Using gret l for Principles of Econometrics, 4th Edition
Using R with gretl
Another feature of gretl that makes it extremely powerful is its ability to work with another free program called R. R is actually a programming language for which many statistical procedures have been written. Although gretl is powerful, there are still many things that it won’t do, at least without some additional programming. The ability to export gretl data into R makes it possible to do some sophisticated analysis with relative ease.
Quoting from the R web site
R is a system for statistical computation and graphics. It consists of a language plus a run-time environment with graphics, a debugger, access to certain system functions, and the ability to run programs stored in script files.
The design of R has been heavily influenced by two existing languages: Becker, Chambers & Wilks’ S and Sussman’s Scheme. Whereas the resulting language is very similar in appearance to S, the underlying implementation and semantics are derived from Scheme.
The core of R is an interpreted computer language which allows branching and looping as well as modular programming using functions. Most of the user-visible functions in R are written in R. It is possible for the user to interface to procedures written in the C, C++, or FORTRAN languages for efficiency. The R distribution contains functionality for a large number of statistical procedures. Among these are: linear and generalized linear models, nonlinear regression models, time series analysis, classical parametric and nonparametric tests, clustering and smoothing. There is also a large set of functions which provide a flexible graphical environment for creating various kinds of data presentations. Additional modules (add-on packages) are available for a variety of specific purposes (see R Add-On Packages).
R was initially written by Ross Ihaka and Robert Gentleman at the Department of Statistics of the University of Auckland in Auckland, New Zealand. In addition, a large
group of individuals has contributed to R by sending code and bug reports.
Since mid-1997 there has been a core group (the R Core Team) who can modify the R source code archive. The group currently consists of Doug Bates, John Chambers, Peter Dalgaard, Seth Falcon, Robert Gentleman, Kurt Hornik, Stefano Iacus, Ross Ihaka, Friedrich Leisch, Uwe Ligges, Thomas Lumley, Martin Maechler, Duncan Murdoch, Paul Murrell, Martyn Plummer, Brian Ripley, Deepayan Sarkar, Duncan Temple Lang, Luke Tierney, and Simon Urbanek.
R has a home page at http://www. R-project. org/. It is free software distributed under a GNU-style copyleft, and an official part of the GNU project (GNU S).
R can be downloaded from http://www. r-project. org/, which is referred to as CRAN or the comprehensive R archive network. To install R, you'll need to download it and follow the instructions given at the CRAN web site. Also, there is an appendix in the gretl manual about using R that you may find useful. The remainder of this brief appendix assumes that you have R installed and linked to gretl through the programs tab in the File>Preferences>General pull down menu. Make sure that the ‘Command to launch GNR R’ box points to the RGui. exe file associated with your installation of R.
