Ox Function Reference
Chapter contents:
Tables:
- Formatting types for scanning
- Formatting flags for doubles and integers
- Formatting types for printing
acf
acf(const ma, const ilag);
-
- ma
- in: arithmetic type, T x n matrix
- ilag
- in: int, the highest lag
- Return value
- Returns a (ilag+1) by n matrix with the autocorrelation
function of the columns of ma up to lag ilag. Returns
0 if ilag <= 0. If any variance is <= 1e-20, then the corresponding
autocorrelations are set to 0.
- See also
- DrawCorrelogram, pacf
- Example
acos
acos(const ma);
-
- ma
- in: arithmetic type
- Return value
- Returns the arccosine of ma, of double or matrix type.
- See also
- asin, atan, cos, cosh, sin,
sinh, tan, tanh
- Example
aggregatec,aggregater
aggregatec(const ma, const istep);
aggregater(const ma, const istep);
-
- ma
- in: m x n matrix A
- istep
- in: int, size of groups, s
- Return value
- The aggregatec function returns a ceil(m/s) by n
where each group of s observations in every column is replaced by the
sum.
The aggregater function returns a m by ceil(n/s)
where each group of s observations in every row is replaced by the
sum.
- See also
- thinc, thinr
- Example
any
any(const ma);
-
- ma
- in: arithmetic type
- Return value
- Returns TRUE if any element of ma is TRUE, of integer type.
- See also
- equality expressions
- Example
arglist
arglist();
-
- Return value
-
Returns an array of strings holding the command line arguments
passed to the Ox program. The first entry is the name of the program
that was specified on the command line.
- Example
- See also
- va_arglist
(for variable number of function arguments)
array
array(const ma);
-
- ma
- in: any type
- Return value
- Casts the argument to an array, unless it already is an array.
- Example
asin
asin(const ma);
-
- ma
- in: arithmetic type
- Return value
- Returns the arcsine of ma, of double or matrix type.
- See also
- acos, atan, cos, cosh, sin,
sinh, tan, tanh
atan,atan2
atan(const ma);
atan2(const my, const mx);
-
- ma
- in: arithmetic type
- Return value
- atan returns the arctangent of ma, of double or matrix type,
between -pi/2 and pi/2.
atan2 returns the arctangent of my ./ mx,
between -pi and pi.
- See also
- acos, asin, cos, cosh, sin,
sinh, tan, tanh
bessel
bessel(const mx, const type, const n01);
bessel(const mx, const type, const nu);
-
- mx
- in: x, arithmetic type
- type
- in: character, type of Bessel function: 'J',
'Y', 'I', 'K', or
string: "IE", "KE", for scaled Bessel functions
- n01
- in: 0 or 1: order of Bessel function
- nu
- in: double, fractional order of Bessel function
- Return value
-
Returns an m x n matrix, when mx is an m
x n matrix, or a double when x is scalar.
The following are available: J0(x),
Y0(x), J1(x), Y1(x),
and the modified Bessel functions I0(x),
K0(x), I1(x), K1(x).
If the specified order is not 0 or 1, the fractional Bessel functions
are computed.
The modified Bessel functions are also available in scaled
form: e-xIn(x)
and exKn(x).
The accuracy is to about 15 digits.
betafunc
betafunc(const mx, const ma, const mb);
-
- mx
- in: x, arithmetic type
- ma
- in: a, arithmetic type
- mb
- in: b, arithmetic type
- Return value
- Returns the incomplete beta integral Bx(a,b).
Returns 0 if a <= 0, b <= 0 or x <= 0. The
accuracy is to about 10 digits. The return type is derived as follows:
- m x n matrix, when mx is an m
x n matrix, and ma,mb are scalar;
- m x n matrix, when mx is a scalar,
and ma,mb are m x n matrices;
- m x n matrix, when mx is an m
x n matrix, and ma,mb are m x
n matrices;
- double, when mx and ma,mb are scalar.
