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: &