On Sat, 6 Jul 2019, Riccardo (Jack) Lucchetti wrote:
https://www.mail-archive.com/gretl-user@gretlml.univpm.it/
Except that, me being the king of the typo, the correct link is
https://www.mail-archive.com/gretl-users@gretlml.univpm.it/
Sorry about
(Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucche...@univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
in a regression), by simply discarding k observations for
each one. Asymptotically, it wouldn't matter.
Riccardo `Jack' Lucchetti
Dipartimento di Economia
Università di Ancona
jack(a)dea.unian.it
http://www.econ.unian.it/lucchetti
noppix stuff should be kept to a minimum, so convergence
towards standard Debian would be easier for those who install the whole
thing on hard disk. Some months ago, a sysv-init transition (or something
like that) had me fixing stuff for a whole night.
That said, quantian rocks!
Riccardo `J
il 1.5.1 is released.
Comments are welcome.
--
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
<>
if you use LaTeX, don't know about word processors.
--
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
y so I
can see what's going on?
> Ps. VAR lag selection is now great.
Thanks.
--
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
t; ups...I have now:
>
> -rw-r--r-- 1 marcin marcin 73337 2006-02-07 07:39 session.c
>
> and Gretl craches...I'll try it on notebook
>
> Marcin
>
Could you please explain your problem in more detail? I tried saving a session
with a large model (18 regressors) and had no trou
're defining a function whose name is already
taken. The solution I use is to put a "clear" statement before the function
definition; example:
(contents of func.inp)
function foo clear
function foo(scalar x1, series x2)
...
so I can include func.inp as many times as I want.
Hope this helps,
--
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
the parameters as scalar variables:
>
I hate to play "I told you so", but... woe on those who like locale-dependent
decimal separators!
--
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
s. In an
unrestricted VAR, r=n; I fail to see how you can restrict the constant in an
otherwise unrestricted VAR.
Maybe my poor understanding of cointegration is showing? :-)
--
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
On Thu, February 9, 2006 00:22, Sven Schreiber wrote:
> Riccardo Jack Lucchetti schrieb:
>> On Wed, February 8, 2006 22:15, john w wrote:
>
>>>
>>>After such estimation in which you can determine the constant and trend to
>>>be unrestricted or not you
n it.
However, I'm a little wary of the numerical problems that might arise if you
tried to estimate a monster such as, for example, an ARMA(25,30). What would
you think is an upper limit we shouldn't exceed in any case?
--
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
er checks we
have.
--
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
w if this solves
your problem.
--
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
a few days ago goes precisely in
>>that direction.
>
> Yes, I have try it. Works nice.
Thanks.
--
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
generated data?
--
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
: I won't have a go at this before 1.5.1 is released. Sorry!
--
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
ou have a relationship
y = b1 * x1 + b2 * x2
if you want to set the constraint (b1+b2)=1, you can rewrite the above as
y = b1 * x1 + (1-b1) * x2 => (y-x2) = b1 * (x1 - x2)
and estimate b1 via ols.
Hope this helps,
--
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
l case of
Kalman filtering) plus a usage example. Just to give you an idea on what it
could look like.
--
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
recOLS.inp
Description: application/gretlscript
recOLS-example.inp
Description: application/gretlscript
nd see no problem, and valgrind (memory checker) shows
>>no problem either. Could you give a data set and a model specification?
>>
I tried to replicate your instructions as strictly as possible. Nothing wrong
happens on linux. If other people using windows confirm the behaviour you're
seeing, then it must be a bug in the windows version.
--
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
Now we're focussed on releasing 1.5.1. After that,
I'll work on these.
--
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
le wary of the magic machine where you put data in and the
"right" model miraculously comes out. But maybe it's just me becoming an old
fart with age.
- a contributions device, that provides contributions of exogenous variables
to an endogenous one for any dynamic equation
What's this?
--
Ricc
t now.
> Yes on both accounts.
I agree. What I'd like even better would be different symbols for different
groups, like John suggested earlier. But this is not vital IMO, let's put it
off after release.
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
n gretl from that same shell. I don't know about Windows or Mac OS X.
Hope this helps.
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
at the output of "locale -a".
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
webpage sufficient, or there is something more we
need to know?
