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@mcaceresb mcaceresb released this 09 Dec 02:03
· 32 commits to master since this release
1.10.1
10d53be

Release update. New commands and functions, several enhancements, and various bug fixes. Remember to run gtools, upgrade to keep up to date between major updates.

Features

  • New function gstats transform (weights, by allowed):
    Applies a transformation to a variable; that is, y_i = f(x_i) with
    y the target and x the source. For example,

    gstats transform (demean) y = x, by(group)

    gives

    n_j  = sum_i 1{group_i = j}
s_j  = sum_i 1{group_i = j} * x_i
y_ij = x_i - s_j / n_j

    available:

      normalize, standardize: f(x)   = (x - mean(x)) / sd(x)
  demean:                 f(x)   = (x - mean(x))
  demedian:               f(x)   = (x - median(x))
  cumsum:                 f(x_i) = sum_{l = 1}^i x_l
  shift:                  f(x_i) = x_{i - lag} or x_{i + lead}
  rank:                   Similar to egen rank; see docs.
  moving:                 Moving statistics; see docs.
  range:                  Similar to rangestat; see docs.

  • gstats range: Alias for gstats transform (range); see below.

  • gstats moving: Alias for gstats transform (moving); see below.

  • gstats hdfe (alias gstats residualize): Residualize variable
    by absorbing high-dimensional fixed effects.

    • Currenty in beta! Use with care; see docs for details.

    • Methods cg (Conjugate Gradient), squarem (SQUAREM), it
      (Irons and Tuck), map (Method of Alternating Projections).

    • Parallel execution of select functions can be enabled at compile
      time via GTOOLSOMP

  • gstats transform:

    • gstats transform (demean) ...

    • gstats transform (demedian) ...

    • gstats transform (normalize) ...

    • gstats transform (cumsum [+/- [varname]]) ...: Sums in current order by default. User can request cum sum in ascending or descending order; last, the order can be determined by another variable.

    • gstats transform (rank) ...: Option ties() specifies how to break ties (field, track, unique, stableunique).

    • gstats transform (shift [+/-]#) ...: Leads (default; e.g. shift 1 or shift +3) and lags (e.g. shift -2).

    • gstats transform (moving stat lower upper) ...: Moving statistic stat from current observation + lower until current observation + upper; see docs for details.

    • gstats transform (range stat lower upper varname) ...: Moving statistic stat for values of varname in range
      varname[_n] - lower to varname[_n] + upper. Can also specify a
      statistic, e.g. range sd -1.0sd 1.0sd varname to get all values
      within a standard deviation of varname[_n]. See docs for detauls.

    • gstats transform, auto[()] allows automagically naming
      targets based on the source variable's name and the statistic
      requested. Default is #source#_#stat#.

  • greshape

    • Adds option dropmiss to drop missing rows (case-wise) when
      reshaping long (via long or gather).

    • Closes #58; allows uselabels[(varlist, [exclude])] to optionally
      specify which variables to use labels for (default is all
      variables). The user can also specify the option exclude to
      specify which variables not to do this for.

    • Closes #63: greshape wide/gather allows prefix(...) for custom
      output names.

    • Closes #69. greshape wide/spread now allows labelformat() for
      custom variable labels (only when a single variable is passed to
      key()/j()). The default is #keyvalue# #stublabel#. Available
      placeholders are #stubname#, #stublabel#, #keyname#,
      #keylabel#, #keyvalue#, and #keyvaluelabel#

  • gegen:

    • winsor, winsorize call gstats winsor

    • standardize, normalize, demean, demedian call gstats transform

    • Fixes #67; adds gegen x = rank(varname) [wgt], by(varlist) ties(type)
      via gstats transform (rank) [wgt], by() ties(). Weights are optional.

    • gegen x = moving_stat(y), window(lower upper) calls gstats transform

    • gegen x = range_stat(y), interval(lower[stat] upper[stat] varname) calls gstats transform

  • gcollapse, gegen, gstats tab new functions:

    • geomean for geometric mean.

