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ChangeLog
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version 2025a, in progress
- "meantest" and "vartest" commands: support a variant where
the second series is a dummy with which to split the first
into two samples
- Fix bug: "dataset addobs n" with panel data (and without the
--panel-time option) was not respecting the documented
policy that 'n' refers to the number of cross-sectional
units to be added to the dataset
- Fix bug: "mpols" was not respecting the --simple-print
option, now it does
- macOS and 64-bit Windows: update gnuplot to version 6.0.2
- Windows 64-bit build: revert to use of MSVCRT rather then
UCRT, pending analysis of some problems with the latter
2024-12-12 version 2024d
- "append" command: make the help text more explicit
- "pca" command: make a $result bundle available
- "square" command and square() function: don't skip dummy
variables when computing cross-products
- xmax() and xmin() functions; consolidate with max, min but
retain the "x" variants as aliases until further notice
- Fix possible incorrect behavior of "smpl" in some special
cases (inside a function, when the dataset is sub-sampled at
the caller level)
- nelem() function: ensure that it returns the number of bytes
in a string argument, as per the documentation
- Avoid false positives in detecting markdown in help text for
function packages
- Windows10 theme: fix invisibility of some GUI elements
- recent macOS: fix crash on trying to open PDF viewer to a
specific chapter of the User's Guide
- dbnomics addon: don't fail on database IDs that contain '@'
(as some OECD identifiers now do)
- gretl_edit: use a scrollable window when displaying stderr
output, so it doesn't get truncated
- When adding a 1x1 matrix to a bundle via defbundle() or _()
don't automatically convert it to a scalar
- Tweaks for handling of empty matrices plus a little more
documentation
- GUI: support Ctrl + mouse-wheel to resize text
- GUI: fixes for breakage when resizing plots in some cases
- Documentation for addons: avoid collision with hyperref
2024-10-21 version 2024c
- Random number generation: add Dirichlet and generic discrete
distributions
- "summary" command with --by option: provide a $result matrix
if the list argument contains a single series, and improve
the format of the printout
- "corr" command: be more explicit about the sample(s) used
- "rename" command: add a --case option to support case
conversion of all series names in the dataset
- "reset" command: add a --robust option and scale the squares
and cubes of the fitted values to avoid numerical instability
- flatten() function: add an extra (vec-wise) mode for matrices
- matrix "left division" operator: improve efficiency when the
left-hand operand is triangular
- Fix bug: append via console not updating series list in the
main gretl window
- Fix bug: console command-line broken following use of "printf"
with no newline in the format
- Fix bug in "corrgm" command: spurious significance stars shown
for the PACF when the --bartlett option is given
- Fix bug in "adf" command (without the --gls option): error if
all of --c, --nc, --ct and --ctt were given
- Fix a lacuna in type-checking of hansl statements
- Fix: ensure that attempted use of the "smpl" command produces
an error if there's no dataset in place
- GUI: support the fixed-sample option when appending data
- GUI: random effects panel model: fix breakage in selecting
the --nerlove option
- GUI: support the --by option for the "summary" command, when
called via the main-window "View" menu
- GUI: fix the "Numerical summary" option in a window showing
a factorized boxplot (was broken for a string-valued factor)
- GUI: ensure that the "Compact data" and "Expand data" menu
items are disabled when the dataset is cross-sectional
- GUI: support Ctrl+L to clear the console
- GUI specification dialogs for calling packaged functions:
avoid mixture of languages so far as possible
- Fix bad behavior from "set force_decpoint off" for users in
a locale that normally uses decimal comma but who choose not
to use it
- Fix incorrect handling of ctrl-r (carriage return) in some
cases of script output
- Fix GUI language selection on recent macOS
- Fix relatively slow matrix inversion on Windows; speed-up
should be apparent for symmetric positive definite matrices
in particular
- Windows 64-bit build: link against MS UCRT; use GTK3; update
dependency DLLs and cross-compiler; make Consolas the default
monospace font
- SVAR addon: computational and graphical enhancements for
sign-restricted models; add more user-friendly methods for
specifying restrictions;
- Update translations: Galician, German, Italian and Polish
2024-05-21 version 2024b
- "gridplot" command: add a --title option
- "clear" command: add an --all option
- instrings() function: add optional boolean argument to get
a simple boolean return value
- typeof() function: functionality is extended to cover hansl
expressions in general
- exists() function: recommended usage is restricted to top-
level identifiers, but backward compatibility is preserved
for the present
- new function binperms() for binary permutations
- Testing for equality via "==" and "!=": extend this to cover
arrays and bundles
- help files: clarify the help for some commands and improve
formatting
- $sysinfo bundle: add "stack_size"
- mrw (Mankiw-Romer-Weil) dataset: rename "inv" as "i_y"
- Fix bug: crash on replacing a single character in a string
variable, when the replacement UTF-8 character takes up more
bytes than the original
- Fix bug: potential crash when using the "smpl" command on a
dataset that is already subject to random resampling
- Fix bug: possible confusion in parsing lag specifications
for list members, as in "list.vname(-1)"