- See also
- gammafunc, probf, probf, tailf
binand,
bincomp,
binor,
binpop,
binvec,
binxor
binand(const ia, const ib, ...);
bincomp(const ia);
binor(const ia, const ib, ...);
binpop(const ia, ...);
binvec(const ia);
binxor(const ia, const ib, ...);
-
- ia
- in: int or matrix of integers
- ib
- in: int or matrix of integers
- ...
- in: optional additional arguments, if present, all arguments must be integers
- Return value
- binand returns the result from and-ing all arguments
(the & operator in C,C++ ).
bincomp returns the binary (bit-wise) complement of the argument
(the ~ operator in C/C++).
binor returns the result
from or-ing all arguments (the | operator in C,C++ ).
binpop returns the number of non-zero bits (popcount, Hamming weight)
in the argument. If there is more than one argument, these are xored
together first (the Hamming distance).
binvec returns the nx32 vector of zeros and ones,
with each row the bitwise representation of the integer(s) in the argument.
The least significant bit comes first, so 6 is returned as 0,1,1 followed by 29 zeros.
binxor returns the result
from xor-ing all arguments (the ^ operator in C,C++ ).
- Example
binomial
binomial(const n, const k);
-
- n, k
- in: arithmetic type
- Return value
- Returns the binomial function at the rounded value of each
element, of double or matrix type.
For negative integers, the function returns .NaN.
The binomial coefficient is: n!/((n-k)!k!).
When max(n-k,k) >= 50 the computation uses the loggamma function:
binomial(n,k)=exp(loggamma(n+1)-loggamma(n-k+1)-loggamma(k+1)).
- See also
- factorial,
gammafact,
loggamma
cabs,
cdiv,
cerf,
cexp,
clog,
cmul,
csqrt
cabs(const ma);
cdiv(const ma, const mb);
cerf(const ma);
cexp(const ma);
clog(const ma);
cmul(const ma, const mb);
csqrt(const ma);
-
- ma, mb
- in: 2 x n matrix (first row is real part, second row
imaginary part), or 1 x n matrix (real part only)
- Return value
- cabs returns a 1 x n matrix with the absolute
value of the vector of complex numbers.
cdiv returns a 2 x n matrix with the result
of the division of the two vectors of complex numbers. If both ma
and mb have no imaginary part, the return value will be 1 x
n.
cmul returns a 2 x n matrix with the result
of the multiplication of the two vectors of complex numbers. If both ma
and mb have no imaginary part, the return value will be 1 x
n.
csqrt returns a 2 x n matrix with the square
root of the vector of complex numbers.
cerf returns a 2 x n matrix with the complex
error function of the vector of complex numbers.
cexp returns a 2 x n matrix with the exponential
of the vector of complex numbers.
clog returns a 2 x n matrix with the logarithm
of the vector of complex numbers. This is the principal branch, i.e. the imaginary
part is between -pi and pi.
- Example
ceil
ceil(const ma);
-
- ma
- in: arithmetic type
- Return value
- Returns the ceiling of each element of ma, of double or matrix
type. The ceiling is the smallest integer larger than or equal to the argument
- See also
- floor, round, trunc
- Example
chdir
chdir(const s);
-
- s
- in: new directory
- Return value
- Returns 1 if the directory was changed successfully, 1 otherwise.
Windows specific: if the
string starts with a drive letter followed by a semicolon,
the current drive is also changed. For example,
use chdir("c:") to change to the C drive.
- See also
- getcwd, getfiles,
systemcall
- Example
choleski
choleski(const ma);
-
- ma
- in: symmetric, positive definite m x m matrix
A
- Return value
- Returns the Choleski decomposition P of a symmetric positive definite
matrix A: A=PP'; P is lower triangular (has
zero's above the diagonal). Returns 0 if the decomposition failed.
- See also
- decldl, invertsym,
solvelu
- Example
classname
classname(const obj);
-
- obj
- in: object of a class
- Return value
- Returns a string with the class name of the object (or 0 if the argument
is not an object).
- See also
- isclass
clone
clone(const obj);
clone(const obj, const iDeep=1);
-
- obj
- in: object of a class
- iDeep
- in: int, 1 (deep copy, the default), 0: shallow copy
- Return value
- Returns a clone of the object.
