%( expression1, expression2, ... ) — Expression evaluation function

Used to group sub-calculations in situations where a comma would be interpreted as an argument separator. For instance, in


%if( x>=0, %(y=sqrt(x),x), y=%na)


if X is non-negative, this returns X while setting Y to the square root of X. If X is negative, this returns a missing value while also setting Y to the missing value. %(expr1,expr2,…,exprn) returns the value of the final expression in the group.


Argument type:

Most expressions. Separate multiple expressions with commas

Returns type:

The type returned by the final expression in the argument list


abs(x),%abs(A) — Absolute value of a scalar or matrix

For a scalar argument, ABS returns the absolute value of the scalar. For matrix argument A, %ABS returns a matrix with the absolute values of the corresponding elements of A.


Argument type:

Real for ABS, array of reals for %ABS

Returns type:

Matches the argument


%acos(x) — Arc (inverse) cosine

Returns the inverse cosine of its argument.


Argument type:

Real (must have |x|1, or returns missing value)

Returns type:

Real between 0 and π


%allocend() — Default series workspace length

This returns the length of the default workspace length, which is usually set using the ALLOCATE or first DATA instruction.


Argument type:

None

Returns type:

Integer


%annuity(p,r,n) — Present value of an annuity

Returns the present value of an annuity with payment p, interest rate r, and term n.


Argument types:

Real

Returns type:

Real


%arg(z) — Argument of a complex number

Returns the argument of a complex number. This is \({\tan ^{ - 1}}\left( {a/b} \right)\) for \(z = a + ib\)


Argument type:

Complex

Returns type:

Real


%asin(x) — Arc (inverse) sine

Returns the inverse sine of its argument


Argument type:

Real (must have |x|£ 1, or returns missing value)

Returns type:

Real between -π/2 and π/2


%atan(x) — Arc (inverse) tangent

Returns the inverse tangent of its argument


Argument type:

Real

Returns type:

Real between -π/2 and π/2


%avg(A) — Average of matrix elements

Returns the average of the elements of A. If A is symmetric, off-diagonal elements are counted only once.


Argument type:

Real-valued array

Returns type:

Real


%besselj(n,x) — Bessel function

Returns the Bessel function of the first kind, for x given order n.


Argument types:

n is integer, x is real

Returns type:

Real


%bestrep(A,w) — “Best” representation

Returns a string giving a “picture” code (for use in DISPLAY, PRINT and other output instructions) which “best” represents the values in the array A using w positions. In general, this will use all w positions. %MINIMALREP is similar but cuts the number of decimal places if they would be zeros for all numbers.


Argument types:

A is a real-valued array, w is an integer

Returns type:

String


%betainc(x,a,b) — Incomplete beta function

Returns the incomplete beta function of x given parameters a and b.


Argument types:

Real, 0x1, a>0, b>0

Returns type:

Real


%bicdf(X,Y,rho) — Cumulative density function of bivariate standard Normal

Returns P(x<X,y<Y) for a bivariate standard Normal with correlation coefficient rho.


Argument types:

Real

Returns type:

Real


%bin(x,V) — Determine appropriate “bin” for a value

This returns an integer indicating which “bin” the value x would fall in given a vector V of boundary values defining the bins. For example,


%bin(2.5,||1.0,2.0,3.0,4.0||)


returns integer value 2, as the value 2.5 is in the range (2.0 to 3.0) for the second bin.


Argument types:

x is real, V is a VECTOR

Returns type:

integer


%binomial(x,n) — Binomial coefficient

Returns the binomial coefficient \(x(x - 1) \ldots (x - n + 1)/n!\)


Argument types:

Real. If n > x, x can’t be an integer, or a missing value will result.

Returns type:

Real


%block(m,n) — Get Number of Blocks

Gives number of blocks (starting with one) when partitioning m integers into blocks of size n. For example, %block(10,5)=2, %block(11,5)=3.


Argument types:

Integers

Returns type:

Integer


%blockdiag(VR) — Create a block diagonal matrix

Returns a matrix formed by placing the elements of VR (a VECTOR of RECTANGULAR arrays) in blocks down the diagonal, with all other elements of the created matrix set to zero. Note that the matrices in VR do not have to be square. The ~\ operator (diagonal concatenation) is usually easier to use.


Argument type:

VECTOR of RECTANGULAR

Returns type:

RECTANGULAR


%blockglue(G) — Matrix concatenation

The argument is an array of RECTANGULARS. %blockglue() concatenates these in both dimensions to form a single large matrix. The ~ and ~~ operators (horizontal and vertical concatenation) are usually easier to use.


Argument type:

Array of RECTANGULAR

Returns type:

RECTANGULAR


%blocksplit(A,IX) — Matrix partitioning

Returns a RECTANGULAR of RECTANGULARs formed by splitting the input array into blocks with dimensions given by the elements of the index array IX.


Argument types:

A is a real-valued array, IX is a VECT[INTEGER]

Returns type:

RECT[RECT]


%boxcox(x,y) — Box‑Cox transformation

Returns the Box-Cox transformation of x and y, which is given by the formula: \(({x^y} - 1)/y\), or log x for y=0.


Argument types:

Reals

Returns type:

Real


%bqfactor(S,L) — Blanchard-Quah factorization

Returns the Blanchard-Quah factorization of S (covariance matrix of residuals) with L as the matrix of sums of lag coefficients. The factorization is computed as:


\(L{\left( {{L^{ - 1}}S{{L'}^{ - 1}}} \right)^{1/2}}\)


where the matrix square root is the Cholesky factorization. Note that after doing an ESTIMATE, S is available as the reserved variable %SIGMA, and L is available as %VARLAGSUMS.


Argument types:

S is SYMMETRIC, L is RECTANGULAR

Returns type:

RECTANGULAR


%cabs(z) — Complex absolute value

Returns the absolute value of a complex number z. The result is real.


Argument type:

Complex

Returns type:

Real


%cal(year,period) — Entry number of specified date

Returns the entry number corresponding to the specified period of the year, given the current CALENDAR setting. It is equivalent to the expression year:period. For frequencies such as daily and weekly that are not specified in periods per year, %cal(year,period) returns the entry for that “period” (day or week) of the year.


Argument types:

Integer

Returns type:

Integer


%calendar() — Save current CALENDAR setting

Returns the current CALENDAR setting, which can be saved into a variable. That variable can be used with the RECALL option on CALENDAR to reset the CALENDAR.


Argument types:

None

Returns type:

VECT[INTEGER] (coded)


%cdf(x) — Cumulative density function of standard Normal

Returns \(\Phi (x)\), where \(\Phi \) is the CDF of the standard Normal.


Argument type:

Real

Returns type:

Real


%cexp(z) — Complex exp function

Returns complex \({e^z}\).


Argument type:

Complex

Returns type:

Complex


%checkname(name) — Check for name already defined

Returns 1 if the name (as a STRING) is already in the symbol table, and 0 if it isn't. Added with version 9.1.


Argument type:

STRING variable or literal ("....")

Returns type:

INTEGER


%chisqr(x,r) — Chi-squared tail probability

Returns the tail probability of a \({\chi ^2}\) with r degrees of freedom, that is, the probability that a \({\chi ^2}\) random variable with r degrees of freedom exceeds x.


Argument types:

Real. x must be non-negative, r must be positive

Returns type:

Real


%chisqrdensity(x,r) — Chi-squared density

Returns the density at x of a \({\chi ^2}\) with r degrees of freedom


Argument types:

Real. x must be non-negative, r must be positive

Returns type:

Real


%chisqrnc(x,r,nc) — Non-central chi-squared CDF

Returns the CDF at x of a \({\chi ^2}\) with r degrees of freedom for a non-central chi-square, with non-centrality nc. Note that this is the CDF, not the tail probability.


Argument types:

Real. x must be non-negative, r must be positive

Returns type:

Real


%chisqrncdensity(x,r,nc) — Non-central chi-squared density

Returns the density at x of a non-central \({\chi ^2}\) with r degrees of freedom and noncentrality nc.


Argument types:

Real. x must be non-negative, r must be positive

Returns type:

Real


%choice(label) — Map Label to Option Choice

Allows you to specify an argument for a “choice” option on a built-in instruction by supplying the appropriate text label as the argument on %CHOICE. For example, you can select the BFGS estimation method on any applicable instruction by using METHOD=%CHOICE("BFGS"). Useful in PROCEDUREs.


Argument types:

Label (must match a “choice” exactly)

Returns type:

Integer (but can only be used as the argument for a choice option)



%chol(S) — Cholesky decomposition

Returns the Cholesky decomposition of a SYMMETRIC matrix. For a matrix S, this returns a lower-triangular RECTANGULAR array F, such that \({\bf{FF'}} = {\bf{S}}\). S must be positive semi-definite. See also the %PSDFACTOR function. This is a synonym for %DECOMP, and was added with 10.0, as a clearer name for the calculation.


Argument type:

SYMMETRIC

Returns type:

RECTANGULAR


%clock(m,n) — Modified modular division

Does a modified form of modular division, returning [(m–1) modulo n] + 1. Maps to 1,...,n.


Argument types:

Integer

Returns type:

Integer


%clog(z) — Complex natural log

Returns complex \({\log _e}z\).


Argument type:

Complex

Returns type:

Complex


%closestdate(y,m,d,dow)  — Observance date (closest day of week)

Returns the number of the day within a month that is the closest occurrence of the specified day of the week (dow) to the date specified by y,m,d. For example, Martin Luther King Day is observed in the U.S. on the Monday closest to January 20th. Days of the week are handled as Monday=1 through Sunday=7, so:


compute day = %closestdate(2007,1,20,1)


returns 22, indicating the closest Monday occurs on 2007:1:22.


Argument types:

Integer

Returns type:

Integer


%closestweekday(y,m,d) — Observance date (closest Monday–Friday)

Returns the day number within the month of the weekday closest to the date specified by y,m,d. For example:


?%closestweekday(2004,7,4)


displays 5, because the closest weekday to that 4 July 2004 was July 5 (a Monday).


Argument types:

Integer

Returns type:

Integer


%cm(x) — Convert centimeters to inches

Returns the number of inches in x centimeters. Absolute sizes for graphs are provided in inches, so, for instance, a height=%cm(12.0) option will allow you to set the height to be 12 cm.


Argument type:

Real

Returns type:

Real


%cmplx(real,imag) — Complex number from real and imaginary parts

Converts two real numbers into a complex number. The first argument is the real part and the second is the imaginary part.


Argument type:

Real

Returns type:

Complex


%cols(A) — Number of columns of a matrix

Returns the number of columns in a matrix. Returns the value 1 for arrays of type VECTOR (use %rows(A) or %size(A) to get the dimension of a VECTOR)


Argument type:

Any matrix type

Returns type:

Integer


%compress(A,v) — Compress empty rows out of an array

Returns an array with the same number of columns as A, but with all rows removed for which the corresponding element of the vector v is zero. A and v must have the same number of rows.


Argument type:

A is Rectangular or Symmetric array, v is a Vector

Returns type:

Same as A


%concat(first,last) — Concatenate two labels

Concatenates two label variables. This can also be done as first+last.


Argument type:

Labels

Returns type:

Labels


%conjg(z) — Complex conjugate

Returns the complex conjugate of z.


Argument type:

Complex

Returns type:

Complex


%const(x) — Fill matrix with a constant value

In an expression A = %const(x), fills all elements of the array A with the value x. See also %FILL,%ZEROS and %ONES.


Argument type:

Real

Returns type:

Matrix of reals (must be declared and dimensioned ahead of time)


%corr(A,B) — Correlation coefficient

Computes the correlation coefficient of the two arrays.


Argument type:

Real arrays, must have same dimensions

(N × 1 and 1 × N) are considered equivalent)

Returns type:

Real


%corrtocv(C,V) — Convert correlation matrix to covariance matrix

Converts a correlation matrix (C) and a vector of variances (V) into a covariance matrix.


Argument type:

C is SYMMETRIC, V is a VECTOR with the dimension the same as C. C can also be one element smaller than V in each direction, with 1's on the diagonal assumed.

Returns type:

SYMMETRIC


cos(x) — Cosine function

Returns the cosine of x, where x is in radians. If x is a matrix, transforms all elements.


Argument type:

Real, or real-valued matrix.

Returns type:

Same as argument


%cosh(x) — Hyperbolic cosine

Returns the hyperbolic cosine of its argument \(\frac{{\exp (z) + \exp ( - z)}}{2}\)


Argument type:

Real

Returns type:

Real


%cot(x) — Cotangent function

Returns the cotangent of x.


Argument type:

Real

Returns type:

Real


%cov(A,B) — Covariance of two arrays

Returns the covariance of two arrays:  \(\frac{1}{{NM}}\sum\limits_{ij} {\left( {{{\bf{A}}_{ij}} - {\bf{\bar A}}} \right)\left( {{{\bf{B}}_{ij}} - {\bf{\bar B}}} \right)} \)


Argument type:

Real arrays, must have same dimensions

(N × 1 and 1 × N are considered equivalent)

Returns type:

Real


%cputime()— CPU Timer

Returns the CPU’s internal time in seconds. You can use this to determine the running time of a program, by comparing results of calls to %CPUTIME made at the beginning and at the end of the program.


Argument type:

None

Returns type:

Integer


%csc(x) — Cosecant function

Returns the cosecant of x.


Argument type:

Real

Returns type:

Real


%csqrt(z) — Complex Square root

Returns the complex square root of z.


Argument type:

Complex

Returns type:

Complex


%cvtocorr(V) — Converts a covariance matrix to correlations

Returns the correlation matrix C created from a covariance matrix V:  \({{\bf{C}}_{ij}} = {{\bf{V}}_{ij}}/\sqrt {{{\bf{V}}_{ii}}{{\bf{V}}_{jj}}} \)


Argument type:

SYMMETRIC

Returns type:

SYMMETRIC


%cxadj(Z) ­— Complex matrix adjoint (conjugate transpose)

Returns the (conjugate transpose) adjoint of a complex matrix.


