/* Notes on Programming in Gauss 2006 */


1.  Elements of a progam

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A. Initialization

new;
cls;
output file=test.100 reset;output on;
library pgraph;
rndseed 937841;
flag1 = 1;

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B. Import Data

#include nerlove.asc;
load data = dat;
@ format = year~day~......@
let x[4,2] = 1 2
             3 4   
             5 6
             7 8;

a = 1~0~5~2|
    3~2~9~1;

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C. Program Control

if flag1 == 1;
    ? "flag1 = " flag1:

elseif flag1 == 2;
    ? "flag1 = " flag1:

else;
    ? "flag1 = other":

endif;


maxi = 100;
all_i = zeros(maxi,2);
i = 1;
do until i > maxi;
    maxi[i,.] = i~(i*2 + 1);
    {coeff,vc,stderrs,sigma,rsquared,e} = nols(y,x[.,i],1,0,1);
    ? (i~coeff');
    i = i + 1;
endo;

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D. Procedures

Example 1
    proc AR1(b,u);    /* computes realiatino of AR(1) using parameters b, and errors
                         in u */
    local t,x;
    x = zeros(rows(u),1);
    x[1,.] = (b[1,.]/(1-b[2,.])) + u[1,.]/((1-b[2,.]^2)^0.5);
    t = 2;
    do until t > rows(x);
        x[t,.] = b[1,.] + x[t-1,.]*b[2,.] + u[t,.]/((1-b[2,.]^2)^0.5);
        t = t + 1;
    endo;
    retp(x);
    endp;

Example 2
    proc (0) = tbl(z,b,pval);
    local k,tabb,sz,si,pall;
    .
    .
    .
    .
    endif;
    endp;

Example 3
    /* {coeff,vc,stderrs,sigma,rsquared,e} = nols(y,x,const,het,outp);
      const = 1       constant included
      het = 1~0    hetroscedastic standard errors no lags
      het = 1~k    hetroscedastic standard errors k lags
      outp = 1    long output printed
      outp = 2    short output printed
      outp = 3    long output with tests
      outp = 4    tabular output with tests
    */
    
    proc (6) = NOLS(y_y,x_x,const,het,outp);
    local xpxinv,coeff,e,stderrs,tstats,dftstat,tprobs,pnames,final,
            mask,fmt,pdummy,rsquared,vc,sigma,es,dw,nx,ry,rx,rcoeff,re,rstat,
            hy,hx,hcoeff,he,hstat,k,rstatall,hstatall,tlags,y,x,
            lags,u,xl,cx,i,snl,uxxu,j;
    
    retp(coeff,vc,stderrs,sigma,rsquared,e);
    endp;

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2. Special Matrices

x = ones(3,2);
y = zeros(5,6);
z = eye(5);
xx = moment(x,0);
ixx = invpd(xx);
ixx2 = inv(xx);
h = seqa(1,1,10);
d = rev(h); 
z = selif(h,d.>3);

/*::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::*/
3. Random Numbers

rndseed 937841;
maxsamp = 100;
x = rndn(maxsamp,5)~ones(maxsamp,1);
u = rndn(maxsamp,1);
beta = 1|2|3|4|5|6;
y = x*beta + u;
_title = "test of nols";
{coeff,vc,stderrs,sigma,rsquared,e} = nols(y,x,0,0,1);


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3. Libraries

Here are the contents of user.lcg

sim.src
    simplex                          : proc 

nols.src
    NOLS                             : proc 

llag.src
    lag0                             : proc 
    lead0                            : proc 
    lag                              : proc 
    lead                             : proc 
    cch                              : proc 

bpq.src
    bpq                              : proc 

niv.src
    NIV                              : proc