GretlWiki - User contributions [en]

Tips and tricks

2023-01-11T07:55:31Z

Ekkehart: Formatting improved

=== Step monitor ===
It is sometimes irritating when a calculation takes very long and nothing appears to happen. In such cases a step monitor may be useful to indicate the state of the calculations. It is a simple gimmick.

Take, as an example, a modification of the Listing 37.1: Finding the minimum of the Rosenbrock function with the BFGSmax routine given in Gretl's user guide. The <code>printf</code> command prints the values of x and y and ends with a carriage return. The command <code>flush</code> induces printing at each step. To simulate a time consuming routine, a delay of .003 has been inserted by giving the command <code>sleep(.003)</code>.

Open the the gretl script editor (File → Script files → New script) and paste the following code:
<pre>
set verbose off
# This defines the function to be maximized
function scalar Rosenbrock( const matrix param "parameters" )
scalar x = param[1]
scalar y = param[2]
printf "x =%7.4f, y =%7.4f \r",x,y # the information printed at each step
flush # this induces immediate printing
sleep(.003) # this simulates a time-consuming process
return -(1-x)^2 - 100 * (y - x^2)^2
end function

# This invokes the maximization routine
matrix theta = {0, 0} # initial values for theta
set max_verbose off
M = BFGSmax(&theta, Rosenbrock(theta) )
printf " \r" # destroy the last step message
flush # flush it
printf "\ntheta: %8.4f \n", theta
</pre>
Now run the script (push the gears button or Ctrl+R). The successive estimates of x and y will be monitored. Other information can easily be monitored as well, the value of the criterion <code>-(1-x)^2 - 100 * (y - x^2)^2</code> for instance, by simply including it in the <code>printf</code> command in the Rosenbrook function.

Tips and tricks

2023-01-11T07:51:27Z

Ekkehart: deleted left-over word

Tips and tricks

2022-12-30T14:57:53Z

Ekkehart:

=== Step monitor ===
It is sometimes irritating when a calculation takes very long and nothing appears to happen. In such cases a step monitor may be useful to indicate the state of the calculations. It is a simple gimmick.

Take, as an example, a modification of the Listing 37.1: Finding the minimum of the Rosenbrock function with the BFGSmax routine given in Gretl's user guide. The <code>printf</code>current command prints the values of x and y and ends with a carriage return. The command <code>flush</code> induces printing at each step. To simulate a time consuming routine, a delay of .003 has been inserted by giving the command <code>sleep(.003)</code>.

Open the the gretl script editor (File → Script files → New script) and paste the following code:

<code>set verbose off</code>

<code># This defines the function to be maximized</code>

<code>function scalar Rosenbrock( const matrix param "parameters" )</code>

<code>scalar x = param[1]</code>

<code>scalar y = param[2]</code>

<code>printf "x =%7.4f, y =%7.4f \r",x,y # the information printed at each step</code>

<code>flush # this induces immediate printing</code>

<code>sleep(.003) # this simulates a time-consuming process</code>

<code>return -(1-x)^2 - 100 * (y - x^2)^2</code>

<code>end function</code>

<code># This invokes the maximization routine</code>

<code>matrix theta = {0, 0} # initial values for theta</code>

<code>set max_verbose off</code>

<code>M = BFGSmax(&theta, Rosenbrock(theta) )</code>

<code>printf " \r" # destroy the last step message</code>

<code>flush # flush it</code>

<code>printf "\ntheta: %8.4f \n", theta</code>

Now run the script (push the gears button or Ctrl+R). The successive estimates of x and y will be monitored. Other information can easily be monitored as well, the value of the criterion <code>-(1-x)^2 - 100 * (y - x^2)^2</code> for instance, by simply including it in the <code>printf</code> command in the Rosenbrook function.

Tips and tricks

2022-12-30T14:54:52Z

Ekkehart:

=== Step monitor ===
It is sometimes irritating when a calculation takes very long and nothing appears to happen. In such cases a step monitor may be useful to indicate the state of the calculations. It is a simple gimmick.

Take, as an example, a modification of the Listing 37.1: Finding the minimum of the Rosenbrock function with the BFGSmax routine given in Gretl's user guide. The <code>printf</code>current command prints the values of x and y and ends with a carriage return. The command <code>flush</code> induces printing at each step. To simulate a time consuming routine, a delay of .003 has been inserted by giving the command <code>sleep(.003)</code>.

