Many thanks to Bill Gould (who write my name correctly)for the
detailed answer
I dont't understand all what you said but I'm able to code
your solution using pointer. at mid April I will compare my
actual result with those of Structures
AbdelRahmen
---- Original message ----
>Date: Thu, 30 Mar 2006 09:35:07 -0600
>From: wgould@stata.com (William Gould, Stata)
>Subject: Re: st: Two Mata questions
>To: statalist@hsphsun2.harvard.edu
>
>AbdelRahmen El Lahga <uaquap@gnet.tn> asks,
>
>> I have 2 questions about matrix manipulation on my
unbalanced panel data
>> sets: with my old Stata matrix language I can create a
sequence of matrix
>> by typing for exemple
>>
>> local wave=1
>> while `wave'<22 {
>> matrix accum A`wave' = x1 x2 ..xk if
t==`wave', noconstant
>> local wave=`wave' +1
>> }
>>
>> How can i perform a similar task with Mata? I don't seek
for a complex way
>> to things but in fact i would like to write a more complex
expression wich
>> looks like:
>>
>> for each time period t the matrix
>> A_{t} = sum_{i=1 to n} (s1_it * s2_it x_it' * x_it)
>>
>> where , s1_it is a scalar =norm(xb) and s2_it=
normden(xb) scalars s1_it
>> and s2_it comes froma previeous probit estimation any help?
>
>Okay, hold on to your hat. This is not difficult, but we are
going to use
>some features with compter-scienced technical terms and you
might confuse
>the jargon with inherent difficulty.
>
>First off, in Mata, you cannot code things like A`wave'.
A`wave' is a macro
>trick, and the value of the macro is substituted at execution
time. Mata is
>compiled before execution -- that's what makes Mata fast --
but the side
>effect is that compilation prevents trickery like A`wave'.
>
>What AbdelRahmen (am I using the name correctly?) wants is an
array of
>matrices. In the next free executable update of Stata
scheduled for mid
>April, there is a new Mata feature called structures. They
are exactly what
>AbdelRahmen needs. If he can wait, the solution is
>
>
> struct amatrix {
> real matrix X
> }
>
> function ...()
> {
> struct amatrix vector A
>
> ...
> A = amatrix(20) // <- make 20 of them
> ...
>
> ... A[1].X ... A[2].X ... // <- how to
refer to them
>
> ...
>
> for (i=1; i<=20; i++) {
> SUM = SUM + A[i].X // <- example
of use
> }
> ...
> }
>
>So that's the midapril answer. Structures can do a lot more
than solve
>this problem, and I'll be talking about them later.
>
>The answer for today is POINTERS.
>
>A pointer is a memory address value, and said memory address
is the
>address of some other Mata object, such as a real matrix.
>
>A pointer might be the value 501,128. The implication is
that, at memory
>address 501,128 is a Mata matrix.
>
>Programmers don't usually write memory addresses in decimal,
>although they could. Rather than write 501,128, they write
0x7a588, which is
>the same number in base 16.
>
>Now, when you use pointers, you don't make up address willy
nilly.
>Instead, you get addresses and you store them. If I coded
>
> function ...(...)
> {
> real matrix A
> pointer vector p
>
> p = J(1, 20, NULL)
> for (i=1; i<=20; i++) {
> p[i] = &A
> }
> ...
> }
>
>I would create a 20-element vector, each element of which is
the address
>of matrix A. The first assignment line,
>
> p = J(1, 20, NULL)
>
>created a 1x20 vector, each element of which is the special
pointer value
>0x0, zero, or in progammer jargon, NULL. 0x0 (NULL) points
to nothing.
>Then, in
>
> for (i=1; i<=20; i++) {
> p[i] = &A
> }
>
>I swept over the vector and filled in each element with the
adress of A.
>& in this case does not mean "and", it means means "address
of".
>& always means "address of" when you use it as a prefix
operator instead of
>between two expressions, when it means "and".
>
>Going along with prefix operator & is prefix operator *.
*p[1] means
>"the contents of p[1]" or "what p[1] points to". What p[1]
points to
>is A.
>
>Typing *p[1] or typing A refer to the same entity. Change
the [1,1] element
>of *p[1],
>
> (*p[1])[1,1] = 5
>
>and you will discover that A[1,1] is now 5. And vice versa.
>
>Think of the * prefix operator as being analogous to
single-quote macro
>substitution. Think of the & prefix operawtor as being
analogous to
>macro definition.
>
>Now, in this case, I made each and every element of p[i]
point to the same
>matrix. That can be useful in some cases, but that is not
what AbdelRahmen El
>needs.
>
>Abdel wants to make 20 different matrices and then do some
sort of for-loop
>calculation across them. Here's how:
>
> 1. Create a subroutine that returns the value of one
of the
> created matrices. Call it repeatedly to obtain the
> 20 matrices.
>
> 2. Store the addresses of the matrices returned by
the subroutine.
>
> 3. Then use the matrcies returned.
>
>For example, says that mysub(i) calculates and returns the
i-th matrix:
>
> real matrix mysub(real scalar i)
> {
> ...
> return(A)
> }
>
>Then in the calling routine, we do the following,
>
> function ...(...)
> {
> pointer vector p
>
> p = J(1, 20, NULL)
>
> for (i=1; i<=20; i++) {
> p[i] = &mysub(i)
> }
>
> ...
>
> for (i=1; i<=20; i++) {
> SUM = SUM + *p[i]
> }
>
> ...
> }
>
>Note the line
>
> p[i] = &mysub(i)
>
>Rather than saving the matrix returned by mysub(), I saved
its address,
>and I stacked the different addresses, one after another, in
the pointer
>vector p[].
>
>-- Bill
>wgould@stata.com
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