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Re: st: mata programming - input type


From   Nick Cox <[email protected]>
To   [email protected]
Subject   Re: st: mata programming - input type
Date   Fri, 22 Mar 2013 10:26:28 +0000

Correct on the typo; thanks for the fix.

I'm recalling the problem with interactive use of Mata within a loop;
the -end- statement is misinterpreted.

Nick

On Thu, Mar 21, 2013 at 8:10 PM, Tomáš Houška <[email protected]> wrote:
> Hi Nick,
>
> no problem. I got your point about carrying over Stata macros into
> Mata from the previous post. I found that information useful, even
> though I could not implement it to solve my current problem :-)
>
> The example that you have posted works great - thank you for that!
> (maybe one pointer for future readers about a small typo - second line
> inside the Mata environment should read    for(i = 1; i <=
> length(ids); i++) {
>
> Thank you!
> Tomas
>
>
> 2013/3/21 Nick Cox <[email protected]>:
>> You're right. I eat my words: that kind of interactive use within a
>> loop does not work. I've evidently never tried that, or forgotten
>> trying it.
>>
>> I was thinking that you were asserting generally that you can't call
>> up Mata within a loop, which is wrong, because many programs do it.
>>
>> But not in that way.
>>
>> So what I suggest is that you turn it round and write something like this
>>
>> levelsof time_period, local(period_id)
>> mata
>> ids = tokens(st_local("period_id"))
>> for(i = 1; i <= length(tokens); i++) {
>>         EPSILON = st_matrix("EPSILON_M" + ids[i])
>>         PRICE   = st_matrix("PRICE_M" + ids[i])
>>         ...
>> }
>> end
>>
>> Nick
>>
>> On Thu, Mar 21, 2013 at 6:53 PM, Tomáš Houška <[email protected]> wrote:
>>> Hello Nick,
>>>
>>> thank you for your help. I have been surprised by your answer as I
>>> have met several discussions on Statalist talking about how Mata
>>> cannot be processed within Stata loop. I have tried your proposal but
>>> I am running into a problem comparable to the problem described in the
>>> above mentioned discussions.
>>>
>>> Even in a very trivial example, in which I just want to list the macro
>>> carried over from Stata to Mata:
>>>
>>> levelsof time_period, local(period_id)
>>>
>>> foreach period of local period_id {
>>>
>>>         mata
>>>         mata_period = st_local("period")
>>>         mata_period
>>>         end
>>> }
>>>
>>> ... I get an error "-Break-  r(1); " and the values of mata_period are
>>> not shown. I expect this to be a comparable problem as e.g.
>>> http://www.stata.com/statalist/archive/2007-07/msg00834.html
>>> A solution to that would be establishing a mata function (taking
>>> "time_period" as an argument) that I will call within the stata loop,
>>> Or am I missing something?
>>>
>>> Thank you ,
>>> Tomas
>>>
>>>
>>>
>>>
>>> 2013/3/21 Nick Cox <[email protected]>:
>>>> It's just not true that Mata cannot be processed within a Stata loop,
>>>> but that does not seem to be the problem here.
>>>>
>>>> The lack of macros in Mata poses challenges that are more evident than
>>>> real to many programmers who know a lot of Stata. The question was
>>>> addressed in
>>>>
>>>> SJ-11-2 pr0052  . . . . Stata tip 100: Mata and the case of the missing macros
>>>>         . . . . . . . . . . . . . . . . . . . . . . . . W. Gould and N. J. Cox
>>>>         Q2/11   SJ 11(2):323--324                                (no commands)
>>>>         tip showing how to do the equivalent of Stata's macro
>>>>         substitution in Mata
>>>>
>>>> and the gnomic answer is to solve the problem by avoiding it.
>>>>
>>>> In the Tip above the main contribution of the junior author (meaning,
>>>> younger by just about 2 months) was to add a Perry Mason-type title to
>>>> the work of the senior author.
>>>>
>>>> One good method is to pass macros once to Mata and thereafter to use
>>>> Mata's string operators and functions.
>>>>
>>>> Try this:
>>>>
>>>> levelsof time_period, local(period_id)
>>>>
>>>> foreach period of local period_id {
>>>>        mata
>>>>        //import STATA matrices
>>>>        period = st_local("period")
>>>>        EPSILON = st_matrix("EPSILON_M" + period)
>>>>        PRICE   = st_matrix("PRICE_M" + period)
>>>>        ...
>>>>        end
>>>> }
>>>>
>>>> So,
>>>>
>>>> 1. -period- in Mata is just a string scalar containing the same same
>>>> contents as a Stata local macro.
>>>>
>>>> 2. Adding that string scalar to given text is quite enough technique
>>>> for what you want.
>>>>
>>>> 3. More complicated manipulations just need e.g. string functions in Mata.
>>>>
>>>> Nick
>>>>
>>>> On Wed, Mar 20, 2013 at 10:16 PM, Tomáš Houška <[email protected]> wrote:
>>>>
>>>>> I am trying to write this loop (here I give an example in "stata
>>>>> language", but I am aware that this will never work as mata cannot be
>>>>> processed within Stata loop):
>>>>>
>>>>> Example:
>>>>>
>>>>> levelsof time_period, local(period_id)
>>>>>
>>>>> foreach period of local period_id {
>>>>> mata
>>>>>         //import STATA matrices
>>>>>         EPSILON = st_matrix("EPSILON_M`period'")
>>>>>         PRICE   = st_matrix("PRICE_M`period'")
>>>>>         SHARE   = st_matrix("SHARE_M`period'")
>>>>>
>>>>>         BETA = EPSILON :* ( (SHARE *(1:/PRICE)') )
>>>>>
>>>>>        st_matrix("BETA`period'",BETA)
>>>>>
>>>>> end
>>>>> }
>>>>>
>>>>> Which means I have several matrices, each marked by period number and
>>>>> I am trying to perform some operations on them (here I give a
>>>>> simplified example of my code). I would like to create a mata function
>>>>> that would take "period_id" as an input (period_id is always in
>>>>> integer) and process the mata code, resulting in creating new matrix
>>>>> BETA`period_id'.
>>>>>
>>>>> So far I have been able to come up with this:
>>>>> Example 2:
>>>>>
>>>>> mata
>>>>> mata clear
>>>>> void mc_estim(string scalar period) {
>>>>>         //import STATA matrices
>>>>>         EPSILON = st_matrix("EPSILON_M`period'")
>>>>>         PRICE   = st_matrix("PRICE_M`period'")
>>>>>         SHARE   = st_matrix("SHARE_M`period'")
>>>>>
>>>>>         BETA = EPSILON :* ( (SHARE *(1:/PRICE)') )
>>>>>
>>>>>         st_matrix("BETA`period'",BETA)
>>>>>         }
>>>>> end
>>>>> * run mata function with a selected input
>>>>> mata mc_estim(534)
>>>>>
>>>>> But I am not sure how to use the "input" in the mata function code (I
>>>>> expect that the notation is different from Statas local macros....) I
>>>>> would appreciate any help on this.
>>
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