 1.5.1 [Back to top]
- Add matrix manipulation functionality
- Fix translation bug for VAR menus
- Fix bug in assignment of values returned from user-defined
functions
- Small fix for helpfile formatting
- Add calculation of Gini coefficient and Lorenz curve to GUI
Variable menu
- Provide option of including seasonal dummy variables in
Dickey-Fuller tests
- Add two more "genr" functions: qnorm (quantiles of normal
distribution) and gini (Gini coefficient)
- Fix some bugs in handling of named lists, and start documenting
this properly
- Enforce use of '.' as decimal separator in genr formulae
- Fix filename encoding issue with opening of CSV files
- Eliminate deprecated command "sim"
- Extend maximum length of variable names to 15 characters
- Disable "shell" command by default (it can be enabled under
/File/Preferences)
- Change the names of the internal variables coeff, stderr and rho to
$coeff, $stderr and $rho
- Add various keyboard shortcuts to main window, including Alt-X for
a "gretl minibuffer" a la Emacs
- Time series model menu: add option for selecting optimal lag length
for a VAR, based on information criteria
- VARs: add a "Tests" menu item to GUI VAR window, permitting tests
for omission of exogenous variables (if any)
- Model window, Graphs menu: if the data are time series, add options
to view the correlogram and periodogram of the residual from the
model
- Add Hannan-Quinn criterion in all contexts where Akaike and and
Schwartz criteria are shown
- Various fixes for model selection dialog
- win32: fix the issue whereby copy-and-pasted EMFs had a large
margin to the top and right
- win32: fix opening of files with non-ascii characters in their
names
- XLS and Gnumeric importers: supply automatic varnames if no
variable names are present
- ARMA: Alter presentation of parameter estimates (call them "phi"
and "theta"); provide native multiplicative seasonal models
- Fix issue with spectrum plot when the order of magnitude of the
series is very low
- Introduce "set" parameters for tweaking the BHHH algorithm
convergence criteria
- Add GUI lag selector
- VARs: add numerical output to VAR roots plot
- Allow commands like var and arma to be specified with a scalar
variable as order
- Add "dsort" command for reverse sorting
- Enhance and robustify script capabilities
2005-12-15 Version 1.5.0 [Back to top]
- Add VECM (Vector Error Correction Models) for time-series data
- Add confidence ellipse option for two coefficients, in model window
menu
- New command "mle" : a general-purpose maximizer of log likelihood,
using the BFGS algorithm -- works much like the "nls" command,
taking a user-specified log likelihood function as input, along
with (optionally) derivatives of the log likelihood with respect to
the parameters
- More XLS importer fixes
- Add support for seasonal ARMA; add "sdiff" command (and
corresponding function in genr) for creating seasonal differences
- Add capacity to produce time-series graphs with panel data sets
- Accommodate custom time-series frequencies
- Johansen cointegration test: extend to cover all 5 cases, produce a
fuller report (loadings, long-run matrix)
- Add bootstrapped confidence intervals for impulse responses in VAR
models
- Add test for multivariate normality of VAR residuals
- Add autocorrelation and ARCH tests for VAR equations
- Add printing of cross-equation covariance matrix for VARs
- Add combined plot of residuals for VARs
- Add combined impulse response plot for VARs
- Add log-likelihood, AIC and BIC for VARs
- Add inverse roots plot for VARs (Jack Lucchetti)
- Add log-likelihood for models estimated via OLS
- Add "robust" option for logit and probit (compute QML or
Huber-White covariance matrix)
- Add "robust" standard errors option for WLS
- Remove overly verbose notification dialogs
- Add importers for Eviews workfiles and Stata .dta files
- Editable windows: show Save button as disabled if there's nothing
to be saved
- Model selection dialog: ensure that the selected regressand is not
also listed among the regressors
- Graph editing: make several more types of graph editable
- Graph saving: add PDF option if it's supported by gnuplot
- Main window: don't show generated lags in the list of variables
- ARMA: remove the ARMA item from the Variable menu (it's still there
in the Model menu); revamp the X-12-ARIMA driver so it can handle
models with exogenous regressors
- gretl graph page: add option to save as TeX source
- TeX: enable pdflatex and viewing of TeX output in PDF form (to use
pdflatex, enter this as the name of the program to compile TeX
files under /File/Preferences/General/Programs; this is now the
default on Windows)
- Add "Send To" (email) functionality for data files and scripts
- "store" command: take file type from filename suffix for ".R" (GNU
R format), ".m" (Octave format) and ".csv" (comma- separated)
- Add new "set" variable, "csv_delim", which sets the delimiter used
when exporting data as CSV -- valid options are "comma" (the
default), "space" and "tab"
- Add a new option for CSV export, "--omit-obs": suppresses the
printing of a first column containing the observations
- X-Y graphs: display equation of fitted line when a fitted line is
shown
- X-Y graphs: when fitted line is shown, add "OLS estimates" menu
item to see details of the simple regression
- Graphs with labeled data-points: give option of showing all labels
(for n < 55)
- Windows displaying two to five data series: add toolbar option to
sort the data, with choice of variable by which to sort
- Test statistic calculator (Utilities menu): besides the entry of
numerical values for sample statistics, enable the calculation of
sample statistics based on selection of variables from the current
data set, with or without sub-sampling restrictions
- Revamp the "online" (plain text) help system
- Split gretl manual into a User's Guide and a Command Reference and
update both parts
2005-06-30 Version 1.4.1 [Back to top]
- Fix horrid unnoticed breakage in bhhh_max (broke both arma and
tobit, big mess)
- Add utf8 validation/conversion for database descriptions (Banco de
Espana databases)
- Allow dynamic forecasts with models estimated via corc and similar
2005-06-29 Version 1.4.0 [Back to top]
- Revise definition of functions in gretl scripts (a backward-
incompatible change) in the interest of more structured programming
- Introduce named lists as a type that can be created and manipulated
- Big revamp of forecasting code. Make forecasts available for all
types of models; give a choice of static versus dynamic forecasting
where relevant; make forecast standard errors available in more
cases
- Increase max length of gretl script command line to 4095 bytes
- Add support for decennial data
- Fix for finding TrueType graph fonts on Windows 2000
- Add new "set" option: "horizon", to configure horizon for impulse
responses in context of VARs; also add dialog box to set horizon
for impulse response graphs in GUI
- Disable autocorrelation and ARCH tests in gui model test menu, in
case of cross-sectional data
- Add Local Whittle Estimator for fractional integration, in context
of periodogram command
- Add fracdiff function (fractional differencing) to the genr command
- sort function in genr: save sorted case markers if the dataset has
case markers
- Bug fixes for data editing spreadsheet
- Another bug fix for the XLS importer
- In correlogram (acf) output, show calculated 5% critical value
- Correlogram: acf calculations should not use more than 20 percent
of the available data by default (Tadeusz Kufel)
- Fix bug in Tobit command in the gretl GUI
- "omit" command: add asymptotic Wald test for joint significance of
omitted variables, for estimators other than OLS
- ADF test: allow greater lag length if the data permit
- Add facility to import GNU Octave ascii data files
- Improvements to formatting in Spanish translation
- In statistical tables utility, add a bit more information for
Durbin-Watson and improve formatting
- smpl --restrict: make it not an error if the restriction has no
effect (drops no observations)
- Confidence interval for coefficients, GUI model menu: make
available for all models
- Add matrix of actual and predicted outcomes to the printout of
results for discrete models
- Improvements to many dialog boxes
- Numerous small bug-fixes
2005-03-14 Version 1.3.3 [Back to top]
- Add "poisson" command (thanks to Jack Lucchetti)
- Fix memory leak in VAR command with impulse responses, in the
command-line program
- Fix bug: possible crash in "loop foreach" if an invalid variable
name is given
- Fix bug: "display data" broken in gui program for long datasets
("press a key to continue" mechanism was invoked erroneously)
- Fix bug: wrong variable shown when you select "Display actual,
fitted, residual" for a GARCH model
- Fix bug: hausman test for pooled model would crash if there were
not sufficient degrees of freedom to estimate the group means model
- Fix bug: crash if default data and script files not installed with
program (thanks to Ignacio and Dirk for finding this)
- Fix bug in genr: unary minus could be wrongly handled within the
argument to a function
- Fixes for appending data (make more flexible: allow appending of
observations and/or variables)
- Fixes for cointegration tests: improve dialogs and prevent crash on
selection of just one variable plus the constant
- Fix naming of Mahalanobis distances variable
- Respect omission of constant from an ARMAX model
- Graph control dialog: add one-click option to force use of a single
y axis
- New: in case of AR(1) estimation (Cochrane-Orcutt and similar), if
a lagged dependent variable is included then we automatically use
the procedure set out in Ramanathan, 5e, p. 450, to generate
consistent estimates of the standard errors
- Fix: gui menu items for test of equality of means, with equal or
unequal variances: these were hooked up in reverse
- corc, hilu and pwe AR(1) commands: make these available in loop
mode
- add "quiet" option for the commands adf, kpss and wls
- add "simple-print" option for ols command (just print the
coefficient table, with no auxiliary statistics)
- add "mahal" command: calculate Mahalanobis distances given a set of
variables; also available in GUI via right-click popup menu when
more than one variable is selected in the main window
- genr command: $nvars gives the number of variables in the dataset
2005-01-28 Version 1.3.2 [Back to top]
- Fix bug in auto-determination of lag in ADF test: was looking at
the wrong coefficient in some cases
- Fix bug in VAR impulse responses: could get messed up by missing
values that differ across series
- Fix bug: crash on generating LaTeX tabular output for a model
estimated using robust standard errors (format string issue)
- Fix bug: the session "graph page" was not appearing even when a
valid latex executable was available
- Fix bug: gretl console would not respond in case of an error when
executing a command loop
- Fix bug: the "restrict" command failed in the GUI program when not
applied to a named equation system
- Fix bug: printing "-inf" for AIC and BIC in case of a perfect
linear fit
- Fix various issues in relaton to nested loops (for example, where
the control variable for a given loop is not yet defined at compile
time, but will be defined in an embedding loop)
- Fix sort-of bug: possible runaway generation of graphs in response
to some loop commands
- Improve efficiency of test for existence of helper programs on
Linux/unix
- Add auto-lag option to the GUI dialog box for the ADF test
- Remember the options selected in the ADF dialog from one invocation
to the next
- Help files: include menu-path information in the GUI help file as
well as the script commands help
- Provide a mechanism for retrieving the value and/or p-value from
the last statistical test performed (via the special variables
"$test" and "$pvalue" in genr)
- Perfect collinearity: try to detect this, and remove one or more
redundant variables from the regression list if need be
- "label" command: if only a varname is given, print the variable's
current label, if any
- "genr unit": generates an index variable for the cross-sectional
units in a panel dataset (panel data only)
- Add "hurst" command (and GUI menu item) to compute the Hurst
exponent (a measure of long-term persistence used by Mandelbrot)
for a given series
- Remove unused GUI popup menu item "Simulate..."
