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Gretl
Jul 20, 2023
GNU Regression, Econometrics, and Time-series Library
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 scripts.
- Command loop structure for Monte Carlo simulations.
- GUI controller for fine-tuning Gnuplot graphs.
- Link to GNU R for further data analysis.
Checkout these related ports:
- Zn_poly - C library for polynomial arithmetic
- Zimpl - Language to translate the LP models into .lp or .mps
- Zegrapher - Software for plotting mathematical objects
- Zarray - Dynamically typed N-D expression system based on xtensor
- Z3 - Z3 Theorem Prover
- Yices - SMT solver
- Yacas - Yet Another Computer Algebra System
- Xtensor - Multi-dimensional arrays with broadcasting and lazy computing
- Xtensor-python - Python bindings for xtensor
- Xtensor-io - Xtensor plugin to read/write images, audio files, numpy npz and HDF5
- Xtensor-blas - BLAS extension to xtensor
- Xspread - Spreadsheet program for X and terminals
- Xppaut - Graphical tool for solving differential equations, etc
- Xplot - X11 plotting package
- Xlife++ - XLiFE++ eXtended Library of Finite Elements in C++