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RE: st: mm_root arguments limitation issue


From   "Tharyan, Rajesh" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   RE: st: mm_root arguments limitation issue
Date   Sat, 30 Jul 2011 14:30:22 +0100

Dear Austin 

Thanks very much for the suggestions. Must say that I had in fact reused some of your code from a previous message re roots. Thanks for that post.

But I still have a problem.  which is the file to edit? From the help file, i can see the source code but i cannot see anyway to edit this. When i click on the link to the source code in the help file it just opens this in the viewer. Also i am not sure where this program is being saved or indeed what it is called.

Re the roots, In one version of the program I am backing out growth rates rather than a discount rate, due to some odd data the growth rate vary widely say from 300% to -150%. So if i specify say r=mm_root(x=.,&y(),100,-150,0,1000, i get the some values as 100 when they should be 150.

Regards
rajesh


-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Austin Nichols
Sent: 30 July 2011 13:52
To: [email protected]
Subject: Re: st: mm_root arguments limitation issue

Rajesh <[email protected]>:
The limitation to 10 arguments is documented in the help file.  The
source code is documented in
help moremata_source##mm_root
so you can change a few bits of the code, rename the program, and save
your own new N-argument version.

When you say "in such cases the answer is actually different" do you
mean the true solution is in the interior of (0,1) and mm_root returns
0 or 1, or do you mean it is outside the interval?

On Sat, Jul 30, 2011 at 5:26 AM, Tharyan, Rajesh <[email protected]> wrote:
> Hi all
>
> I am trying to run a program  like below,  using Ben Jann's  mm_root function within the moremata program.
>
> ssc install moremata
> clear all
> sysuse auto,clear
> gen y=price/24
> gen z= mpg/12
> g x =.
> mata
> v=J(1,1,.)
> st_view(v,.,"x  price mpg rep78 trunk weight length turn displacement y z headroom") function y(x,a,b,c,d,e,f,g,h,i,j,k) { return ((-1*(a-b)*(1+x)^5) + ((c-(b*x))*(1+x)^4) + ((d-(e*x))*(1+x)^3) + ((f-(g*x))*(1+x)^2) + ((h-(i*x))*(1+x)) + ((j-(k*x))) + ((j-(k*x))/x)) } for (i=1;i<=rows(v);i++) { r=mm_root(x=.,&y(),0,1,0,1000,v[i,2],
> v[i,3],v[i,4],v[i,5],v[i,6],v[i,7],
> v[i,8],v[i,9],v[i,10],v[i,11],v[i,12])
> v[i,1]=x
> }
> end
> l in 1/10, noo
>
> I get the following error
>               mm_root():  3001  expected 4 to 16 arguments but received 17
>                 <istmt>:     -  function returned error r(3001);
>
> a look at the help file  seems to suggest that  the number of  additional arguments to pass on to function f is  limited to 10.
>
> Q1. Could  there any particular reason why it is limited to 10?
> Q2. Is there a way to increase the number of options?
> Q3. Setting the
>           lo:  real scalar containing lower endpoint of the search interval
>           up:  real scalar containing upper endpoint of the search interval to 0 and 1 leads to a large number of zeros and 1. cross checking with Excel solver  shows that in such cases the  answer is actually different. Is there a best way to set lo and up values?
>
> Thanks very much for your time
>
> regards
> Rajesh

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