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A4.6 Some large projects 103
A4.6.1 DPD98 for Gauss
Download and install DPD from www.ifs.org.uk/econometindex.shtml (for ex-
ample in ox/packages/DPD98 for Gauss).
2
DPD stands for dynamic panel data.
Rename file The main file is dpd98.run, so rename that to dpd98.oxgauss to get
syntax highlighting and the GiveWin Run button. Windows users using Ox Profes-
sional may note that now it can be run directly from the Explorer window by clicking
on the file.
Fix for OxGauss syntax There are several warnings that ‘dot part of number, not dot
operator’, which happens when writing for example: 1.*x. It is safer to insert some
spacing or a 0. There are also two errors:
dpd98.prg (411): ’gauss::fms’ undeclared identifier
dpd98.prg (412): ’gauss::obs’ undeclared identifier
If you are in GiveWin or OxEdit, jump to these errors by double-clicking on the first.
The lines
fms=fms+mul;
obs=obs+n;
are problematic because fms and obs are used on the right-hand side before they exist.
This is quickly fixed by inserting:
fms=0;
obs=0;
at the top of dpd98.oxgauss.
Convert data files Running the modified program gives twice the ‘Invalid .FMT or
.DAT file’ error message, before falling over an array indexing problem (note that in-
dexing errors are always reported with element 0 the first element, which is the Ox
convention). The reason is that old style data sets (v89 .dht/.dat) must be converted
to the new format (v96 .dat). The program to do this conversion is ox/lib/dht2dat.
The conversion can be run from the command line as:
oxl lib/dht2dat auxdata.dht auxdata1.dat
oxl lib/dht2dat xdata.dht xdata1.dat
Now dpd98.oxgauss must be adjusted to use auxdata1 and xdata1 (in the open
commands).
Running the program As a final change set bat to one:
@ Set bat=1 to use in batch mode @ bat=1;
and the program, which is more than 2000 lines, will run successfully.
2
PcGive also incorporates DPD for panel data estimation. And there a DPD package for
Ox, which can also be used interactively with Ox Professional. Therefore, there is no reason to
attempt to call DPD98 from Ox.
- Ox Appendices 1
- Contents 3
- Appendix A1 9
- Extending Ox 9
- A1.2 Adding C/C 10
- A1.3 Adding C/C 14
- A1.7 Linking Fortran code 28
- Appendix A2 29
- Exported Function Summary 29
- A2.2 Ox function summary 30
- FOxLibAddFunction 31
- FOxSetDataMember 32
- IOxRunInit 32
- IOxVersion 32
- OxFreeByValue 33
- OxDeleteObject 33
- OxLibArgError 34
- OxLibArgTypeError 34
- OxLibCheckArrayMatrix 34
- OxLibCheckMatrixSize 35
- OxLibCheckSquareMatrix 35
- OxLibCheckType 35
- OxLibValArrayCalloc 35
- OxLibValMatDup 36
- OxLibValMatMalloc 36
- OxMain,OxMainCmd 36
- OxMainExit 37
- OxMainInit 37
- OxMakeByValue 37
- OxMessage 38
- OxRunAbort 38
- OxRunError 38
- OxRunErrorMessage 38
- OxRunExit 38
- OxRunMainExitCall 39
- OxRunMessage 39
- OxValColumns 39
- OxValGet 39
- OxValHasType, OxValHasFlag 40
- OxValRows 40
- OxValSet 40
- OxValType 41
- SetOxExit 42
- SetOxGets 42
- SetOxMessage 43
- SetOxPipe 43
- SetOxPuts 43
- SetOxRunMessage 43
- SOxGetTypeName 43
- SOxIntFunc 44
- OxGiveWinFinish 47
- VeccCopyMat 54
- VecrCopyMat 54
- DBessel01, DBesselNu 55
- DBetaFunc 55
- DDens 55
- DecQRtMul 56
- DDiagXSXt, DDiagXtSXtt 56
- DQuan. . 58
- DTail 59
- DTrace, DTraceAB 59
- EigVecDiv 59
- FCubicSpline 60
- FIsInf, FIsNaN 60
- FPeriodogram, FPeriodogramAcf 61
- IDecQRt 61
- IEigValPoly,IEigen 63
- IEigenSym 63
- IGenEigVecSym 64
- IInvert, IInvDet 64
- ILDLbandDec 65
- ILUPlogdet 66
- IMatRank 66
- INullSpace 67
- IOlsNorm, IOlsQR, OlsQRacc 67
- ISymInv,ISymInvDet 69
- LDLbandSolve 69
- LDLsolve 70
- LDLsolveInv 70
- LUPsolve, LUPsolveInv 70
- MatBtBVec 71
- MatAlloc, MatAllocBlock 72
- MatCopy.. 73
- MatFree, MatFreeBlock 73
- MatGenInvert 73
- MatGetAt 74
- MatRan, MatRanNormal 74
- MatReflect, MatTranspose 74
- MatSetAt 75
- MatStandardize 75
- MatVariance 75
- RanDirichlet 76
- RanGetSeed 76
- RanNewRan, RanSetRan 76
- RanSetSeed 76
- SetFastMath 77
- SetInvertEps 77
- SetInf, SetNaN 77
- ToeplitzSolve 78
- VecAlloc 78
- VecrCopyMat, VeccCopyMat 78
- VecDiscretize 79
- VecTranspose 79
- Appendix A3 80
- Modelbase and OxPack 80
- OxPackDialog 83
- { 1,1,2,0 } 84
- OxPackGetData 85
- OxPackReadProfile 86
- OxPackSetMarker 86
- OxPackStore 86
- OxPackWriteProfile 87
- Modelbase::IsCrossSection 88
- Modelbase::LoadOptions 88
- Modelbase::GetModelSettings 88
- Modelbase::ReceiveData 89
- Modelbase::ReceiveDialog 89
- Modelbase::ReceiveModel 90
- Modelbase::SaveOptions 90
- Modelbase::SendDialog 90
- Modelbase::SendFunctions 91
- Modelbase::SendMenu 91
- Modelbase::SendMethods 93
- Modelbase::SendResults 93
- Modelbase::SendSpecials 93
- Modelbase::SendVarStatus 94
- Modelbase::SetModelSettings 95
- Modelbase::Batch 95
- Modelbase::BatchMethod 96
- Modelbase::BatchVarStatus 96
- A3.4 Adding support for Help 97
- A3.5 An example 99
- A3.5 An example 93 101
- A3.5 An example 95 103
- A3.5 An example 97 105
- A3.5 An example 99 107
- Appendix A4 108
- Using OxGauss 108
- A4.4 Calling OxGauss from Ox 109
- A4.5 How does it work? 110
- A4.6 Some large projects 110
- A4.7 Known limitations 112
- Appendix A5 113
- OxGauss Function Summary 113
- Appendix A6 136
- OxGauss Language Reference 136
- A6.3 Constants 137
- A6.4 Objects 139
- A6.5 OxGauss Program 140
- A6.6 External declarations 140
- A6.7 Statements 144
- A6.8 Expressions 148
- A6.9 Preprocessing 157
- Appendix A7 160
- Comparing Gauss and Ox syntax 160
- A7.3 G2Ox 165
- Appendix A8 166
- Random Number Generators 166
- A8.3 L’Ecuyer’s generator 167
- References 169
- Subject Index 170
- SUBJECT INDEX 163 171
- 164 SUBJECT INDEX 172
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