- Updates to documentation (manual and helpfiles)
2005-01-19 Version 1.3.1 [Back to top]
- Add new dataset structure "wizard" in place of the old dialogs for
setting frequency, starting observation and time-series or panel
interpretation of the data
- Add FIML and LIML estimation to system command; also add LR
over-identification tests for these systems
- Add Hansen-Sargan over-identification test for SUR and 3SLS system
estimates
- Add "--iterate" option for estimation of systems via SUR and 3SLS
- Add "estimate" command for equation systems, and modify the
"system" command to allow the user to define named systems
- Add gui configuration for robust standard errors options
- VAR dialog: add options for robust standard errors, and for the
printing of impulse responses
- Add univariate kernel density estimation (under the Variable menu
in the gui program -- no script counterpart)
- Purge the lesser-used model selection statistics, and use the
original formulae for AIC and Schwarz's BIC
- Improve feel of data editing spreadsheet, gtk2 version
- Model dialog box: allow shifting of regressors with middle- click
of mouse
- Add groupwise heteroskedasticity test for panel data
- Extend handling of missing observations in panel context, including
case of unbalanced panels (to some degree)
- Fix for appending observations (built-in spreadsheet): plotting
vars were not being automatically extended
- Fix for deleting variables: don't show the "variables have been
renumbered" message if the only vars to be renumbered are hidden
ones
- Fix newly introduced bug in time-series graphs: don't show two y
axes if only one is actually used
- Fix for johansen cointegration test: don't crash if the user puts
the const into the list of variables
- Fix bug in forecasts with standard errors, for case of missing
observations
- Fix bug in reading of CSV files: crash if variable names were not
found, but observation markers were found
- Add new option under Sample menu, "Transpose data" (for data that
were read in "sideways" from, e.g., a CSV file
- Fix bug in ADF p-values for locales which do not use '.' as the
decimal point
- Add BIC (Bayesian Information Criterion) to the list of model
statistics that can be retrieved via genr (internal variable $bic)
- Add Baxter-King bandpass filter (bkfilt function in the "genr"
command), thanks to Jack Lucchetti
- Add Kmenta (1986) dataset and script, for a further example of
system estimation
- Add script to replicate Perron (1997) testing for unit roots with a
structural break at an unknown point
- Add an emacs file, utils/emacs/gretl.el, offering an emacs major
mode for editing and running gretl scripts.
2004-11-15 Version 1.3.0 [Back to top]
- add "append" command, to append data to the current dataset, as in
the gui File/Append data
- add KPSS stationarity test ("kpss" command, Jack Lucchetti)
- fix bug: data importers were accepting duplicate names for
variables
- XLS importer: handle string formulas; fix handling of large string
tables (SST and CONTINUE records)
- fix bug: error in printing of model selection statistics for very
large or small values on Windows
- fix bug in running scripts from the gretl console: file was not
closed when an error was encountered
- fix bug in Prais-Winsten estimator
- fix bug in influential observations printout, for non- English
locales
- revamp the Dickey-Fuller test functionality, with more options,
clearer presentation (I hope), and p-values using James MacKinnon's
code (JAE, 1996)
- fix panel data bugs: observation strings were broken for frequency
greater than 99, and the "panel" command did not obey the
"cross-section" option (thanks to Mihai Nica for the report)
- frequency plot, against gamma distribution: add Locke's
nonparametric test for the null hypothesis that the variable in
question is gamma
- add facility to generate cross-sectional unit dummies with panel
data ("genr unitdum")
- add facility for nesting loops and fix some loop bugs
- fix some bugs in LaTeX equation display
- fix some breakage in online help system (e.g. for boxplots)
- add support for Latin 2 characters in gnuplot graphs
- add support for compacting daily data to weekly or monthly
- add support for daily data with a 6-day week
- fix for SUR systems with differing numbers of regressors across
equations (thanks to Jack Lucchetti)
- improve convergence of GARCH function (Jack Lucchetti)
- make tobit command robust with respect to the scale of the
dependent variable
- add stack() function to genr command: creates a stacked series from
a comma-separated list of series, or a range of series as in
stack(x1..xn)
- add a genr "special": genr markers = ... can be used to manipulate
the observation marker strings -- details in panel.pdf
- support "genr varname[obs] = ..." for setting individual
observations in a series
- Text/CSV data importer: handle calendar dates for non-daily data;
handle description appended after the data
- add "vif" command to calculate Variance Inflation Factors for
independent variables in a regression; also available in the model
window under Tests/collinearity
- switch to St Louis Fed database as gretl "sample" database (the
BCIH database is getting too out-of-date)
- add the Anscombe Quartet to the gretl data files
- add Mankiw, Romer, Weill (QJE, 1992) dataset and replication
script, also Nelson and Plosser dataset
- on Windows, make EMF graphs respect the user's choice of plotting
colors (required a modification to gnuplot)
- add option to save graphs in EMF format
- various minor gui fixes and enhancements
- update Windows version to glib 2.4.7 and gtk 2.4.13
- start adding user-defined functions
- add mechanism for customizing gretl's tex preamble
2004-07-23 Version 1.2.9 [Back to top]
- note: 1.2.8 was just a test release
- fixes for LaTeX printing of autoregressive models
- correct Spanish help strings
- fix font problem for some objects in session window
- fix for exporting time-series data to R version 1.9
- add option to export data to PcGive .dat format (thanks to Michal
Kurcewicz)
- enable TRAMO analysis of annual time-series data
- Windows version: ensure user directory gets created! This was
broken in gretl 1.2.6 and 1.2.7, which could produce
strange-seeming problems.
