On Sun, 7 Apr 2013, Riccardo (Jack) Lucchetti wrote:

> On Sat, 6 Apr 2013, Giuseppe Vittucci wrote:
>
>> Dear all,
>> 
>> I would like to plot the kernel density estimates of a particular
>> variable across two different years in the same graph.
>> 
>> Is there a way to do it in gretl?
>
> One of the possible solutions is to use the kdensity() function con construct 
> a matrix which is then handed to gnuplot.

Actually, it may be convenient to slightly generalise this and wrap it 
into a function. See below:

<hansl>
set echo off
set messages off

function void double_density(series x, series d)
     string s = argname(d)
     matrix d0 = kdensity(d ? NA : x)
     matrix d1 = kdensity(d ? x : NA)
     matrix dd = (d0 ~ NA) | (d1[,1] ~ NA ~ d1[,2])
     sprintf cn "x %s=0 %s=1", s, s
     colnames(dd, cn)
     gnuplot 2 3 1 --matrix=dd --with-lines --output=display
end function

open australia.gdt
dum = t<1980:1
double_density(IAU, dum)

open mroz87.gdt
double_density(WA, LFP)
</hansl>


-------------------------------------------------------
   Riccardo (Jack) Lucchetti
   Dipartimento di Scienze Economiche e Sociali (DiSES)

   Università Politecnica delle Marche
   (formerly known as Università di Ancona)

   r.lucchetti(a)univpm.it
   http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------

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