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Re: st: RE: How to define shortest possible period with 95% of observations

From   Robert Picard <>
Subject   Re: st: RE: How to define shortest possible period with 95% of observations
Date   Mon, 10 May 2010 16:28:43 -0400

Here is how I would approach this problem. I would do each year
separately; it could be done all at once but it would complicate the
code unnecessarily. If the fire data is one observation per fire, I
would -collapse- it to one observation per day. Each observation would
contain the number of fires that day. The following code will identify
the first instance of the shortest run of days that includes 95% of
fires for the year.

Note that the following code will work, even if there are days without
fires (and thus no observation for that day).

*--------------------------- begin example -----------------------
version 11

* daily fire counts; with some days without fires
clear all
set seed 123
set obs 365
gen day = _n
drop if uniform() < .1
gen nobs = _n
gen nfires = round(uniform() * 10)

* the target is a continuous run that includes 95% of all fires
sum nfires, meanonly
scalar target = .95 * r(sum)
dis target

scalar shortlen = .
gen arun = .
gen bestrun = .

* at each pass, create a run that starts at nobs == `i'
* and identify the nobs where the number of fires >= 95%
local more 1
local i 0
while `more' {
	local i = `i' + 1
	qui replace arun = sum(nfires * (nobs>=`i'))
	sum nobs if arun >= target, meanonly
	if r(N) == 0 local more 0
	else if (day[r(min)] - day[`i']) < shortlen {
		scalar shortlen = day[r(min)] - day[`i']
		qui replace bestrun = arun
		qui replace bestrun = . if nobs > r(min) | nobs < `i'

*--------------------- end example --------------------------

Hope this help,


On Mon, May 10, 2010 at 6:19 AM, Nick Cox <> wrote:
> I don't think any trick is possible unless you know in advance the
> precise distribution, e.g. that it is Gaussian, or exponential, or
> whatever, which here is not the case.
> So, you need to look at all the possibilities from the interval starting
> at the minimum to the interval starting at the 5% point of the fire
> number distribution in each year.
> However, this may all be achievable using -shorth- (SSC). Look at the
> -proportion()- option, but you would need to -expand- first to get a
> separate observation for each fire. If that's not practicable, look
> inside the code of -shorth- to get ideas on how to proceed. Note that no
> looping is necessary: the whole problem will reduce to use of -by:- and
> subscripts.
> Nick
> Daniel Mueller
> I have a strongly unbalanced panel with 100,000 observations (=fire
> occurrences per day) that contain between none (no fire) and 3,000 fires
> per day for 8 years. The fire events peak in March and April with about
> 85-90% of the yearly total.
> My question is how I can define the shortest possible continuous period
> of days for each year that contains 95% of all yearly fires. The length
> and width of the periods may slightly differ across the years due to
> climate and other parameters.
> I am sure there is a neat trick in Stata for this, yet I have not
> spotted it. Any suggestions would be appreciated.
> *
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