Modifications log file for Matrixer ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ [+] Added, [-] Fixed, [*] Changed 2004-08-05 +---- Version 5.1 Beta ----+ 2004-06-11 [+] Save as PNG and GIF for plots and 3D plots. 2004-06-01 [+] Functions for evaluating formula and its derivatives with respect to parameters fu(), deriv(), dderiv(), dderiv2() Examples: FuVal == fu(%a+%b*X,-1|7); DD2 == dderiv2(exp(%a+%b*X^%c),0|1|2,1|2|3) 2004-05-28 [+] Noticeably updated help. 2004-05-20 [+] Dynamic functions $lag(), $diff(), $diffln(), $csum(), $l. Example (generate AR(1) series): x{1..100} := ar1 >> ar1 = if($i>1,@phi*$lag(ar1)+~n01,0); 2004-05-17 [+] Substitutions in formulas. Example: p := exp(z)/(1+exp(z)) >> z = @a0+@a1*x 2004-05-14 [*] Parameter d (order of integration) in boxjen! command moved to options. Example (for ARIMA(2,1,3)): boxjen! (2,3) x &d 1 [*] ~w01 renamed to ~ev1, type 1 extreme value distribution (or Gumbel), random numbers [+] ~ev3() type 3 extreme value distribution (or Weibull) random numbers [+] ~exp exponential random numbers 2004-05-12 [+] ARFIMA-FIGARCH, command arfimafigarch! [*] Option ¶ms renamed to &start 2004-05-10 [+] Vector autoregression, command var! 2004-05-05 [+] Functions genacov() and genacovfft() for generating stationary gaussian process using its autocovariances [+] Function genarfima() for generating ARFIMA 2004-04-30 [+] Negative binomial regression (NegBin-2), command negbin! 2004-03-28 [*] GARCH order notation was changed to a more convensional sequence (,) 2004-03-25 [+] Functions moment(), skewness(), kurtosis(), excess() 2004-03-16 [-] Problems with cycles when macro is run from command window [*] New syntax for instrumental variables command Example: iv! y : 1 x : 1 i1 i2 [*] Colon ":" is used as a separator in regression with multiplicative heteroskedasticity command instead of ampersand "&" [*] New syntax for nonlinear regression command Example: nls! y : %a+%b*x [*] Kernel regression command is now kernelreg! Command kernel! is used for density estimation only 2004-03-14 [*] New syntax for fplot! command. Option &varname is removed Example: fplot! "z" z^2 2004-02-08 [+] Function grid(), uniform grid vector. Example: grid(1,100,99) is the same as trend(100) 2004-01-20 [+] Save as bmp, emf, jpeg for 3D plot [+] Options &fromline, &toline for import! command 2004-01-14 [+] Flipping characteristic roots of MA process outside unit circle when estimating ARIMA by exact MLE [+] Output inverse characteristic roots of ARIMA 2004-01-13 [+] Function roots(), roots of a real polynomial [+] Function invroots(), real polynomial coefficients from its roots [+] Function fliproots(), flip all roots of real polynomial outside unit circle 2004-01-06 [+] Command eqsys!, Choose an equation from a system of regression equations [+*] By default error variance is know treated as parameter when calculating information criteria (AIC, BIC) for regression models (for compatibility with MLE-based models). This could be switched off using "Algorithms\AIC_Variance" preferences item 2004-01-02 [-] AIC and BIC for simultaneous equations [-] Simultaneous equations identification was judged incorrectly in some systems [-] Incorrect fitted values in truncreg! 2003-12-24 [+] Elements of model matrices could be reached by \matrix@(row,column) 2003-12-21 [+] Find and replace in command window [*] seigen! now produce eigenvectors in columns instead of rows 2003-12-02 [*] Command spectrum! renamed to spectrogram! [+] Spectral density estimation, command spectrum!. Type of lag window could be chosen [*] Spectrogram is normalized differently ([0;0.5], 1 on average) 2003-11-28 [+] Exact MLE estimation for ARMA (arma! and boxjen!), option &estimator mle 2003-11-08 [+] Method of moments initial values for ARMA [+] ARMA coefficiens from autocovariances (method of moments for ARMA), command armamm! [+] Autocovariance filter, command acovfilter! 