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st: Re: how to access a matrix in a plugin
sacrificial lamb
As far as I know, no. But if it exists in R, it should not be
difficult to code in Mata (no more difficult than coding in C, say;
but then you may already have some C code available for that). The R
matrix-oriented code would be higher level, and easier to maintain
and debug.
Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html
On Sep 20, 2006, at 2:33 AM, Tom wrote:
I would love to avoid a plugin and just use Mata. But my estimator is
based on a nested optimization problem that requires quadratic
programming. Mata does not seem to offer a rountine for quadratic
programming (like quadprog() in mathlab (see
http://www-ccs.ucsd.edu/matlab/toolbox/optim/quadprog.html), or ipop()
in R). So I have to jump out to C to do the optimization, unless
somebody adds a quadratic programming routine to Mata.
Or does such routine exit in Mata?
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