Gnu Regression, Econometrics and Time-series Library
Features
- A wide variety of least-squares based estimators (including two-stage
least squares).
- Easy intuitive interface.
- Single commands to launch things like augmented Dickey-Fuller test, Chow
test for structural stability, Vector Autoregression.
- Reads own format ascii data files, Comma Separated Values files, BOX1
files, own format binary databases (allowing mixed data frequencies and
series lengths) and RATS 4 databases. Includes a US macro database and a
perl script to create a database off economagic.com. See also the gretl
data page.
- Output models as LaTeX files, in tabular or equation format (not very
flexible yet).
- Integrated scripting language: enter commands either via the gui or via
script.
- Command loop structure for Monte Carlo simulations.
- GUI controller for fine-tuning Gnuplot graphs.
- Link to GNU R for further data analysis.
WWW: http://gretl.sourceforge.net/
Move misc/gretl to math/gretl; add secondary category of finance
gretl is used in the mathematical analysis of time series,
and has a functionality that is similar to various statistical
and signal processing components of it++, octave, scilab,
R, numpy/scipy, etc. -- most of which are in the math
category. It should really be placed there, rather than
in misc. In recognition of the fact that it implements
some methods that are commonly (but not exclusively!) used
in econometrics, it should also be given a secondary listing
in finance. (In my opinion, however, it shouldn't be given
a primary listing in that category, because most of the
ports there deal with the nuts-and-bolts of accounting,
payment methods, taxes, and stock tracking. To my knowledge,
the only ports now in finance that remotely resemble gretl
are quantlib, xtrader, and qtstalker, all of which employ
simpler methods that are more specific to financial time
series than are the more general methods in gretl.
PR: ports/113052
Submitted by: bf <bf2006a@yahoo.com>
- Remove directories that are not in mtree file
Note that these directories are be removed by other dependency ports,
so I do not bump PORTREVISION for them. These affected ports are
belong to ports@.
PR: ports/101586
Submitted by: Stanislav Sedov <ssedov at mbsd.msk.ru>
- Add readline as dependency when it was already installed. The program
will be linked against it anyway, not against a system one.
- Fix pkg-plist in non-standard PREFIX cases
- Replace deprecated variables
- Misc cosmetic fixes
PR: ports/101436
Submitted by: Stanislav Sedov <ssedov at mbsd.msk.ru>
Update to 1.2.2. See ChangeLog for complete list of bugfixes. New features:
Make AIC retrievable via genr ("genr foo = $aic")
Add calculation of modulus and frequency for ARMA roots,
and add printing of these to LaTeX and RTF output
Add DFFITS values to the "influential observations" model
test; also expand the help entry for this
PR: ports/62433
Submitted by: KATO Tsuguru <tkato@prontomail.com>
Patch to use autoconf the right way. Untested because I really don't want to
suck the whole gnome world onto my machine, particularly in the middle of a
complete package rebuild.
Approved by: kris