- hccm command: ensure that the F-stat shown for the model is based
on the robust covariance matrix; also ensure the robust F-stat is
used when robust standard errors are selected with the ols command
- add start-up option to dump gretl configuration to a text file
('-c' or '--dump')
- small fixes for nonlinear least squares
- Replace fixed IP address for database server with hostname
- Fix for copying material from gretl using Ctrl-C on Windows
- Update Windows version to gtk 2.4.3 runtime
- add "restrict" command for general Wald test of linear restrictions
on a model
- add "ok(x)" as a short synonym for "!missing(x)" in the context of
the genr command
- change smpl behavior: restrictions now cumulate by default
- add "smpl" option: "--replace" makes a sample restriction start
from the full dataset rather than cumulating with any previous
restrictions (note: this was the old default)
- another new "smpl" option: "smpl 100 --random" selects 100
observations from the dataset at random
- allow the "--robust" option to the "var" command
- fix for effect of Up/Down keys in main gretl window
- gretlcli in batch mode: pass "#"-style comments through to the
output
- fix HCCME bug: used way too much memory with large data sets
- add a new "set" option, "force_hc": if set to "on", then the robust
option to ols always produces plain HC standard errors, not HAC (by
default, HAC is used with time-series)
- profile and optimize some gretl_matrix functions
- allow specification of consecutive lags in a regressor list using a
shortcut of the form "x(-1 to -4)"
- fix some subtle genr bugs, and some breakage in the nls command
following earlier changes in genr
2004-06-13 Version 1.2.7 [Back to top]
- add Italian helpfiles (thanks to Cristian Rigamonti)
- update Spanish helpfiles
- add start-up option "-e" or "--english" to force use of English
strings when LANG would indicate translation (also recognize
environment variable GRETL_LANG: if this is "english" or "C", run
in English)
- allow for missing values (silent) in audio graphs
- add a few keystrokes to the main gretl window: 'a': audio (read
list of variables) 'x': stop audio 'e': edit attributes of current
variable 't': plot current variable
- make start-up tests for tramo and x12a less verbose
- fix bug in deletion of scalar variables from the dataset
- fix bug in built-in spreadsheet: clicking in a blank column could
crash gretl
- fix broken behavior of built-in spreadsheet for gtk 2.0.X versions
- fix various bug and typos in documentation
- build tweaks for OS X
- make available a pre-built disk image for OS X
2004-05-25 Version 1.2.6 [Back to top]
- add Hodrick-Prescott filter, as "hpfilt" function in the genr
command
- revamp xls importer: should now be substantially more robust
- begin adding experimental audio graph feature for visually impaired
users
- improve handling of non-ASCII characters in data files
- fixes for Spanish help files
- more fixes for build process
- GNU Octave data export: write all data as single matrix
- fix printing of "periods" in periodogram output (thanks to Tadeusz
Kufel)
- fix generation of periodic dummy variables for daily data (again
thanks to Tadeusz Kufel)
- with gtk >= 2.4.0 on Linux, use the new gtk file chooser
- update the Windows gtk version to 2.4.1
2004-05-04 Version 1.2.5 [Back to top]
- fix problem with acf and pacf calculations
- add Prais-Winsten estimator for AR1 models ("pwe" command)
- fix bugs in gretl "graph page"
- fix some translation bugs
- fix headers for compilation on Mac OS X
- fix bug in lmtest option handling
- make Excel importer a little more robust
- bug fix for saving data files with very large number of variables
(tested with 548)
- bug fix for "diff" and "ldiff" commands with panel data in the form
of stacked cross-sections
- plain text output: give option of copying as RTF (puts the output
into Courier New at 9 points)
- in gui, disallow deleting variables when sub-sampled
- setobs command: be more flexible in regard to the format of the
"startobs" field
- saving text files: try to improve handling of CR/LF
- minor fixes to model printing
- gnuplot fix: make copy-and-paste into Microsoft applications work
again (this was broken by an MS security update of April 13, 2004)
2004-03-30 Version 1.2.4 [Back to top]
- Add ARMAX models: ARMA with exogenous variables
- Add GARCH models, using Fiorentini-Calzolari-Panattoni approach
(Journal of Applied Econometrics, 1996)
- Add "resample" function to genr, for bootstrapping test statistics
- Loops: allow use of a variable name rather than a number to control
a "number of times" loop
- Fix genr bug: problem with an undefined varname in a lag context
- Fix bug: when saved via the objectname mechanism, arma models were
appearing both as saved models and as saved text
- Fix bug: autocorrelation test from model window Tests menu was
broken by new options mechanism
- Fix bug: "--verbose" option for Johansen test was broken
- Fix curious Windows bug: line-endings in scripts were not
recognized in some cases
- Improve path-searching for data files
- Beef up error-checking on opening of native gretl data files
- Improve error-checking on pvalue command
- Fix for Excel importer: allow more than 16K rows
- Error-checking for new varname in genr
- Add robust standard errors/VCV for tsls command
- Allow use of wls command in a loop
- CSV import: add automatic conversion of string variables to code
numbers
- Add Three-Stage Least Squares (system type=3sls): this is still at
the testing stage
2004-02-24 Version 1.2.3 [Back to top]
- Add Tobit model command, with a new plugin (thanks to Jack
Lucchetti)
- Add color selector for the histogram in frequency plots
- Allow appending/merging of gretl-format data in GUI program
- Fix bug: genr was broken for some special cases of repeated
function calls
- Fix bug: normal pvalues were being shown as zero for large
|z-scores| > 9.0
- Fix bug: the NIST checker plugin was broken for locales that use
',' as decimal point
- Daily data: construct a special plotting variable so daily
time-series can be graphed better; also allow for 4-digit years in
daily dates (YYYY/MM/DD) on input; also fix "genr" so that dummies
can be constructed as in "genr dum = t < 1987:10:19" (note that the
slashes must be replaced by colons in this context)
- Text objects: in scripts and the gui console, many commands can now
have their output diverted to a saved object (e.g. "ADF <- adf 1
Ct"). As with models and graphs, these objects appear in the
Session icon window, and they can be displayed and freed using
objectname.show, objectname.free
- Make the model table available via script and gui console (new
command "modeltab")
- Add "graph page" in session view: allows the user to create a page
(which may then be viewed and printed) containing up to eight
graphs (requires latex, dvips and a postscript viewer)
- Add an OLS option, "-r" or "--robust", which calls for the use of
White's robust standard errors (HC0) in the case of cross-sectional
data, or HAC in the case of time series data. Details can be
configured using the new "set" command.
- New command, "set", for configuring some program parameters via
script or console
- Fix bug: latent problems when adding an observation to the working
dataset
- Fix bug: set the frequency and starting observation could fail when
the local decimal point is not '.'
- Fix: make the genr functions "coeff()", "stderr()" and "vcv()" work
to retrieve statistics from ARMA models
- Fix bug: when appending CSV data to an existing dataset, could get
uninitialized values at the end of the series
- Allow backslash-continuation of long commands in the gui console
- Updated help files and manual
2004-02-02 Version 1.2.2 [Back to top]
- Make AIC retrievable via genr ("genr foo = $aic")
- Fix brokenness in RTF printing/copying of ARMA models
- Add calculation of modulus and frequency for ARMA roots, and add
printing of these to LaTeX and RTF output
- Fix bug in accessing critical values of F (Utilities menu)
- Add DFFITS values to the "influential observations" model test;
also expand the help entry for this
- Add a little explanation of Johansen cointegration test results to
GUI helpfile
- Fix bug: when you go to save data imported from gnumeric, the
suggested file suffix should be changed to ".gdt"
- Fix bug: when importing data from Excel with a non-zero row offset,
respect the offset when checking for date strings
- Fix bug: adding a variable to the built-in spreadsheet (GTK 2
version) when there are already 6 variables shown
- Fix bug: handle quotation marks within descriptions of variables
(XML encoding)
- Fix bug: bad behavior when you put an Excel file to open on the
gretl command line, then cancel the import
- Fix bug: X-Y plot with "factor separation" went wrong in some cases
(spotted by Ignacio Diaz-Emparanza)
- Fix bug: weighted least squares with a dummy variable for the
weight crashed gretl when using QR decomposition
- Fix bug: a syntactically incorrect "genr" expression could lead to
a crash (thanks to Steve Walesch for spotting this)
- Fix bug: set panel structure dialog very messed up in the gtk-1.2
version of the GUI program
- Fix bug: Sorting variables by ID in the main window did not work
correctly for more than 9 variables
2004-01-22 Version 1.2.1 [Back to top]
- Add Cristian Rigamonti's Italian translation
- More flexible and general support for collections of data files or
script files
- Add support for the data files from Davidson & MacKinnon,
Econometric Theory and Methods (ETM)
- Make the NIST linear regression test suite available via a plugin
- Add ARMA model to the variable menu (plus "arma" command) (thanks
to Jack Lucchetti)
- Fix bugs with displaying a TSLS model in the GUI program
- Fix bug in display of actual, fitted and residuals in GUI program
- Fix occasional bug in copying data to clipboard as CSV
- Add a mechanism for configuring gretl as a networked application
under Windows
- Small fixes for data importation
- Don't overwrite CSV datafiles with gretl format data
- Add a logistic model command and menu item
- Fixes for reading of recent RATS databases (thanks to John Frain