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
"\nFilter done\n"
return series filtered
end function
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
006-March/thread.html
and in particular
http://ricardo.ecn.wfu.edu/pipermail/gretl-users/2006-March/000634.html
On the mailing list archives you'll also find the addresses of the present
translators (Cristian, Sven, Ignacio and more) who will be happy to provide
some help.
Riccardo "Jack&
nslator already we do not need translate the same
> things...
maybe this is what you want:
http://www.iro.umontreal.ca/translation/registry.cgi?domain=gretl
download the .pot file and have fun.
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
s. However, while the
Australian dataset opens fine, the Danish data don't (there could be some bug
in our import routine). Fortunately, the Danish dataset is already present in
gretl's native example dataset stock. Just do File->Open File->Sample
Data->gretl and you'll find the "denmark
ew days because of
a hardware failure at sourceforge. When we get back in action, that's
something we can think about.
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
ow. As of today, there is a preliminary version
of fixed and random effects estimator in CVS. However, you can use the
old-style syntax (provided you've already defined your dataset as panel)
pooled y 0 x
hausman
and get the basic stuff done; see "help pooled" for details.
Riccardo "Jack" Lucchet
te rather than continuous. This is fixed now in CVS.
Actually, from the next version, you'll have the option of setting variables
as discrete and steer the way things are done accordingly.
Sorry for that.
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
On Fri, May 26, 2006 15:19, Sven Schreiber wrote:
> Jack,
> was this message private (off-list) on purpose?
> -SVen
>
Of course not. Sorry.
> Riccardo Jack Lucchetti schrieb:
>> On Fri, May 26, 2006 14:23, Sven Schreiber wrote:
>>> Thanks for the explanation
tomorrow, so don't hold your breath).
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
going
through the quadratic form. Allin and I talked the thing over to some length,
and eventually decided that in some cases (eg HT for random effects vs fixed
effects in panels) we present both forms in order to make it easier to compare
our results with those from other packages (eg Stata).
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
translators would be good. IMO Kalman-based ARMA (which was the
sore point for some time) has now stabilised enough, and a win snapshot would
be interesting to see for many people.
Allin, do you agree?
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
el" slower than a builtin command, but it should
get the job done.
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
On Thu, June 8, 2006 08:29, Riccardo Jack Lucchetti"" wrote:
>
> at present, the only way you have in gretl to estimate an arma model with
> garch variance is to use the "mle" command. Section 10.4 in the manual reports
> an example with a garch(1,1) model. A s
to the sample size.
>>
>> OK, we'll do that.
>>
>
> Thanks a lot! I'm sorry I can't help with those things, but I don't know
> C. (to be honest, nor do I want to know it... ;-)
... and I don't blame you!
But with a little LaTeX, you could summarise this very interesting dis
Loops are your friends; try this in the console or, better still, in a script:
loop foreach i x y z
series cyc_$i = hpfilt($i)
series tre_$i = $i - cyc_$i
end loop
>
> Thanks!
>
You're welcome!
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
/tex-archive/info/lshort/english/lshort.pdf
Oh, and don't forget this :-)
http://www.ecn.wfu.edu/~cottrell/wp.html
HTH,
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
essage I get:
>
> ...
In Debian, those files are included in the libxml2-dev package. I suppose that
applies to Ubuntu as well. I can compile ok with version 2.6.26.dfsg-1
.
Have you got libxml2-dev installed? What version?
Riccardo "Jack" Lucchetti
Diparti
you're in business.
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
hot and/or
your own home-compiled CVS version, that would be a big help.
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
convert some
of their programs to our own matrix syntax to check if it works ok.
You'll also notice random bits here and there, like multiple time-series
graphs and a partially chnged menu structure: comments on usability are very
welcome too.
> Btw, I'm very happy with gretl's progress!
f(fp, "set boxwidth 0.75\n");
+}
+
/* plot instructions */
if (use_boxes) {
if (gnuplot_has_style_fill()) {
Do you people like it? Allin, do you?
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
of the items that are now under
"Data" with some entries from "Variable". But I don't have a strong opinion on
this, also because I wouldn't know how to organise the leftovers.
> * Model
>
> - Jack: let's re-arrange commands like this:
...
Please note that my proposal
o do say, some serious panel analysis. Just kidding Jack :)
Wait until we give the cheatcodes away!
