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RE: st: RE: Programming advice on generating loops


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: Programming advice on generating loops
Date   Wed, 2 Apr 2008 19:54:19 +0100

I wasn't recommending writing a program to write a program for your
problem. 

This now sounds like a clear case for Mata's optimizer functions. 

Nick
n.j.cox@durham.ac.uk 

Le Wang

Nick, thanks for your comments. I tried your solution of writing a
program to write a program..but haven't really figured how.

Let me try to elaborate my problem a bit more.

I am doing grid search for N-dimension (where N is the number of
variables) for a minimization problem. For each variable, the program
calculates the widths of the grids and increments (calculated before
the grid search but not given by the user); these widths and
increments could be different. This asymmetry creates some problem
which may not be solved easily.

Example 1.

Suppose that we have two variables. For variable X, the grid is in [0
1] with an increment of .1 (11 values), for variable Y, the grid is in
 [-3 3] with an increment of .01 (601 values). Then I need to generate
a nested loop, for

forvalues i=1/11{
    forvalues j=1/601{

        .... (codes to get a value, say, g_i_j)
       (fill in the values in g[i,j] = g_i_j)
    }
}

then find out (i,j) that has the minimum in matrix g.


Example 2.

Suppose that we have three variables. For variable X, the grid is in
[0 1] with an increment of .1 (11 values), for variable Y, the grid is
in  [-3 3] with an increment of .01 (601 values), for variable Z, the
grid is in [100 200] with an increment of 20 (6 values). Then I need
to generate a nested loop, again

forvalues i=1/11{
    forvalues j=1/601{
        forvalues k=1/6{

                .... (codes to get a value, say, g_i_j_k)
               (fill in the values in g[i,j,k] = g_i_j_k)
        }
    }
}

then find out (i,j,k) that has the minimum in matrix g.

and so on.

I am not sure if I have clarified my problem. Let me know if not.

Nick's solution or similar ones may work, but I haven't succeeded in
my case. Please let me know if there is actually a simple solution to
this. Many thanks!

Best,
Le





On Wed, Apr 2, 2008 at 10:44 AM, Nick Cox <n.j.cox@durham.ac.uk> wrote:
> Tiago Pereira seconded this question.
>
>  Neither Le Wang nor Tiago gave any underlying context or details of
what
>  else they want to do.
>
>  Your question, on the face of it, would be answered by writing a
program
>  to write a program, given the variables concerned. Writing something
to
>  emit scaffolding (i.e. the
>  -forval- loops and the closing braces) would be much easier than
writing
>  something that generates code to fit around the scaffolding (any
>  initialisations and wrap-up code, and what goes inside each loop). It
>  would probably be _much_ easier just to write the program directly.
>
>  I doubt very much, however, that you really need what you are asking
>  for. The key here is that you don't know in advance how many
variables
>  you have to do with. That suggests to me that there is no special
>  structure to your problem(s), but just a desire to crunch through all
>  the distinct cross-combinations of a set of variables. If that is so,
>  your problem(s) may well yield to -by:- and/or looping over composite
>  groups. There is technique at
>
>  FAQ     . . . . . . . . . . Making foreach go through all values of a
>  variable
>         8/05    Is there a way to tell Stata to try all values of a
>                 particular variable in a foreach statement without
>                 specifying them?
>                 http://www.stata.com/support/faqs/data/foreach.html
>
>  For example,
>
>  egen group = group(varlist)
>  su group, meanonly
>  forval i = 1/`r(max)' {
>         ...
>  }
>
>  applies regardless of the number of variables in varlist.
>
>  That said, there have been attempts to set up more general tools in
this
>  territory.
>  Those by myself predate or do not supersede the direct use of
-forval-
>  or -foreach- (e.g. the -cp- tool in STB-45).
>
>  I would rather know more than the real problem(s) than try to make
>  further guesses.
>
>  Nick
>  n.j.cox@durham.ac.uk
>
>  Le Wang
>
>  I need to generate loops according to the number of variables
(unknown
>  beforehand) in the ado program.
>
>  For example, if one uses two variables, then I want to do the
following
>  loop
>
>  forvalues i=1/10{
>       forvalues j=1/32{
>
>       .......
>
>       }
>  }
>
>
>  if one specifies three variables, then the loop looks like this
>
>  forvalues i=1/10{
>       forvalues j=1/32{
>             forvalues k=1/47{
>
>             .......
>             }
>       }
>  }
>
>  and so on....
>
>  How can I do this? Thanks in advance.

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