for a useful bug report)
- Some updates to the manual and help files
- Enhanced LaTeX equation output (thanks to Alan Isaac for the
suggestion)
- Fixes for several nameless bugs
- Various GUI tweaks
2003-12-14 Version 1.2.0 [Back to top]
- add "rename" command (rename a variable)
- add "printf" command for generating formatted output
- "delete" command: add the ability to delete specified variables,
identified by name or number
- add "eval" command: syntax as in a "genr" formula; the result of
calculation (or retrieval) is printed then discarded, not added to
the data set as with genr
- Replace the internal workings of "genr" so that it can calculate
dynamically (e.g. "genr y = .6*y(-1) + u"), which in effect makes
the "sim" command redundant
- Make principal components analysis available via the GUI
- Improve formatting of descriptive statistics output when only one
variable is selected
- Allow adding of "influence" values (calculated by the "leverage"
test) to the data set in the GUI program
- When adding a variable to the dataset from a model window, give the
user a chance to edit the name and description
- Windows: add option to emulate Windows look (via WIMP)
- add "--no-restore-data" to R invocation
- Fix for launching R from gretl on Windows XP
- Improve creation of time-series datasets for use in R
- Fix problems created by tabs in the command line
- Two-stage least squares: add list of instruments to printout of
model results; fix crashing bug in printing covariance matrix of
coefficient estimates
- Improve the mechanism for detecting the presence of a lagged
dependent variable in a regression list; also show the
Durbin-Watson stat in addition to Durbin's h when a regression
includes a lagged dependent variable
- Fix bug in graph editing for non-English locales
- genr command: add facility for using date strings in boolean
comparisons, e.g. "genr dummy = t > 1973:4" will work for quarterly
data
- Allow '#' comments in loop constructions
- sim command: allow omission of starting and ending observations, to
simulate over the full sample range; also allow the use of a minus
sign to get the negative of a variable
- VARs: add facility to separate deterministic terms such as trend
and dummies from the other variables in the regression list; add
Durbin-Watson statistic to model printouts; add impulse responses
and variance decompositions
- Improvements to data-editing spreadsheet in gtk-2.0 version
- New, improved dialogs for setting the sample range and sub-
sampling using a dummy variable
- Add color selection to the graph editing dialog and improve the
mechanism for selecting a graph font (only applies if gnuplot has
the "new" PNG driver, i.e. gnuplot 3.8)
- Graphs: add option of removing the top and right border lines, if
the graph does not have a "y2" axis
- minor fixes to the build process
- updates to gtk-1.2 GUI (make more consistent with the gtk-2.0
version)
- Allow for renaming of saved session models and graphs in gtk2
version of program
- Add a "lite" version of gtksourceview to the gtk2 source package
- Add recognition of dated daily data in importing from ASCII: dates
must be like 89/12/31, i.e. YY/MM/DD
- Loops governed by a convergence criterion: set a failsafe maximum
number of iterations, namely 250. This can be altered by setting
the environment variable GRETL_MAX_ITER
- Update to gcc-3.3.1 and mingw-runtime-3.2 for Windows build
2003-10-31 Version 1.1.6 [Back to top]
- Test release for Fedora (Linux) packaging
2003-10-24 Version 1.1.5 [Back to top]
- Updates to manual
- Gtk2 version: Make selection dialog tall enough for wls, tsls and
ar model selections
- Model window, graph menu: if there are two independent vars, offer
the option of a 3D fitted/actual plot
- Set sample range: in this dialog, give as default the current
sample range, not the full data range
- When a session uses data imported from a database, be smarter on
saving the session: ensure the script includes a command to open a
datafile (get this saved first if need be)
- Database browser window: close this when a database is selected
- GUI model windows: allow drawing of graphs relating to model data,
even if the sample has been changed since the model was estimated
- Model table: make a LaTeX preview available
- Windows installation: fix typo in name of uninstaller program in
the Programs menu
- Windows version: bug fixes and enhancements for gretl_updater, and
add a simple logging mechanism to aid in trouble-shooting
- Windows: add the ability to print a gnuplot graph directly
- ols command: add '-q' (quiet) option to suppress printing of
results (and add notice of this to gretlcli.hlp)
- Consolidate "webget" code -- one version for all uses
- gtk2 version: replace "system()" calls with g_spawn()
- Add model selection statistics to output of adf command
- Improve recognition of dated data when importing from Excel or
Gnumeric
- Add an error message for an attempt to run TRAMO when the sample
size is > 600
- Fixes for reading of plot range info in graph window in non-English
locales
2003-10-06 Version 1.1.4 [Back to top]
- Make auto-entry of varname for sampling with dummy smarter
- Fixes for display of data values with huge datasets
- Fix to handle "weird" cases in plotting frequency distributions
- Auto-detect gnuplot's ability to use "filledcurve" style
- Translate a few untranslated strings in gtk-1.2 version
- Graph labels: make 3 labels configurable rather than just 2
- Editing gnuplot commands: fix for accented characters
- Reading CSV files: fix bug in parser for date strings
- NLS: ensure messages printed to the console are not in utf8
- Loosen up a little on "Appending" data: allow for the situation
where the sample range for the added data is not identical to the
original range
- Fixes for printout of fitted, actual and residual, and for
forecasts with standard errors, in the case of missing data
- Fix to gtk2 data spreadsheet (quell warning on appending an
observation)
- Data spreadsheet: give a warning on close if there are unsaved
changes
- Improvements to printing of data values in certain numerical ranges
- Import of CSV or plain text data: if no variable names are given,
construct them automatically ("v1", "v2", etc.)
- 3-D plot command: fix for localized decimal point, and use rxvt to
control gnuplot if xterm is not available
2003-10-01 Version 1.1.3 [Back to top]
- Fix crashing bug in viewing dataset info
- Improve formatting of "influential observations" test output for
non-English locales
- Correct the sign of the fractional integration parameter estimate
in the periodogram command ("pergm")
- Give first-time gretl users a chance to select a gretl "user
directory" (with ~/gretl being the default)
- Fix problem with running a script in the gretl console, when the
script begins with comments plus blank lines
- Brighten up some menus with stock icons (gtk2 only)
- Use gtksourceview to do syntax highlighting for scripts (gtk2
version only)
- Change function of main-window toolbar edit icon: from launch an
external editor to start a new script
- Fix bug in meantest command: the -o flag was doing the opposite of
what was stated in the manual
- Fix bug in built-in spreadsheet in re. adding variables or
observations
- Ensure that the listing of variables in the main window is updated
after running a script
- Add facility to exclude named observations with smpl command (e.g.
smpl -r obs!="USA")
- Add "nobs()" function in genr: gives the number of valid
(non-missing) observations for a data series
- Improve placement of observation labels on graphs
- Improvements to gnumeric data importer
- Add facility for generating 3-D data plots
- Add "import ASCII" data option
2003-09-09 Version 1.1.2 [Back to top]
- Fix bug in time-series plot from popup menu in main window
- Fix build problem: "make install" could fail to install the GUI
program under some conditions (thanks to Dirk Eddelbuettel for
spotting this)
- Update the Spanish translation
- Win32 version: switch to the native Windows font selection dialog
box (some problems were reported with the modified gtk font
selection on win32)
- Win32 version: update to gtk 2.2.4 and pango 1.2.5
- Library: switch to using the Cephes gamma() code throughout, and
delete some redundant code
2003-09-07 Version 1.1.1 [Back to top]
- Graph editing: add facility to write labels onto the graph
- Graph editing: allow removal of auto-fitted OLS line
- Graph editing: allow choice of TrueType font if gnuplot supports
this option (requires libgd and freetype)
- Add compaction method (e.g. average, sum) as an attribute of
variables -- settable under Variable/Edit attributes
- Add "outfile" command to send output of selected commands to a
specified file
- In importing data from a database, recognize if a variable of the
same name is already in the working dataset
- Fix memory bug in opening remote database
- Start adding Principal Components Analysis
- Fix "pmax" bug in printing of actual, fitted and residuals
- When using "<-" save mechanism for models, preserve the model info
so it's accessible for genr, etc.
- Fix bug in numbering of auto-generated lagged variables
- Fix bug in parsing of gnuplot { ... } special command list
- Fix bug in model table (wrong coefficient numbering)
- Fix bug: when a file is dragged onto gretl, opening the file failed
if it has a space in its name
- configure: require correct version of GMP (>= 4.0.1)
- Fix bug: gretlcli.exe on win32 didn't find user directory
- Workaround: command-line invocation of gretlw32.exe with datafile
could crash (I think this was a Windows bug)
- Fixes for forecast-with-errors graphs
- Fixes for "influential observations" test calculations, in extreme
cases
- Windows version: update to gtk 2.2.3 runtime
2003-07-23 Version 1.1.0 [Back to top]
- Extend DATAINFO structure -- allow specification of "display names"
for variables (these are shown in graphs)
- Provide "label" command for setting the description and/or display
name for a variable
- Add script commands for saving and displaying models and graphs
- Fix effect of sample range on the "genr" command
- Improvements to the gretl console (command history, etc.)