- Fix bug: possible interference of options passed in "plot"
with those passed to "gnuplot"
- Fix bug: crash in 32-bit gretl for Windows when trying to
read gdtb data files created on a 64-bit system
- Function packages: validate gfn files using an XML schema
rather than a Document Type Definition
- GUI, function packages: further extensions to the "ui-maker"
functionality, plus minor fixes for the function-call dialog
- GUI: support the --preserve-panel option in the dialog box
for sub-sampling
- GUI: support the Gamma distribution under /Tools/Distribution
graphs
- GUI: fix the "Packages" entry under Help
- GUI: ensure that all fonts scale on zoom in/out in help
- GUI: add more choices for plot scaling
- GUI: improvements to the regls dialog
- Internals: economize stack usage in case of nested function
calls
- 64-bit Windows build: increase stack size to 8 MiB (as per
Linux and macOS)
- regls addon: bug fixes and improved documentation
2024-04-05 version 2024a
- gretl "addons": integrate with releases on all platforms
- $sysinfo bundle: add gnuplot version as scalar ("gnuplot")
- "plot" command: update the help text and apply a fix for the
case of showing multiple bands
- "tsplots" command with matrix input: don't require a list
argument, plot all columns by default
- "gnuplot" command with --matrix and --time-series options:
show dataset time on x-axis if possible
- "gnuplot" command: add --y2axis option to specify placement
of a specifed y-variable on a second axis
show dataset time on x-axis if possible
- "info" command: add --to-file and --from-file options for
manipulating the description of a dataset
- "clear" command: add --all option to clear both function
definitions and all data
- "outfile" block: add a --decpoint option to enforce use of
decimal point (dot) for output within the block
- "freq" command: automatically switch to no binning in case
of few distinct values of the series argument
- "tsls" command: add a --matrix-diff option for the Hausman
test, using the method of Padadopoulos (Econometrics, 2023)
- "gmm" command block: support lists of series in extenso on
either side of an "orthog" statement
- "corrgm", "xcorrgm", "pergm" and "qlrtest" commands: make
these commands work properly in a "gpbuild" block
- "gmm" command: mark the --two-step and --iterate options as
mutually exclusive
- "loop foreach": support arrays and bundles that are located
inside other arrays or bundles
- "pkg install" command: support installation of data file
packages in tar.gz format from the gretl server
- "pkg query" command: show details of script and data files
from a package's "examples" directory, if present
- "pkg" command: add "run-sample" action to run the sample
script from a specified package
- "modeltab" command: add an --options flag to control
formatting via the command line
- New function fevalb(): a more flexible variant of feval()
- New function randstr(): gives a random hexadecimal string
of chosen length, to serve as a unique ID
- bcheck() function: make the second argument optional
- nobs() function: accept a list argument
- Fix broken backward compatibility in handling of backslash
followed by double-quote in string literals
- Fix bug: crash when plotting matrix data with the multiple
bands option
- Fix bug: restore support for reading JMulTi .dat files
- Fix bug: the "smpl" command with --dummy option could end
up broken after doing "Save data" in the GUI when there's
a sample restriction in place
- Fix bug: possible crash when a dbnomics download fails, if
invoked via the "data" command
- Fix bugs connected with estimation of panel data models via
pooled OLS with the --cluster option: the option was being
ignored in some cases and the "add" test was not working
- Fix bug: the symmetry checker for gretl matrices could fail
to flag asymmetry in some cases
- Fix bug: typeof() and typename() flagging an error in case
no object was found corresponding to the argument
- Fix bug: "modeltab" command flagging a spurious error in
some cases
- geoplot addon: fix obsolete usage of "outfile"
- GUI: fix for the "Dataset structure" mechanism when trying
to convert from side-by-side time series to panel
- GUI: apply some legibility fixes for dark GTK themes
- GUI: enable the advertised keystrokes in file "browser"
windows (bug #294)
- GUI function package editor: add support specific to the
editing of markdown help
- GUI script editor: improve handling of C-style comments in
auto-indentation
- GUI: make a newly installed data file package accessible
by reopening the relevant window; don't require a restart
of gretl
- gdt and gdtb data file specification: allow files which
contain no actual data series, just the implicit "const"
plus metadata (structure and number of observations)
- add a suite of unit tests to the gretl source tree
2023-12-05 version 2023c
- New commands "gridplot" and "gpbuild" for constructing
composite plots
- "gnuplot" command: implement new option syntax to support
multiple "bands" in a single plot (but continue to support
the old band syntax until further notice)
- "panel" command: support the --cluster option to produce
a greater variety of robust standard errors, including two-
way clustering; add an option to use the Driscoll-Kraay
covariance estimator; and support the --no-df-corr option
- "tsls" command: if the --robust option is given, compute a
robust variant of the Hausman test
- "scatters" command: expose its time-series functionality
under the name command-name "tsplots"
- String-valued series: support returning such series from a
user function, and loosen the restrictions on assignment to
such series
- New usage of the '*' operator to augment a string via
repetition, for example: string s = "abc" * 3
- New function asort() for sorting arrays of all types