Argument type:

Complex-valued matrix

Returns type:

Complex-valued matrix


%cxdiag(Z) — Complex diagonal matrix

Returns the diagonal complex matrix from a complex vector or 1 × N rectangular.


Argument type:

Complex valued-vector or 1 × N rectangular

Returns type:

Complex-valued matrix


%cxeigdecomp(Z) — Complex eigen decompostion

Returns the eigen decomposition of a Hermitian complex matrix. The return is a VECT[CMATRIX] with two components—the first are the eigenvalues, the second the eigenvectors.


Argument type:

Complex matrix

Returns type:

VECTOR of Complex arrays, with 2 elements


%cxinv(Z) — Complex matrix inverse

Returns the complex inverse of a complex array.


Argument type:

Complex matrix (must be N × N)

Returns type:

Complex matrix


%cxsvd(Z) — Complex singular value decomposition

Returns the singular value decomposition of a complex (m×n) matrix Z. This is a VECTOR of three complex matrices, U, W and V, where \({\bf{Z}} = {\bf{U}}{\rm{ }}diag({\bf{W}}){\rm{ }}{{\bf{V}}^*}\) (where * denotes the conjugate transpose).


U and V are column-orthonormal matrices, that is \({{\bf{U}}^*}{\bf{U}} = I,{{\bf{V}}^*}{\bf{V}} = I\). All elements of W (the singular values of Z) are real (though they’re stored as complex) and are sorted from largest to smallest. W has dimensions min(m,n) by 1; U and V are dimensioned to conform with that.


Argument type:

Complex matrix

Returns type:

VECTOR of Complex arrays


%dateandtime( ) — Date and time stamp

Returns a string with the current date and time.


Argument type:

None

Returns type:

String


%datelabel(e) — Date label for a given date/entry number

Returns the date label of entry e in the current CALENDAR scheme, formatted as RATS does on, for instance, a PRINT instruction.


Argument type:

Integer  (entry number or date expression)

Returns type:

String


%day(e) — Day of month for entry e

Returns the day of the month (1–31) of entry e in the current CALENDAR scheme.  Defined only if that scheme has a “year month day” format.


Argument type:

Integer  (entry number or date expression)

Returns type:

Integer


%daycount(e) — Number of days covered by entry e

Returns the number of days in entry e in the current CALENDAR scheme.  For instance, if the CALENDAR is set for monthly data, %DAYCOUNT(2014:11) is 30. With quarterly data, %DAYCOUNT(2010:2) is 91.


Argument type:

Integer  (entry number or date expression)

Returns type:

Integer


%ddivide(A,v) — Divide columns of a matrix by vector elements

Returns the result of dividing the columns of A by corresponding elements in VECTOR v.


Argument types:

A is RECTANGULAR or SYMMETRIC, v is a VECTOR with dimensions equal to the number of columns of A.

Returns type:

Matches A


%decomp(S) — Cholesky decomposition

Returns the Cholesky decomposition of a SYMMETRIC matrix. For a matrix S, this returns a lower-triangular RECTANGULAR array F, such that \({\bf{FF'}} = {\bf{S}}\). S must be positive semi-definite. See also the %PSDFACTOR function.


Argument type:

SYMMETRIC

Returns type:

RECTANGULAR


%defined(name) — Status of procedure parameter or option

Returns the status of the specified procedure parameter or option. Returns the value 1 if a value was specified for the option or parameter when the procedure was executed (always returns 1 for options which have been assigned default values), otherwise returns a 0.


Argument type:

Parameter or option name

Returns type:

Integer


%density(x) — Standard normal density function

Standard Normal density function.


Argument type:

Real

Returns type:

Real


%det(A) — Determinant of an array

Computes the determinant of a SYMMETRIC or N × N RECTANGULAR matrix A.


Argument type:

SYMMETRIC or N × N RECTANGULAR matrix

Returns type:

Real


%diag(A) — Create diagonal matrix from a 1–dimensional array

Creates a square diagonal matrix from a vector. A may be either a VECTOR or an N × 1 or 1 × N RECTANGULAR.


Argument type:

One-dimensional real-valued matrix

Returns type:

RECTANGULAR


%digamma( x ) — Digamma function  

Returns the digamma function of x. The digamma is the derivative of \(\log {\rm{ }}\Gamma (x)\), and is usually denoted \(\psi (x)\).


Argument type:

Real (positive)

Returns type:

Real


%dims(A) — Dimensions of a matrix

Returns the number of rows and columns in an array, as a VECTOR of integers, with the number of rows in entry 1, and the number of columns in entry 2. See also %COLS, %ROWS and %SIZE.


Argument type:

Any matrix

Returns type:

VECTOR[INTEGER]


%dlminit(A,SW,F,Z) — Generate initial conditions for a state-space DLM

This returns a full solution for the initial conditions for a state space model with the given input matrices. It returns a VECT[RECT] with first component being the (finite) covariance matrix, the second the mean, and the third the diffuse covariance matrix. %PSDINIT solves a more limited problem for strictly stationary transition matrix A.


Argument type:

RECTANGULAR

Returns type:

VECTOR[RECTANGULAR]


%dlmgfroma(A) — Transforming a state-space DLM to stationarity

This analyzes a state transition matrix A from a state-space model and produces the “G” matrix which transforms the model to its stationary states.


Argument type:

RECTANGULAR

Returns type:

RECTANGULAR (could have zero dimension if A has no unit eigenvalues)


%dmills(x) — Derivative of the inverse Mills’ ratio

Returns the derivative evaluated at x of the inverse Mills’ ratio for the normal (\(\phi {\rm{/}}\Phi \)). The inverse Mills’ ratio itself is computed by the %MILLS function.


Argument type:

Real

Returns type:

Real


%dmult(A,v) — Multiply columns of a matrix by vector elements

Returns the result of multiplying the columns of A by corresponding elements in VECTORv.


Argument types:

A is RECTANGULAR or SYMMETRIC, v is a VECTOR with dimensions equal to the number of columns of A.

Returns type:

Matches A


%dnn(n) — Duplication matrix

Returns the "duplication matrix" which maps a vech (lower triangle) of an n × n symmetric matrix to the equivalent vec of a full n × n matrix by duplicating the lower triangle elements to the above diagonal locations. Note that this creates a matrix to do the mapping—it doesn't do the mapping itself. This was added with version 9.2.


Argument types:

Integer

Returns type:

RECTANGULAR (dimensions n2× n(n+1)/2)  


%dnninv(n) — Inverse duplication matrix

Returns the (generalized) inverse of a duplication matrix which maps the vec of an n × n matrix to the vech (lower triangle) of a symmetric matrix. Note that this creates a matrix to do the mapping—it doesn't do the mapping itself. This was added with version 9.2.


Argument types:

Integer

Returns type:

RECTANGULAR (dimensions n(n+1)/2) × n2)


%do(i,n,m,expr) — Internal do loop

Loops over the expression beginning with i=n as long as im. See the descriptions of EWISE and DO for examples.


Argument types:

i must be an integer variable, n and m are integer values or expressions, expr can be any expression

Returns type:

None. Should only be done as part of a more complex calculation


%dow(year,month,day) — Day of week from expanded date

Returns the day of the week (Monday=1 through Sunday=7) for the date given by year,month,day.  


Argument types:

Integer

Returns type:

Integer


%dot(A,B) — Dot product of two arrays

Returns the “dot” product of A and B.


Argument type:

real-valued arrays. A and B must have the same dimensions (RATS considers N × 1 and 1 × N to be equivalent).

Returns type:

Real


%easter(year) — Returns date of (Western) Easter Holiday

Returns the date of the Easter holiday for year in the Western Christian tradition as a number of days after March 22 (the earliest possible Easter date).


Argument type:

Integer

Returns type:

Integer


%eigdecomp(S) — Eigen decomposition of a symmetric matrix

Returns a 2-vector of RECTANGULAR arrays giving an eigen decomposition of the symmetric array S. The first array returned is the N × 1 matrix of eigenvalues, and the second is the N × N matrix of eigenvectors (in the columns, normalized to unit length).


Argument type:

SYMMETRIC

Returns type:

VECTOR of RECTANGULARs


%eqncoeffs(equation) — Coefficients of an equation

Returns a VECTOR with the current coefficients for the specified equation. You can refer to equations by their name or handle. Use 0 as the argument to get the coefficient vector from the most recent regression.


Argument type:

EQUATION name or handle

Returns type:

VECTOR


%eqncopy(equation) — Makes a copy of an equation

Returns a copy of an equation. This is useful if you might be redefining the original equation and need to make a copy of it as it currently exists. This was added with version 9.2.


Argument type:

EQUATION name or handle

Returns type:

EQUATION


%eqndepvar(equation) — Get dependent variable of an equation

Returns the SERIES handle of the dependent variable of the specified equation. Use 0 as the argument to get the dependent variable in the most recent regression.


Argument type:

EQUATION name or handle

Returns type:

Integer (SERIES handle)


%eqngetidentity(equation) — Returns setting of “identity” tag for an equation

This returns the value of the identity tag for the equation. It returns 1 if the equation is an identity, 0 if it is not.


Argument type:

EQUATION name or handle

Returns type:

Integer


%eqnhandle(equation) — Get “handle” of an equation

Returns the integer number (handle) which can be used to represent the equation.


Argument type:

EQUATION name or handle

Returns type:

Integer (EQUATION handle)


%eqnlag(equation,lag) — Lags right hand side of an equation

Returns a copy of an equation with all right hand side variables lagged an additional lag periods.


Argument type:

equation is an EQUATION name or handle,

lag is an integer

Returns type:

EQUATION


%eqnlagpoly(equation,series) — Extract lag polynomial

Extracts the lag polynomial for the selected series from an equation. Equation can be an equation name or number. Use zero to refer to the most recent regression. This returns a polynomial as a VECTOR of dimension (n+1), where n is the degree of the lag polynomial. The form of the polynomial depends upon which variable is extracted. See Section 4.2 in the Additional Topics PDF for details.


Argument type:

equation is an EQUATION name or handle,

series is a SERIES

Returns type:

VECTOR describing a polynomial



%eqnprj(equation,t) — Compute projected values of an equation

Returns the projected (fitted) value of equation at time period t. Use 0 for equation to use the explanatory variables from the most recent regression. Use %EQNVALUE if you want the value given a set of coefficients that you supply rather than the current coefficient values of the equation.


Argument type:

EQUATION name or handle,

t is an integer (entry number)

Returns type:

Real


%eqnreglabels(equation) — Get regressor labels for an equation

Returns a VECTOR[STRINGS] with the labels of the regressors (explanatory variables) in an equation, formatted as shown in regression output (e.g., series{lag} to show lags). Use 0 as the argument to get the labels for the most recent regression.


Argument type:

EQUATION name or handle

Returns type:

VECT[STRINGS]


%eqnresid(equation,t) — Residual value of equation at entry t

Returns the residual value of the equation at entry t.


Argument type:

equation is an EQUATION name or handle,

t is an integer (entry number)

Returns type:

Real


%eqnrvalue(equation,t,coeffs) — Residual of equation given coefficient vector

Returns the residual value of equation at entry t, given a set of coefficient values provided by the VECTORcoeffs.


Argument type:

equation is an EQUATION name or handle,

t is an integer (entry number),

coeffs is a VECTOR

Returns type:

Real


%eqnserieslag(series,lag) — Create equation “bit”

Returns an EQUATION with the explanatory variable series{lag} with a coefficient of 1.0. This can be used in building or adjusting an equation.


Argument type:

series is a SERIES name or handle,

lag is an integer

Returns type:

EQUATION


%eqnsetcoeffs(equation,C) — Reset coefficients of an equation

This sets the coefficients of equation to the vector C.


Argument type:

equation is an EQUATION name or handle,

C is a VECTOR

Returns type:

none


%eqnsetidentity(equation,tag) — Set the “identity” tag of an equation

This sets the “identity” tag for equation. This determines whether or not the equation is treated as an identity. To turn on the tag and make the equation an identity, use the value 1 for tag. Use the value 0 to turn off the tag.


Argument type:

equation is an EQUATION name or handle,

tag is integer

Returns type:

none


%eqnsetresids(equation,r) — Set the residuals for an equation

This sets the residuals for equation to be the series r.


Argument type:

equation is an EQUATION name or handle,

r is SERIES

Returns type:

none


%eqnsetvariance(equation,v) — Reset variance of an equation

This sets the residual variance of equation to the value v.


Argument type:

equation is an EQUATION name or handle,

v is real

Returns type:

none


%eqnsize(equation) — Number of explanatory variables in equation

Returns the number of explanatory variables in equation.


Argument type:

EQUATION name or handle

Returns type:

Integer


%eqntable(equation) — List of variables/lags in an equation

Returns a RECTANGULAR[INTEGER] array listing the explanatory variables in equation. The array has dimensions 2 × number of explanatory variables. Row one lists the series numbers of the explanatory variables, row two lists the lags. Use 0 for equation to get the table of variables in the most recent regression.


Argument type:

EQUATION name or equation handle

Returns type:

2 × k RECT[INTEGER]


%eqnvalue(equation,t,coeffs) — Value of an equation

Returns the value of the linear equation at time period t, given coefficients coeffs—a set of coefficients supplied as a VECTOR. Use 0 for equation to use the explanatory variables from the most recent regression. Use %EQNPRJ if you want the value of an equation given the current coefficient values of the equation rather than user-inputted values.


Argument type:

equation is an EQUATION name or handle,

t is an integer (entry number),

coeffs is a VECTOR

Returns type:

Real


%eqnvariance(equation) — Variance of an equation

Returns the variance associated with an equation (generally the residual variance from when it is estimated.)


Argument type:

EQUATION name or equation handle

Returns type:

Real


%eqnxvector(equation,t) — Extract an X(t) vector for an equation

Returns a VECTOR with the “X” variables from the equation for time period t. Use 0 for equation to pull the explanatory variables from the most recent regression.


Argument type:

equation is an EQUATION name or EQUATION handle,

t is integer

Returns type:

VECTOR


%execpath() — Return path to RATS executable file

This returns the path to the directory containing the RATS executable file in use. This can be useful if you need to reference a subdirectory of that path (for compiling a procedure file, for example) or need to verify the location of the executable file.