2003-11-07 [+] More precision in F and beta CDF 2003-10-05 [*] fdiff() now treats missing values 2003-10-01 +---- Version 5.0 Beta (in Russian only) ----+ 2003-10-01 [-] Some variables did not show up in variables choice window 2003-09-03 [*] Syntax of command list! changed: list! 2003-09-02 [+] Matrix function void() to create an empty (0x0) matrix 2003-08-09 [+] String objects, string formulas Example: s_a == "try"""; s_b := s_a " tex" s_116; s_c := s_b s_32 s_34 1+2; 2003-08-03 [+] Handy buttons for choosing color 2003-08-02 [*] Interface for customizing graphs changed 2003-07-26 [*] Algorithm for Newton method changed. Currently it is more accurate and robust [*] More digits in RSS and loglikelihood output 2003-07-18 [+] Function expm1(x)=exp(x)-1 2003-07-09 [-] There was a division by zero bug in logit/probit with constant term only 2003-07-06 [+] Save 2D plot to file as JPEG 2003-07-05 [*] Names of model matrices and model scalars start with "\" Example: \resids \@rss 2003-07-03 [+] Impulse response function for ARMA 2003-07-01 [+] Save 2D plot to file (bmp, emf) 2003-06-10 [+] Various options for external! command &hide, &wait, &infile, &outfile, &directory 2003-06-01 [+] 3D plot based on a matrix, command plot3d! 2003-05-30 [*] Now alphabetical order of parameters is used in ordinary formulas. 2003-05-09 [+] Model scalars in formulas. Example: \@LL*\@Obs 2003-04-25 [+] Functions for generalized error distribution (GED): gedcdf(), lngedden(), gedden() 2003-04-19 [*] Several GARCH parameters were renamed 2003-04-09 [-] "Fill selection with number" worked incorrectly in table editor for selection outside current dimentionality 2003-03-15 [+] Gauss-Newton method with numerical derivatives for nonlinear regression 2003-02-24 [+] First and second derivatives for function lnn01cdf() [+] "Copy to clipboard" from matrices/variables menu also copies matrix as RTF (could be pasted into Word) 2003-02-23 [*] o_vars.mtx file was replaced by "General\Other_Variables" preferences item [+] Functions logisticcdf(), lnlogisticcdf(), logisticinvcdf(), logisticden(), lnlogisticden() for logistic distribution (with 1 and 2 derivatives) [+] "Minimand profile" for min! command 2003-02-22 [+] "Second order effects" for instrumental variables regression [+] Functional form test for instrumental variables regression 2003-02-21 [+] Variable addition test for instrumental variables regression 2003-02-20 [+] Singular value decomposition algorithm could be chosen as core regression algorithm: setpref! Algorithms\OLS_Algorithm OLS_SVD; [+] Core regression algorithm also influences projonto() and projoff() functions. Thus, the functions could be speeded up by choosing Cholesky decomposition [+] Faster Gram-Schmidt algorithm 2003-02-19 [-] A bug in MA1 regression, incorrect RSS and residuals 2003-02-11 [+] Nonlinear instrumental variables regression (GMM), command nliv! [-] Heteroskedasticity statistics for IV regression was conceptually flawed 2003-02-03 [*] "Special matrices" were replaced by "model matrices" [+] A button was added to turn on/off "model matrices" in matrices menu 2003-01-26 [*] B:A in matrix formulas is now eqiuvalent to sysequ(A,B) if A is a square matrix [*] Matrix multiplication of any matrix by a scalar is now possible. Example: A == (10).B or A == B.10 2003-01-24 [+] Copying and pasting matrices through clipboard in matrices menu [+] Popup menues in matrices/variables menus 2003-01-19 [+] Function diffln(), first differences of logarithms of a series 2003-01-14 [+] Function armafilter(), ARMA filter 2003-01-13 [+] Function toepl(), creates Toeplitz matrix from a vector 2003-01-07 [+] Function acov() for calculating autocovariance function 2003-01-06 [+] Normal probability-probability diagram with confidence bounds (based on Lilliefors Kolmogorov-type test) 2003-01-02 [+] Function genarma(), generates ARMA process 2002-12-27 [+] Function pacf() for calculating partial autocorrelation function from autocovariance function [+] Faster PACF calculation (command acf!) 2002-11-29 [*] Partial autocorrelation function is calculated only if option &pacf is specified with command acf! 2002-11-27 [+] Function armaacov() for calculating autocovariance function of ARMA process 2002-11-25 [+] Command setseed!, sets seed for random number generator (setseed! ) 2002-11-24 [+] Assignment result expressions both for ordinary and matrix assignment. Examples of assignment results of various kinds: Entire matrix: A Variable: A[x], A[1] Column: col(A,1), A@c(1) Row: row(A,1), A@r(1) Matrix element: el(A,1,1), A@(1,1) Submatrix: submat(A,1,4,2,3), A@sub(1,4,2,3) Diagional: diagonal(A), A@d() Stacked matrix: vec(A), A@v() 2002-11-20 [+] Addressing parts of matrices: Column: A@c(1) (the same as col(A,1)) Row: A@r(1) (the same as row(A,1)) Submatrix: A@sub(1,4,2,3) (the same as submat(A,1,4,2,3)) Diagional: A@d() (the same as diagonal(A)) Stacked matrix: A@v() (the same as vec(A)) 2002-11-16 [+] Hodrick-Prescott