- New function corresp() to determine the correspondence (if
any) between two series or vectors
- New function rgbmix() to do mixing of colors via their R, G
and B channels
- String functions strsub(), regsub(), substr(), tolower() and
toupper(): generalize to support strings arrays and string-
valued series as arguments, as well as individual strings
- New function strvsort(): recodes a string-valued series such
that the numeric codes correspond to the alphabetical order
of the string values, or in line with a reordering specified
by the user
- Add documentation for the functions dec2bin() and bin2dec(),
which were first defined in version 2022b
- kdensity() function: clarify its documentation
- halton() function: remove the limit of 40 on the number of
sequences this function can generate
- Input of numeric constants: support hexadecimal notation
- $sysinfo accessor bundle: add CPU information
- Fix bug dating from 2022c: broken handling of the syntax
listname.series when used in a function that is called from
within a loop
- Fix bug: possibly incorrect results when applying a vector
selection to a string variable
- Fix bug: possibly incomplete results when compacting daily
data to weekly
- Fix bug: wrong alignment when appending dated weekly data
- Fix bug: invcdf() and critical() misbehaving for the chi-
square distribution with a CDF argument of 1.0
- Fix bug: pdf() giving NA for Chi-square with argument 0
- Fix bug: possible duplicate entries in GUI function package
listing
- Fix bug: markdown conversion not always working properly
- Fix bug: "kdplot" command not respecting the --output option
- Fix bug: pexpand() function not working as advertised
- GUI: Add means of stacking side-by-side time series into
panel series via the "Dataset structure" wizard
- GUI: Add a color selection dialog under the Tools menu
- GUI: use "Apply" and "OK" buttons more consistently
- GUI: make more apparent the facility to sort series in the
main window by clicking the headers
- GUI: add a menu item to install a local function package,
under the "/File/Function packages" menu
- GUI: add Ctrl + mouse wheel as a means of changing text
size in various windows
- GUI editor and gretl_edit: add Ctrl-L keystroke for going
to a specifed line, improve the search/replace dialog and
fix a problem with automatic indentation
- Windows and macOS packages: add a dark GTK theme
- R interaction via embeddedR: update mechanism for determining
R_HOME
2023-07-21 version 2023b
- New command "kdplot": simple access to a kernel density plot
for a single series
- New function typename(): return a string giving the type of
the argument (can replace typeof() plus typestr())
- "arima" command: implement built-in procedure for assessing
lag orders, via new --lagselect option, and add GUI access
- "corr" command: add 1 percent critical value of correlation
coefficient to the output
- "join" command: import descriptions of newly-added series,
if present
- "gnuplot" command: add new options --inbuf and --outbuf to
accept, respectively, input from a named string and output
to a named string
- "smpl" command with the panel-data --time option: support
the --replace modifier
- "outfile" command: insist on correct syntax for usage with
the --tempfile option
- aggregate() function: support matrix input
- misszero() and zeromiss() functions: support matrix input
- SVAR addon: implement mixed (set-based and zero) restrictions
- geoplot addon: make the plot key position configurable
- regls addon: add an mregls() function for working with data
in matrix form
- Add optional boolean "skip_na" argument for several matrix
functions that compute statistics
- Functions bkfilt, bwfilt, fracdiff, filter: disallow panel
data since these functions assume regular time-series data
- Boxplots: respect the chosen gnuplot theme, if applicable
- Add "empty" as a dummy constant for initializing an empty
string, matrix, bundle or array
- "numeric" meta-type: allow usage in function packages, and
hook it up for syntax highlighting
- Function packages: support use of Markdown for help text
- Function packages: add a new special function role named
"ui-maker" to support customization of the user interface
- "R_functions" facility: handle row and column names when
passing matrices to and from R
- Fix bug: failure in the Kalman function ksmooth() when in
"univariate" mode and the observable has more elements than
the state
- Fix bug: possible failure in "smpl" with the --time option
for panel data
- Fix bug: memory corruption on trying to append an array to
itself
- Fix bug: single-equation LIML could fail when there's no
constant in the specification
- Fix bug: spurious "no data avilable for forecasting" error
in GUI forecasting from ARIMA model without constant term
- Fix bug: function package code with very long lines could
lead to a crash (e.g. on "View code" in the GUI)
- Fix bug: the sumc() function produced incorrect result for
complex matrices (too large by 1)
- Fix bug: potential crash on calling a hansl function with
no arguments when it has only optional parameters
- Fix bug: MPI crash on broadcasting an empty matrix, with
some MPI variants
- Fix bug: potential crash in estimating a restricted VECM
when there are no regressors outside of the cointegration
space
- Fix bug: potential crash in "arima" with the --x-12-arima
option with data starting in the year 1
- Fix GUI bug: dynamic panel data model menu item not always
available when it should be
- Fix GUI bug: breakage on trying to select the decimal comma
when exporting data as CSV
- GUI "Check for addons" facility: redesign to present the
information more clearly
- GUI sample selection for panel data: clarify and fix
- GUI "stop" button to abort script execution: make this more
