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From | Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Mata and do files |
Date | Wed, 10 Aug 2011 14:22:09 -0700 |
Try mata set matastrict off as below: /******************************/ sysuse auto, clear capture mata mata drop theta() mata // mata set matastrict on mata set matastrict off // define theta() function real scalar theta() { st_view(a = ., ., tokens("price length weight")) a_cov = variance(a) a_eigen = symeigensystem(a_cov, X = ., L = .) return(L[1]/sum(L)) } theta() end /******************************/ T On Wed, Aug 10, 2011 at 2:14 PM, Alex Olssen <alex.olssen@gmail.com> wrote: > Dear Nick, > > You are absolutely correct - it was Statalist. > > I am not sure what you mean by "try tokens("price length weight")." > > I looked at the help file and then tried the following, which again > works interactively but not from a do file... > > sysuse auto, clear > mata > real scalar theta() > { > st_view(a = ., ., tokens("price length weight")) > a_cov = variance(a) > a_eigen = symeigensystem(a_cov, X = ., L = .) > return(L[1]/sum(L)) > } > theta() > > Any ideas? > > On 10 August 2011 23:54, Nick Cox <njcoxstata@gmail.com> wrote: >> It's not Stata that bounces your emails; it's Statalist! >> >> Try >> >> tokens("price length weight") >> >> Nick >> >> On Wed, Aug 10, 2011 at 12:39 PM, Alex Olssen <alex.olssen@gmail.com> wrote: >>> Hi everyone, >>> >>> Apologies to anybody who gets this message twice - I just got an email >>> from Stata telling me my first message was bounced. I checked the >>> archive and it doesn't appear to have arrived correctly. In any >>> case... >>> >>> I am trying to learn some Mata and am having difficult running Mata >>> code from a do file. >>> >>> For example I can use the following code interactively, but if I try >>> run it from the do-file editor I get error r(3000). I have looked >>> around for an answer in [M] and the Statalist archives to no avail. >>> >>> sysuse auto, clear >>> mata >>> real scalar theta() >>> { >>> st_view(a = ., ., "price length weight") >>> a_cov = variance(a) >>> a_eigen = symeigensystem(a_cov, X = ., L = .) >>> return(L[1]/sum(L)) >>> } >>> theta() >>> >>> Any help would be greatly appreciated. >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > -- Tirthankar Chakravarty tchakravarty@ucsd.edu tirthankar.chakravarty@gmail.com * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/