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44—Chapter 3. Matrix Language

Similarly, the command:

vector(30) y = x

where X is a 10 element rowvector, yields the 10 element rowvector Y. In essence, EViews first creates the 30 element rowvector Y, then resizes it to match the size of X, then finally assigns the values of X to the corresponding elements of Y.

Matrix Function and Command Summary

Utility Functions and Commands

colplace ...............

Places column vector into matrix (p. 611).

@columnextract...

Extracts column from matrix (p. 612).

@columns ...........

Number of columns in matrix object (p. 612).

@convert .............

Converts series or group to a vector or matrix after removing NAs

 

(p. 613).

@explode.............

Creates square matrix from a sym (p. 616).

@filledmatrix.......

Creates matrix filled with scalar value (p. 616).

@filledrowvector..

Creates rowvector filled with scalar value (p. 617).

@filledsym ..........

Creates sym filled with scalar value (p. 617).

@filledvector .......

Creates vector filled with scalar value (p. 617).

@getmaindiagonal Extracts main diagonal from matrix (p. 618).

@identity.............

Creates identity matrix (p. 618).

@implode ............

Creates sym from lower triangle of square matrix (p. 618).

@makediagonal ...

Creates a square matrix with ones down a specified diagonal and

 

zeros elsewhere (p. 621).

matplace ..............

Places matrix object in another matrix object (p. 622).

mtos ....................

Converts a matrix object to series or group (p. 622).

@permute............

Permutes the rows of the matrix (p. 624).

@resample...........

Randomly draws from the rows of the matrix (p. 625).

@rowextract ..........

Extracts rowvector from matrix object (p. 625).

rowplace ..............

Places a rowvector in matrix object (p. 626).

@rows .................

Returns the number of rows in matrix object (p. 626).

stom ....................

Converts series or group to vector or matrix after removing obser-

 

vations with NAs (p. 627).

stomna.................

Converts series or group to vector or matrix without removing

 

observations with NAs (p. 627).

@subextract.........

Extracts submatrix from matrix object (p. 628).

@transpose ..........

Transposes matrix object (p. 630).

 

Matrix Function and Command Summary—45

 

 

@unitvector..........

Extracts column from an identity matrix (p. 630).

@vec ....................

Stacks columns of a matrix object (p. 630).

@vech ..................

Stacks the lower triangular portion of matrix by column (p. 631).

Matrix Algebra Functions

@cholesky............

Computes Cholesky factorization (p. 611).

@cond..................

Calculates the condition number of a square matrix or sym

 

(p. 612).

@det ....................

Calculate the determinant of a square matrix or sym (p. 615).

@eigenvalues .......

Returns a vector containing the eigenvalues of a sym (p. 615).

@eigenvectors ......

Returns a square matrix whose columns contain the eigenvectors

 

of a matrix (p. 616).

@inner .................

Computes the inner product of two vectors or series, or the inner

 

product of a matrix object (p. 619).

@inverse ..............

Returns the inverse of a square matrix object or sym (p. 620).

@issingular ..........

Returns 1 if the square matrix or sym is singular, and 0 otherwise

 

(p. 620).

@kronecker..........

Computes the Kronecker product of two matrix objects (p. 620).

@norm.................

Computes the norm of a matrix object or series (p. 623).

@outer .................

Computes the outer product of two vectors or series, or the outer

 

product of a matrix object (p. 623).

@rank ..................

Returns the rank of a matrix object (p. 624).

@solvesystem .......

Solves system of linear equations, Mx = v , for x (p. 626).

@svd....................

Performs singular value decomposition (p. 629).

@trace..................

Computes the trace of a square matrix or sym (p. 629).

Matrix Descriptive Statistics Functions

@cor ....................

Computes correlation between two vectors, or between the col-

 

umns of a matrix (p. 614).

@cov....................

Computes covariance between two vectors, or between the col-

 

umns of a matrix (p. 614).

The remaining descriptive statistics functions that may be used with matrices and vectors are described in “Descriptive Statistics” on page 577.

Matrix Element Functions

EViews supports matrix element versions of the following categories of functions:

46—Chapter 3. Matrix Language

Category

Matrix Element Support

 

 

Basic Mathematical Functions (p. 575)

All, except for “@inv”

 

 

Special Functions (p. 580)

All

 

 

Trigonometric Functions (p. 583)

All

 

 

Statistical Distribution Functions (p. 584)

All

 

 

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