Argument types:

None

Returns type:

String


exp(x),%exp(A) — Scalar or elementwise exponentiation function

For a scalar real x, exp(x) returns \({e^x}\).  For an array A, %exp(A) returns an array B, such that \({{\bf{B}}_{ij}} = \exp \left( {{{\bf{A}}_{ij}}} \right)\).


Argument types:

Scalar real, or array of reals

Returns type:

Same as argument type


%factorial(x) — Factorial function

Returns the factorial \(x! = x(x - 1)(x - 2) \ldots 1\) or, more generally \(\Gamma \left( {x + 1} \right)\). Note that this very rapidly will overflowin practice, you are generally better off arranging calculations to use %LNGAMMA(x+1) to compute \(\log x!\).


Argument types:

Real. x cannot be a negative integer.

Returns type:

Real


%file(fname) — Get I/O Unit from File Name

Returns an I/O unit for a given file name string. Note: function call or variable set equal to function call must be preceded by the & dereferencing character, which tells RATS to evaluate the contents of the argument, rather than treating it as a literal string. For example:


compute tempunit = %file("c:\myfiles\salesdata.xls")

data(unit=&tempunit),format=xls,org=col)


Argument type:

String, must be valid file name (can include path)

Returns type:

I/O unit


%fill(rows,cols,value) — Create constant matrix

Creates a matrix with dimensions rows by cols, with all elements set to value. See also %ones and %zeros.


Argument types:

rows,cols are integer, value is real

Returns type:

RECTANGULAR


fix(x) — Convert real to integer by truncation

Converts a real value to an integer value by eliminating the fractional part (not by rounding—use %round(x,n) for that). Note that RATS will not automatically convert reals to integers in an expression.


Argument types:

Real

Returns type:

Integer


float(n) — Convert integer to real

Explicitly converts an integer to a real.


Argument types:

Integer

Returns type:

Real


%floatingdate(y,m,dow,n) — Day of month for floating holiday

Returns the day of the month of the nth occurrence of the specified day of the week (dow, coded as Monday=1 to Sunday=7) in the year y, month m. Use a negative value of n to count from the end. %floatingdate(2010,11,4,4) is the fourth Thursday of November, 2010, while %floatingdate(2010,11,4,-1) is the final Thursday.


Argument types:

Integer

Returns type:

Integer


%frac(x) — Fractional part of a real number

Returns x–[x], where [x] is the first integer value less than x. For example, %frac(9.7) returns .7, %frac(‑9.7) returns .3.


Argument type:

Real

Returns type:

Integer


%fractiles(A,F) — Compute fractiles (quantiles)

Returns a VECTOR with fractiles (quantiles) of the elements of the array A. The list of desired quantiles are provided by the VECTOR F.


Argument type:

A is a real-valued array, F is a VECTOR

Returns type:

VECTOR with the same dimension as F


%freqend() — Number of frequency ordinates

Returns the number of ordinates set by the FREQUENCY instruction.


Argument type:

None

Returns type:

Integer


%freqsize(n) — Compute recommended number of complex ordinates

Returns the recommended number of ordinates for a FREQUENCY instruction, for n actual data points.


Argument type:

Integer

Returns type:

Integer


%ftest(x,n,m) — F-test tail probability

Returns the tail probability for an F(n,m).


Argument types:

Real

Returns type:

Real


%gamma(x) — Gamma function

Returns the gamma function of x. See also %LNGAMMA.


Argument types:

Real

Returns type:

Real


%gammainc(x,a) — Incomplete gamma function

Returns the incomplete gamma function of x given parameter a.


Argument types:

Real (x0, a>0)

Returns type:

Real


%gedcdf(x,s)   — CDF of the GED distribution        

Returns the CDF of the GED (generalized error distribution) with shape s at x.


Argument types:

Real

Returns type:

Real


%getenv(name)   — Get environment string

For a given operating system environment variable name, this returns the associated environment string. Returns a blank string if the environment variable is not defined in the operating system.


Argument types:

String or label

Returns type:

String


%gevcdf(x,k,mu,sigma) — CDF of Generalized Extreme Value

Returns the cdf of the Generalized Extreme Value distribution, for tail index k, location parameter mu, and scale parameter sigma.


Argument types:

Real

Returns type:

Real


%ginv(A) — Generalized inverse of a Matrix

Computes the generalized (Moore-Penrose) inverse of A. This is a matrix \({{\bf{A}}^ + }\) which solves \({\bf{A}}{{\bf{A}}^ + }{\bf{A}} = {\bf{A}}\) and \({{\bf{A}}^ + }{\bf{A}}{{\bf{A}}^ + } = {{\bf{A}}^ + }\). A does not have to be square\({{\bf{A}}^ + }\) will have the same dimensions as \({{\bf{A'}}}\).


Argument types:

RECTANGULAR (m×n)

Returns type:

RECTANGULAR (n×m)



%girfmatrix(S) — Generalized IRF Shock Matrix

Returns the shock matrix generated from a SYMMETRIC matrix that will give the "Generalized" Impulse Response Function. Each column in the output is the column in the input divided by the square root of its diagonal element (which is that column would be if it were the first column in a Cholesky factor). S must be positive semi-definite. Note that this is not a factor of S, and should not be used as the basis for calculating the decomposition of variance. This was added with 10.0.


Argument type:

SYMMETRIC

Returns type:

RECTANGULAR


%gpcdf(x,k,mu,sigma) — CDF of Generalized Pareto distribution

Returns the CDF of the Generalized Pareto distribution, for tail index k, location parameter mu, and scale parameter sigma.


Argument types:

Real

Returns type:

Real


%grparm() — Get Current Graph Label Settings

Returns a VECT[INTEGER] identifying the current font and type size settings for graph labels. Used with the RECALL option on GRPARM.


Argument type:

None

Returns type:

VECT[INTEGER] (coded)


%gsortho(A) — Gram-Schmidt orthonormalization

Returns a column-wise Gram-Schmidt orthonormalization of A


Argument type:

RECTANGULAR

Returns type:

RECTANGULAR with same dimensions as A.


%iabs(n) — Integer absolute value

Returns the absolute value of the integer n.


Argument type:

Integer

Returns type:

Integer


%identity(n) — Create identity matrix

Creates an identity matrix with dimensions n × n.


Argument type:

Integer

Returns type:

RECTANGULAR


%idiv(m,n) — Integer division

Integer m divided by integer n, returning an integer result. Any remainder is ignored.


Argument type:

Integer

Returns type:

Integer


%if(x,y,z) — Evaluate a conditional expression

Returns y if x is non‑zero, returns z if x is zero. x must be integer or real, but y and z can be any expressions as long as they are matching types. Often used in SET instructions with x as a logical expression (that is, if x is true, return y, otherwise return z). Example


set bigx = %if(x>=.5,1.0,-1.0)


Argument type:

x is a logical expression or scalar (zero = false, non-zero = true); y,z = Any matching types

Returns type:

Type of y and z


%imag(z) — Imaginary part of complex number

Returns the imaginary part of a complex number z.


Argument type:

Complex

Returns type:

Real


%imax(m,n) — Maximum of two integers

Returns the maximum of the two integer arguments.


Argument types:

Integer

Returns type:

Integer


%imin(m,n) — Minimum of two integers

Returns the minimum of the two integer arguments.


Argument types:

Integer

Returns type:

Integer


%index(V) — Sorting index for a VECTOR

Returns a VECTOR[INTEGERS] which gives the sorting index for the vector V; that is, a VECT[INT] such that V(%INDEX(V(i))) would sort V into increasing order.


Argument type:

VECTOR or N× 1 Rectangular

Returns type:

VECTOR[INTEGER]


%indiv(t) — Individual within a panel set

When a panel data CALENDAR is set, this returns the number of the individual of which entry t is a part.


Argument type:

Integer

Returns type:

Integer


%innerxx(A) — Inner cross product

Returns AA for the matrix A. See also %OUTERXX.


Argument types:

Real-valued matrix

Returns type:

SYMMETRIC


%instlist() — List of instruments

Returns the current list of instruments as a regressor list (a VECTOR[INTEGER] array). %INSTTABLE returns the same information, but in the form of a 2 ×n array.


Argument types:

None

Returns type:

VECT[INTEGER] coded information


%insttable() — Table of instruments

Returns the table (a 2 ×n array of integers) for the current list of instruments. Each column in the return array represents one series{lag} pair, with the series in the first row and lag in the second.


Argument types:

None

Returns type:

RECT[INTEGER] coded information


%instxvector(t) — Extract an X(t) for the instrument set

Returns a VECTOR with the current instruments for time period t.


Argument types:

Integer

Returns type:

VECTOR


inv(A) — Inverse of a matrix

Returns the inverse of the non-singular matrix A. A can be SYMMETRIC or N × N RECTANGULAR. See %GINV for generalized inverses.


Argument type:

Symmetric or square rectangular matrix

Returns type:

Same form as A


%invchisqr(p,r) — Inverse chi-squared tail probability

Returns the argument x for which the tail probability of a chi-square distribution with r degrees of freedom is p. In particular, %chisqr(%invchisqr(p,r),r)=p


Argument type:

Real 0<p<1, r>0

Returns type:

Real


%invchisqrnc(p,r,nc) — Inverse CDF non-central chi-squared

Returns the argument x for which the CDF of a non-central chi-square distribution with r degrees of freedom and non-centrality nc is p. In particular, %chisqrnc(%invchisqrnc(p,r,nc),r,nc)=p


Argument type:

Real 0<p<1, r>0

Returns type:

Real


%invftest(p,n,m) — Inverse F-test tail probability

Returns the value x for which the tail probability of an F with n and m degrees of freedom is p. In particular, %ftest(%invftest(p,n,m),n,m)=p.


Argument type:

Real 0p1; n,m>0

Returns type:

Real



%invged(p,c) — Inverse CDF of GED

Returns the inverse CDF of the generalized error distribution (GED) with shape parameter c (and variance 1).


Argument type:

Real 0p1, c>0

Returns type:

Real


%invgev(p,k,mu,sigma) — Inverse CDF of Generalized Extreme Value

Returns the inverse CDF of the Generalized Extreme Value distribution, for probability p, tail index k, location parameter mu, and scale parameter sigma.


Argument types:

Real

Returns type:

Real


%invgp(p,k,mu,sigma) — Inverse CDF of the Generalized Pareto

Returns the inverse CDF of the Generalized Pareto distribution, for probability p, tail index k, location parameter mu, and scale parameter sigma.


Argument types:

Real

Returns type:

Real


%invnormal(p) — Inverse normal distribution

Returns the x for which the CDF of a standard Normal distribution is p. In particular, %cdf(%invnormal(p))=p


Argument type:

Real, 0<p<1

Returns type:

Real


%invtcdf(p,r) — Inverse CDF of the t distribution

Returns the inverse CDF of the t distribution, for the probability p and degrees of freedom r.


Argument type:

Real 0<p<1, r>0

Returns type:

Real


%invttest(p,r) — Inverse t test

Returns the x for which the two-tailed probability of a t distribution with r degrees of freedom is p. In particular, %ttest(%invttest(p,r),r)=p


Argument type:

Real 0<p<1, r>0

Returns type:

Real



%invztest(p) — Inverse two-tailed normal test

Returns the x for which the two-tailed probability of a Normal distribution is p. In particular, %ztest(%invztest(p))=p. This was added with RATS 10.0.


Argument type:

Real 0<p<1, r>0

Returns type:

Real


%isimpson(X,F) — Numerical integral by Simpson’s Rule

Returns a numerical integral computed using Simpson’s Rule. X is the vector of grid points (which should be equally spaced in increasing order) and F is a corresponding vector of function values.


Argument type:

VECTORs (should be same dimension)

Returns type:

Real


%itrapezoid(X,F) — Numerical integral by Trapezoidal Rule

Returns a numerical integral computed using the trapezoidal rule. X is the vector of grid points (in increasing order, not necessarily equally spaced) and F is a corresponding vector of function values.


Argument type:

VECTORs (should be same dimension)

Returns type:

Real


%julian(e) — Number of days from Jan 1, 0001 C.E.

Returns the number of days from a (theoretical) Jan 1, 0001 to (the final day in) entry e in the current CALENDAR scheme. This is the RATS julian date.


Argument type:

Integer  (entry number or date expression)

Returns type:

Integer



%julianfromcoded(x,codeformat) — Translation of numerically coded date (10.0)

Returns the RATS julian date corresponding to the value x, where the date is coded numerically according to the string codeformat. For instance, if dates are coded as numbers with digits yyyymmdd, then you would use %julianfromcoded(x,"yyyymmdd").


Argument type:

Real,string

Returns type:

Integer


%julianfromymd(y,m,d) — Julian date for specified date

Returns the RATS julian date (number of days since January 1st, 0001, acting as if the Gregorian calendar extends back) for the date y:m:d.


Argument types:

Integers

Returns type:

Integer


%keys(hash) — Get keys from hash table of strings

Hash variables are an aggregate variable type where the elements stored in the hash are referenced by character strings, or “keys”. This function returns a list of the keys (strings) stored in the hash variable.  


Argument types:

HASH

Returns type:

VECTOR[STRINGS]


%knn(n) — Transposition operator

Returns the transposition operator which maps a vec of an n × n matrix to vec of its transpose. Note that this creates a matrix to do the mapping—it doesn't do the mapping itself. This was added with version 9.2.


Argument types:

Integer

Returns type:

RECTANGULAR (dimensions n2×  n2)


%kroneker(A,B) — Kroneker product of two arrays

Returns the Kroneker product of arrays A and B. For A(m,n) and B(p,q), this computes an mp×nq matrix \({\bf{A}} \otimes {\bf{B}}\).


Argument types:

Any real-valued matrices

Returns type:

RECTANGULAR


%kronid(A,B) — Kroneker identity function

Computes \(\left( {{\bf{A}} \otimes I} \right){\bf{B}}\). A must be a square matrix; the first dimension of B must be a multiple of the dimension of A.