Open the the gretl script editor (File → Script files → New script) and paste the following code:

<code># This defines the function to be maximized</code>

<code>function scalar Rosenbrock( const matrix param "parameters" )</code>

<code>scalar x = param[1]</code>

<code>scalar y = param[2]</code>

<code>printf "x =%7.4f, y =%7.4f \r",x,y # the information printed at each step</code>

<code>flush # this induces immediate printing</code>

<code>sleep(.003) # this simulates a time-consuming process</code>

<code>return -(1-x)^2 - 100 * (y - x^2)^2</code>

<code>end function</code>

<code># This invokes the maximization routine</code>

<code>matrix theta = {0, 0} # initial values for theta</code>

<code>set verbose off</code>

<code>set max_verbose off</code>

<code>M = BFGSmax(&theta, Rosenbrock(theta) )</code>

<code>printf " \r" # destroy the last step message</code>

<code>flush # flush it</code>

<code>printf "\ntheta: %8.4f \n", theta</code>

Now run the script (push the gears button or Ctrl+R). The successive estimates of x and y will be monitored. Other information can easily be monitored as well, the value of the criterion <code>-(1-x)^2 - 100 * (y - x^2)^2</code> for instance, by simply including it in the <code>printf</code> command in the Rosenbrook function.

Tips and tricks

2022-12-30T14:54:32Z

Ekkehart:

=== Step monitor ===
It is sometimes irritating when a calculation takes very long and nothing appears to happen. In such cases a step monitor may be useful to indicates the state of the calculations. It is a simple gimmick.

Take, as an example, a modification of the Listing 37.1: Finding the minimum of the Rosenbrock function with the BFGSmax routine given in Gretl's user guide. The <code>printf</code>current command prints the values of x and y and ends with a carriage return. The command <code>flush</code> induces printing at each step. To simulate a time consuming routine, a delay of .003 has been inserted by giving the command <code>sleep(.003)</code>.

Open the the gretl script editor (File → Script files → New script) and paste the following code:

<code># This defines the function to be maximized</code>

<code>function scalar Rosenbrock( const matrix param "parameters" )</code>

<code>scalar x = param[1]</code>

<code>scalar y = param[2]</code>

<code>printf "x =%7.4f, y =%7.4f \r",x,y # the information printed at each step</code>

<code>flush # this induces immediate printing</code>

<code>sleep(.003) # this simulates a time-consuming process</code>

<code>return -(1-x)^2 - 100 * (y - x^2)^2</code>

<code>end function</code>

<code># This invokes the maximization routine</code>

<code>matrix theta = {0, 0} # initial values for theta</code>

<code>set verbose off</code>

<code>set max_verbose off</code>

<code>M = BFGSmax(&theta, Rosenbrock(theta) )</code>

<code>printf " \r" # destroy the last step message</code>

<code>flush # flush it</code>

<code>printf "\ntheta: %8.4f \n", theta</code>

Now run the script (push the gears button or Ctrl+R). The successive estimates of x and y will be monitored. Other information can easily be monitored as well, the value of the criterion <code>-(1-x)^2 - 100 * (y - x^2)^2</code> for instance, by simply including it in the <code>printf</code> command in the Rosenbrook function.

Tips and tricks

2022-12-30T14:53:42Z

Ekkehart:

=== Step monitor ===
It is sometimes irritating when a calculation takes very long and nothing appears to happen. In such cases a step monitor may be useful that indicates the state of the calculations. It is a simple gimmick.

Take, as an example, a modification of the Listing 37.1: Finding the minimum of the Rosenbrock function with the BFGSmax routine given in Gretl's user guide. The <code>printf</code> command prints the values of x and y and ends with a carriage return. The command <code>flush</code> induces printing at each step. To simulate a time consuming routine, a delay of .003 has been inserted by giving the command <code>sleep(.003)</code>.

Open the the gretl script editor (File → Script files → New script) and paste the following code:

<code># This defines the function to be maximized</code>

<code>function scalar Rosenbrock( const matrix param "parameters" )</code>

<code>scalar x = param[1]</code>

<code>scalar y = param[2]</code>

<code>printf "x =%7.4f, y =%7.4f \r",x,y # the information printed at each step</code>

<code>flush # this induces immediate printing</code>

<code>sleep(.003) # this simulates a time-consuming process</code>

<code>return -(1-x)^2 - 100 * (y - x^2)^2</code>

<code>end function</code>

<code># This invokes the maximization routine</code>

<code>matrix theta = {0, 0} # initial values for theta</code>

<code>set verbose off</code>

<code>set max_verbose off</code>

<code>M = BFGSmax(&theta, Rosenbrock(theta) )</code>

<code>printf " \r" # destroy the last step message</code>

<code>flush # flush it</code>

<code>printf "\ntheta: %8.4f \n", theta</code>

Now run the script (push the gears button or Ctrl+R). The successive estimates of x and y will be monitored. Other information can easily be monitored as well, the value of the criterion <code>-(1-x)^2 - 100 * (y - x^2)^2</code> for instance, by simply including it in the <code>printf</code> command in the Rosenbrook function.

