re:st: Mata: editing values in a matrix when a condition is met

[Christopher Baum <kit.baum@bc.edu>]

<.>
Pablo said

I need to edit the values of a large matrix in Mata. More precisely, I 
need to replace all values smaller than a number X by X, and all numbers 
greater than Y by Y. The functions editvalue and _editvalue allow you to 
replace a scalar by other in a matrix, but not to specify a condition 
like x < X to trigger the replacement. Is there a way of doing this 
economically, that is, without looping over all elements of the matrix?


Using Ben Jann's -moremata- from SSC to do the winsorizing:

: a=runiform(5,5)

: a
                 1             2             3             4             5
    +-----------------------------------------------------------------------+
  1 |  .3590218453   .0936944787   .3864043248   .8279724028   .7848427724  |
  2 |  .9620482328   .7566794683    .583137149   .4482575031   .2592765098  |
  3 |  .3781643927   .4720275472   .9826083879   .3655504752   .9070760873  |
  4 |  .9481407967   .8307412954   .5391620845   .0043095979    .379461355  |
  5 |   .686426234   .1595839853   .8743242584   .7100557149   .7607446529  |
    +-----------------------------------------------------------------------+

: b = mm_cond(a :>= 0.8, 0.8, a)

: b = mm_cond(b :<=0.2, 0.2, b)

: b
                 1             2             3             4             5
    +-----------------------------------------------------------------------+
  1 |  .3590218453            .2   .3864043248            .8   .7848427724  |
  2 |           .8   .7566794683    .583137149   .4482575031   .2592765098  |
  3 |  .3781643927   .4720275472            .8   .3655504752            .8  |
  4 |           .8            .8   .5391620845            .2    .379461355  |
  5 |   .686426234            .2            .8   .7100557149   .7607446529  |
    +-----------------------------------------------------------------------+


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