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Re: st: How to return a Mata matrix in Stata
From
Alex Olssen <[email protected]>
To
[email protected]
Subject
Re: st: How to return a Mata matrix in Stata
Date
Fri, 12 Aug 2011 23:23:16 +1200
Thanks so much Tirthankar, that is really helpful!
On 12 August 2011 22:10, Tirthankar Chakravarty
<[email protected]> wrote:
> Once you have -st_matrix()-ed your -r()- variables from Mata to within
> the Stata -program-, you do not need to re-return- them from within
> the -program-. You should simply -return add- like in the code below:
>
> ************************************************************
> clear*
> sysuse auto, clear
> keep price length weight
>
> capture mata mata drop theta()
> mata
> void theta()
> {
> st_view(test = ., ., .)
> test_cov = variance(test)
> st_matrix("r(v)", test_cov)
> test_eigen = symeigensystem(test_cov, X = ., L = .)
> st_matrix("r(eigval)", X)
> st_matrix("r(eigvec)", L)
> st_numscalar("r(theta)", L[1]/sum(L))
> }
> end
>
> capture program drop mytheta
> program define mytheta, rclass
> version 11
> mata theta()
> ret li
> display as txt " theta = " as res r(theta)
> return add
> end
>
> mytheta
> return list
> ************************************************************
>
> T
>
>
> On Fri, Aug 12, 2011 at 2:51 AM, Alex Olssen <[email protected]> wrote:
>> Dear Statalisters,
>>
>> Can anyone help me return some matrices in a Stata program that calls
>> Mata? My plan was to use -st_mata()- to names for the matrices and
>> then try a -return matrix- call in Stata. Any help is appreciated.
>> Hopefully once I get my head around Mata I will be able to help some
>> people. :) My code is below. You can paste it straight into the
>> do-file editor and run it. The problems are in the two lines that are
>> commented out.
>>
>> ************************************************************
>> sysuse auto, clear
>> keep price length weight
>>
>> capture program drop mytheta
>> program define mytheta, rclass
>> version 11
>> mata theta()
>> display as txt " theta = " as res r(theta)
>> // return matrix eigval = r(eigval)
>> // return matrix eigvec = r(eigvec)
>> return scalar theta = r(theta)
>> end
>>
>> capture mata mata drop theta()
>> mata
>> void theta()
>> {
>> st_view(test = ., ., .)
>> test_cov = variance(test)
>> st_matrix("r(v)", test_cov)
>> test_eigen = symeigensystem(test_cov, X = ., L = .)
>> st_matrix("r(eigval)", X)
>> st_matrix("r(eigvec)", L)
>> st_numscalar("r(theta)", L[1]/sum(L))
>> }
>> end
>>
>> mytheta
>> ************************************************************
>>
>>
>> Kind regards,
>> Alex Olssen
>> *
>> * 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
> [email protected]
> [email protected]
>
> *
> * 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/