responsive
- GUI "dataset structure wizard": improve the efficiency of
checking candidate unit and time variables for panel data
- Add new example data file: sunspots time series from 1740
- User's Guide: updates, including description of data file
formats
- Add more strings to gretl.pot and update translations
- 64-bit Windows build: update to OpenBLAS 0.3.23 and MS-MPI
version 10.1.3
2023-03-02 version 2023a
- "logit" command (binary case): add a matrix holding odds
ratios plus standard errors and confidence intervals to the
$model bundle; also make this information available under
the Analysis menu in the GUI model window
- "set" command: add key "hac_missvals" to select the policy
for HAC estimation when there are incomplete observations;
and make the Equal Spacing method the default
- "gnuplot" and "plot" commands: putting an .html suffix onto
the output filename now invokes gnuplot's "canvas" driver
- "midasreg" command: generate more specific error message
for invalid specification
- "fcast" command: enable the --plot option for forecasts
based on a system, when a single series is selected;
introduce --all-probs option for ordered logit/probit and
multinomial logit models
- "system" command: ensure that the $system bundle includes
the sample limits as "sample_t1" and "sample_t2"
- strptime() and strftime() functions: generalize to allow
vectorized usage, and add variants (strpday, strfday) to
work with epoch days rather than Unix time
- pexpand() function: add optional boolean switch to expand
in the cross-sectional dimension
- readfile() function: ensure that we construct a legitimate
local filename when downloading a web resource
- normtest() function: add option to include all available
tests in the returned matrix
- int() function: return NA if the integer part of the argument
lies beyond the range of a 32-bit signed integer
- instring() and strstr() functions: drop the policy of auto-
escaping the string to be found
- invpd() function: add a second optional argument for retrieving
the log determinant
- qform() function: introduce alternate syntax for the case
when the middle matrix is diagonal
- CSV data importation: be less hasty in concluding that the
column separator is comma
- CSV importation via GUI: clarify the dialog that governs
how the first column is treated; also don't show any string
tables at the moment of importation (strings tables can now
be accessed under the Data menu)
- "join" via the GUI: make it evident that specifying keys
may not be necessary with time-series data; fix a bug with
use of the filter option
- Script editor, split pane: ensure that when line-numbering
is selected it carries over to the new pane; also improve
tab-completion for names of functions
- Drag and drop of data file onto gretl: offer a choice of
replacing or trying to append to the current dataset
- Fix error message for invalid (string) array index
- Fix error message for missing function-package dependency
- Fix bug: buffer overrun when creating names for transformed
series if the original series has a very long name
- Fix bug: crash on doing "pkg install" from the command line
when the window listing function packages on the server is
displayed at the time
- Fix bug: possible false positive when checking for duplicate
function packages
- Fix bug: the weekday() function could produce an off-by-one
error in some cases
- Fix for detection of the R executable when called via a
foreign block on macOS
- configure/build apparatus: add support for using Intel's
oneAPI and MKL, or libblis + libflame, for BLAS and LAPACK
functionality
- macOS build: include TargetConditionals.h in libgretl.h
- MS Windows: work around the limitations of mktime() and
localtime() using GLib functionality
- geoplot addon: document the facilities available for
plotting qualitative data; fix a bug whereby writing a
map as an image file (e.g. PDF) could fail
- Gretl User's Guide: rewrite the "Calendar dates" chapter
including more information on the available formats and
the means of converting between them
- Reinstate old function file path for backward compatibility
2022-11-01 version 2022c
- substantial speed-up for hansl functions called from loops
or other iterative contexts
- lists and strings: support vector selection of elements
- "printf" command: support a named string variable as the
"format" argument
- "ols" command with --jackknife option: make the output more
specific, and complain when this option is not applicable
- "panplot" command: add --single-yaxis option, and support
the addition of "literal" supplementary gnuplot commands
(but not when the --grid or --stack option is selected)
- "append" and "join" commands: support the --frompkg option,
as for the "open" command
- toepsolv() function: add fourth argument for returning the
determinant
- flatten() function for arrays of strings: add the ability to
specify a custom separator
- strsub() function help: note that an array of strings can be
given as the first argument
- instring() and strstr() functions: add optional parameter
for case-insensitive search
- gretl_edit: enable auto-completion, add some specialized
"developer" options, and add a "kill" button to stop script
execution
- script editor: add hide/show functionality for selected
regions in a hansl script
- script editor, "Help on command": disambiguate cases where
we have a command and a function of the same name
- regls addon: plotting enhancements; document GUI usage
- geoplot addon: start adding support for encoded data
- Clarify and properly enforce the case where the "const"
property of a hansl function argument must be inherited
- Fix and speed up reading of gretl's binary matrix files via
Python (under gretl's "foreign" apparatus)
- Fix bug: fail after first iteration when adding a string to