The clone is an exact copy that must be removed with a call to delete.
When writing a = new Database(); b = a; both a and b refer to the same
object, and only one can be deleted.
Writing a = new Database(); b = clone(a); both a and b refer
different objects, which happen to hold the same values.
Both a and b should be deleted when done.
The default is to make a deep copy: all members that are objects are
also cloned (and members of members, etc.). A shallow copy only
clones the members that are objects, but not members of members.
columns
columns(const ma);
-
- ma
- in: any type
- Return value
- Returns an integer value with the number of columns in the argument
ma:
- m x n matrix: n;
- string: number of characters in the string;
- array: number of elements in the array;
- file: number of columns in the file; (only if opened with f format,
see fopen);
- other: 0.
- See also
- rows, sizeof
- Example
constant
constant(const dval, const r, const c);
constant(const dval, const ma);
-
- dval
- in: double
- r
- in: int
- c
- in: int
- ma
- in: matrix
- Return value
- constant(dval,r,c) returns an r by c matrix filled with dval.
- constant(dval,ma) returns a matrix of the same dimension as ma, filled with dval.
- See also
- ones, unit, zeros
- Example
correlation
correlation(const ma);
-
- ma
- in: T x n matrix A
- Return value
- Returns a n x n matrix holding the correlation
matrix of ma. If any variance is <= 1e-20, then the corresponding
row and column of the correlation matrix are set to 0.
- See also
- acf, meanc, meanr, standardize,
varc, varr, variance
- Example
cos,cosh
cos(const ma);
cosh(const ma);
-
- ma
- in: arithmetic type
- Return value
- cos returns the cosine of ma, of double or matrix
type. cosh returns the cosine hyperbolicus of ma, of
double or matrix type.
- See also
- acos, asin, atan, cosh, sin,
sinh, tan, tanh
countc
countc(const ma, const va);
-
- ma
- in: m x n matrix
- va
- in: 1 x q or q x 1 matrix
- Return value
- Returns a matrix r which counts of the number of elements
in each column of ma which is between the corresponding values
in va:
- r[0][0] = # elements in column 0 of ma <= va[0]
- r[1][0] = # elements in column 0 of ma > va[0]
and <= va[1]
- r[2][0] = # elements in column 0 of ma > va[1]
and <= va[2]
- r[q][0] = # elements in column 0 of ma > va[q-1]
- ...
- r[0][1] = # elements in column 1 of ma <= va[0]
- r[1][1] = # elements in column 1 of ma > va[0]
and <= va[1]
- r[2][1] = # elements in column 1 of ma > va[1]
and <= va[2]
- r[q][1] = # elements in column 1 of ma > va[q-1]
- ...
If ma is m x n, and va is 1
x q (or q x 1) the returned matrix is (q+1) x n
(any remaining columns of va are ignored).
If the values in va are not ordered, the return value
is filled with missing values.
- See also
- countr
- Example
countr
countr(const ma, const va);
-
- ma
- in: m x n matrix
- va
- in: 1 x q or q x 1 matrix
- Return value
- Returns a matrix r which counts of the number of elements
in each row of ma which is between the corresponding values in
va:
- r[0][0] = # elements in row 0 of ma <= va[0]
- r[0][1] = # elements in row 0 of ma > va[0]
and <= va[1]
- r[0][2] = # elements in row 0 of ma > va[1]
and <= va[2]
- r[0][q] = # elements in row 0 of ma > va[q-1]
- ...
- r[1][0] = # elements in row 1 of ma <= va[0]
- r[1][1] = # elements in row 1 of ma > va[0]
and <= va[1]
- r[1][2] = # elements in row 1 of ma > va[1]
and <= va[2]
- r[1][q] = # elements in row 1 of ma > va[q-1]
- ...
If ma is m x n, and va is 1
x q (or q x 1) the returned matrix is m x (q+1)
(any remaining columns of va are ignored).
If the values in va are not ordered, the return value
is filled with missing values.
