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Ox 1.20: new features and fixes

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When Ox 1.20 is released, the following is required after upgrading:

New features

Syntax enhancements

New functions

cexp(), clog():
complex exponent, logarithm
Database class:
GetVarByIndex, GetVarIndex(), GetVarNameByIndex, GetSample(), Grow(), ForceSample(), GetGroupNames(), SelectByIndex(), DeSelectByIndex(), DeSelectByName()
decqr(), decqrmul():
QR decomposition
denskernel(), denspoisson():
kernel and poisson densities
discrete Fourier transform
fractional difference
counts date in regularly spaced intervals
dropc(), dropr():
returns a matrix with specified rows/columns dropped.
gamma function, gamma(n+1) equals n!
checks for infinity
various types of norm of a matrix or vector
returns the current source code name
controls various run-time warnings
PcFiml class:
Support for I(2) cointegration tests.
p-values of I(1) and I(2) cointegration tests.
PcNaiveDgp class:
Support for breaks in DGP
println(), fprintln():
as print(), fprint(), but ensuring that next output is on a new line.
Poisson cumulative density function
raninvgaussian(), ranlogarithmic(), ranlogistic(), ranlogn(), ranmultinomial(), rannegbin(), ranstable(), ransubsample(), ranuorder()
new random number generators
Simulation class:
Support for plotting results while simulating
sizec(), sizer(), sizerc():
similar to columns(), rows, rows()*columns(), but returning 1 for a scalar integer or double.
the vecr version of vecindex()

Deleted functions

Function reorganization

Function enhancements

Database class:
Clearer about missing values: when loading data in database class: default from -9999.99 to .NaN.
Append() can now use string for one column, append same var twice: give warning.
Renew() can now use array for several columns, will append if new variable is created.
renamed GetMaxLag() to GetMaxSelLag(), SetSelSample() to SetSelSample()
now allowed for any matrix
can now do double arguments.
now returns 1xm and mxm if there are only real eigenvalues, 2xm and 2mxm when there are complex ev's.
created real fft and inverse real fft
added optional logdet argument
couldn't handle a one parameter problem where the 1 parameter is a double. Also couldn't transpose a 0 x c matrix.
allows 0 or matrix for mHess argument (0: use identity matrix, matrix: use that matrix).
now continues with line search while there is improvement. This could lead to somewhat different results for functions with multiple optima.
can solve system (apply filter), and apply inverse filter.
PcNaiveDgp class:
is now more efficient when using NORMAL as distribution. This will affect outcomes a little bit, because random numbers are generated in a different order.
one argument function evaluates T*periodogram at Fourier frequencies. ilag <= 0 now also uses T-1.
Added option to have different format for each matrix column "%cf".
Small chance to default matrix format strings, the column separation is now part of the format, and not automatically included anymore.
Changed default printing for: array, class object, function.
quantilec(), quantiler(), sorting functios
now skips over .NaN (was going in infinite loop during sorting).
is relative to norm, so rank(1e-100) is 1; created two argument version.
allows choice of two new random number generators.
can be used to solve triangular systems.
created two argument version
created two argument version
vecindex()(), deletec() (etc.), and selectifc() (etc.):
return <> if the result is empty.
vecindex(), sortbyc(), sortbyr(), limits(), submat(), strfind():
now take array_base into account.
zeros(ma), ones(ma), and constant(d,ma);:
when ma is matrix: uses dimensions of ma to create the matrix.

Function bug fixes

Database class:
.fmt extension for formatted data file in to confused it.
was wrong for odd df's (it was using int(df/2)) this was most noticable for t(1) (Cauchy) distribution.
crashes out.
did not work on two scalar arguments
didn't set sign for 1x1 mat argument also didn't take logarithm in that case.
ols2c(), ols2r():
had potential problem when using singular design matrix, XtXinv argument is set to 0 when singular.
did not compute partial autocorrelations correctly
converted degrees of freedom to an integer
better writing of lapsed time (especially for >100 hrs) Time text went wrong when it is long, e.g. > 100 hours.

Bug fixes:

Known problems in version 1.20 which are solved in 1.20a:

Ox version 1.20a. This file last changed 23-May-1998. © JA Doornik
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