an array of strings defined within a loop
- Fix bug: corruption on extracting a "series" from a bundle
as a matrix when the series contains NAs
- Fix bug: the GUI option to purge all-missing rows from a
daily dataset could go wrong; in addition make this option
available for scripting use via the "dataset" command
- Fix bug: some cases where an ARMA model can be estimated
most efficiently via OLS were not being recognized
- Fix bug: crash on trying to extract a submatrix of size
zero via indexation
- Fix some actual or potential memory leaks
- gnuplot version requirement: raise from 5.0 to 5.2
- Update mechanisnm for uploading function packages, since
sourceforge now requires use of https
2022-08-09 version 2022b
- new command/keyword "continue" for use in loops
- new option --decr for use with index loops
- new function commute(): pre/post multiplication by the
commutation operator (replaces analogous function in the
extra addon)
- new function sphericorr(): spherical coordinates
representation for correlation matrices
- new functions dec2bin() and bin2dec() for conversion
between decimal integers and their binary representation
- "garch" command: add the model order scalars (p and q) to
the $model bundle
- "leverage" command: add $result accessor to obtain
leverage, influence and studentized residuals as matrix
- "pergm" and "fractint" commands: use FFT for computing the
spectrum
- "printf" command: add "\r" as a recognized escape sequence
- "smpl" command: add --dates option to resolve potential
ambiguity of obs limits in case of annual and daily data
- "markers" command: add --from-series option
- "store" command: support saving a gretl session file (only
in the GUI program), given the ".gretl" suffix
- "vecm" command: redefine the "order" member of the $system
accessor to give the lag order in levels, consistent with
the vecm documentation
- assert() function: add a "fatal" switch to abort program
execution when an assertion fails
- deseas() function: add the option of saving the X-13ARIMA
specification created by gretl; add option to specify the
ARIMA model; document the verbose option
- qrdecomp() function: support column pivoting, via new
optional third argument
- weekday() and isoweek() functions: generalize to accept
dates in ISO 8601 "basic" format
- rank() and ginv() function: add optional tolerance
argument
- Support direct assignment from string-values series to
array of strings
- script editor: enhancements for Find/Replace dialog
- GUI viewer windows: support Ctrl-plus and Ctrl-minus to
increase/reduce font size
- R support: enable exchange of matrices in binary format
- Fix bug: failure of dbnomics download on Windows when
a very large number of series is specified
- Fix bug: crash on use of the --full option with "restrict"
when applied to the alpha terms in a vecm
- Fix bug: breakage in GUI item "X-13ARIMA analysis"
- Fix bug: crash on trying to stringify() an empty series
- Fix bug: det() should not flag an error when returning NA
- Fix bug: make "set loop_maxiter 0" behave as advertised
- Fix bug: misbehavior when subsampling within a function a
panel dataset that was subsampled prior to calling the
function in question
- Fix bug: the 'end' keyword for indexing into matrices
could fail under certain conditions
- Fix bug: obsnum() producing unwanted results in case of
5- or 6-day daily data
- Fix obscure issue: ensure that libR gets a correct value
for R_HOME when the user has specified the location of
libR.so as a symlink (probably specific to Linux, and
confined to the context of gretl's "foreign language=R")
- Fix GUI bug: the option of showing lagged series in a
selection dialog not always available when it should be
- Fix GUI bug: incorrect behavior of function-call dialog
when defining a new list
- distribution: remove unused file, addons.txt
2022-02-02 version 2022a
- Copy/Paste of data in the GUI: make this facility more
visible, and support gdt format in addition to delimited
text; support Ctrl-C to copy
- Panel data time dimension: add apparatus to specify this
via the graphical interface
- Packaged panel data files: add more metadata where wanted
- Add a daily data file to the package: bikesharing.gdt
- Ensure the expected round-trip from strptime to strftime
for underspecified dates such as "1990"
- "set seed" command: allow parameter "auto" to revert to an
automatic clock-based seed
- "dpanel" command: add facility to "collapse" instruments
as in David Roodman's xtabond2
- "kpss" command for panel data: improve output for the case
where automatic lag order is selected; record $test and
$pvalue in matrix form
- "markers" command: add a --from-array option to read from
an array of strings
- "shell" command: clarify the help text
- "genr": get informative error messages to appear in more
cases
- Kalman (state space) apparatus: revise the documentation
to use more standard notation; revise internal code for
better maintainability (could be faster too)
- Indexing into matrices, arrays, lists and strings: support
the keyword 'end' to denote the last element; in the case
of matrices this is specific to row or column
- Support direct assignment of array of strings to string-
valued series, if the array is of appropriate size
- New function interpol() for linear interpolation
- New function mat2list(): create a list of series from the
columns of a suitable matrix
- New function distance(): evaluate the distance between
points on various metrics such as Euclidean, Manhattan,
Hamming, Chebyshev, Cosine and Mahalanobis
- deseas() function: add several options to inflect the
specifics of deseasonalization via X-13ARIMA-SEATS
- stdize() function: make it default to working as stated
in the help text (df correction of 1 for std. dev.)