Tips and tricks

2022-12-30T14:52:53Z

Ekkehart:

Tips and tricks

2022-12-30T14:50:06Z

Ekkehart:

=== Step monitor ===
It is sometimes irritating when a calculation takes very long and nothing appears to happen. In such cases a step monitor may be useful that indicates the state of the calculations. It is a simple gimmick.

Take, as an example, a modification of the Listing 37.1: Finding the minimum of the Rosenbrock function with the BFGSmax routine given in Gretl's user guide. The <code>printf</code> command prints the values of x and y and ends with a carriage return. The command <code>flush</code> induces printing at each step. To simulate a time consuming routine, a delay of .003 has been inserted by giving the command <code>sleep(.003)</code>.

Open the the gretl script editor (File -> Script files ->new script) and paste the following code:

<code># This defines the function to be maximized</code>

<code>function scalar Rosenbrock( const matrix param "parameters" )</code>

<code>scalar x = param[1]</code>

<code>scalar y = param[2]</code>

<code>printf "x =%7.4f, y =%7.4f \r",x,y # the information printed at each step</code>

<code>flush # this induces immediate printing</code>

<code>sleep(.003) # this simulates a time-consuming process</code>

<code>return -(1-x)^2 - 100 * (y - x^2)^2</code>

<code>end function</code>

<code># This invokes the maximization routine</code>

<code>matrix theta = {0, 0} # initial values for theta</code>

<code>set verbose off</code>

<code>set max_verbose off</code>

<code>M = BFGSmax(&theta, Rosenbrock(theta) )</code>

<code>printf " \r" # destroy the last step message</code>

<code>flush # flush it</code>

<code>printf "\ntheta: %8.4f \n", theta</code>

Now run the script (push the gears button or Ctrl+R). The successive estimates of x and y will be monitored. Other information can easily be monitored as well, the value of the criterion <code>-(1-x)^2 - 100 * (y - x^2)^2</code> for instance, by simply including it in the <code>printf</code> command in the Rosenbrook function. Now run the script (push the gears button or Ctrl+R). The successive estimates of x and y will be monitored. Other information can easily be monitored as well, the value of the criterion <code>-(1-x)^2 - 100 * (y - x^2)^2</code> for instance, by simply including it in the <code>printf</code> command in the Rosenbrook function.

Tips and tricks

2022-12-30T14:46:26Z

Ekkehart: cosmetic

=== Step monitor ===
It is sometimes irritating when a calculation takes very long and nothing appears to happen. In such cases a step monitor may be useful that indicates the state of the calculations. It is a simple gimmick.

Take, as an example, a modification of the Listing 37.1: Finding the minimum of the Rosenbrock function with the BFGSmax routine given in Gretl's user guide. The <code>printf</code> command prints the values of x and y and ends with a carriage return. The command <code>flush</code> induces printing at each step. To simulate a time consuming routine, a delay of .003 has been inserted by giving the command <code>sleep(.003)</code>.

Open the the gretl script editor (File -> Script files ->new script) and paste the following code:

<code># This defines the function to be maximized</code>

<code>function scalar Rosenbrock( const matrix param "parameters" )</code>

<code>scalar x = param[1]</code>

<code>scalar y = param[2]</code>

<code>printf "x =%7.4f, y =%7.4f \r",x,y # the information printed at each step</code>

<code>flush # this induces immediate printing</code>

<code>sleep(.003) # this simulates a time-consuming process</code>

<code>return -(1-x)^2 - 100 * (y - x^2)^2</code>

<code>end function</code>

<code># This invokes the maximization routine</code>

<code>matrix theta = {0, 0} # initial values for theta</code>

<code>set verbose off</code>

<code>set max_verbose off</code>

<code>M = BFGSmax(&theta, Rosenbrock(theta) )</code>

<code>printf " \r" # destroy the last step message</code>

<code>flush # flush it</code>

<code>printf "\ntheta: %8.4f \n", theta</code>

Now run the script (push the gears button or Ctrl+R). The successive estimates of x and y will be monitored. Other information can easily be monitored as well, the value of the criterion <code>-(1-x)^2 - 100 * (y - x^2)^2</code> for instance, by simply including it in the <code>printf</code> command in the Rosenbrook function.
Now run the script (push the gears button or Ctrl+R). The successive estimates of x and y will be monitored. Other information can easily be monitored as well, the value of the criterion <code>-(1-x)^2 - 100 * (y - x^2)^2</code> for instance, by simply including it in the <code>printf</code> command in the Rosenbrook function.