    • gini, gini dropneg, gini keepneg for gini coefficient
      (optionally drop or keep negative values).

  • noinit option for gcollapse, merge, gegen, gstats (selected),
    gregress (and co.) to prevent targets from being emptied out
    with replace. Prints warning!

Beta

  • Regression models are in beta and not recommended at the moment;
    see docs for details.

Enhancements

  • User must now specify global GTOOLS_BETA to use beta features.

  • Typed (direct/non-hashed) radix sort in API internals

  • Allows the user to specify the temporary directory for files via
    global GTOOLS_TEMPDIR

  • gunique, detail now uses gstats sum, detail

  • Modularized the code base so that aliases are assigned to internal functions instead of the copy/paste if/else branching statements.

  • Categorize documentation into "Data manipulation", "Statistics",
    and "Regression models".

  • Move plugin compilation to GitHub rather than Travis.

  • gtop prints the number of levels in Other and Missing rows by
    default. (With missing it only does it if there's more than
    one type of missing value.)

  • greshape tries to detect repeated stubs and suggests this possibility
    to the user when a stub matches multiple variables.

  • Faster excludeself mean and sum without specified range in gstats transform.

Bug Fixes

  • gstats winsor, exits with error if replace and if/in are passed
    (the way it's set up it'd be a bit of a hassle to allow init/noinit).

  • gstats transform, gstats hdfe, gregress (and co.) all now
    initialize their targets to be empty (missing values) with
    if in and replace.

  • gtop no longer incorrectly replaces the display value if the
    numerical variable has a value label and no missing values. If there
    was a single value this would result in an error: gtop would think
    there was always at least one missing value to replace.

  • gcollapse no longer fails when trying to label the collapsed output
    if the source labels are blank (this can happen for example with data
    transformed to .dta from other formats or programs).

  • gcollapse no longer gives incorrect missing variables list when
    part of that list is called with varlist notation (e.g. x* y
    and x* exist but y does not).

  • gunique no longer ignores if/in with gen and replace

  • Fixed gegen nunique with multiple inputs

  • Fixed bug where the prefix in gstats was stat_ instead of stat|

  • In gquantiles, data was read incorrectly with by() and weights
    if xtile was not requested. In particular, the data was copied as if
    the target had only one column, but since weights need to be included,
    the target has two columns. This was fixed.

  • Fixed bug where a by variable being used as a source but not a
    target got renamed to the target and was no longer available as a by
    variable. Now a new variable should be created and the by variable
    remains unchanged.

  • Fixed memory leak where the C by variables were not cleared from memory
    of st_into->output was allocated because free code was upgraded from 6
    or 7 to 9. Conditional logic in place said that by variables should not
    be cleared if free code was greater than 7, but that was only meant to
    skip free code 8 and free code 9 in some scripts, but not all. Code 8
    logic was deprecated and now by variables are allocated with code 8, so
    they are always clared if free code is 6 or higher.

  • by: gegen now generates variables using the by prefix.
    This would give incorrect answers if the expression inside
    egen assumed that it would be generated with by. For example
    by var: gegen x = mean(max(y, y[1]))

  • Closes #64: Removes head command from greshape tests (done a few
    commits ago but someone noticed before the merge).

  • Closes #68. gegen now allows by: prefix when calling a
    gstats transform function (this is only allowed because these calls
    already require single-variable input, so the by: prefix should not
    present an issue when calling the function).

  • Closes #72: Warning for gegen expressions without by group

  • Closes #74: gstats transform parses abbreviated targets

  • Closes #75: gunique returns 0s in r() when there are no obs

  • Closes #78: if now passed raw/in double-quotes throughout the pipeline

  • Closes #79: Adds disclaimer to benchmarks.

  • Closes #82: cw in gcollapse now working.

  • Closes #84, #83, #73: OSX compilation moved to github.

  • Closes #85: Bug in gegen warning message causes errors in some fun calls.

  • Closes #87: For OSX, make now compiles x86_64 and arm64 separately
    then combines via lipo.

  • Various fixes to the docs.

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