- errorif() function: get this working within an mpi block,
in which case it can be used outside of a function
- tdisagg() function: limit (per default) the number of
observations for which automatic extrapolation is done
- Fix gmm bug: crash when a user-supplied weights matrix is
wrongly sized
- Fix bug in "bds" command: failure in case no --corr1 or
--sdcrit option is given
- Fix bug: automatic on-demand downloading of some addons was
not working (at least dbnomics, regls)
- Fix bug: panel time-series information could get lost on
exit from a function in which a panel dataset is subsampled
- Guard against crash on non-square invalid input to the
eigensym() function
- GUI console: add "Clear" button to clear the prior content
of the console window
- GUI VAR/system, Graphs menu: improve appearance of multiple
residual plots
- Build fixes for FreeBSD, for the non-OPENMP case, and for
recent macOS
- Package for macOS with M1 processor: add more syntax
highlighting styles for script editor
2021-09-30 version 2021d
- "biprobit" command: include rho in $coeff, $stderr and
$vcv
- New function lpsolve(): supports linear programming via
the lpsolve library
- Prevent opening of general and console preferences
dialogs simultaneously
- Fix partial breakage of the panel-time plotting facility
- Fix potential failure mode in echoing script input lines
in the GUI program
- Fix a small and somewhat unlikely memory leak
- Fix a GUI build error when using GTK 2
- Fix Windows bug: greek-letter identifiers not working
in some locales
- Fix Mac bug: binary data read/write not accessible
- Fix Linux bug: possible crash when running MPI from the
GUI program
2021-08-30 version 2021c
- New function contains(): indicates whether a numerical
object contains members of a specified set
- New function bcheck(): aids in handling bundle arguments
to user-defined functions
- New command "panspec": substantially, the old "hausman"
command under a different name; for the moment, "hausman"
is still kept as an alias for backward compatibility
- fcstats() matrix row labels: distinguish U1 vs U2 variant
of Theil's U statistic
- msplitby(): allow for more flexible syntax
- printing of bundles: sort members by type and key
- "print" command: make more flexible, it now includes
most of the functionality of "eval"
- "var" command with --lagselect option: add a --minlag
option to allow testing against 0 lags, or imposing the
assumption that at least p > 1 lags are needed
- "set" command: new variable "datacols" to control the max
number of series to print side by side
- "foreign" command mechanism: updates to support version
4.1.0 of R and version 8.0 of Ox Console
- "eval" command: introduce "=" as an alias
- extend the ".=" operator to the "strings .= string" case
- GUI: introduce experimental features: plot collections and
integrated console
- GUI: add option to use the tab key as the trigger for
autocompletion in the script editor and console
- GUI: add command-line options: --new to start a new gretl
instance unconditionally and --single to use a single
program instance unconditionally
- GUI script editor: make the Find box appear at the foot of
the window, not in a separate dialog
- GUI: provide larger (24 pixel) toolbar icons for use on
small, high-density displays in particular
- GUI: numerous other small fixes and enhancements
- MS Windows, 64-bit: update to gnuplot 5.4.1, patched to
avoid too-big fonts on Windows with Ultra HD display
- Fix bug: spurious results from "system" command in case of
exact collinearity
- Fix bug: spurious reduction of the sample range in the grid
variant of "panplot" with some patterns of missing values
- Fix bug: wrong results from the polyfit() function when
applied to panel data
- Numerous additional small bug fixes
- Internals: make "libset" code more compact and efficient
- Internals: clear out old gettext variants that encoded
translations in a Windows code page rather than UTF-8
- gretl_bundle.h: rename argument named "template" to avoid
trouble with C++
- Substantial enhancements to the SVAR and regls addons
- New "logging" addon
- New, substantially updated Russian translation
- Cleanup: remove the "arbond" command, in favor of "dpanel",
and add some dpanel enhancements
2021-05-04 version 2021b
- New function trigamma(): second derivative of lngamma
- New function midasmult(): gives MIDAS multipliers
- New command "bds": BDS nonlinearity test
- gdtb data format: make the new variant the default
- tighten up on defbundle() syntax: no empty arguments
allowed
- array definition: enforce the specific choice of type
- "wls" command, with 0/1 weights: compute $yhat and $uhat
for the excluded observations
- "dpanel" estimation via the GUI: make the --dpdstyle flag
configurable
- "dpanel" --verbose switch: provide some information on the
instruments used
- "adf" command: support more accurate inference with
improved p-values or critical values, for the GLS case
in particular
- "xtab" command: clarify that the $result (matrix) accessor
is just for the bivariate case
- "clear" command: add --functions option to remove all hansl
functions from memory
- "restrict" command: add "inject" keyword to support use of
an array of strings to specify restrictions
- "param_names" keyword for nls, mle, gmm: accept an array of
strings as argument
- binary probit and logit: offer Estrella's pseudo R-squared
as an alternative to McFadden, via --estrella option
- The functions mean, sum, sd, var, wmean, wsd and wvar now
accept an optional boolean argument; specific to the
cross-sectional statistics produced when list arguments
are given, this allows skipping of missing values.