- See also
- countc
- Example
cumprod
cumprod(const mfac);
cumprod(const mfac, const cp);
cumprod(const mfac, const cp, const mz);
-
- mfac
- in: T x n or 1 x n matrix of
multiplication factors S
- cp
- in: int, autoregressive order p (optional argument; default is 1)
- mz
- in: T x n or 1 x n matrix of
known components Z (optional argument; default is 0)
- Return value
-
Returns a T x n matrix with the cumulated
autoregressive product.
The first p rows of the return value will be identical to the sum of those
in mz and mfac; the recursion will be applied from the pth term
onward.
If either mz or mfac is 1> x n, the same values are
used for every t.
cumprod computes:
- at = zt + st for t = 0,...,p-1,
- at = zt + st (at-1 x ... x at-p)
for t = p,...,T-1.
- Example
- See also
-
armagen,
cumsum
cumulate
cumsum
cumsum(const mx, const vp);
cumsum(const mx, const vp, const mstart);
-
- mx
- in: T x n matrix of known components X
- vp
- in: 1 x p or n x p
or T x p matrix with AR coefficients
\phi1, \phi2, ..., \phip
- mstart
- in: s x n matrix of
starting values S, s >= p;
(optional argument; default is mx)
- Return value
-
Returns a T x n matrix with the cumulated
autoregressive sum.
The first p rows of the return value will be identical to those
of mstart; the recursion will be applied from the pth term
onward.
If vp is 1 x p, the same coefficients are applied
to each column.
If vp is n x p, each row will have coefficients
specific to each column of the recursive series.
Finally, if vp is T x p,
the same coefficients are applied
to each column, but the coefficients are specific to each row
(time-varying coefficients).
cumsum computes:
- at = st for t = 0,...,p-1,
- at = xt + \phi1 at-1 ... + \phip at-p for t = p,...,T-1.
When \phi is T by p (and p is not equal to the
number of columns in X), the AR coefficients are time-varying:
- at = st for t = 0,...,p-1,
- at = xt + \phit,1 at-1 ... + \phit,p at-p for t = p,...,T-1.
- See also
- armagen,
cumprod
cumulate
- Example
cumulate
cumulate(const ma);
cumulate(const ma, const m1, ...);
cumulate(const ma, const am);
-
- ma
- in: T x n matrix A
- m1
- in: n x n matrix, coefficients of first lags
(optional argument)
- ...
- in: n x n matrix, coefficients of lags 2, ...
- am
- in: array of length k with n x n coefficient matrices
- Return value
- Returns a T x n matrix. The simplest version
returns a matrix which holds the cumulated (integrated) columns of ma.
The second form cumulates (integrates) the (vector) autoregressive process
with current values ma using the specified coefficient matrices.
The function has a variable number of arguments, and the number of arguments
determines the autoregressive order (minimum 2 arguments, which is an AR(1)
process). Note that cumulate(m) corresponds to cumulate(m,
unit( columns(m) )).
- See also
- arma0,
cumsum, lag0
- Example
date
date();
-
- Return value
- A string holding the current date.
- See also
- time
- Example
dawson
dawson(const ma);
-
- ma
- in: arithmetic type
- Return value
- Returns the Dawson integral of each element of ma, of double or
matrix type.
- See also
- erf
dayofcalendar, dayofeaster, dayofmonth, dayofweek
dayofcalendar();
dayofcalendar(const index);
dayofcalendar(const year, const month, const day);
dayofeaster(const year);
dayofmonth(const year, const month, const dayofweek, const nth);
dayofweek(const index);
dayofweek(const year, const month, const day);
-
- index
- in: arithmetic type, calendar index of a certain date, as returned
by dayofcalendar(year, month, day)
- year
- in: arithmetic type, year
- month
- in: arithmetic type, January=1, etc.
- day
- in: arithmetic type, day (1,...,31)
- dayofweek
- in: arithmetic type, day of week (Sunday = 1, Monday = 2, ...)
- nth
- in: arithmetic type, >0: n-th from start of month, <0: n-th from end of month
- Return value
-
The dayofcalendar function without any arguments returns the calendar index (Julian day number) of today.
