gretl Portable full changelog

- 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() and 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

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

- 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

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)

Fix bug: "dataset sortby" not handling missing values correctly on MS Windows
Fix bug: possible crash on using the "fcast" command for out-of-sample forecasting after estimation of a VAR
Fix bug: typeof() function not working correctly for string objects inside bundles and arrays
Fix bug: robust variant of "chow" failing in case of exact collinearity in the augmented regression

Fix bug: "dataset sortby" not handling missing values correctly on MS Windows
Fix bug: possible crash on using the "fcast" command for out-of-sample forecasting after estimation of a VAR
Fix bug: typeof() function not working correctly for string objects inside bundles and arrays
Fix bug: robust variant of "chow" failing in case of exact collinearity in the augmented regression

New command "panplot": plot a single panel-data series.

"install" command: add a --local option plus the ability to install a package from a chosen server
"chow" command: represent the --limit-to option in the GUI
"corrgm" command: add --bartlett option to use Bartlett standard errors for the ACF
"hsk" command: add --no-squares option to emulate the variant of this procedure favored by Wooldridge

Fix bug: breakage in ADF test: giving more than one deterministics option with the "adf" command (in its basic form) should not provoke an error

Add new functions: isdiscrete(), isdummy()
Enable faster execution of assignment statements in loops
Add and document function-form of "sprintf"
Fix bug: correct the procedure for recoloring following prewhitening in the context of the Newey-West HAC estimator