- hdprod(): introduce "shorthand" syntax (one argument only)
- dbnomics addon: speed up retrieval of data
- user-defined functions: allow overloading of numeric
arguments and return value (scalar, series or matrix)
- user-defined function parameters: enforce the "const" flag
more consistently
- gretl timer ("stopwatch"): provide a separate timer for each
level of function execution
- GUI usage of geoplot addon: make it easier to save an edited
map as GeoJSON
- GUI model specification dialog: enable interactive search in
lists of series
- GUI, saving contents of bundles: enable saving of integer
members
- GUI, handle dependencies when installing function packages
- GUI script editor: improve implementation of "smart tab"
- Fix bug: breakage in computing out-of-sample forecasts from
VECMs
- Fix bug: possible crash when displaying a matrix with very
long column names in the GUI program
- Fix bug: broken covariance matrix from mols() with a large
number of regressors
- Fix bug: crash on applying postfix "++" to a submatrix
- macOS: first release for arm64
2021-01-18 version 2021a
- New function vma() for multiple time series
- quantile(): support variant methods Q7 and Q8 described
in Hyndman and Fan (1996)
- defbundle(): add two shorthand variants of this function
- irf(): support calculation of multiple impulse responses
in a single call (with internal speed-up)
- irf() bug-fix: failing to compute bootstrap confidence band
correctly when passed a $system bundle argument
- VAR internals: scrap augmented Cholesky matrix; so the
$system.C accessor is now a square matrix
- $system bundle: ensure presence of xlist member, and
include the command-word (var, vecm or system)
- mread(): support reading gdt and gdtb files as matrices
- readfile(): support reading gzipped files transparently
- obslabel(): support a vector of observations
- nls/mle/gmm blocks: support use of printf statements
- "open" command: support reading selected series from
native gretl datafiles (gdt, gdtb)
- "join" command: support $obsmajor, $obsminor as outer keys
- "coint2" command: rename as "johansen"
- "freq" and "xtab" for string-valued series: don't let
non-ASCII characters break the formatting
- Gretl User's Guide: add links to download example scripts
- Reorganize the categories for the functions help file
- Fix obscure problem with plots: inability to show markers
for observations in some cases where this should be OK
- Fix memory leak on deleting a series with descriptive
label attached
- Fix excessive messaging on renaming series in a loop, a
serious issue if the dataset contains very many series
- Fix breakage in handling of boolean comparisons involving
missing values
- Fix bug: potential crash on "Save as icon and close" for
a model displayed in tabbed model viewer
- Fix bug: possible crash on confusion between singleton
array and array element within a loop
- Fix bug: crash after setting "specific lags" for a VAR in
the GUI model selection dialog
- Fix bug: possible crash on frequency plot for series with
long string values
- Fix: text encoding for RTF printing of model output broken
in some cases under translation
- Fix: memory leaks associated with GUI window lists
- Fix: buggy completion proposals in script editor when
using gtksourceview-2.0
- Fix Windows-specific bug: gretlcli and gretlmpi could
fail on parsing command-line arguments
2020-11-21 version 2020e
- New function tdisagg() for temporal disaggregation
(distribution and interpolation)
- New addon package "regls": supports LASSO, Ridge regression
and Elastic net
- New function assert() for debugging purposes
- MPI: update documentation and support transfer of more
data types
- kdensity() function: generalize to allow as argument a
list or matrix with more than one column
- "dataset sortby": handle sorting by string-valued series
- OLS output: don't print out DW statistic when calculation of
Durbin's h fails
- Fix: when extracting a column of a "dated" matrix, copy
across the dates information
- Documentation: add material on forecasting for VARs and
other multi-equation systems
- Improve format of panel plot when there are many unnamed
individuals
- gretlcli and gretlmpi on MS Windows: accept unicode filenames
on the command line
- "midasreg" command: be more flexible in parsing arguments to
mds() terms
- Add to practice scripts: simulation using Klein model
- Implement the '^' operator (logical product) for string-
valued series
- xlsx data importer: handle correctly the case where a given
column is "partially" string-valued
- dbnomics data importer: handle absence of dimensions_labels
in some cases
- mpiscatter() function: revise rule for dividing matrices
for greater efficiency
- Fix bug: possibility of invalid XML when saving a model to
session file
- Fix bug: "smpl" command rejects the combination of "full"
and --quiet
- Fix: --single-yaxis option not respected by "gnuplot" and
"plot" when a band is specified
- Fix: GUI dialog for "join" was not working on Windows
- Fix: work around bug in Apple's LAPACK that could lead to
a crash when computing eigenvalues
- Fix: the Preview button in print dialogs was not working
in macOS build
- Fix: prune correctly the regressor list in the "perfect
prediction" case in RE probit
- Fix: incorrect $vcv matrix for bivariate probit models
- Fix: dbnomics import misaligning data of different
frequencies in certain cases
- Fix: $obsmajor and friends not working for daily data
with non-trading days omitted and dates given in the old
form of YYYY/MM/DD; also "dataset pad-daily" not working
with such old-style dates
- Fix: potential crash on closing a maximized window on
recent macOS (a GDK problem)
- MS Windows build: support printing scripts with syntax
highlighting
- MS Windows build (64-bit): update pixman, cairo and pango