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
like Allin had in mind, but it's a start.
Ideally, the list of variables that can be "set" could be kept in an xml file,
with a record for each variable and fields like the ones you'll find in the
attached spreadsheet, plus more (eg, string to display).
Riccardo "Jack" Lucchetti
ably find the new layout much more coherent.
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
title for the notional added tree
> would be ("View"?).
Maybe "Stats"?
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
well worth the effort.
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
On Sun, July 16, 2006 05:06, Allin Cottrell wrote:
> On Sun, 16 Jul 2006, Riccardo Jack Lucchetti wrote:
>
>> Another thing that IMO needs doing is incorporating
>> ad-hockeries into the "settable variables" framework. Case in
>> point: boxplots. I plan to do s
accepted to JAE for publication in the software
> section.
Ah-ha! Nice shot! Congrats!
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
eally say "gretl" to me.
I agree. Your splash screen is neat, but "cold". Gretel is "warmer". I'm very
attached to the little girl.
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
ns.
Why don't you use the "About" box (Help/About gretl) as a starting point? I'd
quite like that as a splash screen already, with some extra work it could make
for a very nice one.
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
> * GUI interface for time-series filters
> * Your requests here
* a few more tools for long-memory models
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
said, it's none
of my business.
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
other stuff, and/or possibly
re-define x. The you go back to model 1 and ask for a variable deletion test,
which doesn't involve log(x). You can compute the test statistic, but you
can't compute the restricted model, because log(x) is gone forever (ok,
strictly speaking you can compute coefficients
Conclusion: I don't really care that much. If I had to vote, I wouldn't want
any splash screen at all. But I wouldn't really mind one (if done
competently), I just fail the see its importance. Certainly there are hundreds
of other things inside gretl I prefer spending my time working on.
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
ous post sounded harsh, I apologise, I didn't mean it in the
slightest.
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
(that is, Independent variables in TSLS, Endogenous variables in
>> VAR and VECM) in the lower right position. However, I think it
>> might be more intuitive for new users if the primary selection
>> were above. Agreement or disagreement?
>>
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
have occured though, but only once in several tests.)
Could you post your dataset too, so it's possible to see exactly what's going
on?
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
On Wed, August 23, 2006 09:28, Arnaud Bervas wrote:
> better with the data!
Yes. If only you had attached them! :-)
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
o compute differences, do "smpl full" first and ONLY AFTER do the
subsampling. In your case, the changing sample depends on the fact that you
re-generate the differences in subsample mode, which in turn leads to a
different sub-sample, and so on.
Riccardo "Jack" Lucchetti
Diparti
o differ too
(I don't have Microfit, so I can't run an in-depth comparison).
Allin, if you approve the patch, I'll update the manual.
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
Index: lib/src/genrfuncs.c
===
al()
genr x1 = normal()
genr x2 = normal()
loop for i=1..2
loop for j=1..2
ols y$i const x$j
end loop
end loop
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
e there's only
one, a possible workaround is to use ssconvert, gnumeric's command-line
utility for converting formats. Example:
ssconvert foo.xls foo.csv && gretlcli foo.csv
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
ot;spectrum" when
they really mean "estimate of the spectrum", be it consistent or not, the same
way we often call "autocorrelations" what really are "sample
autocorrelations".
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
ars-of-schooling variable can also
> take on half-year (.5) values. But nothing in between, so it's still
> discrete.
>
You can always multiply it by 2. Not very clean, but...
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona
have expected the
following to work (but it doesn't). What am I missing?
set verbose off
open denmark.gdt --quiet
list X = LRM LRY IBO IDE
var 4 X --silent
matrix U = $uhat
list L = U
---
Riccardo (Jack) Lucchetti
Dipartimento di
; unfortunately, I can't
think of any easy automatic way to construct this, other than introducing
a couple of new functions to retrieve the "t1" and "t2" integers that are
contained in the matrix info.
-------
Riccardo (Jack) Lucchet
On Fri, 23 Aug 2019, Riccardo (Jack) Lucchetti wrote:
On Fri, 23 Aug 2019, Sven Schreiber wrote:
Hi,
in the GUI it is easy to get a plot of estimated VAR residuals.
But it seems surprisingly difficult to do the same thing via scripting.