- Add the Johansen cointegration test to the gui menus
- Add option to use QR decomposition instead of Cholesky for
calculating regression results
- Fix bug: periodogram command failed in batch mode
- Make uniform() PRNG generate in the standard range 0-1 (rather than
1-100, as it was previously)
- Small modifications to path-searching
- Updates to the Spanish help files
- Activate a few missing translated strings
- Fix "sim" command so it can be used to modify just one observation
in a given series
- Fix bugs associated with starting a dataset by importing from a
database
- Allow access to RATS databases via command line and scripts
- Fixes (I think) for R startup
- Clean-up: remove all wasted array elements
- Update to libtool 1.5
- Update win32 version to gtk version 2.2.2
2003-05-26 Version 1.0.9 [Back to top]
- Add non-linear least squares ("nls" command, Levenberg- Marquandt
algorithm from minpack, with either analytical or numerical
derivatives)
- Fix focus bug when editing the description for a variable in the
gretl main window
- Add a new means of grabbing fitted values from a regression: "genr
newname = yhat" (parallels "uhat")
- Updates to manual (includes details on new nls command)
- Spanish version: provide access to English help files as well as
Spanish
- Add rudimentary scripting capacity to gnuplot command (can append
"{ ... }" block to gretl gnuplot command, containing literal
gnuplot command lines, each terminated with ";")
2003-05-02 Version 1.0.8 [Back to top]
- Require lapack
- Fixes to build for Mac OS X
- Avoid duplication of "against time" in model graph menus, when time
is included as a regressor
- Fix bugs in Find dialog
- Correct function that detects whether or not series should be
scaled for time series graphing (case of negative values)
- Fix bug in boxplots with boolean conditions attached
- Ensure all plot windows are not resizable
- Add "leverage" command (uses lapack) to detect leverage points and
influential observations for a given model
- Fix "diff" and "ldiff" commands for panel data sets (i.e. show
missing values as missing)
- Fix bug in editing of varnames and labels (could get onto the wrong
line in some cases)
- Fix gretl's startup routine for Gnu R so that it never over- writes
the file .Rprofile
- Enhancements to Excel importer plugin (better warnings)
- Permit opening Excel or Gnumeric data from initial command- line
invocation of gretl
- Autocorrelation test: add calculation and display of serial
correlation-robust standard errors, if significant at the 5 per
cent level
- Fix brokenness in saving boxplots to session file
- Refinements to CSV import function -- handle space-separated data
with multiple/variable spaces between columns
- Fix bug in range-mean graph when there are missing values at the
start of the data range
- Fix bug in pacf calculation and plot for long lag lengths
- Add experimental "model table" in session icon view (not submitted
for translation yet)
2003-04-09 Version 1.0.7 [Back to top]
- Correct the attribution of autocorrelation test (Breusch-Godfrey
rather than Breusch-Pagan)
- Fix bug in display of remote database info line (Gtk-2.0 version)
- Use a finer step-size for Hildreth-Lu search
- In GUI program, display Hildreth-Lu plot using gnuplot
- Translate a few more untranslated strings
- Fix bug in title of residual graph
- When the user installs a local copy of a remote database, give the
option of opening it right away
- Add "coeffsum" command: gives the sum of coefficients, and standard
error of the sum, for selected independent variables in a given
model
- Modify the White's test function, so that it doesn't fall over when
a variable and its square are among the original regressors
- Fix drag and drop of data files and script files from desktop or
file manager onto the main gretl window
- Add drag and drop of data series from a database window into the
main gretl window (i.e. into the current data set)
- Add general time-series data compaction function (under Sample
menu)
- Fix various memory-usage bugs revealed by port to Mac OS X
- Fix installation of bcih database so that it works on big- endian
machines too
2003-03-16 Version 1.0.6 [Back to top]
- minor adjustment to model print output formatting
- fix for correlogram graph (was incompatible with older gnuplot)
- fix a couple of minor gretlcli bugs
- add (optional) LAPACK support for various "advanced" features
- fix time-series attributes of data9-1, data9-10
- prevent normal random generator from outputting NaNs
- fix bug with use of "store" command in a loop, in GUI program
- fix translation problems that disabled some menus when not shown in
English
- fix translation problem that caused a crash when trying to save
data under a different name in non-English versions on Linux
- add new commands, "system" (supports SUR) and "coint2" (Johansen
trace test for cointegration)
- add robust LM test for use with adding/omitting variables in
relation to a model estimated using hccm
- permit comments starting with '#' on first line of script
- change to Mersenne Twister for gretl's PRNG, and supply the
Marsaglia test suite for the PRNG in the gretl source package
- make correlogram and periodogram functions more robust in the face
of weird data
2003-02-20 Version 1.0.5 [Back to top]
- fix missing translations; fix build of rpm
- add support for Gujarati textbook data files
2003-02-19 Version 1.0.4 [Back to top]
- add sst() function in genr for Total Sum of Squares of a variable
- fix bug in genr: a long genr command could overflow the space
allocated for variable labels
- fix bugs in graphing: "non-standard" graphs could cause problems
including crashes
- fix bug in coefficient printing: sometimes values were being
truncated at 5 figures
- when dataset is sub-sampled, add dialog offering option to restore
full data range before saving data
- add recognition of environment variables GRETL_PNG_GRAPH_FONT and
GRETL_PNG_GRAPH_FONT_SIZE (e.g. "verdana" and "8") for generation
of PNG graphs when gnuplot is linked to gd, and gd has TrueType
font support enabled
- The sample data files selector and practice scripts selector now
offer a tabbed collection of the available sets of files, and the
associated menu items are simplified
- Replace Box-Pierce statistic with Ljung-Box throughout, and revamp
the correlogram graph
- Add several configuration options to the tramo/seats plugin
- update libtool to 1.4.3 and autoreconf
- raise library revision number to 4
2003-02-04 Version 1.0.3 [Back to top]
- Add PNG graphs to win32 version, and standardize on PNG graphs for
all display including graph editing
- Add facility to identify labeled data-points in a scatter plot
- further fix to pathnames with .Rprofile for win32
- LaTeX view: fix for dvi file living in a directory with spaces in
its name on win32
- Add option to copy as LaTeX or RTF for the various "Model data"
windows (e.g. forecasts with standard errors)
- Reorganize management of win32 registry entries
- Add tramo/seats for win32 version, and make tramo support the
default for Linux
- In window displaying a single data, add menu options to show the
series sorted, to graph the variable, and to format the data values
to a specified number of significant digits or decimal places
- Fix bug in command echo for "store" and a few others
- Add selector for variables to be saved when doing "Save as" or
"Export"
- Add facility to browse for programs under the Preferences, General,
Programs tab
- Add facility to copy data to clipboard as CSV
- Update win32 version to gtk version 2.2.0
- Bring various details of the gtk-1.2 build in line with the gtk-2.0
version
- Add configuration option to avoid libreadline dependency
("--without-readline") and build the gretl rpm without readline
- Updates to manual
- Raise shared library revision number to 3
2002-12-09 Version 1.0.2 [Back to top]
- generalize support for X-12-ARIMA to gtk-1.2 version, and win32
version (TRAMO/SEATS proving is more difficult)
- make x-12-arima support the configure default, if the x12a binary
is found
- add installation script for tramo program (in utils)
- make range-mean graph editable via gui
- fix utf8/character encoding issue with editing gnuplot commands and
sending the commands to gnuplot
- fix bug in test for balanced panel and reading of panel structure
- panel models: implement a valid autocorrelation test, and make the
ARCH test unavailable
- fix bug in generating lagged variables with panel data
- put a limit of 1024 on the number of forecasts that can be called
for, in the "forecast with standard errors" routine (could exhaust
virtual memory)
- add menu item to restructure a panel data set from stacked
cross-section to stacked time series
- create data set using internal spreadsheet: fix bug in the setting
of date strings
- fix bug in invocation of GNU R under Windows (needed to replace "\"
with "/" in paths for use by Rgui.exe)
2002-11-27 Version 1.0.1 [Back to top]
- fix to configure script in re. glib-2.0
- fix missing name of dependent var in gui mpols printout
- remove RTF and LaTeX items from mpols copy options (not yet
implemented) in gui2
- fix bug in saving gnuplot commands to file
- updates to updater function in gui program (both gui and gui2)
- add rudimentary plugin support for TRAMO and X-12-ARIMA
(experimental, and disabled by default)
- fix font encoding for postscript graphs in gtk-1.2 version of
gretl_x11 (also make postscript graphs in color by default)
- fix bug in automatic generation of lags for regression (the command
was not getting recorded properly in the log file)
- fix bug in model printout when F() is undefined (line-break was
missing)
- fix bug in LaTeX output when a coefficient equals zero
- make "sim" command available in loops (and update docs)
- raise "revision" number of *nix library
2002-11-15 version 1.0
- change *nix library name to libgretl-1.0
- improve sizing of some windows
- incorporate new translations
- update appearance of gtk-1.2 version of gui
- fix the stats available in connection with a LAD model
- open the champagne (hope this is not premature!)