libraries (DLLs)
- MS Windows build: update libeay.dll so as to prevent
crashes on certain CPUs
- MS Windows: give up on trying to write downloaded PDFs
and function packages to "system" location -- go straight
to the user's filespace
- Update packaged fedstl database
- Update several translations
2020-08-06 version 2020d
- Fix GUI bug: crash on copying data series to clipboard
in formats other than plain text
- "poisson" command: switch to using Newton-Raphson with
analytical hessian; also use analytical hessian for
"negbin", and add Wald chi-square tests for both
- "cusum" command: add a --plot option
- GUI console: protect from deletion when a command is
being executed
2020-07-31 version 2020c
- New feature: thematic maps, supported by new "geoplot"
addon; allow loading GeoJSON and ESRI shapefiles as
gretl datasets
- New feature: offer a choice of plotting styles or themes,
via GUI and also via a new "set" variable, graph_theme;
plus set the default to the "dark2" theme
- Add new bincoeff() function, giving binomial coefficients
- Add new sgn() function: returns the sign of its argument
- Improve error message in case of invalid gnuplot path
- loop: make "quiet" operation the default
- Path-searching for inputs: improve the mechanism for
storing likely locations based on the opening of scripts
- Packaged datasets: show type and size in the GUI, as well
as a brief description
- GUI data access: add convenience menu items for accessing
files supplied by "addons" such as SVAR
- bwrite() and bread() functions: support JSON as well as
XML for representing gretl bundles
- atof() function: allow giving a string-valued series as
argument
- strlen() function: generalize to allow strings array and
string-valued series arguments
- pshrink() function: add an optional argument to avoid
skipping missing values
- mshape() function: make the third argument optional and
document the new behavior
- Fix bug: failure of negative matrix index (exclusion)
when a value of -999 was given
- Fix bug: the "restrict" command as applied to VECMs could
emit an unwanted newline even given the --silent option
- Fix bug: "panel plot" could crash under certain conditions
- Fix bug: ensure greater precision when printing values
to 15 or more significant digits
- Fix bug: possible error in Spearman's rho for the case of
no ties
- "fractint" and "hurst" commands: make the estimated
fractional difference or exponent accessible via the
$result accessor
- "xtab" command: fix for the case when one or more of the
series to be cross-tabulated are string-valued
- "summary" command: don't provide spurious results for
string-values series
- "scatters" command, time-series variant: try harder to get
appropriate time-axis tics
- "pkg" command: enable variant "pkg index addons" to update
the index of installed "addon" packages
- "set" command, "initvals" keyword: clarify the status of
this setting (non-persistent)
- String-valued series: drop any unused strings when sub-
sampling with the --permanent flag, and when saving a
sub-sampled dataset via the "store" command
- Arrays of strings: support union and intersection via the
"||" and "&&" operators respectively
- Error reporting: be more specific when the problem is an
out-of-bounds index value
- Datasets supplied with gretl: include a version of R's
"swisspharma" data; enhance the grunfeld panel dataset
- User's Guide: incorporate the previously stand-alone MIDAS
documentation as two new Guide chapters
- MS Windows and macOS builds: update to gnuplot 5.2.6
- macOS: provide 64-bit builds of x13as and tramo-seats
- Building gretl on MS Windows: updates and improvements to
the auto-generated support files
- Update several translations
- Numerous small bug-fixes
2020-04-11 version 2020b
- Update gretl copyright notice
- Revise macOS build: don't require initialization via
shell script, and link against version 10.9 of the SDK
- "gnuplot" and "plot" commands: add a --ylogscale option
- "store" command: add --matrix option to save a matrix in
the form of a dataset
- strvals(): support retrieval of subset of string values
for current sample range
- ODBC importation: correct the handling of string-valued
series; add --verbose and --no-align options; ensure
appropriate error messages in GUI usage
- "slicing" of arrays: allow use of selection vector
- Functions called via "if": show any printed output
- "dataset addobs": add --panel-time option to extend a
panel dataset in the time dimension
- stack() function (see Guide chap. 4): replace option
flags with optional arguments
- monthlen(): allow for series arguments
- Revise handling of string-valued data in exportation to
Stata .dta format
- Hide the recently added funcerr() function and replace
it with the new function errorif()
- Streamline building of "online" help files
- Fix for normalization of paths on MS Windows
- Several minor bug-fixes
2020-03-05 version 2020a
- New "eigen" function that extends "eigengen" to complex
matrices
- Verbose output for numerical optimization: make the
default more basic but add a new "full" setting for the
set-variable "max_verbose"
- "wls" command: support the --cluster option
- "scatters" command: improve handling of daily data
- Work on lasso back-end (not public yet)
- New function instrings() to locate instances of a given
string within an array of strings
- mpireduce() and mpiscatter(): accept a string variable
for selection of the "op" argument
- feval(): handle functions that take no arguments
- sprintf(): fix potential breakage when used within a
ternary query statement
- jsongetb(): support nested JSON arrays
- Reorganization of time-series model menu: add code to
protect packages written for gretl < 2019d
- SVD: use faster divide-and-conquer lapack function
where applicable
- complex(): make the second argument optional