Hi, I am Artur ๐
I'm an economist, researcher and teacher who loves to play around with data ๐. I am also passionate about contributing ๐ป open-source packages for my favourite open-source software package named ๐Gretl๐ (http://gretl.sourceforge.net/).
In case you use gretl and the Sublime editor, here is my official Hansl-Gretl-Language package:
https://packagecontrol.io/packages/Hansl-Gretl-Language
I've written a Gretl cheat-sheet on basic data handling, plotting etc. which is available here.
Here you find tutorial(s) on how to use Gretl.
I am (co-)author of various official user-contributed packages for gretl. Here a list:
- ADMBP: ARDL Dynamic Multiplier Bootstrap Package (https://github.com/atecon/ADMPB)
- assertion: Assert functions for verifying expectations and values in gretl tests (https://github.com/atecon/assertion)
- auto_arima: Return best ARIMA model according to information criteria value (https://github.com/atecon/auto_arima)
- BMST: Logit and Probit model specifcation tests package (https://github.com/atecon/bmst)
- calendar_utils: Collection of useful date time related tools (https://github.com/atecon/calendar_utils)
- candlesticks: Create candlesticks chart for financial data (https://github.com/atecon/candlesticks)
- CategoryEncoders: Encoder based on categorical variables (https://github.com/atecon/CategoryEncoders)
- cointARDL: Bootstrap single-equation cointegration tests (https://github.com/atecon/cointARDL)
- CvDataSplitter: Compile cross-validation datasets (https://github.com/atecon/cv_data_splitter)
- distances: Compute pairwise metrics and affinities using gretl. (https://github.com/atecon/distances)
- fsboost: Create factorized kernel-density plots (https://github.com/atecon/fdensity/)
- fsboost: Implementation of the forward-stagewise shrinkage & selection estimator (https://github.com/atecon/fsboost/)
- gregory_hansen: Residual-based tests for cointegration in models with regime shifts (https://github.com/atecon/gregory_hansen)
- holidays: Retrieve list of holiday series (https://github.com/atecon/holidays)
- knn: KNN supervised learning algorithm for regression and classification (https://github.com/atecon/knn)
- kmeans: K-means unsupervised learning algorithm (https://github.com/atecon/kmeans)
- latextab: Write matrix as Latex table (https://github.com/atecon/latextab)
- logging: Record the history and progress of a computation as a log of events (https://github.com/atecon/logging)
- mat2data: Write matrix as dataset to some file (e.g. csv, gdt) (https://github.com/atecon/mat2data)
- memusage: Compute memory usage of gretl objects (https://github.com/atecon/memusage)
- metadata: Package for retrieving metadata from gdt-files (https://github.com/atecon/metadata)
- multiplot: Combine multiple plots to a single graph (https://github.com/atecon/multiplot)
- naiveFC: Simple forecasting methods (https://github.com/atecon/naivefc)
- PandasPort: Collection of tools for handling datasets (https://github.com/atecon/PandasPort)
- PanelTools: Collection of tools for handling panel data (https://github.com/atecon/PanelTools)
- PairPlot: Scatterplot matrix with factor separation (https://github.com/atecon/pairplot)
- pcaTools: Conduct (sparse) PCA analysis; scree-plot and bi-plot support (https://github.com/atecon/pcaTools)
- pkgchecker: Fin unused variables and functions, and compile a 1-level dependency graph (https://github.com/atecon/pkgchecker)
- pmbb: Moving Blocks Bootstrap (MBB) for linear panels (https://github.com/atecon/pmbb)
- ridge: Ridge regression (https://github.com/atecon/ridge) archive
- RollingStats: Rolling Time-Series Statistics (https://github.com/atecon/Rolling_Stats)
- SB: Stationary bootstrap resampling of time series (http://ricardo.ecn.wfu.edu/gretl/cgi-bin/current_fnfiles/SB.gfn)
- season_plot: Plot seasonal time-series components (https://github.com/atecon/season_plot)
- stack_data: Stack list of series (https://github.com/atecon/stack)
- string_utils: Helper functions for string operations (https://github.com/atecon/string_utils)
- StrucTiSM: Estimating and forecasting using structural time-series models (https://github.com/atecon/StrucTiSM)
- Threshold_Panel: Panel threshold model (Bruce Hansen, JoE 1999) (https://github.com/atecon/Threshold_Panel)
- VARrec: Recursive computation of VAR model coefficient estimates (https://github.com/atecon/VARrec)
- var_chow: Chow test for VAR models (bootstrap version) (https://github.com/atecon/var_chow)
- FEP: Forecast Evaluation Package (https://github.com/atecon/fep)