2002-11-06 version 1.0pre4 (for translators)
- fix bug in progress bar when loading large data set
- fix bad "smpl -r" bug in gretlcli
- add Ramsey's RESET test (command "reset")
- improve consistency of editing commands
- more translation fixes
- small LaTeX output fixes
- fix gnuplot PNG output for gnuplot version 3.8
- fix encoding for gnuplot postscript output under NLS
- fix pango encoding issue for gnuplot axis label strings
- fix gnuplot "keyspec" bug
- add auto-scaling of gui windows if the user has selected a large
font
- add printing of rho (used in quasi-differencing) to LaTeX output
for corc and hilu models
- enhanced support for Wooldridge data files
- add "-t" flag to print command: print variables to ten significant
digits
- improve saving of scalar variables, and documentation of same
- updates to full manual
- make names and labels for monthly and quarterly dummies more
descriptive
2002-10-10 version 1.0pre3
- improve accuracy of calculation of standard errors, and numerical
accuracy on MS Windows in general
- make gretl databases installable in user directory as well as
system database directory
- make console output scroll to cursor in gtk2 version
- fix more translation issues
- fix bug in normality chi-square test for large n
- fix bug that prevented CUSUM plot from displaying
- fix normality of residual test: print to model window was
incomplete
- fix translation issue in LaTeX print of equation
- backport fix for impulse plot to gtk-1.2 version
- fix bug at exit of gretlcli with "quit" and no filename
- fixes for bugs in gnumeric file reader
- fixes for Excel reader -- handle missing obs and Far East info
- fix for gretlcli under NLS: ensure that the translations come out
in the local encoding, not utf-8
- remove Gtk 2.0 right click menu on text windows
- update translations and integrate the French translation
2002-09-20 version 1.0pre2 (pre1 was "for translators only")
- add range-mean graph option to GUI Variable menu, and as new
command "rmplot"
- add retrievable variable $pd = data periodicity
- add min() and max() functions to the functions available for use
with the "genr" command
- add Least Absolute Deviations regression ("lad" command)
- fix bugs in saving output to named file, in both gretlcli and gui
program
- fix bug in boxplots for languages other than English
- fix error in df in sample script ps4-2.inp
- fix translation of date strings in gretl output
- linux: move plugins to ${prefix}/lib/gretl
- gnome 2.0: use gconf apparatus
- gtk 2.0: fix remove/add toolbar breakage; change name of program
back to "gretl" and "gretl_x11" (not "gretl2", "gretl2_x11")
- revamp and internationalize TeX and RTF printing functions
including those for summary stats and correlation matrix
- make TeX format available for all model windows
- remove HTML print/copy options: can't maintain four formats with
internationalization!
2002-08-25 version 0.999
- add support for gtk 2.0 and gnome 2.0
- enhanced gui with gtk 2.0
- add "make check" target to test against the NIST reference data
files for numerical accuracy
- improve support for building on win32
- bug fixes in boxplot functions
- always show 6 significant figures for coefficient estimates and
standard errors in regression output
- numerous NLS/translation fixes, improvements
- NLS translation of TeX model results
- bug fixes for Excel importer
- reorganization of gui source files
- fix bug in random variable generation in gui
- add support for data files from Jeffrey Wooldridge's econometrics
textbook
- scrap ugly overloading of "clear_model" function
- fix miscellaneous bugs revealed by valgrind
- raise library version to 16.0.0
2002-07-09 version 0.998
- increment library version to 15.0.0
- update Spanish translations
- fixes to RPM build process
- switch to more accurate (cephes) algorithms for p-values
- add materials for building gretl on win32
- try to support LC_NUMERIC conversion automagically
- add option to Preferences to enable/disable localized LC_NUMERIC
- fix listings of recently opened files on menus under NLS
- fix up formatting of fitted/residual printout
- activate translations of "session" popup menus
- extend LaTeX menu for models with choice of saving as full document
or tex fragment for inclusion in document
- correct over-eager rejection of some variable names in data files
("c" and "C")
- recompile gretl_updater.exe with new zlib dll
- fixes to graph editing (this got broken by NLS changes)
2002-05-28 version 0.997
- increment library version to 14.0.1
- NLS fixes: disable "foreign" LC_NUMERIC for the present; gnuplot
graphs should work now; some missing translations are activated;
minor formatting improvements
- screen scalars out of variable list in graph selection dialogs
- ensure appropriate headers are included in workbook.c
- enable daily data in gretl databases
- fix bug in daily calendar (printed dates wrong at end of some
years)
- portability fixes to configure script
2002-05-24 version 0.996
- Raise library version to 14.0.0
- closing a session clears the selector dialog presets
- fix bug with scalar data and the data-editing spreadsheet
- revert boxplots to the older selection dialog (so user can add
boolean conditions)
- Regressions: print warning when data matrix is close to singularity
- add Gnu Multiple Precision plugin for running multiple precision
OLS regressions (unix only, so far)
- Add Spanish translations and make enabling NLS the default
- Try to fix the win32 GUI font for high-res monitors
- tweaks to the configure script
- updates to the help files and manual
2002-05-15 version 0.995
- Raise library version to 13.0.0
- numerous small updates to facilitate internationalization
- give the user a choice of delimiters (comma, space or tab) when
importing or exporting "CSV" data
- strengthen checks on invalid variable names in data files
- improve recognition of scalars versus vectors in genr
- fix bug in Create Dataset: undated data appeared as "annual"
- add descriptive report on dataset to Data menu
- fix bug in writing Utilities/R session: R data set was being
written in wrong (CSV) format
- fix bug: datafile name was not being cleared on Close Session
- refinements to Makefiles: don't expand CFLAGS multiple times
- handle spaces in filenames when stacking the "open" command
- fix bugs with editing gnuplot graphs
- get win32 LaTeX view working properly
- bugfixes for gnumeric and excel spreadsheet importers
- bugfix: unitialized data in cointegration test with constant
- add new, improved dialog box for specifying models, etc.