The dayofcalendar function with three arguments returns the calendar index of the specified
date (this is the Julian day number, see below).
If all arguments are an integer, the return value will be an integer.
The dayofcalendar function with one argument takes a calendar index (or vector of indices),
as returned by dayofcalendar(year, month, day) as argument,
returning a nx3 matrix with the triplet
year, month, day in each row (n is the number of elements in the input).
The dayofeaster function returns the calendar index of Easter.
The dayofmonth function returns the calendar index of the n-th
day of the week in the specified month (n-th from last for a negative
value). For example dayofmonth(2005, 5, 2, -1) returns the
index of the last Monday in May 2005.
The dayofweek function with three arguments returns the day of the week
(Sunday = 1, Monday = 2, ...).
If all arguments are an integer, the return value will be an integer.
The dayofweek function with one argument takes a calendar index (r vector of)
as argument, returning the day of the week
(Sunday = 1, Monday = 2, ...).
- Description
-
The calendar
index is the Julian day number, and the dayof...
functions convert from or to the index. For example, Julian day
2453402 corresponds to 2005-01-31. An optional fractional part specifies
the fraction of the day: 2453402.75 corresponds to 2005-01-01T18:00. If the
day number is zero, it is interpreted as a time only, so 0.75
is just 18:00 (6 PM).
Use dayofcalendar(year, month, day) - dayofcalendar(year, 1, 1) + 1
to compute the day in the year. Similarly, the function can be used to
compute the number of days between two dates.
The "%C" print format is available to print a calendar index.
- See also
- print, timeofday, timing
- Example
decldl
decldl(const ma, const aml, const amd);
-
- ma
- in: symmetric, positive definite m x m matrix
A
- aml
- in: address of variable
- out: m x m lower diagonal matrix L, LDL'=A
- amd
- in: address of variable
- out: 1 x m matrix with reciprocals of D
- Return value
- Returns the result of the Choleski decomposition:
- 1: no error;
- 0: the Choleski decomposition failed: the matrix is negative definite
or the matrix is (numerically) singular.
- See also
- choleski, decldlband, solveldl
- Example
decldlband
decldlband(const ma, const aml, const amd);
-
- ma
- in: p x m vector specifying the Ab
matrix
- aml
- in: address of variable
- out: holds p x m lower diagonal matrix L
- amd
- in: address of variable
- out: 1 x m matrix with reciprocals of D
- Return value
- Returns the result of the Choleski decomposition:
- 1: no error;
- 0: the Choleski decomposition failed: the matrix is negative definite
or the matrix is (numerically) singular.
For example, if the original matrix has bandwidth p=2, it is stored
in ma as:
0 0 [0][2] ... [m-3][m-1]
0 [0][1] [1][2] ... [m-2][m-1]
[0][0] [1][1] [2][2] ... [m-1][m-1]
- See also
- diagonal
solveldlband, solvetoeplitz
- Example
declu
declu(const ma, const aml, const amu, const amp);
-
- ma
- in: square m x m matrix A
- aml
- in: address of variable
- out: m x m lower diagonal matrix L,
has ones on the diagonal
- amu
- in: address of variable
- out: m x m upper diagonal matrix U,
LU=PA
- amp
- in: address of variable
- out: 2 x m matrix, the first row holds the permutation
matrix P', A=(LU)[P'][], the second row holds
the interchange permutations
- Return value
- Returns the result of the LU decomposition:
- 1: no error;
- 2: the decomposition could be unreliable;
- 0: the LU decomposition failed: the matrix is (numerically) singular.