Tips and tricks

2022-12-30T14:43:49Z

Ekkehart: minor touch-up

=== Step monitor ===
It is sometimes irritating when a calculation takes very long and nothing appears to happen. In such cases a step monitor may be useful that indicates the state of the calculations. It is a simple gimmick.

Take, as an example, a modification of the Listing 37.1: Finding the minimum of the Rosenbrock function with the BFGSmax routine given in Gretl's user guide. The <code>printf</code> command prints the values of x and y and ends with a carriage return. The command <code>flush</code> induces printing at each step. To simulate a time consuming routine, a delay of .003 has been inserted by giving the command <code>sleep(.003)</code>.

Open the the gretl script editor (File -> Script files ->new script) and paste the following code:

<code># This defines the function to be maximized</code>

<code>function scalar Rosenbrock( const matrix param "parameters" )</code>

<code>scalar x = param[1]</code>

<code>scalar y = param[2]</code>

<code>printf "x =%7.4f, y =%7.4f \r",x,y # the information printed at each step</code>

<code>flush # this induces immediate printing</code>

<code>sleep(.003) # this simulates a time-consuming process</code>

<code>return -(1-x)^2 - 100 * (y - x^2)^2</code>

<code>end function</code>

<code># This invokes the maximization routine</code>

<code>matrix theta = {0, 0} # initial values for theta</code>

<code>set verbose off</code>

<code>set max_verbose off</code>

<code>M = BFGSmax(&theta, Rosenbrock(theta) )</code>

<code>printf " \r" # destroy the last step message</code>

<code>flush # flush it</code>

<code>printf "\ntheta: %8.4f \n", theta</code>

Now run the script (push the gears button or Ctrl+R). The successive estimates of x and y will be monitored. Other information can easily be monitored as well, the value of the criterion <code>-(1-x)^2 - 100 * (y - x^2)^2</code> for instance, by simply including it in the <code>printf</code> command in the Rosenbrook function.
Now run the script (push the gears button or Ctrl+R). The successive estimates of x and y will be monitored. Other information can easily be monitored as well, the value of the criterion <code>-(1-x)^2 - 100 * (y - x^2)^2</code> for instance, by simply including it in the <code>printf</code> command in the Rosenbrook function.

Tips and tricks

2022-12-30T10:38:24Z

Ekkehart: new page

=== Step monitor ===
It is sometimes irritating when a calculation takes very long and nothing appears to happen. In such cases a step monitor may be useful that indicates the state of the calculations. It is a simple gimmick.

Take, as an example, a modification of the Listing 37.1: Finding the minimum of the Rosenbrock function with the BFGSmax routine given in Gretl's user guide. The <code>printf command</code> prints the values of x and y. The command <code>flush</code> induces printing at each step, ending with a carriage return. To simulate a time consuming routine, a delay of .003 has been inserted by giving the command <code>sleep(.003)</code>.

Innvoke the gretl script editor (File -> Script files ->new script) and paste the following code:

<code># This defines the function to be maximized</code>

<code>function scalar Rosenbrock( const matrix param "parameters" )</code>

<code>scalar x = param[1]</code>

<code>scalar y = param[2]</code>

<code>printf "x =%7.4f, y =%7.4f \r",x,y # the information printed at each step</code>

<code>flush # this induces immediate printing</code>

<code>sleep(.003) # this simulates a time-consuming process</code>

<code>return -(1-x)^2 - 100 * (y - x^2)^2</code>

<code>end function</code>

<code># This invokes the maximization routine</code>

<code>matrix theta = {0, 0} # initial values for theta</code>

<code>set verbose off</code>

<code>set max_verbose off</code>

<code>M = BFGSmax(&theta, Rosenbrock(theta) )</code>

<code>printf " \r" # destroy the last step message</code>

<code>flush # flush it</code>

<code>printf "\ntheta: %8.4f \n", theta</code>

Now run the script (push the gears button or Ctrl+R). The successive estimates of x and y will be monitored. Other information can easily be monitored as well, the value of the criterion <code>-(1-x)^2 - 100 * (y - x^2)^2</code> for instance, by simply including it in the <code>printf</code> command in the Rosenbrook function.