2011-04-22 version 1.9.5 Matrix operators: "B / A" now has the same semantics as Octave/Matlab "matrix right division"; for square A, it's in principle equivalent to B * inv(A). Also, "\" (not previously defined as an operator in gretl) now serves for "matrix left division". In practical terms, occurrences of B/A in existing gretl scripts -- where they produced, in effect, inv(A)*B -- should be replaced by A\B to produce the same effect. 2011-02-24 version 1.9.4 The default random number generator has been changed from GLib's implementation of the Mersenne Twister to the SIMD-oriented Fast Mersenne Twister. For purposes of replication you can revert to the previous generator via the command "set RNG MT". The redundant function makemask() has been removed. The old, deprecated aliases "noecho" (use "set echo off") and "seed" (use "set seed") have been removed. The "sscanf" command is deprecated in favor of the function of the same name. 2010-11-29 version 1.9.3 No intentional backward-incompatible changes 2010-11-03 version 1.9.2 Testing for fractional integration is now factored out of the "pergm" command and has its own, more functional, command, namely "fractint". The --continue option for arima and certain other commands, deprecated as of version 1.9.0, is now removed; use "catch" instead. The command "dataset expand" has been modified: you can no longer expand directly from annual to monthly data, but you now have the option of interpolating rather than repeating the lower-frequency values (for annual to quarterly or quarterly to monthly expansion). 2010-06-24 version 1.9.1 The old genpois function is now removed. 2010-05-02 version 1.9.0 Many old (and now undocumented) aliasas are now officially deprecated and will be removed before long, including the following: noecho (use "set echo off") seed X (use "set seed X") end if (use "endif") corc (use "ar1") hilu (use "ar1 ... --hilu") pwe (use "ar1 ... --pwe") hccm (use "ols ... --jackknife") lmtest (use "modtest") testuhat (use "modtest") The following parameters to the "set" command are now declared obsolete and will be removed before long: bkbp_k, bkbp_limits, hp_lambda. Use the optional arguments to the functions bkfilt and hpfilt instead. Gretl now requires gnuplot version 4.2.0 or higher for graphing. Since version 4.2 was released in March 2007, hopefully this should not be too onerous. The "criteria" command has been removed. A small function package is available on the gretl server that replaces this command. The commands "graph" and "plot" have been consolidated as options to the new command "textplot"; but the old commands are retained as aliases for the present. The function genpois() is now deprecated. Please use randgen() with a first argument of 'P' instead. The --continue option for the commands arma, garch, mle nls and gmm (which allowed continuation of script execution in face of an error) is now deprecated in favor of the new "catch" prefix, as in "catch arma 2 2 ; y". For the present the --continue option remains an acceptable alias for the use of "catch", but this will be removed at some point. The internal variable "obs" used to get the year in the case of annual time series data, but a 1-based index in all other cases. This has now been made consistent: it always gives the 1-based index. Any scripts that rely on the old behavior with annual data can be fixed quite easily -- substitute, e.g., "obsnum(1970)" for plain "1970" when you wish to compare a year against the obs series. For example, to create a dummy variable with value 1 in 1970 only: series d70 = (obs=obsnum(1970))? 1 : 0 2010-01-24 version 1.8.7 The accessor $vcv is no longer available for VARs. The full covariance matrix can be retrieved as $sigma ** $xtxinv where "**" is the Kronecker product operator and $xtxinv is a newly defined accessor for X'X^{-1}. With the new (and faster) Ziggurat implementation for the normal RNG, gretl 1.8.7 will not produce the same sequence of normal samples for a given random seed as gretl <= 1.8.6. However, you can force backward compatibility by doing "set normal_rand box-muller". 2009-11-25 version 1.8.6 ARIMAX models (i.e. ARIMA models with non-zero order of integration and including exogenous regressors): we now follow the practice of most ARIMA software, and apply the differencing operator to both the dependent variable and the exogenous regressors. Previously gretl left the regressors in level form; you can reinstate that behavior via a new "arima" option, --y-diff-only. 2009-10-10 version 1.8.5 The --long option to the "print" command has been removed, along with the longdigits variable in the "set" command. These were long ago rendered redundant by the "printf" command. 