Re: st: Return (triangle) distribution as -gen var = rtriangle()-

[Nick Cox <njcoxstata@gmail.com>]

You can't write new user-written functions in Stata. Here is a rough
command. -egen- is not needed here.

*! 1.0.0 Ryan Turner plus Statalist 8 Jan 2013
program define rtriangle
     version 8.2
     syntax [if] [in] , GENerate(str) [a(real 0.0) b(real 1.0) c(real 0.5)]
     marksample touse
     local g "`generate'"
     gen `g' = runiform() if `touse'
     quietly replace `g' =  ///
     cond(`g' < (`c'-`a')/(`b'-`a'), `a' +
sqrt(`g'*(`b'-`a')*(`c'-`a')), `b' -
sqrt((1-`g')*(`b'-`a')*(`b'-`c')))
end

Examples:

. rtriangle, gen(t1)
. rtriangle, gen(t2) a(10) b(30) c(20)

Nick

On Tue, Jan 8, 2013 at 3:11 PM, Ryan Turner <rjturner@cmu.edu> wrote:

> I am trying to generate a (triangle) distribution for use in the same form as the other standard distributions, e.g.:
>
> set obs 100
> gen myuni = runiform()
>
> I have written the following program below to do so, but it returns 'triangle not found'.  I understand there is a difference between a user defined program (series of stata commands) and (user-defined?) functions e.g. for use with egen.  I think I need to return a matrix, I'm not sure.
>
> The best I could do with the manual was from -help egen-: "Here fcn() is a function specifically written for egen, as documented below or as written by users"; but nothing regarding user-defined functions was documented below.

> capture program drop triangle
> program define triangle
>     syntax [, a(real 0.0) b(real 1.0) c(real 0.5)]
>
>     local U = runiform()
>
>     if `U' < (`c'-`a')/(`b'-`a') {
>         local x = `a' + sqrt(`U'*(`b'-`a')*(`c'-`a'));
>     }
>     else {
>         local x = `b' - sqrt((1-`U')*(`b'-`a')*(`b'-`c'));
>     }
>
>     return `x'
> end
>
> . set obs 100
> . gen mytri = triangle, a(10) b(20) c(15)
> triangle not found

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