- remove all system() calls on win32
- switch to a more "standard" (I think) presentation of WLS
statistics
- fix some subtle bugs with the genr() function (scalars versus
vectors in conjunction with sub-sampled data)
- add checks for illegal variable names when importing from CSV,
Excel and Gnumeric
2002-04-21 version 0.994
- fix bugs in win32 copy to clipboard
- fix RTF printing of correlation matrix
- fix bug in genr (generating a scalar when data set is sub- sampled)
- fix bug: editing periodogram graph using GUI
- partially update docs
- distinguish between $T (number of obs used in last model) and $nobs
(number of obs in current sample range) in genr expressions
- fix bug in gnuplot PNG display for remote X sessions
- add configure option "--disable-png-graphics" to revert to
old-style behaviour of gnuplot in case of problems
- remove upwanted dependency on libgcc_s in Red Hat binary rpm
- update versions of gtk and glib for win32
- fix build problems revealed by the Debian package build
2002-04-15 version 0.993
- add option to specify lag order in autocorrelation test; also add
Box-Pierce and Ljung-Box stats to test output
- fix brokenness in Excel importer on win32
- fixes to setmiss command (console and script modes)
- enable pop-up menu for all gnuplot graphs under Linux/unix; also
add facility to print graphs directly under gnome, and to zoom
graphs on X11 display
- make DVI viewer configurable and make "latex view" functions work
on win32
- add inclusive inequality operators '>=' and '<=' to genr
- fix bug in genr: operator priority was not being fully respected in
all cases
- fix bug in Replace function for script edit window
- fix bug that crept in, in reading old-format data files
- fix bug: possible loss of precision when writing data file
- fix bug in statistical reportage with weighted least squares, when
the weight is not a dummy, but has some zero values
- add if, else, endif flow control for scripting
- add noecho command to suppress echo of commands in script output
- modify "print" command to support printing of string literals
- add menu item to find a variable in the main window
- improve context help in script windows
- extend LaTeX printing of models to Cochrane-Orcutt and Hildreth- Lu
estimators
- add edit/print taskbar to more windows
2002-04-01 version 0.992
- bounds checking for critical values look-up; also add this as a
regular gretlcli command, "critical"
- add sanity checks for regression commands and ADF test
- add importer plugins for Gnumeric and Excel workbooks
- add "Append data" menu item
- fix bug in "Create data set" functions
2002-03-20 version 0.991
- fix several "out of bounds" bugs kindly reported by Tavis Barr
- streamline the online help system
- in GUI, allow deletion of any variable (popup menu)
- go to a two-dimensional data array
- get the data status indicator working better when the nulldata
command is used
- add menu items to set missing value codes for a particular series
or the entire data set, and add "setmiss" command
- changing or clearing the data set now closes all model and stats
windows (prevents crashes and garbage)
- add scalar datatype
- add progress indicator for reading/writing large data files
- add a refresh to the remote databases window after down- loading
and installing a database
- add handling for daily data (probably needs more work)
- update to gnuplot 3.7.2 in win32 distribution
- prepare the program sources for internationalization via GNU
gettext; add a blank .pot file to the source package
2002-02-27 version 0.99
- add option for HTTP proxy when contacting gretl data server
- fix bugs in drag and drop under Windows
- fix crashing bug when trying to save a data file with over (about)
120 variables
- fix bug in editing new data header info
- add mechanism to record sample when estimating a model, so that
subsequent tests on that model can be referred to the same sample
- add "native" printing of window contents under win32 and gnome
- enhance boxplots command, allowing for boolean expressions to limit
the sample for individual plots in a comparative group of plots
- add editing toolbar to editable windows with search/replace and
undo
- add context help (click on a command and press the "?" button) for
the edit command script window
- correct typos in supplied data files data3-2 and data8-3
- add "critical" command (gretl console and GUI script mode only), to
print critical values for a selected distribution
- add pvalue() function to the set of options available under the
genr command
- improve handling of scripts opened in the GUI (including a prompt
to save before running if changes have been made)
2002-02-11 version 0.98
- fig bug affecting frequency distributions and the test for
normality of residuals
- improve functionality relating to saving of data files
- fix some build problems
- add more functionality to boxplots
- several fixes and enhancements to "session" mechanism
- better handling of empty data header info
- substantial code cleanups in the interest of adding API
documentation
- allow copying LaTeX equation representation of models to clipboard;
also improve the typsetting of these
- change default user directory to ~/gretl under unix
- add option to make cwd rather than userdir the default for file
opening and saving
- Change the default data format to XML (optionally gzipped) but
retain backward compatibility with old ascii data format
- add dependency on libxml (dll suplied for win32)
- switch from ".dat" to ".gdt" as default filename extension for
gretl datafiles (but add option to GUI to use ".dat")
- changing to storing data header info in buffer rather than using
repeated file I/O
- add search/replace dialog to window for editing scripts; also
Edit/Paste menu choice and choice of fixed font
- add drag and drop support for datafiles under win32, register the
.gdt suffix for gretl datafiles, and add an icon for these files
2001-12-14 version 0.97
- fix breakage of var command in GUI
- add facility to draw boxplots
- add various formats to copy of models to clipboard (HTML, RTF,
LaTeX)
- enable LaTeX and RTF copying for correlation matrix and summary
statistics windows
- Add the LMF statistic (Kiviet, 1986) for the autocorrelation LM
test
- Add prompt to save data on exit, if the data set has been changed
or newly constructed
- Fixes to BOX1 datafile reading function
- small fixes to display of databases
- revert behavior in case of taking logs of series with non- positive
values (i.e. fail gracefully)
- add initial gnome support
- convert manual to SGML (DocBook) and update
- support directory names with spaces (yuck) under win32
- under win32, use registry instead of system-wide config file
libgretl.cfg and per-user gretl.rc; also use native win32 dialog
boxes for more functions
- add check for GRETL_HOME environment variable
- make gnuplot command configurable under Preferences (meant for
win32)
- add a menu bar to the spreadsheet window
2001-07-26 version 0.96
- update to gtkextra version 0.99.16
- fix bug in Preferences/Toolbar entries
2001-07-17 version 0.95
- update to gtkextra version 0.99.15
- fix crash bug on opening a saved "session"
- fix bug that broke the "run" command on win32
2001-06-14 version 0.94
- make "false" the default for the automatic gretl update query on
startup
- catch errors in ar, tsls and scatters commands due to insufficient
arguments
2001-05-11 version 0.93
- fix problem with printing of actual, fitted and residual in the
case of a binary dependent variable
- CVS data export: put quote marks around the dates or observation
marker strings
2001-04-23 version 0.92
- library version goes to 6.0.0
- fixes to pprintf() function
- add "pooled OLS" model command and panel diagnostics test (fixed
effects and random effects models)
- various fixes suggested by lclint
- fix bug with zero return from, e.g., auxreg() when there's an error
and the return should be non-zero
- fix bug: logs command in script mode producing spurious error
- fix bug: when starting a new data set from a gretl database,
datainfo->markers was not set to 0, which could produce a crash
- add options for compacting data when adding a higher-frequency
series from a database to the working data set
2001-04-03 version 0.91
- library version goes to 5.0.0
- Disable saving anything other than native data file with extension
".dat" (safety measure)
- Make backup of data file when saving under same name
- Further improvements/fixes to gnuplot graphing routines
- Add option to edit plot commands directly, for a graph saved as a
session icon
- GNU R: save cross-sectional data as a "dataframe"
- Remove the "with controls" gnuplot menu items: edit plots via the
session window instead
- Institute consistent file dialogs: using gtkextra under X, and
native Microsoft dialogs under Windows
- Bug fix in pprintf() function
2001-03-28 version 0.90
- Raise version number to 0.90 reflecting fact that the feature set
for version 1.0 is now complete
- Raise library version to 4.0.0 due to changed interfaces
- Bugfixes and improvements for built-in spreadsheet
- Make more statistics accessible under model data menu
- try to auto-detect script versus data file, when given one program
argument and no flag
- add gretl_model_new() to lib
- cleanups in library code and headers
- enable frequency plot graphs in console mode
- add command-line options (for GUI program) to open a gretl database
on start-up.
- add "t" facility to genr (can say, e.g., "genr dum = t>1979.4" for
quarterly data, without previously generating t).
- add "for loop" facility with auto index variable
- auto-save changes to scripts in file viewer windows before running
- TODO: manual is not fully updated yet
2001-03-16 version 0.70
- Changed a few library interfaces, and so raised the library version
number (now 3.0.0)
- update manual (please consult it on the new options below)
- add sub-sampling based on a boolean condition (smpl -r)
- make it possible to restore full sample after sub-sampling based on
a dummy variable or boolean condition
- add graphing option: scatter of Y against X, with the Y values
colored differently depending on value of a given dummy
- suppress echo of varnames in commands (e.g. summary) where a full
list of vars is constructed automatically
- improve mechanism for adding/deleting files from "recent files"
lists, and add list for command files
- improvements to numerical format in printing of data series
- fix a couple of graphing bugs (impulse plots not working, frequency
plot against gamma distribution wrong)
- fix precedence of boolean operators in genr expressions ("&" comes
before "|", but both of these come after "<", ">" and "="), and add
"!=" operator
- mods to gtk items: disallow resizing of dialog boxes, make clist
titles passive
- fix "on exit" bug if several models estimated and not all have
associated saved commands
- fix memory bug when switching datasets
- fix issues with displaying data, with very large datasets
2001-03-04 version 0.69
- change one library interface to permit error box if gnuplot command
fails (and so raise library version number)
- bugfix: after running lmtest for non-linearity, the wrong degrees