filter. Function hpfilter() [+] Function bssample() for producing bootstrap sample [+] Function wtmean() for weighted trimmed mean 2002-11-15 [*] Somewhat faster models estimation inside cycle 2002-11-07 [+] "Empty" matrix function m(A). Returns A unchanged. Used to nest matrix formulas inside ordinary formulas. Example: y := m(X.b) + e 2002-11-03 [-] In descriptive statistics for matriáes number of missing values was calculated incorrectly 2002-11-01 [+] Relational operators in matrix formulas 2002-10-31 [+] Matrix B in susequ(A,B) is not necessarily a vector [+] Lag suffix (e.g., A[-1]) in matrix formulas 2002-10-30 [+] Export for matrices 2002-10-13 [-] Convergence problems in logit/probit [+] Function lnn01cdf(x) = ln(n01cdf(x)) 2002-10-11 [*] Matrix _B_SE_T is replaced by variables _Thetas, _ThetasSE and _ThetasT 2002-10-03 [*] Much faster matrix formulas evaluation 2002-09-26 [*] x^y^z is interpreted as x^(y^z), Fortran convension 2002-09-09 [+] Variable addition test for weighted regression, logit and probit [-] An error in heteroskedasticity (funct. form) test for probit (test for logit was correct) 2002-09-02 [+] Options for command truncreg! : &method, ¶ms, &deltas, &precision, &maxstep 2002-09-01 [+] Options for command ordered! : &method, ¶ms, &deltas, &precision, &maxstep 2002-08-11 [*] RSS and SE in "Estimates and Statistics" tables for ARIMA-type models 2002-07-19 [+] "Show column number" in the table editor [-] Incorrect observation number was shown for histogram [+] New interface of the graphs window. "Styles" 2002-06-19 [+] Save positions of some windows and controls 2002-06-18 [+] Text editor [+] History of commands "Edit as text" [*] New interface of the main window 2002-06-14 [*] New interface for "panels" 2002-06-06 [+] History of commands can now be edited 2002-05-09 [-] Incorrect number of observations in ADF summary table 2002-04-18 [+] Command setpref! Changes preferences setpref! 2002-04-17 [+] Matrix (variable) copy, copy! 2002-04-15 [*] In matrix operation Y:X (linear regression) matrix Y can now have any dimention (not only colomn vector) 2002-04-13 [+] "Save macro as..." 2002-04-12 [*] In matrices and macros menus more natural behavior introduced when renaming, creating, etc. 2002-04-11 [+] Options for command min! : &method, ¶ms, &deltas, &precision, &maxstep [+] Help for command min! 2002-03-31 [-] Writing into variable like [] 2002-03-17 [*] Restriction on the lengths od names of matrices, variables and macros (almost) removed 2002-03-09 [+] Fractional difference fdiff() 2002-03-03 [*] Interface of menu of macros, renaming macros [*] Interface of menu of matrices, renaming matrices 2001-11-22 +---- Version 4.4 ----+ 2001-11-21 [-] Occasional overflow when deleting columns 2001-11-18 [+] Command namevars!. Renames all variables of a matrix. namevars! X Name1 Name2 ... 2001-11-17 [+] Import for "by variable" data format. Options &sepeol, &slicelen 2001-11-16 [+] Options for nonparametric estimation. &smoothing (common option for all methods) &smoothing0 for splines &kernel for kernel estimators [+] New interface for nonparametric estimation. [+] Help for nonparametric estimation. [+] Options for commmand import! &fixedwidth, &textincomments, &sep, "e, etc. 2001-11-11 [+] Substitutions in import. Help to import hard data 2001-11-07 [*] Preferences are stored only if they differ from factory defaults [+] Import of formatted data (columns of fixed width) [+] Clear imported data [+] Options for import (GUI only) 2001-11-06 [*] When dragging matrix name into command window the name is inserted at the current position (rather than added to the end of text) 2001-11-05 [+] Factory defaults for preferences 2001-10-25 [-] Ticks positions at logarithmic axis 2001-09-20 [+] Command fplot! for plotting functions 2001-09-14 [+] Options for nonlinear regression and MLE: &method, ¶ms, &deltas, &precision, &maxstep [+] Options for GARCH regression: &distr, &garchm, &hetff, &stabpar, &method, &precision, &maxstep [+] Heteroskedasticity regressors in GARCH regression [*] GARCH regression options are now local rather than global 2001-09-11 [+] Second derivatives for function normden() 2001-09-08 +---- Version 4.3.2 ----+ 2001-09-08 [-] Text labels looked like "????????" in the last version due to use of Unicode encoding in Delphi 6. The program was completely translated into English. Language file "matrixer.lng" is not needed now. 2001-09-06 [+] Function for calculating Lorenz curve lorenz() and Gini coefficient gini() 2001-08-31 [+] Logarithm of determinant, functions lnabsdet(), lndet() and lnsdet() [+] Functions for removing incomplete rows/columns clearrows(), clearcols() 2001-08-29 +---- Version 4.3.1 ----+ 2001-08-28 [*] Quotation mark (") is used instead of apostrophe (') to separate text [*] Several improvements to macro editor 2001-08-26 [+] Command import! to import from file to matrix 2001-08-25 [+] Print matrix to file, command list! [+] Long filenames can be used in commands descript!, esttable!, print! and list! (""). Filenames with absolute path can be used (C:\...) 