Argument types:

A must be SYMMETRIC or square RECTANGULAR matrix, B can be any matrix with first dimension a multiple of the dimension of A.

Returns type:

RECTANGULAR


%kronmult(A,B,C) — Specialized Kroneker multiplication

Computes \(\left( {{\bf{A}} \otimes {\bf{B}}} \right){\bf{C}}\) where \(\left( {{\bf{A}} \otimes {\bf{B}}} \right)\) is the Kroneker product of A and B.


Argument types:

Any real-valued matrices with compatible dimensions

Returns type:

RECTANGULAR


%l(s) — Get label of a series

Returns the label of series with the name or handle s.


Argument type:

Series name or handle

Returns type:

LABEL


%label(variable) — Get label of a series or other variable

Returns the label attached to the specified variable (that is, the name of the specified series, equation, etc.). Unlike %L, if you use a series number, you must use a type modifier to tell RATS that you want the label of a series.


Argument type:

Variable name (not quoted) or series handle.

Returns type:

LABEL


%left(s,n) — Left substring

Returns the leftmost n characters of the string s.


Argument type:

s is a string or label, n is integer

Returns type:

String


%lnbeta(a,b) — Natural log of the beta function

Returns the natural log of the beta function B(a,b).


Argument types:

Real, non-negative

Returns type:

Real


%lngamma(x) — Natural log of the Gamma function

Returns the natural log of \(\Gamma (x)\).


Argument types:

Real, non-negative

Returns type:

Real


%lnlogistic(x) — Natural log of the logistic CDF

Returns \(\log \left( {\exp (x)/(1 + \exp (x)} \right)\), that is, the log of the logistic CDF.


Argument types:

Real

Returns type:

Real


%lnn(n) — Elimination matrix

Returns the "elimination matrix" which maps a vec of an n × n matrix to the equivalent vech (lower triangle) by eliminating the above diagonal elements. Note that this creates a matrix to do the mapping—it doesn't do the mapping itself. This was added with version 9.2.


Argument types:

Integer

Returns type:

RECTANGULAR (dimensions n(n+1)/2) × n2 )


%lnnx(n) — Elimination matrix for below diagonal

Returns the "elimination matrix" which maps a vec of an n × n matrix to the equivalent vech (lower triangle) by eliminating the elements at and above the diagonal. Note that this creates a matrix to do the mapping—it doesn't do the mapping itself. This was added with version 9.2.


Argument types:

Integer

Returns type:

RECTANGULAR (dimensions n(n-1)/2 × n2)


log(x),%log(A) — Natural log function

Returns the natural log. If applied to a matrix A, returns B such that \({{\bf{B}}_{ij}} = {\log _e}{{\bf{A}}_{ij}}\)


Argument types:

Real, or any real-valued array

Returns type:

Matches the argument


%logbetadensity(x,α,β) — Log Density of Beta distribution

Returns the log density of the beta density for x, given α and β.


Argument types:

Reals

Returns type:

Real


%logcdf(v,x) — Natural log of the normal CDF

Returns \(log \,\Phi \left( {x/\sqrt v } \right)\) where v is the variance, and \(\Phi \) is the normal CDF.


Argument types:

Reals

Returns type:

Real


%logconcdensity(\({\hat \Sigma }\),T) — Log concentrated MV normal density

Returns the log concentrated density for a (multivariate) normal with covariance matrix \({\hat \Sigma }\) and number of observations T:


\( - \frac{{Tk}}{2}\left( {\log (2\pi ) + 1} \right) - \frac{T}{2}\log \left| {\hat \Sigma } \right|\)


Argument types:

\({\hat \Sigma }\) is k × k SYMMETRIC (or single real), T is integer

Returns type:

Real

       


%logdensity(A,v) — Log multivariate normal density

Returns the log density for a (multivariate) normal with covariance matrix A evaluated at the deviations from mean of v:


\( - \frac{1}{2}\left( {k\log \pi  + \log \left| {\bf{A}} \right| + {\bf{v'}}{{\bf{A}}^{ - 1}}{\bf{v}}} \right)\)

       

Argument types:

A is k × k SYMMETRIC, v is a VECTOR (or 1-dimensional RECTANGULAR)

Returns type:

Real


%logdensitycv(\({\Sigma }\),\({\hat \Sigma }\),T) — Log multivariate normal density

Returns the log of multivariate normal density as a function of \({\Sigma }\),\({\hat \Sigma }\) , and the number of observations (T):


\( - \frac{{Tk}}{2}\log (2\pi ) - \frac{T}{2}\log \left| {\hat \Sigma } \right| - \frac{T}{2}{\Sigma ^{ - 1}}\hat \Sigma \)


Argument types:

\({\Sigma }\) and \({\hat \Sigma }\) are k × k SYMMETRIC (or scalar reals), T is an integer

Returns type:

Real


%logdensitydiag(V,u) — Log multivariate normal density with diagonal covariance

Similar to %LOGDENSITY except that the covariance matrix is diagonal, and V is a vector with the diagonal elements.


Argument types:

Both VECTOR of the same dimension

Returns type:

Real


%logdetxx(S) — Log determinant of a symmetric matrix

Returns \({\rm{log}}\left| {\bf{S}} \right|\) for a symmetric matrix S.


Argument types:

SYMMETRIC

Returns type:

Real


%logdirichlet(x,d) — Log Density of Dirichlet

Returns the log density of a Dirichlet density. x and d must have the same dimensions, the d’s must be positive, and the x’s must sum to one.


Argument types:

VECTORs, must be of the same dimension.

Returns type:

Real


%loggammadensity(x,c,b) — Log Gamma density

Returns the log density evaluated at x, for a gamma distribution with shape parameter c and scale b.


Argument types:

Reals. c and b must be positive

Returns type:

Real


%loggeddensity(x,c,v) — Log GED density

Returns the log density evaluated at x, for a GED (generalized error distribution) with shape parameter c and variance v. This can be used for either univariate or multivariate GED distributions. Note that the scale parameter for the distribution is determined indirectly from the shape and the variance.


Argument types:

For univariate GED, both real and must be positive. For multivariate GED, x must be an \(n \times 1\) VECTOR and v a positive-definite \(n \times n\) SYMMETRIC.

Returns type:

Real


%loggevdensity(x,k,mu,sigma) — Log GEV density

Returns the log of the density function for the Generalized Extreme Value distribution for x, given tail index k, location parameter mu, and scale parameter sigma.


Argument types:

Reals

Returns type:

Real


%loggpdensity(x,k,mu,sigma) — Log Generalized Pareto density

Returns the log of the density function for the Generalized Pareto distribution for x, given tail index k, location parameter mu, and scale parameter sigma.


Argument types:

Reals

Returns type:

Real


%loginvchisqrdensity(x,degrees,scale) — Log density of scaled inverse chi-squared

Returns the log density at x for the scaled inverse chi-squared with degrees of freedom degrees and scale value scale. This was added with version 9.1.


Argument types:

Real, all positive

Returns type:

Real


%loginvgammadensity(x,a,b) — Log density of inverse gamma

Returns the log density at x for the inverse gamma with shape a and scale b. This was added with version 9.1.


Argument types:

Real, all positive

Returns type:

Real


%logistic(x,b) — Logistic function

Returns the logistic function: \(1/\left( {1 + b{e^{ - x}}} \right)\). This is “safeguarded” to avoid overflows.


Argument type:

Reals

Returns type:

Real


%lognegbin(x,r,p) — Log of the negative binomial density

Returns the log of the negative binomial density of x given r and p.


Argument type:

Reals

Returns type:

Real


%logpoissonk(mean,k) — Log of Poisson probability

Returns the log of \(P(x = k|m = mean)\) for a Poisson process with the mean given by mean.


Argument type:

Reals

Returns type:

Real


%logtdensity(V,U,nu) — Log Multivariate t density

Returns the log of the multivariate t-density with nu degrees of freedom and covariance matrix V, evaluated at the vector of deviations from the mean U. Note that V is the covariance matrix of the t distribution itself, not of the underlying multivariate Normal on which it is based.


Argument type:

V is SYMMETRIC, U is VECTOR (same dimension as V), nu is a positive-valued real. (V and U can also both be reals to evaluate the univariate log density).

Returns type:

Real


%logtdensitystd(V,U,nu) — Log Multivariate t density

Returns the log of the standardized multivariate t-density with nu degrees of freedom and covariance matrix V, evaluated at the vector of deviations from the mean U. This is equivalent to: %logtdensity(v*nu/(nu-2),u,nu)


Argument type:

V is SYMMETRIC, U is VECTOR (same dimension as V), nu is a positive-valued real. (V and U can also both be reals to evaluate the univariate log density).

Returns type:

Real


%ltinv(L) — Lower triangular inverse

For a packed matrix L, this returns the inverse of the lower-triangular portion.


Argument type:

PACKED matrix of reals

Returns type:

PACKED matrix of reals


%ltouterxx(L) — Lower triangular outer product

For a packed matrix L, this returns the SYMMETRIC \(\mathbf{L}\mathbf{L}'\)


Argument type:

PACKED matrix of reals

Returns type:

SYMMETRIC matrix of reals


%matpeek(A,coords) — Extracting entries from a sparse matrix

Returns a VECTOR formed from extracting from the matrix A the row,column elements from the 2 × m RECT[INTEGER] coords in the matrix A.


Argument type:

A is RECTANGULAR,

coords a 2 × m RECT[INTEGER]

Returns type:

VECTOR (dimension m)


%matpoke(A,coords,v) — Filling entries in a sparse matrix

Copies data from the VECTOR v (dimension m) to the row,column pairs elements specified by the 2 × m RECT[INTEGER] coords. The remaining entries of A are unaffected.


Argument type:

A is RECTANGULAR,

coords a 2 × m RECT[INTEGER],

V is VECTOR

Returns type:

RECTANGULAR (returns modified A)


%max(x,y) — Maximum of two reals

Returns the maximum of two real values, x and y.


Argument type:

Real

Returns type:

Real


%maxindex(V) — Location of maximum value in a VECTOR

Returns the element number at which the maximum value of a VECTOR is attained.


Argument type:

VECTOR

Returns type:

Integer


%maxvalue(A) — Get maximum value of an array

Returns the maximum value of the array A. Use %minvalue to get the minimum value.


Argument type:

Real-valued array

Returns type:

Real


%mid(s,m,n) — Middle substring

Returns the n characters from the string s starting at position m. (Count positions beginning at 1). If n0, all characters from position m on are included.


Argument type:

s is a string or label, m and n are integers

Returns type:

String


%mills(x) — Inverse Mills’ ratio

Returns the inverse Mills’ ratio for a normal (\(\phi /\Phi \)) evaluated at x.


Argument type:

Real

Returns type:

Real


%min(x,y) — Minimum of two reals

Returns the minimum of two real values, x and y.        


Argument types:

Reals

Returns type:

Real


%minimalrep(A,w) — Determines “minimal” representation

Returns a string giving a “picture” code for use by PRINT, DISPLAY or other output instructions which provides the “minimal” representation for the elements of A using at most w positions. This will be shorter than the representation given by %BESTREP if all elements of A can be shown to their full precision with only a few decimal places.


Argument types:

A is a real-valued matrix, w a positive integer

Returns type:

String


%minindex(V) — Location of minimum value in a VECTOR

Returns the element number at which the minimum value of a VECTOR is attained.


Argument types:

VECTOR

Returns type:

Integer


%minus(A) — Negative (“minus”) values of an array

Returns negative elements of array, with positive values replaced with zeros: \({{\bf{B}}_{ij}} = \min ({{\bf{A}}_{ij}},0)\). %plus is the similar function which takes plus values.


Argument types:

Real or real Array

Returns type:

Same as argument


%minvalue(A) — Get minimum value of an array

Returns the minimum value of the array A. Use %maxvalue to get the maximum value.


Argument type:

Real-valued array

Returns type:

Real


%mod(m,n) — Modulo arithmetic

Returns the remainder from dividing m by n (integer arithmetic). See also %CLOCK(m,n) which does modulo arithmetic but returns values between 1 and n.


Argument type:

Integer

Returns type:

Integer


%modelalpha(M) — Error correction loadings for a MODEL

Returns the matrix of loadings on the error correction terms in a model that includes them. This was added with version 9.2.


Argument type:

MODEL

Returns type:

N x r matrix



%modelcompanion(M) — Companion matrix for a MODEL

Returns the companion matrix for a model.  The model must only include linear equations—the function will not work if the model includes non-linear formulas.


Argument type:

MODEL

Returns type:

N x N matrix


%modeldepvars(M) — Get dependent variables from a MODEL

Returns a VECTOR[INTEGER] which gives the series handles for the dependent variables of the equations or formulas in a model.


Argument type:

MODEL

Returns type:

VECT[INTEGER] of series handles


%modeleqn(M,n) — Get equation from a MODEL

Returns a copy of the equation at position n in model M.


Argument type:

M is a MODEL, n an integer

Returns type:

EQUATION


%modelfind(M,s) — Locate an equation in a MODEL

Returns the position in model M of the equation or formula which has the series s as its dependent variable. Returns 0 if there is none.


Argument types:

M is a MODEL, s a SERIES

Returns type:

Integer


%modelgetcoeffs(M) — Get coefficients from a MODEL

Returns a RECTANGULAR with the coefficients from the equations of model M. Each column of the output array will have the coefficients from a different equation.


Argument types:

MODEL

Returns type:

RECTANGULAR


%modelgetvcv(M) — Get covariance matrix from a MODEL

Retrieves the covariance matrix stored with model M.


Argument types:

MODEL

Returns type:

SYMMETRIC


%modellagmatrix(M,k) — Lagged Dependent Variable Coefficents for a MODEL

This returns the N × N matrix of the coefficients for lag k of the dependent variables of model M (usually a VAR model). If the model has error correction terms, this returns the coefficients on the lagged differences in the error correction form.


