Re: st: Using for within Mata optimize to loop over observations

[Bob Hammond <robert_hammond@ncsu.edu>]

Glenn,

That simple fix handled the problem.  Thank you very much.  Also, I 
checked the FAQ and found that I should reply to say that the problem is 
solved:

>>>>>>>>>>>>>>
"Don't walk away from the thread you started Continuing or closing a 
thread you started is important, especially by answering secondary 
questions and by reporting what solved your problem. You can then thank 
those who tried to help."
>>>>>>>>>>>>>>

I would have thought that filling everyone's inbox when all that I have 
to say is "Thanks" would be frowned upon but I'm happy to express 
gratitude publicly rather than privately as I had been doing.

Bob

Glenn Goldsmith wrote:
> Bob,
>
> To get you're existing code to work, you need to pass "i" to your -eval0()-
> function as an argument, using -optimize_init_arguments()- (see -help
> mf_optimize- for details). You'll also need to modify -eval0()- slightly to
> take the argument. 
>
> E.g.
>
> ************************************************* 
> void eval0(todo, x, real scalar i, v, g, H)
> { 
>   z = st_data(i,"z")
>   v = -(x-z)^2
> }
>
> for(i=1;i<=st_nobs();i++) {
>   S = optimize_init()
>   optimize_init_evaluator(S, &eval0())
>   optimize_init_params(S, 0)
>   optimize_init_argument(S,1,i) 
>   x = optimize(S)
>   st_store(i,"x2",x)
> }
> ************************************************* 
>
> In theory you could also accomplish this sort of thing without using
> explicit loops, by coding a v-type evaluator that optimizes for a
> (row)vector x rather than a scalar. But that's likely to be a pretty
> inefficient way of proceeding here.
>
> Hope that's somewhat useful.
>
> Glenn.
>
> *
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>   

--
------------------------------------------------------------------------
Bob Hammond
Department of Economics
North Carolina State University
Office: (919) 513-2871
Fax: (919) 515-7873
http://www4.ncsu.edu/~rghammon/
*
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