of freedom were being shown, not in the auxiliary regression
window, but in the test summary appended to the model for which the
lmtest was run
- bugfix: with a genr command from the GUI, even if it was erroneous
it was being copied into the command log
- bugfix: parsing of genr expression without fully explicit
parentheses failed under some circumstances
- bugfix: multiple scatterplots did not display under MS Windows
- bugfix: doing add/omit in GUI did not update the model used as the
default for coeff() and such in genr commands
- console: improve/fix recall of mistyped command using the up arrow
key; respond to typing only at the prompt
- genr: add '&', '|' and '!' logical operators
- add program icon for X11
2001-02-26 version 0.68
- fix functions associated with opening datafiles
- fix brokenness in logging of commands to script
- "remember" models generated via GUI so that genr functions such as
coeff() work properly
- make Save/Export data menu items more compact
- Fix bug in (not) setting file extensions in some file "save"
actions
- Small improvements to "gretl console"
2001-02-21 version 0.67
- cleanups in datafile writing routines (avoid excessive trailing
zeros in data)
- make search in list boxes wrap
- fix bug: user configuration of toolbar had no effect
- fix bug: if a var is duplicated in list of regressors, gretlcli
crashed
- fix infelicity: if a var is duplicated in regressor list, gui
displayed blank model window along with error message
- fix bug: "gretl website" entry on toolbar under unix/Linux worked
only if netscape was already running
2001-02-15 version 0.66
- add string search to listing of Ramanathan data files
- add "plugin" for looking up critical values of statistics
- add a toolbar (partly configurable under Preferences)
- fix to deletion of auto-generated plotting vars
- add option to view confidence intervals for coefficients (under
Model data menu in model window)
- add the Ramanathan practice file ps2-1.inp
2001-02-06 version 0.65
- fix crashing bug in adding data to dataset from model window
- update bundled gtkextra to release 0.99.13
- various "internal" bugfixes and cleanups
- minor fixes to graphing routines, datafile saving
2001-02-02 version 0.64
- add tooltips to show full path of previously-opened files
- get "previous files" list working on win32
- minor improvements to file listing routines
- add (optional) sampling distribution graph to test calculator
- add -m (impulses) flag to gnuplot command
- fixes to auto-update mechanism (plus add documentation)
2001-01-26 version 0.63
- add gretl manpage
- add p-value finder to GUI
- add "hypothesis test calculator" to GUI
- fix error in normal batch p-value function
2001-01-15 version 0.62
- allow comment lines starting with '#' in input files
- allow estimation of a model with df = zero
- add CUSUM (parameter stability) test for OLS models
- fix to path reading for win32 (spaces in path)
- fixes to difference of means test, difference of variance test, for
situation where sample lengths are different
- small fixes to manual
2000-12-09 version 0.61
- fix to configure process for gtkextra
2000-12-08 version 0.60
- various fixes to distribution files
- change default user dir to $HOME/.gretl
- fixes to icon file selector
- basic link to GNU R
- revise PDF manual
- revise "scatters" command (multiple scatterplots) and add to gui
- add read/write of gzip-compressed data files (see store command)
- move descriptions of data files and practice scripts into separate
files (no longer hard-coded into gretl)
- add new data files from Ramu Ramanathan
- update to gtkextra version 0.99.12
- add installer program for win32
- fix context help bug
- renaming of various components (library is now libgretl, cli
program is now gretlcli, some directories have been renamed)
2000-11-24 version 0.50
- MS Windows-only, was not really released
2000-11-18 version 0.40
- add critical value to printout of correlation matrix
- add capacity to read gretl databases from remote server
- add built-in data decompression with zlib
- rename exported library functions, avoiding leading underscore
- add libtool versioning
2000-11-03 version 0.32
- Add capacity to read BOX1-format data files
- Add lists of recently opened files to file menus
- fix various bugs connected with "session" concept
- fix gtkextra headers bug in make process
2000-10-20 version 0.31
- add gamma distribution to pvalue command
- fix some more bugs
- hush gtk warnings in win32 version
2000-10-15 version 0.30
- introduce experimental "session" idea
- update manual
- add "pergm" (periodogram) command. Also see "Spectrum" under the
GUI Variable menu
- add maxlag parameter to corrgm command; also add printing of
Box-Pierce Q stat, and partial autocorrelations
- fix up "delete" command ("insufficient args" bug)
- clean up gnuplot background code for gnuplot controller
- delete extra variables after chow test
- minor fixes to LaTeX printing
- use proper pointers to keep track of multiple windows
- add "max p-value" statement to regression printout
- put back Durbin-Watson printout line for hccm, tsls
- fix inconsistency with docs in setting of the break point for the
Chow test
- more fixes to csv file reading
- bug fix in freq plot after freq print
- update sample label when excluding missing obs
- update iconfilesel and gtksheet to gtk+extra-0.99.11
- configure: use installed gtkextra if available
- substantial code cleanups and speedups in GUI.
2000-06-14 version 0.2i
- improve consistency in GUI w.r.t. opening of data files and
databases
- update manual and help files
- add "delete" command (trash last variable)
- fix potential data files paths bug
- fix hsk bug (aux regression could fail silently)
- add some data files from William Greene's book
- add "while" syntax to command loop mechanism (useful for iterated
least squares -- tested on Greene's example 11.3 of nonlinear
estimation). See manual.
- fix sample-length bug in add, omit
- some more informative error messages from genr
- activate "add" and "omit" for logit, probit
- make covariance matrix available for logit, probit
- add more error trapping for "add"
- code cleanup in compare.c
- can capture log-likelihood in genr with "$lnl" after logit, probit
2000-06-09 version 0.2h
- add estimation of logit and probit models and update manual
- fixes to "configure" script (gtk, termcap, paths.h) after
compilation on HPUX
- eslclient creates user dir if it doesn't exist
- add (experimental) "parenthesizer" for genr expressions
- rearrange "summary" output
- rename Windows dll
- fix bug in "fcast" command
2000-06-01 version 0.2g
- "smpl -o" drops all observations with missing values
- binary datafiles can be saved in single or double precision (-s or
-o flags)
- Binary datafile saving added to GUI
- Can add case markers from file to an open data set
- allow for a comment line at the top of a database .idx file (and
display it in GUI)
- code cleanups
- delete redundant stuff
- improve some string handling functions
- fix win32 path-searching bug?
2000-05-24 version 0.2f
- updates to manual
- add handler for Penn World Table
- improve handling of native databases
- reformat some output
- add % operator in genr
- add -o flag to "smpl" command for sampling via a dummy variable
mask.
- GUI: where appropriate, clicking on a var in the main window will
pop its ID # into an open dialog box.
- add fcasterr to GUI, and improve graphing of forecasts
- move setobs from Data to Sample menu
- add "Gretl console" to GUI (under File menu) and update manual
- add to path-searching for datafiles called from scripts (include
the script dir in the search)
2000-05-10 version 0.2e
- minor changes to GUI menus
- add xpm icon for X
- correct printout of t-stats for AR coefficients
- correct wasteful malloc in xpxxpy function
- better printout for F-statistic
- add discussion of NIST reference datasets to manual
- add NIST datasets to package
- add some error-checking and reporting for datafile opening
- various fixes to "genr"
- search for libesl.cfg in dir where executable resides (win32,
Dirk's idea)
- improve handling of constants in corr, corrgm
- fix error messages from corc_hilu
- rename eslclnt.exe as eslclient.exe (win32)
- fix paths in win32 (helpfile and executable, for rerunning
commands)
2000-05-05 version 0.2d
- improvements to manual
- fix wrong error message for zero weight var in wls
- explicit check for degeneracy in figuring summary stats
- add median(), var(), cov() to functions in genr
- add "spearman" command (rank correlation)
- add "runs" command (runs test for randomness)
- fix bug in calculation of rho hat
- fix lengths of series created by diff, etc, in relation to smpl
2000-05-01 version 0.2c
- add setobs command
- add seed command
- manual: add section on panel data, improve "genr" section
- more CSV bugfixes
- make adf, coint commands more informative
- add "paneldum" (for panel data) to genr command
2000-04-28 version 0.2b
- add fcasterr command
- many fixes in response to comments from Ramu Ramanathan and Dirk
Eddelbuettel
- improve Makefiles
- bugfix in binary datafile handling
- update manual
2000-04-22 version 0.2a
- add arch, sim and multiply commands
- many bugfixes after running numerous test files
- further code cleanups
- improvements in printing forecasts
- fix memory leaks
2000-04-14 version 0.2
- many fixes for greater consistency with esl
- printout improvements
- internal code cleanups
- bug fixes (notably for CSV file handling)
2000-04-05 version 0.1z
- add a gui controller for gnuplot graphs
- many bugfixes
- reorganize (simplify) command-line arguments
- more updates to documentation
2000-03-27 version 0.1y
- improvements and bugfixes to CSV file handling
- improvements to "add" and "omit" commands
- add "coint" command (cointegration test)
2000-03-23 version 0.1x
- many small bugfixes
- add GNU autoconf apparatus for configuring/compiling
- updates to documentation
2000-02-29 version 0.1w
- fixes to build process
- add iconic file selector
- add "export CSV" function
- bug fixes to database reading routines
2000-02-22 version 0.1v
- add White's standard errors (hccm command)
- update help files
- Make model stats (e.g. ess) available for adding to data set in
gui, under Model data menu.
- Add option to display values of selected variables, as well as
"all".
- Fix pvalue in command-line client so that it does not act
interactively when supplied with all params on the command line.
- Add facility to edit the full data header (.hdr) file in gretl
(under Data menu).
- Activate the "Add observation" feature in ssheet; add a similar
"Insert Observation" option. Minimal testing so far.
- Fix (I think) bug in setup of new spreadsheet data set.
- Give "infobox" feedback when importing database series.
2000-02-13 version 0.1u
- save data files in GNU Octave format
- updates to documentation
2000-02-08 version 0.1t
- gretl adopted as GNU program
- add context-sensitive help for command dialogs
- add file, save for model output windows
- add search facility for help file, database windows
2000-02-02 version 0.1s
- Fixes to Makefiles
- Improvements to loop mode (Monte Carlo simulations)
2000-01-31 version 0.1r
- Initial public release
|