Argument types:

M is a MODEL, k is an integer

Returns type:

N × N RECTANGULAR


%modellagsums(M) — Lag sums for a VAR MODEL

Computes the lag sums for a VAR model M. This is the matrix \(I - \sum\limits_{s = 1}^p {{\Phi _s}} \)  where \({{\Phi _s}}\) is the matrix of VAR coefficients for lag s. For a model with error correction terms, it returns the lag sums for the differenced variables in the error correction form.


Argument type:

MODEL

Returns type:

N × N RECTANGULAR


%modellabel(M,i) — Label of dependent variable in a MODEL

Returns the label of the dependent variable of the equation or formula at position i in model M.


Argument types:

M is a MODEL, i is an integer

Returns type:

LABEL


%modellargestroot(M) — Dominant root of MODEL

Returns the absolute value of the largest root of the companion matrix of model M.


Argument type:

MODEL

Returns type:

Real


%modelpoke(M,i,equation) — Replace an equation in a MODEL

This replaces the equation at position i in model M with equation.


Argument types:

M is a MODEL, i is an integer, equation is an EQUATION

Returns type:

MODEL


%modelsetcoeffs(M,C) — Set coefficients from a MODEL

Sets the coefficients of (all the) equations of a model M. The coefficients are taken from the array C, with the coefficients for equation i in the model being taken from column i of C.


Argument types:

M is a MODEL, C is RECTANGULAR

Returns type:

None


%modelsetvcv(M,S) — Set covariance matrix of a MODEL

Sets S as the residual covariance matrix of model M.


Argument types:

M is a MODEL, S is SYMMETRIC

Returns type:

None


%modelsize(M) — Number of equations in a MODEL

Returns the number of equations or formulas in model M.


Argument types:

MODEL

Returns type:

Integer


%modelsubstect(M) — Substitute out error correction terms in MODEL

Substitutes the error-correction terms out of model M, producing a model written in terms of the original variables only.


Argument types:

MODEL

Returns type:

MODEL


%month(e) — Month number (1–12) of entry e

Returns the month corresponding to entry e in the current CALENDAR scheme, where 1 is January, 2 is February, etc.


Argument types:

Integer

Returns type:

Integer


%mqform(A,B) — Matrix quadratic form operation

Returns \({\bf{B'AB}}\).


Argument type:

A must be N × N RECTANGULAR or SYMMETRIC; B can be any array that allows the \({\bf{B'AB}}\)operation, given the dimension of A.

Returns type:

SYMMETRIC if A is SYMMETRIC, otherwise RECTANGULAR


%mqformdiag(A,B) — Diagonal of matrix quadratic form

Returns a VECTOR containing the diagonal elements of \({\bf{B'AB}}\).


Argument type:

A must be N × N RECTANGULAR or SYMMETRIC; B can be any array that allows the \({\bf{B'AB}}\) operation, given the dimension of A.

Returns type:

VECTOR


%mscalar(x) — Create a scalar matrix

Creates a scalar matrix equal to the identity matrix times the value x. You can only use this in an expression such as A=%MSCALAR(x), where A is an N × N matrix which has already been declared and dimensioned.


Argument type:

RECTANGULAR

Returns type:

SYMMETRIC or RECTANGULAR


%mspexpand(P) — Markov switching probability function reparameterization

Takes the reduced size (N1) × matrix of Markov switching transition probabilities P (parameterized that way for estimation purposes) and expands it to a full N × N matrix. This is the inverse of %MSPREDUCE.


Argument type:

RECTANGULAR

Returns type:

RECTANGULAR


%mspreduce(P) — Markov switching probability function reparameterization

Takes a full size N × matrix of Markov switching transition probabilities P and reduces it to the (N1) × N matrix of free parameters. This is the inverse of %MSPEXPAND.


Argument type:

RECTANGULAR

Returns type:

RECTANGULAR


%negbin(x,r,p) — Negative binomial density

Returns the negative binomial density \(\left( {\begin{array}{*{20}{c}}{r + x - 1}  \\r  \\\end{array}} \right){p^r}{(1 - p)^x}\)


Argument type:

Reals (all non-negative)

Returns type:

Real


%noprec(x) — Tests for loss of precision

Returns 1 or 0 depending upon whether x is “machine-zero”.


Argument type:

Real

Returns type:

Real (0 or 1 value)


%normsqr(A) — Squared norm of a matrix

Returns the sum of squared elements of A.


Argument types:

Real-valued array

Returns type:

Real


%nullspace(A) — Orthonormal basis for null space

Returns an orthonormal matrix A which forms a basis for the null space of A. %NULLSPACE is similar to %PERP, but it does not assume that the input matrix has full rank in its smaller dimension. As a result, the dimensions of the output matrix will depend upon the rank of A, not just upon its dimensions.


Argument types:

RECTANGULAR

Returns type:

RECTANGULAR


%nyblomtest(x,p) — Nyblom fluctuations distribution

Returns the (approximate) tail probability at x of a standard Nyblom (1989) fluctuations test with p components. This is computed using a saddlepoint approximation, and should be quite accurate in the tails.


Argument types:

x is a non-negative real,

p is a positive integer

Returns type:

Real


%ones(rows,cols) — Create a matrix of ones

Returns a matrix with dimensions rows × cols , with all elements equal to one.


Argument types:

Integers

Returns type:

Rectangular of Reals


%outerxx(A) — Outer cross product

Returns \({\bf{AA'}}\)  for the matrix A. Use %INNERXX(A) to get \({\bf{A'A}}\).


Argument type:

Real-valued array

Returns type:

SYMMETRIC


%ovcheck(x) — Checks for potential overflow

Returns a missing value if x is so large as to probably be the result of an unstable calculation. This will typically force the parameters generating a function evaluation to be rejected as out-of-range. If x is a “normal” number, %OVCHECK returns x.


Argument type:

Real

Returns type:

Real (either x or missing value)


%panelobs( ) — Size of panel data time dimension

Returns the number of periods per individual for panel data as was set on the CALENDAR instruction.


Argument type:

None

Returns type:

Integer


%panelsize() — Number of Individuals in Panel Set

Returns the number of individuals given the current CALENDAR(PANELOBS=...) setting and total number of observations. %PANELOBS() gives the number of time periods.


Argument type:

None

Returns type:

Integer


%parmset( ) — Returns the default PARMSET

This returns the current default parameter set.          


Argument type:

None

Returns type:

PARMSET


%parmslabels(P) — Extract parameters from a PARMSET

Returns a VECTOR[STRINGS] with the labels of the variables in parameter set P.        


Argument type:

PARMSET

Returns type:

VECTOR[STRINGS]


%parmspeek(P) — Extract parameters from a PARMSET

Returns the parameters from PARMSETP as a VECTOR.        


Argument type:

PARMSET

Returns type:

VECTOR


%parmspoke(P,v) — Put vector into a PARMSET

Resets the parameters in PARMSETP from the vector v.        


Argument type:

P is a PARMSET, v is a VECTOR

Returns type:

VECTOR (returns v)


%patchmat(Base,Source) — Replace NA’s in a matrix

Returns the matrix formed by patching over (replacing) any NA’s in the Base matrix with the corresponding entries from the Source matrix. Base and Source must have conforming dimensions.        


Argument type:

Any real-valued matrices (must have same dimensions)

Returns type:

Matrix of same type/dimensions as Base


%patchzero(Base) — Replace NA’s in a matrix with zeros

Returns the matrix formed by patching over (replacing) any NA’s in the Base matrix with zeros.


Argument type:

Any real-valued matrix

Returns type:

Matrix of same type/dimensions as Base


%payment(a,r,n) — Required payments for an annuity

Returns the required payment for an annuity with principal a, interest rate r, and term n (a, r, and n are real values).


Argument type:

Reals

Returns type:

Real


%period(e) — Period within a panel set

For entry e in the current CALENDAR scheme returns the time period within either the individual (for panel data) or the day (for intra‑day data), or year for other date schemes.


Argument type:

Integer  (entry number or date expression)

Returns type:

Integer


%perp(A) — Perp operator

Returns an orthonormal matrix \({{\bf{A}}^ \bot }\) which forms a basis for the null space of \({\bf{A}}\). If \(m > n\) (that is, \({\bf{A}}\) has more rows than columns), this is a basis for the left null space, so \({{\bf{A}}^ \bot }^\prime {\bf{A}}{\rm{ = 0}}\). \({{\bf{A}}^ \bot }\) is \(m \times (m - n)\). If \(m < n\), it will be a basis for the right null space, \({\bf{A}}{{\bf{A}}^ \bot } = 0\), with \({{\bf{A}}^ \bot }\)  being \(n \times (n - m)\).


Argument types:

Rectangular array

Returns type:

Rectangular array


%plus(A) — Non-negative (“plus”) values of an array

Returns positive elements of array, with negative values replaced with zeros: \({B_{ij}} = \max ({A_{ij}},0)\). Use %minus to get the minus version.


Argument types:

Real or real Array

Returns type:

Same as argument


%poisson(mean,k) — Cumulative Poisson probability

Returns \(P(x \le {\rm{k}}|\mu  = {\rm{mean}})\) for a Poisson process with mean given by mean.


Argument types:

Reals

Returns type:

Reals

%poissonk(mean,k) — Poisson probability

Returns \(P(x = {\rm{k}}|\mu  = {\rm{mean}})\) for a Poisson process with mean given by mean.


Argument types:

Reals

Returns type:

Reals


%polyadd(V1,V2) — Add two polynomials

Adds two polynomials, represented by the vectors V1 and V2, where an n+1 vector V represents an n-degree polynomial, in the form \({\bf{V}}{\rm{(1) + }}{\bf{V}}{\rm{(2)}}{x^1}{\rm{ + }} \ldots {\rm{ + }}{\bf{V}}{\rm{(n + 1)}}{x^n}\).


Argument types:

VECTORS representing polynomials

Returns type:

VECTOR representing a polynomial


%polycxroots(V) — Complex roots of a polynomial

Returns all roots of a polynomial represented as described under %POLYADD.


Argument types:

VECTOR representing polynomial

Returns type:

VECTOR[COMPLEX] with the roots


%polydiv(V1,V2,d) — Divide two polynomials

Divides polynomial V1 by polynomial V2 (where V1 and V2 are represented by VECTORS) up to degree d.


Argument types:

V1 and V2 are VECTORS representing polynomials, d is an integer

Returns type:

VECTOR representing a polynomial


%polymult(V1,V2) — Multiply two polynomials

Multiplies two polynomials, represented by the vectors V1 and V2.


Argument types:

VECTORS representing polynomials

Returns type:

VECTOR representing a polynomial


%polyroots(V) — Roots of a polynomial

Returns all real roots of a polynomial represented by the vector V.


Argument types:

VECTOR representing polynomial

Returns type:

VECTOR with the roots. Note that it could have dimension 0.


%polysub(V1,V2) — Subtract two polynomials

Subtracts two polynomials, represented by the vectors V1 and V2.


Argument types:

VECTORS representing polynomials

Returns type:

VECTOR representing a polynomial


%polyvalue(V,x) — Evaluate a polynomial

Returns the value of a polynomial (represented by the vector V) for a given value of x.


Argument types:

V is a VECTOR representing a polynomial, x is real

Returns type:

Real


%psddiag(S,B) — Diagonalizing a symmetric matrix

For the positive semi-definite SYMMETRICS, returns a lower triangular matrix L such that \({\bf{LSL'}}\) is diagonal with 1’s and 0’s on the diagonal. B is used to determine when a calculation has produced a zero (to machine precision). If S is full rank, %PSDDIAG(S,B) will give \({\bf{LSL'}} = {\bf{I}}\).


Argument types:        Symmetric (both should be positive semi-definite)
Returns type:        Rectangular


%psdfactor(A,IX) — Factoring symmetric matrix

Returns the Cholesky factor of the positive semi-definite SYMMETRICA with ordering given by the index list in the VECTOR[INTEGER]IX. The function %DECOMP(A) is equivalent to %PSDFACTOR(A,||1,2,...,n||)


Argument types:

A is SYMMETRIC; IX is a VECT[INTEGER]

Returns type:

RECTANGULAR


%psdinit(A,W) — Stationary covariance matrix

Returns a SYMMETRIC matrix V such that \({\bf{AVA'}} + {\bf{W}} = {\bf{V}}\). This is the stationary covariance matrix for a state-space model. %DLMINIT can solve a generalized problem with unit roots in the transition matrix A.


Argument types:

A is N × N Rectangular; W is N × N Symmetric

Returns type:

SYMMETRIC


%psubmat(A,startrow,startcol,B) — Copy values into an array

Copies information in matrix B into matrix A, starting at (startrow,startcol) of A. Copied values overwrite any existing values in the affected entries of A. A must be sufficiently large to allow all entries in B to be copied into existing dimensions of A.


Argument types:

A and B are matrices, startrow and startcol are integers

Returns type:

None


%psubvec(VA,position,VB) — Copy values into a vector

Puts the information in vector VB into vector VA, beginning at entry position of VA. The copied values will overwrite any existing values in the affected entries of VA. Note that VA must be sufficiently large enough to allow all entries of VB to be copied into the existing dimensions of VA.


Argument types:

VA and VB are VECTORs, position is an integer

Returns type:

None


%pt(V,t,X) — Filling a matrix of series

V is an array of SERIES, X should be an array of reals of the same size and shape. The elements at entry t of the series in V are filled with the corresponding values of vector X.


Argument types:

V is an array of SERIES, t an integer, X an array of reals

Returns type:

None


%qform(A,B) — Evaluate a quadratic form

Returns \({\bf{B'AB}}\), where B is either a VECTOR or an N × 1  or 1 × N RECTANGULAR array.


Argument types:

A is a square matrix, B a VECTOR or 1-dimensional matrix.

Returns type:

Real


%qformd(A,B) — Evaluate a quadratic form with a diagonal matrix

Returns \(\sum\limits_i {{A_i}B_i^2} \) where A and B are either conforming VECTORS or N × 1  or 1 × N RECTANGULAR arrays.


Argument types:

Both VECTOR or 1-dimensional matrices.

Returns type:

Real


%qformdpdf(D,x) — PDF of a diagonal quadratic form

Returns \(P({\bf{e'De}} < x)\) where D is a diagonal matrix (represented by a VECTOR).