2001-08-24 [-] round(4.5) and the like was rounded towards nearest even number, that is, 4 (feature of function Round() in Delphi) [-] Variables like A[x1] were treated as A[1] (due to feasures of function Val() in Delphi 6) [-] When drawing plots with Alt-G command window was cleared [-] print!, text! and other commands truncated long strings 2001-08-20 [+] Convolution of two vectors, matrix function conv(x,y) 2001-08-17 [+] Dynamic forecast for Box-Jenkins model (ARIMA). Option &fhorizon for forecast horizon 2001-08-09 [*] Some operations were speeded up: linear regression (Cholesky method), determinant, matrix inverse, matrix product 2001-07-25 +---- Version 4.3 ----+ 2001-07-25 [+] Preferences for syntax highlighter 2001-07-21 [+] Density estimation using Hermite series SNP estimator. Command hermite! 2001-07-15 [+] "All preferences" 2001-07-10 [+] More options for graphs 2001-07-05 [+] Show position of error in macros 2001-06-24 [+] New editor with syntax highlighter (for command window and macro editor) [*] File ledit32.dll is now obsolete 2001-06-21 [+] Subroutine for regression with ordered dependent variable. Command ordered! 2001-06-20 [-] Expressions like X@(1,1)+1 caused errors [+] Expressions like max(x,0) in matrix formulas 2001-06-19 [-] It was impossible to create a matrix from the main menu 2001-06-14 [+] Help for tobit and truncated regression 2001-06-12 [+] Subroutine for truncated regression. Command truncreg! 2001-06-11 [+] Calculation of Kendall's rank correlations added to corr! command. The command calculates rank correlations only if options &spearman and &kendall are used 2001-06-08 [*] Subroutine for line search (choice of step length) changed 2001-06-07 [*] Subroutine for BFGS method changed [-] Numerical BFGS method did not work in GARCH regression 2001-06-06 [-] calculation of histogram when data have missing values 2001-06-05 [+] Subroutine for tobit model. Command tobit! 2001-06-03 +---- Version 4.2 ----+ 2001-06-02 [*] Changes in help (ADF, heteroskedasticity, etc.) [-] Variable deletion test for weighted regression shows an error [-] F-statistic, loglikelihood for weighted regression 2001-05-30 [*] Restrictions in unregistered version changed. Restriction of 400 observations is imposed on the basic regression algorithm only, not on the size of internal matrix objects. Thus unregistered version is now able to show histogram and spectral density estimator for series of any length [*] Appearance somewhat changed (colors of main window, etc.) 2001-05-23 [+] Restriction on the number of second-order effects removed [-] Logit/probit algorithm could fail on some extreme data [-] When pasting from buffer into table editor empty rows where sometimes lost [*] Standard normal distribution is now used to calculate significance level for MLE (not Student's t). The header for the statistic is now "z-statistic" 2001-05-13 [+] Addressing individual elements of matrices in formulas (both in ordinary and matrix ones). Format: @(,). Examples: x@(2,5) Data@(@i+1,@j+1) 2001-05-12 [*] A new format for the history of commands file (version 3) [+] Several commands could be started from the command window (like macros). Commands are separated by ";" 2001-05-11 [+] A window with list of previous commands (history) for quick paste into the command window. Invoked by a button with small triangle 2001-05-10 [+] Command seigen! added. It calculates eigenvalues and eigenvectors of a symmetric matrix 2001-05-05 [+] Better method for numerical second derivatives (Hessian) [-] wrong covariance matrix in ARMA model when using simplex method 2001-04-28 [+] New command rename! added 2001-04-27 [*] Obsolete command garchm! removed from the GARCH regression panel [*] Colors changed in "Panels" [+] A possibility of using options in commands added. Format: &