I can save the residuals by $uhat, but that gives me
y, I think.
---
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucche...@univpm.it
http://www2.econ.univpm.it/servizi/hpp
On Mon, 26 Aug 2019, Sven S wrote:
On 26.08.19 14:30, Riccardo (Jack) Lucchetti wrote:
provided the matrix in question has the right number of rows and one
column. In many cases, it'd be very useful to have a parallel
"multivariate" construct, such as
list X = matrix
which woul
ething like "limitset(X, 2, 99)".
At least, that's what I had in mind.
-------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona
back to normal.
---
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucche...@univpm.it
http://www2.econ.univpm.it/servizi
> n
funcerr "what?"
endif
matrix sel = ranking(muniform(n,1))
return X[sel[1:k],]
end function
### example
X = mnormal(10, 3)
print X
eval sample_wo_rep(X, 6)
-------
Riccardo (Jack) Lucchetti
Dipartimento di Scie
On Tue, 17 Sep 2019, Sven Schreiber wrote:
Am 17.09.2019 um 09:47 schrieb Riccardo (Jack) Lucchetti:
matrix sel = ranking(muniform(n,1))
return X[sel[1:k],]
the doc for ranking says "...plus one half the number of elements...",
so it can be non-integer, no?
In t
On Tue, 17 Sep 2019, Sven Schreiber wrote:
Am 17.09.2019 um 11:19 schrieb Riccardo (Jack) Lucchetti:
On Tue, 17 Sep 2019, Sven Schreiber wrote:
Am 17.09.2019 um 09:47 schrieb Riccardo (Jack) Lucchetti:
matrix sel = ranking(muniform(n,1))
return X[sel[1:k],]
the doc for ranking
yOn Tue, 17 Sep 2019, Riccardo (Jack) Lucchetti wrote:
Yes. But doubles are 8 byte large. But the probability of extracting k
different numbers out of n choices without repetition is
$\frac{(n-1)!}{(n-k)! n^{k-1}}$ (if I recall correctly), so when n = 2^32 I
guess we're pretty safe for any
On Tue, 17 Sep 2019, Riccardo (Jack) Lucchetti wrote:
Actually, I was thinking that it's a shame that argument 2 in the "resample"
function is already taken (I hear you, Sven, named arguments... ;)). It would
have been nice to have a Boolean flag for the "with/without resa
ctually, I was thinking that it's a shame that argument 2 in the
"resample" function is already taken (I hear you, Sven, named arguments...
;)). It would have been nice to have a Boolean flag for the "with/without
resampling" choice.
--
eval corr($unit, id)
-------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucche...@univpm.it
http://www2.econ.univpm.it/s
return ret
end function
# example
open abdata.gdt --quiet
eval is_crossdim_index_series(YEAR)
discrete unit
eval is_crossdim_index_series(unit)
---
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
of this.
---
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucche...@univpm.it
http://www2.econ.univpm.it/servizi/hpp
?
---
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucche...@univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucche...@univpm.it
http://www2.econ.univpm.it/servizi/hpp
-output=display
Hope this helps.
-------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucche...@univpm.it
http://www2.eco
if Stefano Fachin, our
bootstrap guru, would give his opinion on the matter).
---
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona
on't know, but it looks sort of nice.
-------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucche...@univpm.it
http://www2.
s what the function does. Have you tried it?
-------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucche...@univpm.it
http://w
= X[randperm(r,n),]
and anyone who wanted to subsample with order preserved could do
matrix s = X[sort(randperm(r,n)),]
Any takers?
I like this!
---
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES
.
---
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucche...@univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
b = cum(a[,2])
return replace(G, a[,1], b)
end function
and it works just fine.
Thanks!
Your change replaces "less than" with "less than or equal". :)
-------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economi
On Wed, 13 Nov 2019, Sven Schreiber wrote:
Am 13.11.2019 um 10:33 schrieb Riccardo (Jack) Lucchetti:
On Wed, 13 Nov 2019, Stefano Fachin wrote:
I think adding this to the GUI and extend it to operate on lists is a
great idea. We should be careful about definitions, though -
"standa
; if I had to choose, I'd go by "rescale".
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucche...@univpm.it
).
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucche...@univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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