Argument types:

D is a VECTOR (diagonal elements of a matrix),

x is real

Returns type:

Real


%qforminv(S,v) — Inverse quadratic form

Returns  \({\rm{v'}}{{\rm{S}}^{ - 1}}{\rm{v}}\)where S is positive semi-definite symmetric.


Argument types:

S is SYMMETRIC, v is VECTOR

Returns type:

Real


%qformpdf(A,x) — PDF of a quadratic form

Computes \(P({\bf{e'Ae}} < x)\) for a quadratic form in Normal(0,1) variables, where A is SYMMETRIC and e is i.i.d. This can be used for ratios of quadratic forms as well, since \(P({\bf{eAe}}/{\bf{eBe}} < x) = P({\bf{e'}}({\bf{A}} - x{\bf{B}}){\bf{e}} < 0)\).


Argument types:

A is SYMMETRIC, x is real

Returns type:

Real


%qrdecomp(A) — QR decomposition

Returns a VECTOR[RECTANGULAR] with two elements, the Q and R, respectively, of \({\bf{QR}} = {\bf{A}}\), where Q is orthonormal (\({\bf{QQ'}} = I\)) and R is upper triangular.


Argument types:

Rectangular array, usually square but can have more rows and columns.

Returns type:

2-element Vector of Rectangular arrays, with Q as the first element and R the second.


%ran(x) — Random normal draw

Returns draws from a Normal distribution with mean zero and standard deviation x. If you use this in an expression where the left side of the expression is an array that has already been declared and dimensioned (A=%RAN(1.0)), this will fill all elements of the array with random draws. Otherwise, it returns a single real value.


Argument types:

Real

Returns type:

Real or array of reals, depending on context of expression.


%ranbeta(a,b) — Random beta draw

Returns draws from a Beta distribution with shape parameters a and b. If you use this in an expression where the left side of the expression is an array that has already been declared and dimensioned (A=%RANBETA(3.0,5.0)), this will fill all elements of the array with random draws. Otherwise, it returns a single real value.


Argument types:

Real. Both must be positive

Returns type:

Real or array of reals, depending on context of expression.


%ranbranch(P) — Random selection of a branch

Returns a random integer from {1,..,dim(P)} where the elements of P are the (unscaled) probabilities of the choices.


Argument type:

Array of reals

Returns type:

Integer


%ranchisqr(nu) — Random chi-squared draw

Returns draws from a chi-squared distribution with nu degrees of freedom. If you use this in an expression where the left side of the expression is an array that has already been declared and dimensioned (A=%RANCHISQR(10)), this will fill all elements of the array with random draws. Otherwise, it returns a single real value.


Argument types:

Real. nu>0

Returns type:

Real or array of reals, depending on context of expression.


%rancombo(n,k) — Random combination

Returns a VECTOR[INTEGER] which is a random combination (draw without replacement) of k items from {1,...,n}.


Argument types:

n and k are integers, both positive

Returns type:

VECT[INTEGER] with dimension k


%randirichlet(C) — Random Dirichlet

Returns a draw from a Dirichlet distribution. The Dirichlet is a generalization of the beta distribution. C is an n-vector of positive shape parameters. The return is an n-vector of probabilities (positive values summing to one).


Argument types:

VECTOR of positive numbers

Returns type:

VECTOR with the same dimension as C


%ranflip(p) — Random draw from Bernoulli distribution

Returns random draws (zeros or ones) from a Bernoulli distribution with probability p. If you use this in an expression where the left side of the expression is an array that has already been declared and dimensioned (A=%RANFLIP(0.6)), this will fill all elements of the array with random draws. Otherwise, it returns a single draw.


Argument types:

Real, between 0 and 1

Returns type:

Real or array of reals, depending on context of expression.


%rangamma(r) — Random gammas

Returns draws from a gamma distribution with shape parameter r. If you use this in an expression where the left side of the expression is an array that has already been declared and dimensioned (A=%RANGAMMA(10.0)), this will fill all elements of the array with random draws. Otherwise, it returns a single real value.


Argument types:

Real. r>0

Returns type:

Real or array of reals, depending on context of expression.


%rangrid(X,F) — Random draw from approximate distribution

Returns a random draw from a distribution approximated by the grid. X is the vector of grid points (in increasing order, not necessarily equally spaced) and F is a corresponding vector of (relative) densities.


Argument types:

VECTORs (should be same dimension)

Returns type:

Real


%raninteger(l,u) — Random integer

Returns an integer drawn randomly from [l,u].


Argument types:

Integer

Returns type:

Integer


%ranks(A) — Ranks of the elements of an array

Returns an array with the same size and type as A with the ranks of the corresponding elements of A. Ranks are in increasing order beginning with 1. Ties are assigned the average of the covered ranks.


Argument type:

Real array

Returns type:

Real array matching the argument


%ranlogkernel() — Log kernel density from recent draw

Returns the log kernel density from the most recent draw of random numbers.


Argument types:

None

Returns type:

Real


%ranlognormal(mean,sd) — Draws from log Normal density

Returns draws from a log Normal distribution with mean mean and standard deviation sd. (Note that these are moments of the log Normal itself, not of the underlying Normal density). If you use this in an expression where the left side of the expression is an array that has already been declared and dimensioned (A=%RANLOGNORMAL(1.0,0.5)), this will fill all elements of the array with random draws. Otherwise, it returns a single real value. This was added with Version 9.1.


Argument types:

Real

Returns type:

Real or array of reals, depending on context of expression


%ranmat(m,n) — Rectangular matrix of random normal draws

Returns an m × n matrix of random draws from a standard Normal(0,1) distribution.


Argument types:

Integer

Returns type:

m × n RECTANGULAR

%ranmvkron(FS,FX) — Draw from multivariate Normal regression

Returns a draw from a multivariate Normal regression. Inputs are a factor of the regression Σ matrix (FS) and a factor of the \({\left( {{\bf{X'X}}} \right)^{ - 1}}\) matrix (FX).


Argument types:

FS is N×N, FX is k×k

Returns type:

N×k RECTANGULAR


%ranmvkroncmom(C,H,P,M) — MV normal regression, CMOM variant

Returns a draw from a multivariate Normal regression given a cross-moment matrix C,  regression precision matrix (H), prior precision matrix (P) and prior mean (M).


Argument types:

C is SYMMETRIC, H is SYMMETRIC, P is SYMMETRIC, M is a vector with the stacked coefficients, or a RECTANGULAR with equation coefficients in columns.

Returns type:

Matrix matching the structure of M.


%ranmvnormal(F) — Draw from random multivariate Normal

Returns a draw from a multivariate Normal with mean 0 and covariance matrix \({\bf{FF'}}\), that is, the argument provides a factor of the covariance matrix.


Argument types:

square RECTANGULAR

Returns type:

VECTOR with the same number of rows as F.


%ranmvpost(P1,M1,P2,M2) — Draw from a MV Normal posterior

Returns a draw from a multivariate Normal posterior combining multivariate Normals, with the given precisions (P1 and P2) and means (M1 and M2).


Argument types:

P1 and P2 are SYMMETRIC, M1 and M2 are VECTOR.

The dimensions need to match.

Returns type:

VECTOR with the dimensions of the M's.


%ranmvpostcmom(C,h,P,M) — MV Normal posterior, CMOM variant

Returns a draw from a multivariate Normal posterior combining multivariate Normals, given a cross-moment matrix C, a regression precision (h), prior precision matrix (P) and prior mean (M).


Argument types:

C is SYMMETRIC, h is real, P is SYMMETRIC, M is VECTOR

Returns type:

VECTOR with the dimensions of M.


%ranmvposthb(H,Hb) — Draw from a MV Normal posterior

Returns a draw from a multivariate Normal posterior given precision matrix H and precision times mean vector Hb. (In many applications, it's easier to compute Hb than the mean itself).


Argument types:

H is SYMMETRIC, Hb a VECTOR with the same dimension.

Returns type:

VECTOR with the same dimension as Hb.


%ranmvt(F,nu) — Random draw from multivariate t

Returns a random draw from a multivariate t distribution, where nu is the degrees of freedom and F is a factor of the covariance matrix (the covariance matrix is \({\bf{FF'}}\)).


Argument types:

F is a rectangular array, nu real

Returns type:

SYMMETRIC with the dimensions of F


%ranpermute(n) — Random permutation

Returns a VECTOR[INTEGER] which is a random permutation (reordering) of {1,...,n}.


Argument types:

Integer

Returns type:

VECTOR[INTEGER] of dimension n



%ransign() — Random sign

Returns random signs (only values +1 and -1) drawn with equal probability. If you use this in an expression where the left side of the expression is an array that has already been declared and dimensioned (A=%RANSIGN(10.0)), this will fill all elements of the array with random draws. Otherwise, it returns a single real value.


Argument types:

None

Returns type:

Real or array of reals, depending on context of expression.


%ransphere(n) — Random draw on the unit sphere

Returns a draw made uniformly from the unit sphere in n dimensions.


Argument types:

Integer

Returns type:

VECTOR of dimension n


%ransvksc(u,mean,var) — Draws for log variance in stochastic volatility model

Returns a draw from the posterior for the log variance generated by combining a normal on the log variance (from adjoining observations) with an inverse gamma of the variance itself (from the observation). This is a step in a Gibbs sampling algorithm where the variance is drawn for a specific entry conditional on the variances at all other entries. It is based upon the rejection method of Kim, Shepard and Chib(1998) with refinements to provide better behavior. u is the residual, assumed to be distributed N(0,h). Conditioning on adjacent observations gives a Normal distribution for log h, where mean is the mean and var is the variance of that distribution. Note that these are moments of the log Normal, not of the underlying Normal density, and note again that it returns a draw for the log of the variance. This was added with Version 9.1.


Argument types:

Real

Returns type:

Real


%rant(d) — Random draw from Student t distribution

Returns a random draw from a t distribution with d degrees of freedom.


Argument types:

Real

Returns type:

Real, unless in the specific form A=%RANT(D), where A is a real array with dimensions already set, in which case a joint multivariate t draw is placed into the elements of A.


%rantruncate(mu,sig,lower,upper) — Random draw from truncated Normal

Returns a draw from a Normal with mean mu and standard deviation sig truncated to the interval [lower,upper]. lower or upper can be %NA to indicate an interval unbounded in that direction. If you use this in an expression where the left side of the expression is an array that has already been declared and dimensioned (A=%RANTRUNCATE(...)), this will fill all elements of the array with random draws. Otherwise, it returns a single real value.


Argument types:

Real

Returns type:

Real or array of reals, depending on context of expression.


%ranwishart(n,r) — Random Wishart matrix

Returns a draw from a n×nWishart distribution with identity covariance matrix and shape parameter r.


Argument types:

n is integer, r is a positive real number greater than n

Returns type:

SYMMETRIC


%ranwishartf(F,r) — Random Wishart with given covariance matrix

Returns a draw from a Wishart distribution with covariance matrix \({\bf{F'F}}\) and shape parameter r.


Argument types:

F is Rectangular, r is a positive real number greater than dim(F)

Returns type:

SYMMETRIC


%ranwisharti(F,r) — Random inverse Wishart

Returns a draw from an inverse Wishart distribution with covariance matrix \({\bf{F'F}}\) and shape parameter r.


Argument types:

F is Rectangular, r is a positive real number greater than dim(F)

Returns type:

SYMMETRIC


%ratsversion() — Get version number of RATS

This returns the version number of the copy of RATS you are using.


Argument type:

None

Returns type:

Real


%real(z) — Get real part of complex number

Returns the real part of a complex number z.


Argument type:

Complex

Returns type:

Real


%regend() — Return regression ending entry

Returns the ending entry/date of the most recently completed regression or estimation.


Argument type:

None

Returns type:

Integer


%reglabels() — Get regression labels

Returns a VECTOR[STRINGS] with the output labels from the regressors or non-linear parameters from the most recent estimation.


Argument types:

None

Returns type:

VECTOR[STRINGS]


%reglist() — Get regressor list

Returns the regressor list from the most recent regression as a coded VECT[INTEGER]. You can use %RLADDONE and related functions to modify the regressor list.


Argument types:

None

Returns type:

Regressor list (coded VECT[INTEGER])


%regload(R) — Reload saved regression

Loads into memory from R a regression saved using %REGSAVE(). Subsequent instructions such as TEST, other hypothesis test operations, and PRJ will apply to this regression.


Argument type:

VECT[INTEGER] (with coded information from %REGSAVE())

Returns type:

None


%regsave() — Save a regression

Saves the most recent regression, as a coded VECT[INTEGER].


Argument type:

None

Returns type:

VECT[INTEGER] (with coded information)


%regsetrange(start,end) — Reset regression range information

Sets the recoverable regression range (used by %REGSTART() and %REGEND()) to the start and end values.


Argument type:

Integer

Returns type:

None


%regstart() — Return regression starting entry

Returns the starting entry/date of the most recently completed regression or estimation.


Argument type:

None

Returns type:

Integer


%regtable() — Returns the "table" for the most recent regression

Returns a RECTANGULAR[INTEGER] array listing the explanatory variables in the most recent regression. The array has dimensions 2 × number of explanatory variables. Row one lists the series numbers of the explanatory variables, row two lists the lags. Use 0 for equation to get the table of variables in the most recent regression.


Argument type:

None

Returns type:

2 × k RECT[INTEGER]


%reshape(A,r,c) — Change the dimensions of an array

Returns the contents of A with dimensions changed  (usually from rectangular to vector or vice versa). r and c provide the number of rows and columns, respectively, in the new array. See also %VEC and %VECTORECT.


Argument types:

A is an array, r and c are integers

Returns type:

r×c RECTANGULAR


%right(s,n) — Right substring

Returns the rightmost n characters from the string s. Use the %MID function to get the rightmost characters from a known position within the string.


Argument types:

s is a string or label, n is integer

Returns type:

String


%rladdlag(R,S,L) — Add a lagged regressor to a regressor list

Adds lag L of series S to an existing regressor list R. See also %RLADDONE.


