PDL: An Object-Oriented Programming Environment for Econometrics

Abstract

PDL (for Perl data language) is a free, cross-platform, extension module that endows Perl with capabilities analogous to those of interactive systems for array manipulation such as Matlab and Gauss. PDL was founded by the astronomer Karl Glazebrook, and is an ongoing project that involves many Perl programmers. In Baiocchi (2003) it was shown how Perl can be used as a ‘glue’ language to solve a variety of data-processing problems. By design, Perl is not suitable for efficient numerical computing. For instance, in Perl arrays can store any type of scalar, that can be both numbers or strings. Moreover, the length of an array and the type of its elements can change during program execution. This flexibility is achieved at the expense of efficiency, both in terms of speed and memory usage, by using pointers to scalars and late binding. PDL introduces a compactly stored multidimensional array data type that can be manipulated with fast low-level languages like C, Fortran, or Perl itself. PDL provides the fundamental operations of numerical linear algebra. Various methods are available to create multidimensional arrays from lists of numbers and other arrays. Several functions can be used to access elements and slices of arrays. Several operators to conveniently manipulate arrays, including array addition and multiplication, and relational operators are implemented. A print method for displaying arrays is also provided. Functionality useful for econometricians is provided by specific PDL extension modules. As an example, PDL modules provide routines for determinants, inverses and singular value decomposition of matrices, numerical differentiation, integration, interpolation, multidimensional root-finding, random number generation, nonlinear programming, polynomial fits to data, and fast Fourier transforms. PDL’s source code, and binaries for the most popular Linux distributions and for the ActiveState Windows distribution of Perl, can be obtained from the official PDL site.1