Post on 04-Jun-2018
8/13/2019 Class1 Cima
1/28
Computational Toolsfor
Econometris andStatistics
Mariano
Matilla
Garca
8/13/2019 Class1 Cima
2/28
Econometric andStatistical Available
Software
What for?
Currently you cannot doanything (econometrics)
without softwareaid
But,there aremany possible choices,what should
Ichoose?
First,let us see the options
Then we will find aprocuder for choosing the one you
need
8/13/2019 Class1 Cima
3/28
2general
types of
software
Type1:Cannedpackages
Pros:
Youdontneedtoknowtheformulas
Youcandoeverydaywork
Dont
need
programming
Cons:
Sometimestheuserdoesnotknowwhatis(s)hedoing:blackbox
Youcannotexperimentonnewresults
Youcannot updatenewresultsuntiliscommerciallyattracive
8/13/2019 Class1 Cima
4/28
2types cont
Type2:Languageprograms(non basiclevel)
Youneed
to
learn
how
to
interact
with
the
program,
Youcandowhatyouwanttodo,attheriskofdoingit
wrong
Thereare
bunches
of
code
for
handling
everyday
tasks
Note:Isuggestreadingthisreference:
McCullough,B.D.andVinod,H.D.(1999):"TheNumerical
Reliabilityof
Econometric
Software", JournalofEconomic
Literature,vol.27,june,pp.633665
8/13/2019 Class1 Cima
5/28
8/13/2019 Class1 Cima
6/28
Matrix oriented programming
languages
Commercial
Matlab:(www.mathworks.com)
Gauss(www.aptech.com)
Rats
FreeunderGNUlicense
Octave(windows,macandlinux users)
R/(http://www.r
project.org/)
Ox(http://www.doornik.com/index.html
8/13/2019 Class1 Cima
7/28
Arethese all available ones?
NO,ofcourse.Youshouldtakealookat:
http://www.oswego.edu/~economic/econsoftw
are.htm
Howcan
Ibe
able
to
learn
all
of
them?
Youcan,ifwanted;butthereisnoneed
Youcanlearnhowtoprograminoneandthenthis
knowledgewill
smooth
the
way
for
others
(in
case
youdesperatelyneedthem)
8/13/2019 Class1 Cima
8/28
Instalation Octave
8/13/2019 Class1 Cima
9/28
Download other Version Step 1:go to
http://sourceforge.net/projects/octave/files/Octave_Windows%20%20MinGW/Octave%203.2.4%20for%20Windows%20MinGW32%20Installer/
andinstall in
the OCTAVE
directory,
but in
adifferentfolderthan the other version you have
Octave3.2.4_i686pcmingw32_gcc4.4.0_setup.exe
Notice that this ISNOTthe version INSTALLEDatclass
Step 2:Modify in
GUIOCTAVE
the route where you
have OCTAVE
8/13/2019 Class1 Cima
10/28
Step 2
8/13/2019 Class1 Cima
11/28
Steps 3and
4
Step 3:Then exit GUIOctave andthen openagainGUIoctave andwrite down the next 3lines (lineby line)
pkg rebuild
autopkg rebuildnoauto adwindowspkg rebuildautojava
Step 4:Go to File>Set
Paths>Add folders
with
subfolders
andselect firstly
C\Octave\3.2.4_gcc4.4.0\share\octave\packages
andthen
C\Octave\3.2.4_gcc4.4.0\libexec\octave\packages
8/13/2019 Class1 Cima
12/28
Step 5 Go to file>packages
andwait until they appear
8/13/2019 Class1 Cima
13/28
Installing GNUOctave
for Windows
Download from:
http://octave.sourceforge.net/
8/13/2019 Class1 Cima
14/28
Install the .exe file
8/13/2019 Class1 Cima
15/28
Executing Octave
8/13/2019 Class1 Cima
16/28
Not very friendly interface,but
Install aGraphic User Interface (ie.GUI)
There areseveral
Myrecommendation is
http://guioctave.com/?page_id=2
Download and install
Look here for some screenshots
http://guioctave.com/?page_id=5
8/13/2019 Class1 Cima
17/28
ew n er ace
8/13/2019 Class1 Cima
18/28
First code%myfirst code for Octaveand Matlab.Type
this%in the command windowx =randn(100,1);
plot(x)
8/13/2019 Class1 Cima
19/28
8/13/2019 Class1 Cima
20/28
How
can
I
learn This is the handbook
http://www.gnu.org/software/octave/doc/interpreter/
But practice is the bestway
There arealot of packages
They arecategorized bysubjects
How
to know
the packages you already have got
File>Packages
If you dont find them,then you should download them:
8/13/2019 Class1 Cima
21/28
Download packages
8/13/2019 Class1 Cima
22/28
8/13/2019 Class1 Cima
23/28
What if I
want to install others? Go to
http://octave.sourceforge.net/packages.phpAlsothereissubstantialdocumentationaboutthe
package
Lookforyourneedpackage
Seebefore
details
as
there
might
be
dependencies
Downloadthem(it),andthengobacktoGUI
Octave Userefresh,andinstallthem
8/13/2019 Class1 Cima
24/28
Plots hist
help hist
Code
l oad f orear msubpl ot ( 1, 2, 1)% The hi st f unct i on opt i onal l y r et ur ns t he% bi n cent er s and f r equenci es.[ n, x] = hi st ( f or ear m) ;% Pl ot and use t he argument of wi dt h=1% t o pr oduce bar s t hat t ouch.bar ( x, n, 1) ;axi s squar et i t l e( ' Frequency Hi st ogr am' )% Now cr eat e a r el at i ve f r equency hi st ogr am.
% Di vi de each box by t he t ot al number of poi nt s.subpl ot ( 1, 2, 2)bar ( x, n/ 140, 1)t i t l e( ' Rel at i ve Fr equency Hi st ogr am' )axi s squar e
8/13/2019 Class1 Cima
25/28
8/13/2019 Class1 Cima
26/28
plots Compare2distributions,samples,
With different scale
With different number of observations
Each quantile is considered asapoint
If both setscomefrom the same distribution,then
all points will beon the same line
xuni =r and( 100, 1) ;qqpl ot ( xuni , "uni f or m" , 0, 1)
8/13/2019 Class1 Cima
27/28
plots for 2
samples What if Iwant to compare2samples of size n
and m??
See exampleQQplot
8/13/2019 Class1 Cima
28/28
Bivariate Normal
Distribution
% Create a bivariate standard normal.
% First create a grid for the domain.
[x,y] = meshgrid(-3:.1:3,-3:.1:3);% Evaluate using the bivariate standard
normal.
z = (1/(2*pi))*exp(-0.5*(x.^2+y.^2));% Do the plot as a surface.
surf(x,y,z)