Argument types:

R is a regressor list (coded VECT[INTEGER]), S is a SERIES, and L is an integer lag number

Returns type:

Regressor list (coded VECT[INTEGER])


%rladdlaglist(R,S,list) — Add list of lags to a regressor list

Adds the lags included in list for series S to regressor list R. This is identical to %RLADDLAG(), except list is a list of lag numbers (as a VECT[INTEGER]), rather than a single lag.


Argument types:

R is a regressor list (coded VECT[INTEGER]), S is a SERIES, and list is a VECT[INTEGER] with a list of lags.

Returns type:

Regressor list (coded VECT[INTEGER])


%rladdone(R,S) — Add a regressor to a regressor list

Adds a series S (unlagged) to existing regressor list R.


Argument types:

R is a regressor list (coded VECT[INTEGER]), S is a SERIES

Returns type:

Regressor list (coded VECT[INTEGER])


%rlconcat(R1,R2) — Concatenate two regressor lists

Concatenates two regressor lists into a single list.


Argument types:

Regressor lists (coded VECT[INTEGER])

Returns type:

Regressor list (coded VECT[INTEGER])


%rlcount(R) — Number of regressors in list

Returns the total number of variables in a regressor list once lag fields are expanded.


Argument type:

Regressor list (coded VECT[INTEGER])

Returns type:

Integer


%rlempty( ) — Empty Regressor List

Returns an empty regressor list; this is identical to a VEC[INT] with dimension 0.


Argument types:

None

Returns type:

Regressor list (coded as an empty VECT[INTEGER])


%rlfromeqn(eqn) — Get a regressor list from an equation

Returns the regressor list from created from the explanatory variables in EQUATIONeqn.


Argument types:

EQUATION

Returns type:

Regressor list (coded as a VECT[INTEGER])


%rlfromtable(table) — Get a regressor list from a regression table

Returns a regressor list from a regression table (such as generated by %EQNTABLE or %INSTTABLE).


Argument types:

table is a regression table—a 2 ×nRECT[INTEGER] where each
column in the array represents one series{lag} pair, with the
series number in the first row and lag number in the second row.

Returns type:

Regressor list (coded as a VECT[INTEGER])


%rlverify(R) — Verify a regressor list

Verifies that R forms a valid regressor list. Useful when creating your own regressor lists or modifying existing regressor lists.


Argument type:

Regressor list (coded VECT[INTEGER])

Returns type:

Integer:  1 if a regressor list is good, 0 if not.


%round(x,n) — Rounding

Returns x rounded to n decimal places. Negative values of n round to positive powers of 10, that is, %round(1536,-2)=1500.


Argument type:

x is real, n is integer

Returns type:

Real


%rows(A) — Number of rows in a matrix

Returns the number of rows in a matrix A.


Argument type:

Any type of matrix

Returns type:

Integer


%rsscmom(C,V) — Residual sum of squares from a cross product

This returns the residual sum of squares given a (properly structured) cross moment matrix C and a coefficient vector V.  


Argument type:

C is SYMMETRIC \((K + 1) \times (K + 1)\) , V is VECTOR (K) where

K is the number of regressors.

Returns type:

Real


%s(L) — Series from label

Returns the series handle for the series whose name is the label L. If such a series doesn’t yet exist, it will be created. For instance,


SET %S("TREND"+I) = T^I


will, if I is 2, create series TREND2 as a squared trend.  


Argument types:

Label variable or expression

Returns type:

Series handle (integer)


%scalar(A) — Get first element of a matrix

Returns A(1,1) (or A(1) for a VECTOR).


Argument types:

A can be any real-valued array

Returns type:

Real


%scol(S,col) — Series from Column in Array of Series

Returns a VECTOR[INTEGER] with the series handles for a column of a matrix of SERIES.


Argument types:

S is an array of SERIES, col is an integer

Returns type:

VECTOR[INTEGER] with series handles


%sec(x) — Secant function

Returns the secant of x.


Argument type:

Real

Returns type:

Real


%selseries() — Return series selected in the Series List  

Returns a VECT[INTEGER] with the handles of the series currently selected in the Series List window.


Argument type:

None

Returns type:

VECTOR[INTEGER] of series handles


%seq(m,n) — Creates an Integer Sequence

Returns a VECTOR[INTEGER] with the sequence from m to n which can be in either order.


Argument types:

integers

Returns type:

VECTOR[INTEGER]


%seqa(start,incr,n) — Creates a Vector with a Real-Valued Sequence

Returns a VECTOR of dimension n filled with the sequence starting with start and incremented by incr for each subsequent entry. See also %SEQRANGE.


Argument types:

lower and upper are reals, n an integer

Returns type:

VECTOR


%seqrange(lower,upper,n) — Creates a Vector with a Real-Valued Sequence

Returns a VECTOR of dimension n filled with a sequence of constant-magnitude increments from lower to upper. See also %SEQA.


Argument types:

lower and upper are reals, n an integer

Returns type:

VECTOR


%seriesentry(series,entry) —  Panel data series entry references

When working with panel data, references to a series entry in a SET or FRML command will return “NA” (missing value code) if the entry referenced is in a different individual than the entry being set or evaluated—this is done to prevent lag computations from “lagging across” individuals. If you want the actual value of the series entry, regardless of whether it is in the current individual, use %seriesentry(series,entry) rather than just series(entry).


Argument types:

series is a SERIES, entry an integer (entry number)

Returns type:

Real


%sigmacmom(C,B) — Sum of squared error matrix from cross product

This returns the matrix with the sum of squared multivariate errors from a multivariate regression (same explanatory variables in each), given a (properly structured) cross moment matrix C and a coefficient matrix B.  


Argument types:

C is SYMMETRIC \((K + N) \times (K + N)\). B is RECTANGULAR \(N \times K\), where N is the number of equations and K is the number of coefficients per equation.

Returns type:

Symmetric N×N


%sign(x) — Sign function

Returns 1 if x is positive, –1 if it’s negative and 0 if it’s zero.


Argument type:

Real

Returns type:

Real


sin(x) — Sine function

Returns the sine of x, where x is in radians. If x is a matrix, transforms each element.


Argument type:

Real, or real-valued matrix.

Returns type:

Same as argument


%sinh(x) — Hyperbolic sine

Returns the hyperbolic sine of its argument:\(\left( {\exp (x) - \exp ( - x)} \right)/2\)


Argument type:

Real

Returns type:

Real


%size(A) — Size of an array

Returns the total number of elements in an array


Argument types:

Any matrix of any data type

Returns type:

Integer


%skewnn(n) — Skew-symmetric mapping matrix

Returns a matrix operator which will maps the vech of an \((n - 1) \times (n - 1)\) lower triangle to the vec of an \(n \times n\) skew-symmetric matrix which has the lower triangle below its diagonal, and minus the transpose of the lower triangle above its diagonal. Note that this creates a matrix to do the mapping—it doesn't do the mapping itself. This was added with version 9.2.


Argument types:

Integer

Returns type:

RECTANGULAR (dimensions \({n^2} \times n(n - 1)/2\))


%slike(template) — Series Handles by Template

Returns a VECT[INTEGER] of the series handles matching a name template.


Argument types:

label or string, supports # or * as wildcards

Returns type:

VECTOR[INTEGER] of series handles


%solve(A,b) — Solves linear equations

Returns solution x of Ax = b.  A is an N×N real matrix, b is an N-element vector.


Argument types:

A is a square matrix (RECTANGULAR or SYMMETRIC),

b is a vector

Returns type:

Vector


%sort(A) — Sorts an array

Returns an array which has the same size and shape as A, but with the elements of A sorted in increasing order. If A is RECTANGULAR, the sorted values are stored by columns.


Argument types:

Real-value matrix of any form

Returns type:

Matrix with the same dimensions and form as A


%sortc(A,c) — Sort on a column

Returns a copy of array A sorted based upon the values in column c. This normally sorts in increasing order. Make c negative to sort on a column in decreasing order.


Argument types:

A is RECTANGULAR, c is an integer

Returns type:

Rectangular


%sortcl(A,list) — Sort on multiple columns

Returns a copy of array A sorted on the values of the columns in the list. list should be a VECTOR[INTEGER], or an “in-line matrix” of the form ||col1,...,coln||. The first column listed is the primary key, the others are used in order to break ties. Use the negative of a column number to have that column sort in decreasing order.


Argument types:

A is RECTANGULAR, list is VECT[INTEGER]

Returns type:

Rectangular


sqrt(x),%sqrt(A) — Square root function

Square root function. For %SQRT, this returns an array with the same dimensions and type as A with each element replaced by its square root. For SQRT, it's the square root.


Argument types:

Real or Real array

Returns type:

Real or an array of the same type and dimension as A


%srow(S,row)  — Series from Row in Array of Series

Returns a VECTOR[INTEGER] with the series handles for a row of a matrix of SERIES.


Argument types:

S is an array of SERIES, row is an integer

Returns type:

VECTOR[INTEGER] with series handles


%stereo(V) — Stereo projection

Returns the conversion of a general n-1 element vector to an n vector on the unit sphere using the stereo projection.


Argument types:

Vector

Returns type:

Vector (dimension one greater than V)


%strcmp(s1,s2) — Compare two strings

Compares two strings. Returns 0 if they are identical, 1 if s1>s2 in lexicographical order, and –1 if s1<s2. Note that the return for equal strings is 0, not 1.


Argument types:

Strings

Returns type:

Integer


%strcmpnc(s1,s2) — Compare two strings disregarding case  

Compares two strings without regard to case. Returns 0 if they are identical, 1 if s1>s2 in lexicographical order, and –1 if s1<s2. Note that the return for equal strings is 0, not 1.


Argument types:

Strings

Returns type:

Integer


%strescape(s,chars,escape) - Escape special characters

Returns a copy of s with any character from chars escaped by prefixing with escape. For instance, %strescape("US$Exch","$","\") will return the string "US\$Exch"


Argument types:

Strings

Returns type:

String


%strfind(s,f) - Find substring

Searchs string s for string f, returning the position in s if found and zero otherwise.


Argument types:

Strings

Returns type:

Integer


%string(n) — Convert integer value to a string

Returns the character string corresponding to the integer n (for instance, %STRING(110) returns "110").


Argument type:

Integer

Returns type:

String


%strlen(s) — Returns the length of a string

Returns the length (number of characters) of the string s.


Argument type:

String

Returns type:

Integer


%strlower(s) — Convert string to lower case

Returns a copy of the string s with all characters in lower case.


Argument type:

String

Returns type:

String


%strmatch(s,pattern) — Test string for pattern match

Tests the string s for a match with pattern, returning 1 for a match and 0 for a failure to match. The pattern can include the following “wildcard” characters: * for matching 0 or more characters, ? for matching exactly one character, # for matching exactly one digit. Any other character must be an exact match (case is ignored for letters). For example, the pattern "*###" matches any string ending with three digits.


Argument types:

Strings

Returns type:

Integer


%strrep(s,n) — Repeats a string

Returns a string that consists of the input string s repeated n times.


Argument types:

String, integer

Returns type:

String


%strtrim(s) — Trim a string

Returns a copy of a string with leading and trailing spaces and quotes removed.


Argument type:

String

Returns type:

String


%strupper(s) — Convert string to upper case

Returns a copy of the string s with all characters in upper case.


Argument type:

String

Returns type:

String


%strval(x,pc) — String showing a numerical value

This returns a string that displays the real value x in the picture code pc. For instance, %strval(11.9,"*.##") will return the string 11.90.


Argument types:

Real, string

Returns type:

String


%sum(A) — Sum of array elements

Returns the sum of all elements in the array A. For SYMMETRIC arrays, it computes the sum of the lower triangle only. This can also be applied to SERIES variables, in which case the sum will be computed over the defined range of the series, or the range set by an SMPL instruction. Any missing observations will be omitted from the computation.


Argument type:

Real array or SERIES

Returns type:

Real


%sumc(A) — Sums columns of an array

This computes the sums of each column in an array. For an M×N array, this returns an N×1 array where element j contains the sum of all the elements in column j of the array A. Any missing observations will be omitted from the computation.


Argument types:

RECTANGULAR, can be any dimensions

Returns type:

Vector with dimension equal to columns of A


%sumr(A) — Sums rows of an array

This computes the sums of each row in an array. For an M×N array, this returns an M×1 array where element i contains the sum of all the elements in row i of the array A. Any missing observations will be omitted from the computation.


Argument types:

RECTANGULAR, can be any dimensions

Returns type:

Vector with dimension equal to rows of A


%svdecomp(A) — Singular Value Decomposition

Returns a VECTOR[RECTANGULAR] with three elements, the U, W and V, respectively, of \({\bf{A}} = {\bf{U}}[diag({\bf{W}})]{\bf{V'}}\), where U and V are column orthonormal, and W is the vector of diagonal elements in the SVD. The singular values will be sorted in descending order.


Argument types:

RECTANGULAR, can be any dimensions

Returns type:

VECT[RECTANGULAR], with three elements in the vector


%sweep(A,k) — Sweep function of a matrix

Returns the result of sweeping matrix A on pivot k. A must be a square RECT or SYMM array. k is any integer from 1 to N. A is an N×N matrix. B = %SWEEP(A,k) returns:


       

Note that %SWEEP(%SWEEP(A,k),k)= A. See Section 4.1 in the Additional Topics PDF for more on the use of the sweep functions.


Argument types:

A is SYMMETRIC or square RECTANGULAR, k is integer

Returns type:

Square RECTANGULAR (even if A is SYMMETRIC)


%sweeplist(A,list) — Sweep function of a matrix

Returns the result of sweeping matrix A on the pivots given by the VECTOR[INTEGER] list. The sweep function is described with %SWEEP.


Argument types:

A is SYMMETRIC or square RECTANGULAR,

list is VECTOR[INTEGER]

Returns type:

Square RECTANGULAR (even if A is SYMMETRIC)


%sweeptop(A,k) — Sweep function of a matrix

Returns the result of sweeping matrix A on all pivots 1,...,k. The sweep function is described under %SWEEP.