2009-08-28 version 1.8.4 Gretl uses "to" as a syntactic element in some contexts; this has now been added to the list of reserved words. 2009-08-10 version 1.8.3 Remove redundant function strcmp: strncmp may be used with the third argument omitted, or strings can be compared for equality directly. Remove the temporary "set" variable "protect_lists". Lists given as arguments to user-defined functions are now always protected. Warning: although it's not recognized in the manual, we have up till now accepted "end if" as an alias for the correct termination of an "if" clause, namely "endif" (with no space). This is slated for removal before long; please update scripts. 2009-07-08 version 1.8.2 No intentional backward-incompatible changes 2009-05-21 version 1.8.1 The default calculation method for the Hausman test in relation to the random effects estimator has been reversed: we now use the regression method by default, and the matrix-difference method only if the --matrix-diff option is given. For the present, the --hausman-reg option has been retained but it does not really do anything, it just confirms the default. The command "lmtest" has been renamed as "modtest". However, "lmtest" has been retained as an alias so this is not a true incompatibility. The gretl reference manual says that the names of gretl commands are reserved, and cannot be used as the names of variables. This has not been properly enforced in the past, but it is now. The exponentation operator, '^', now associates rightward, which is how it works in most mathematical software: e.g. 2009-01-23 version 1.8.0 The obsolete command "rhodiff" as been removed. To create a quasi-differenced series (as rhodiff did), use the "genr" command. The obsolete mechanism "save=" for saving residuals and/or fitted values from system estimation has been removed; please use the accessors $uhat and $yhat for this purpose. The matrices returned by the accessors $sigma and $vcv for VAR systems now have a degrees of freedom correction. 2008-09-28 version 1.7.9 The "values" function no longer automatically truncates its argument (series or vector) to integer. To get the old behavior for an argument x you should do values(int(x)). Generation of monthly dummy variables: these dummies are now named "dm1", "dm2", ... , "dm12". Previously we tried to use 3-letter abbreviations for the names of the months in the current locale, but this is too error-prone given different possible character encodings and (new) support for languages that do not use the Roman character set. 2008-08-28 version 1.7.7 Ordered probit and logit: the presentation of the cut-points in ordered response models is now that used by Stata and R, not by William Greene as previously. That is, we don't estimate a generic constant, but report n-1 cut points, where n is the number of response levels. 2008-07-30 version 1.7.6 List arguments to user-defined functions: In the context of a "foreach" loop across such a list, the accessor $i still gets the name of the variable at position i in the list, but the variable is not "visible" by that name within the function. To get a handle on the variable (e.g. for use on the right-hand side of a genr command), use the new syntax listname.varname. See the chapter on functions in the User's Guide for details. 2008-06-12 version 1.7.5 $sigma and $vcv accessors: The $sigma and $vcv accessors have been changed for some model types. Now $sigma always refers to a measure associated with the residual variance, while $vcv always refer to the variance of the parameter estimates. In the case of VARs/VECMs, $vcv formerly referred to the cross- equation covariance of the residuals. Now $sigma is used for that purpose; $vcv gets the variance of the coefficients, which was not previously accessible. logical operators: We are now enforcing what the gretl manual has said for quite some time: logical OR is represented by "||" and logical AND by "&&". The single "|" is now reserved for row-wise matrix concatenation, and the single "&" for "taking the address of" a variable. Previously we tried to guess when "|" and "&" were intended to represent OR and AND respectively, as in the original gretl syntax, but no more. 2008-03-21 version 1.7.4 The old "multiply" command has been removed. The old commands "corc", "hilu" and "pwe" are consolidated into a new one, "ar1". The old command words remain as aliases but their use is deprecated. 2008-02-29 version 1.7.3 You cannot define a user-function having the same name as a built-in function.