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matrix_extra.h

/* 
 *  gretl -- Gnu Regression, Econometrics and Time-series Library
 *  Copyright (C) 2001 Allin Cottrell and Riccardo "Jack" Lucchetti
 * 
 *  This program is free software: you can redistribute it and/or modify
 *  it under the terms of the GNU General Public License as published by
 *  the Free Software Foundation, either version 3 of the License, or
 *  (at your option) any later version.
 * 
 *  This program is distributed in the hope that it will be useful,
 *  but WITHOUT ANY WARRANTY; without even the implied warranty of
 *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 *  GNU General Public License for more details.
 * 
 *  You should have received a copy of the GNU General Public License
 *  along with this program.  If not, see <http://www.gnu.org/licenses/>.
 * 
 */

#ifndef MATRIX_EXTRA_H
#define MATRIX_EXTRA_H

typedef enum {
    M_MISSING_OK,
    M_MISSING_ERROR,
    M_MISSING_SKIP,
    M_MISSING_TRIM
} MMissingCode;

gretl_vector *
gretl_vector_from_array (const double *x, int n, GretlMatrixMod mod);

gretl_vector *gretl_vector_from_series (const double *x, 
                              int t1, int t2);

gretl_matrix *gretl_matrix_from_2d_array (const double **X, 
                                int rows, int cols);

gretl_matrix *gretl_matrix_from_scalar (double x);

gretl_matrix *
gretl_vcv_matrix_from_model (MODEL *pmod, const char *select, int *err);

gretl_vector *
gretl_coeff_vector_from_model (const MODEL *pmod, const char *select, int *err);

gretl_matrix *
gretl_covariance_matrix_from_varlist (const int *list, const double **Z, 
                              const DATAINFO *pdinfo, 
                              gretl_matrix **means,
                              int *errp);

int gretl_matrix_row_to_array (const gretl_matrix *m, int i, double *x);

double **gretl_matrix_get_columns (const gretl_matrix *m, int *err);

gretl_matrix *
gretl_matrix_data_subset_masked (const int *list, const double **Z,
                         int t1, int t2, const char *mask, 
                         int *err);

gretl_matrix *gretl_matrix_data_subset (const int *list, const double **Z,
                              int t1, int t2, int missop, 
                              int *err);

gretl_matrix *
gretl_matrix_data_subset_special (const int *list, const double **Z,
                          const DATAINFO *pdinfo,
                          const gretl_matrix *mmask,
                          int *err);

DATAINFO *gretl_dataset_from_matrix (const gretl_matrix *m, 
                             const int *list,
                             double ***pZ, int *err);

int gretl_plotfit_matrices (const double *yvar, const double *xvar,
                      FitType fit, int t1, int t2, 
                      gretl_matrix **py, gretl_matrix **pX);

gretl_matrix *gretl_matrix_read_from_text (const char *fname, int *err);

int gretl_matrix_write_as_text (gretl_matrix *A, const char *fname);

void 
gretl_matrix_print_to_prn (const gretl_matrix *m, const char *msg, PRN *prn);

void gretl_matrix_print_with_col_heads (const gretl_matrix *m, 
                              const char *title,
                              const char **heads,
                              PRN *prn);

void gretl_matrix_print_with_format (const gretl_matrix *m, 
                             const char *fmt,
                             int wid, int prec,
                             PRN *prn);

void debug_print_matrix (const gretl_matrix *m, const char *msg);

int gretl_matrix_cut_cols (gretl_matrix *m, const char *mask);

int gretl_matrix_cut_rows (gretl_matrix *m, const char *mask);

int gretl_matrix_cut_rows_cols (gretl_matrix *m, const char *mask);

char *gretl_matrix_zero_row_mask (const gretl_matrix *m, int *err);

char *gretl_matrix_zero_col_mask (const gretl_matrix *m, int *err);

char *gretl_matrix_zero_diag_mask (const gretl_matrix *m, int *err);

char *gretl_matrix_rank_mask (const gretl_matrix *m, int *err);

int gretl_matrix_mp_ols (const gretl_vector *y, const gretl_matrix *X,
                   gretl_vector *b, gretl_matrix *vcv, 
                   gretl_vector *uhat, double *s2);

#endif /* MATRIX_EXTRA_H */

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