Argument types:

A is SYMMETRIC or square RECTANGULAR, k is integer

Returns type:

Square RECTANGULAR (even if A is SYMMETRIC)


%symmcol(n) — Get column number from packed position

Returns the column number corresponding to element n in a packed symmetric or packed lower triangular matrix.


Argument type:

Integer (\(n = 1,{\rm{ }}n = m(m + 1)/2\))

Returns type:

Integer

%symmpos(row,col)  — Get position of value in symmetric array

Returns the position in a packed symmetric or lower triangular matrix for a given row and column in the unpacked matrix.


Argument type:

Integer (1)

Returns type:

Integer


%symmrow(n)  — Get “unpacked” row from symmetric array

Returns the row number corresponding to element n in a packed symmetric matrix or lower triangular matrix.


Argument type:

Integer (n1, nm(m+1)/2)

Returns type:

Integer


%tablediff(table1,table2) — Find differences in tables

Finds the difference between two tables, returning a table with all variables from table1 which are not in table2.


Argument types:

Regression tables (2 × n RECT[INTEGER])

Returns type:

Regression table


%tableextract(table, list) — Extract subtable

Returns a subtable with the items in the listed positions of the argument table. list would usually be generated using %TABLEFINDALL or %TABLEFINDMISS.


Argument types:

table is a regression table (2 × n RECT[INTEGER])

list is s VECT[INTEGER] with positions

Returns type:

regression table


%tablefind(table,series,lag) — Locate a single variable in a table

For series series and lag lag, this locates the requested variable (series{lag}) in regression table table. It returns the position of the variable, or zero if it’s not present.


Argument types:

table is a regression table (2 × n RECT[INTEGER])

series is a SERIES, lag is an integer lag number

Returns type:

VECTOR[INTEGER]. Could be dimension 0.


%tablefindall(table1,table2) — Locate variables in a table

Locates in table1 the series,lag pairs from table2. It returns a VECTOR[INTEGER] with the positions of the regressors in table1 that also appeared in table2.  


Argument types:

Regression tables (2 × n RECT[INTEGER])

Returns type:

VECTOR[INTEGER] (position numbers)


%tablefindlags(table,s) — Locate lags of a series in a table

Returns the list of lags of series s which appear in table.


Argument types:

table is a regression table (2 × n RECT[INTEGER])

s is a SERIES

Returns type:

VECTOR[INTEGER]. Could be dimension 0.


%tablefindmiss(table1,table2) — Locates variables missing from table

Returns a VECTOR[INTEGER] which shows the positions of variables in table1 that are not also in table2.


Argument types:

Regression tables (2 × n RECT[INTEGER])

Returns type:

VECTOR[INTEGER]


%tablefromrl(R) — Create table from regressor list

Creates a regressor table from a regressor list.


Argument type:

Regressor list (VECT[INTEGER])

Returns type:

Regression table (2 × n RECT[INTEGER])


%tablemerge(table1,table2) — Merge two regressor tables

Merges two regression tables into a single regression table. Duplicates are included just once.


Argument types:

Regression tables (2 × n RECT[INTEGER])

Returns type:

Regression table


%tableunique(table) — Locate series in table

Returns a table which includes just one entry for each series which appears in table, showing only lag zero (no matter which lags appear in the table).


Argument type:

Regression table (2 × n RECT[INTEGER])

Returns type:

Regression table


tan(x) — Tangent function

Returns the tangent of x, where x is in radians. If applied to a matrix, all elements are transformed.


Argument type:

Real or real-valued matrix

Returns type:

Same as argument


%tanh(x) — Hyperbolic tangent

Returns the hyperbolic tangent of its argument:


\(\frac{{\exp (x) - \exp ( - x)}}{{\exp (x) + \exp ( - x)}}\)


Argument types:

Real

Returns type:

Real


%tcdf(x,d) — CDF for t distribution

Returns the CDF at x for a t distribution, with degrees of freedom d.


Argument types:

Real. d must be positive

Returns type:

Real


%tcdfnc(x,d,nc) — CDF for non-central t distribution

Returns the CDF at x for a non-central t distribution, with degrees of freedom d, and non-centrality parameter nc.


Argument types:

Real. d must be positive

Returns type:

Real


%tdensity(x,d) — t density

Returns the density function at x for a t distribution with d degrees of freedom.


Argument types:

Real. d must be positive

Returns type:

Real


%tdensitync(x,d,nc) — Non-central t density

Returns the density function at x for a non-central t distribution, with degrees of freedom d, and non-centrality parameter nc.


Argument types:

Real. d must be positive

Returns type:

Real


%testdiff(base,test) — Test difference of two arrays

Returns the convergence criterion used by the non-linear estimation instructions applied to the VECTOR's base and test. The formula is:


\(\mathop {\max }\limits_i \left\{ {\,\min \left[ {\left| {\frac{{tes{t_i} - bas{e_i}}}{{bas{e_i}}}} \right|,\left| {tes{t_i} - bas{e_i}} \right|} \right]} \right\}\)


Argument type:

Real vectors of same dimension

Returns type:

Real


%today() ­— Today’s entry

Returns the entry number in the current CALENDAR scheme which covers today’s date (that is, the system date of the computer at run time).


Argument type:

None

Returns type:

Integer


tr(A) — Transpose of a matrix

Returns the transpose of matrix A.


Argument type:

Real M × N Array

Returns type:

Real N × M Array


%trace(A) — Trace of a matrix

Returns the trace of a SYMMETRIC or N × N matrix A.


Argument type:

Symmetric or square Rectangular array

Returns type:

Real


%tradeday(e,dow) — Number of trading day occurrences

Returns the number of occurrences of weekday dow (Monday=1, Tuesday=2, …, Sunday=7) in entry e in the current CALENDAR scheme. For instance, January 2010 started on a Friday, and so has five of each of Friday, Saturday and Sunday, and four of the other days. With a monthly calendar, %TRADEDAY(2010:1,1) (number of Mondays) is 4 while %TRADEDAY(2010:1,5) (number of Fridays) is 5.


Argument types:

Integer

Returns type:

Integer


%trigamma(x) — Trigamma function

Returns the trigamma function of x. The trigamma is the second derivative of \(\log {\rm{ }}\Gamma (x)\), and is usually denoted \(\psi '(x)\). (\(\psi (x)\) is the digamma function).


Argument types:

Real (positive)

Returns type:

Real


%tsign(x,y) — Sign transfer

Returns |x| if y is positive, –|x| if y is negative, 0 if y is zero.


Argument types:

Real

Returns type:

Real


%ttest(x,r) — Two-tailed t test

Returns the two‑tailed probability of a t with r degrees of freedom, that is, the probability that a t-distributed random variable with r degrees of freedom exceeds x in absolute value.


Argument types:

Real

Returns type:

Real



%uniform(l,u) — Random draw from a uniform distribution

Returns a random draw from a uniform distribution ranging from (the real values) l to u. If you use this in an expression where the target of an assignment is an array (that is, something like A=%UNIFORM(0.0,1.0)), this will fill all elements of the array with (independent) random draws. Otherwise, it returns a single real value.


Argument types:

Real

Returns type:

Array of reals or single real value, depending on the target.


%unit(x) — Unit circle value

Returns the unit circle value \(\exp (ix)\).


Argument type:

Real

Returns type:

Complex


%unit2(n,T) — Unit circle value for 2π(n-1)/T

Returns the unit circle value \(\exp \left( {2\pi i(n - 1)/T} \right)\).


Argument type:

Integers

Returns type:

Complex


%unitfn(unit) — Get file name for I/O unit

Returns the filename associated with the I/O unit whose name is given by the string unit. For example, if you have done


open data mydata.xls


then %unitfn("data") would return "mydata.xls".


Argument type:

String (unit name)

Returns type:

String


%unitfnext(unit) — Get extension of file name for I/O unit

Returns the extension (characters after the last period) of the filename associated with the I/O unit whose name is given by the string unit. For example, if you have done


open data mydata.xls


then %unitfnext("data") would return "xls".


Argument type:

String (unit name)

Returns type:

String


%unitfnpath(unit) — Get path of file for I/O unit

Returns the path name (not including the filename) of the file associated with the I/O unit whose name is given by the string unit. For example, if you have done


open data c:\rats\projects\mydata.xls


then %unitfnpath("data") would return "c:\rats\projects".


Argument type:

String (unit name)

Returns type:

String


%unitfnroot(unit) — Get root name of file for I/O unit

Returns the main part of the filename, not including the last period or any extension, for the file associated with the I/O unit whose name is given by the string unit. For example, if you have done


open data mydata.xls


then %unitfnroot("data") would return "mydata".


Argument type:

String (unit name)

Returns type:

String


%unitv(n,i) — Generating a unit vector

This generates the ith unit n-vector—a vector with n elements, with element i set to one, and the other elements set to zero.


Argument types:

Integer

Returns type:

Vector


%valid( x ) — Check for valid (non-missing) value

Returns a value of 1 if and only if (all elements of) x are not the system missing value (%NA). In all other cases, it returns a zero. Use it to test for missing values. If applied to a matrix, all elements must be valid to get a 1 return value.


Argument type:

Real or Real-valued matrix

Returns type:

Real


%value(s) — Value from string

Returns the value of a number coded into the string s. %value("13.5") is the real number 13.5.


Argument type:

String

Returns type:

Real


%vec(A) — Vectorizing an array

Returns a VECTOR containing the values of array A. If A is RECTANGULAR, A is stripped out by columns; if SYMMETRIC or PACKED, by the rows of the lower triangle.


Argument type:

Any array of reals

Returns type:

VECTOR



%vech(S) — Vectorizing a SYMMETRIC

Returns a VECTOR containing the values of array S. If S is SYMMETRIC or PACKED, the target is created by running through the the rows of the lower triangle. (This is actually the same as %VEC, but since stringing out a symmetric matrix by lower triangle is generally referred to as a "vech" operation, we've added a function by that name).


Argument type:

Any array of reals

Returns type:

VECTOR


%vectorect(V,r) — Create a RECTANGULAR from a Vector

Reformats the values of the vector V into a RECTANGULAR with r rows. Elements 1 through r of V go into column 1 of the output array, elements r+1 through 2r go into column 2, and so on. This is the “inverse” of the %VEC function applied to a RECTANGULAR array with r rows.


Argument type:

VECTOR

Returns type:

RECTANGULAR


%vectosymm(V,r) — Create a SYMMETRIC from a Vector

Reformats the values of the vector V into a SYMMETRIC with r rows, filling the symmetric array row by row. This is the “inverse” of the %VEC function applied to a SYMMETRIC with r rows.


Argument type:

VECTOR

Returns type:

SYMMETRIC


%weekday(e) — Day of week of entry e

Returns the day of the week (1=Monday through 7=Sunday) of entry e in the current CALENDAR scheme.


Argument type:

Integer  (entry number or date expression)

Returns type:

Integer


%wfractiles(A,W,F) — Compute fractiles

Returns a VECTOR with fractiles (quantiles) of the elements of the array A with (un-normalized) weights provided by W. W needs to have the same shape as A. The list of desired fractiles are provided by the VECTORF.


Argument types:

A and W are real arrays, F is a Vector

Returns type:

Vector with dimensions of F


%xcol(A,i) — Extract column of a matrix

Extracts column i from matrix A.


Argument types:

A is a (real-valued) matrix, i is an integer

Returns type:

Real matrix (N × 1)


%xdiag(A) — Extract diagonal from a matrix

Extracts the diagonal from matrix A.


Argument types:

A is a (real-valued) matrix

Returns type:

Real matrix (N × 1)


%xrow(A,i) — Extract row

Extracts row i from matrix A.


Argument types:

A is a (real-valued) matrix, i is an integer

Returns type:

Real matrix (1 × N)


%xsubmat(A,startrow,endrow,startcol,endcol) — Extract a matrix

This extracts an M × N rectangular matrix from matrix A. For example, to extract the upper-left 4 × 4 elements of A, you would use %xsubmat(A,1,4,1,4).


Argument types:

A is a (real-valued) matrix, others are integers

Returns type:

Real matrix


%xsubvec(V,startrow,endrow) — Extract a vector

Extracts elements startrow through endrow of vector V.


Argument types:

V is a Vector, startrow and endrow are integers

Returns type:

Real matrix


%xt(V,t) — Extract from an array of SERIES

From an array of SERIES, it extracts the entries t of the component series to form an array with the same size and shape as V.


Argument types:

V is an array of SERIES, t is an integer.

Returns type:

Real matrix (same dimensions for reals as V is for SERIES)


%year(e) — Year number

Returns the calendar year corresponding to entry e in the current CALENDAR scheme.


Argument type:

Integer

Returns type:

Integer


%ymdaycount(y,m) — Number of days in specified year/month

Returns the number of days in month m of year y. For example, %ymdaycount(2012,9) returns 30: the number of days in September, 2012.


Argument types:

Integers

Returns type:

Integer


%ymddow(y,m,d) — Day of week for specified date

Returns the day of the the week (1=Monday,...,7=Sunday) for the date y:m:d. For example, %ymddow(2012,9,1) returns 6, as September 1st, 2012 is a Saturday.


Argument types:

Integers

Returns type:

Integer


%ymdjulian(y,m,d) — Julian date for specified date

Returns the Julian date (number of days since January 1st, 0001, acting as if the Gregorian calendar extends back) for the date y:m:d.


Argument types:

Integers

Returns type:

Integer


%zeros(rows,cols) — Create a zero matrix

Returns a matrix with dimensions rows× cols, with all elements equal to zero.


Argument types:

Integers

Returns type:

Rectangular of Reals


%zlag(t,x) — Transfer function for lag

Returns \(\exp \left( { - i2\pi (t - 1)x/N} \right)\) where N is the number of frequencies set on the FREQUENCY instruction. As t runs from 1 to N, this gives the appropriate Fourier transform for the lag operator Lx.


Argument types:

Integer (t) and real (x)

Returns type:

Complex


%ztest(x) — Two-tailed standard normal probability

Returns the two‑tailed probability for Standard Normal, that is, the probability that a Normally distributed random variable exceeds x in absolute value.


Argument type:

Real

Returns type:

Real