MATRIX
The MATRIX command supports a full Matrix programming language and will do matrix operations on matrices and vectors. A comprehensive set of functions are available. Please see the chapter MATRIX MANIPULATION in the SHAZAM Reference Manual.
In general, the format is:
MATRIX newmat = f(oldmat)
The following logical operators are valid on the MATRIX command:
negation(-), multiplication(*), addition(+), subtraction(-), transpose('), Kronecker multiplication(@), Hadamard division(/) and Concatenation (|).
Regular matrix rules apply on the MATRIX command.
| FUNCTION |
DESCRIPTION |
|
CHOL(matrix)
|
Cholesky's decomposition of symmetric positive.
|
|
DET(matrix)
|
Determinant of matrix.
|
|
DIAG(matrix)
|
Diagonal.
|
|
EIGVAL(matrix)
|
The eigenvalues of matrix are taken.
|
|
EIGVEC(matrix)
|
The eigenvector of matrix is taken.
|
|
EXP(matrix)
|
Exponential operator is applied to each element
of matrix.
|
|
FACT(matrix)
|
Factors the inverse of the matrix.
|
|
IDEN(ndim)
|
Identity matrix is created.
|
|
IDEN(ndim,ndiag)
|
A matrix with ndim rows and columns is created with a diagonal of ones on the ndiag lower diagonal. (ndiag=1 gives an identity matrix)
|
|
INT(matrix)
|
Integer truncation of each element of matrix.
|
|
INV(matrix)
|
Inverse of matrix.
|
|
LAG(matrix,n)
|
Each column of the matrix is lagged n times.
|
|
LOG(matrix)
|
Natural log of each element is taken.
|
|
NCDF(matrix)
|
Normal cumulative density function.
|
|
NOR(nrow,ncol)
|
Normally distributed numbers.
|
|
RANK(matrix)
|
Rank of matrix is calculated.
|
|
SAMP(matrix,nrows)
|
A new matrix with n rows is created by random sampling with replacement from the old matrix.
|
|
SEAS(nob,nseas)
|
A series of seasonal dummy variables is created.
|
|
SEAS(nob,-ncross)
|
A series of cross-section dummy variables is created.
|
|
SIN(matrix)
|
Sine of each element of matrix is taken.
|
|
SQRT(matrix)
|
Square root of each element of matrix is taken.
|
|
SVD(matrix)
|
Singular Value Decomposition of matrix is performed.
|
|
SYM(matrix)
|
Creates a symmetric matrix from a square full matrix.
|
|
TIME(nob,x)
|
A vector with nob observations is created with values equal to a time index plus x.
|
|
TRACE(matrix)
|
Trace of matrix is calculated.
|
|
TRI(matrix)
|
Creates a lower triangular matrix from a square full matrix.
|
|
UNI(nrow,ncol)
|
Random numbers between 0 and 1 is created.
|
|
VEC(matrix)
|
Stacks columns of a matrix into a longer vector.
|
|
VEC(matrix,nrows)
|
Unstacks a vector into a matrix with nrows.
|
|