- See also
- determinant, invert, solvelu
- Example
decqr
decqr(const ma, const amht, const amr, const amp);
-
- ma
- in: m x n matrix A
- amht
- in: address of variable
- out: n x m lower diagonal matrix H',
which holds householder vectors
- amr
- in: address of variable
- out: n x n upper diagonal matrix
R1
- amp
- in: address of variable
(use 0 as argument to avoid pivoting; note that pivoting
is recommended)
- out: 2 x n matrix, the first row holds the permutation
matrix P', the second row holds the interchange permutations
- Return value
-
Computes the QR decomposition with pivoting, AP=QR, returning:
- 0: out of memory,
- 1: success,
- 2: ratio of diagonal elements of A'A is large, rescaling
is advised (ratio of smallest to largest <= epsinv),
- -1: (A'A) is (numerically) singular:
|Rii| <= epsinv
maxj sqrt[(A'A)jj],
- -2: combines 2 and -1.
The inversion epsilon, epsinv, is set by the
inverteps function.
- See also
- decqrmul,
decqrupdate,
inverteps,
olsc, solvelu
- Example
decqrmul
decqrmul(const mht, const my);
decqrmul(const mht);
-
- mht
- in: n x m lower diagonal matrix H',
which holds householder vectors from previous QR decomposition
- my
- in: m x p matrix Y
- Return value
-
Returns Q'Y, where Q derives from a previous QR decomposition.
To compute QY, use reversec to reverse the elements in
each column of mht.
The version with one argument
returns the m x m matrix Q'.
- See also
- decqr, olsc, solvelu
- Example
decqrupdate
decqrupdate(const amq, const amr, const i1, const i2);
decqrupdate(const amq, const amr, const i1);
-
- amq
- in: address of m x n matrix Q
- out: updated matrix Q
- my
- in: address of m x n matrix R
- out: updated matrix R
- No return value
- Description
-
Updates the QR decomposition using Givens rotations.
The version with only the i1 argument zeroes the
subdiagonal elements from subdiagonal i1 to the
diagonal (i.e. subdiagonal 0).
It is assumed that subdiagonals below i1 are already zero.
The version with both the i1 and i2 arguments
zeroes the subdiagonal from column i1 to column i2.
It is assumed that columns before i1 are already zero
below the diagonal.
Both
decqrupdate(&q, &a, 0, columns(r)); and
decqrupdate(&q, &a, rows(r));
compute a complete QR decomposition (like decqr, although
decqr does not compute Q explicitly). However, the
decqrupdate function is primarily intended to update a
QR factorization.
-
- See also
- decqr, decqrmul
- Example
decschur,decschurgen
decschur(const ma, const amval, const ams, ...);
decschur(const ma, const amval, const ams, const amv,
const dselmin, const dselmax);
decschurgen(const ma, const mb, const amalpha, const ambeta,
const ams, const amt, ...);
decschurgen(const ma, const mb, const amalpha, const ambeta,
const ams, const amt, const amvl, const amvr,
const dselmin, const dselmax);
-
- ma
- in: m x m matrix A
- amval
- in: address of variable
- out: complex eigenvalues: 2 x m matrix with eigenvalues
of A, first row is real part, second row imaginary part.
Only real eigenvalues: 1 x m matrix.
The eigenvalues are not ordered, unless dselmin and dselmax are specified.
- ams
- in: address of variable
- out: upper quasi-triangular Schur form S, such that A=VSV'
- amv
- in: (optional) address of variable
- out: orthogonal matrix V with Schur vectors, such that A=VSV'
- dselmin
- in: (optional) double, minimum absolute eigenvalue to move forward
- dselmax
- in: (optional) double, maximum absolute eigenvalue to move forward
- ma
- in: m x m matrix A
- mb
- in: m x m matrix B for generalized Schur decomposition
- amalpha
- in: address of variable
- out: complex eigenvalues: 2 x m matrix with alpha
of A, first row is real part, second row imaginary part.
Only real alphas: 1 x m matrix.
The generalized eigenvalues are (alphar[j]+i*alphai[j])/beta[j], j=0,...,m-1
The generalized eigenvalues are not ordered, unless dselmin and dselmax are specified.
- ambeta
- in: address of variable
- out: 1 x m matrix with beta
- ams
- in: address of variable
- out: upper quasi-triangular Schur form S, such that A=Vl*S*Vr'
- amt
- in: address of variable
- out: upper triangular Schur form T, such that B=Vl*T*Vr'
- amvl
- in: (optional) address of variable
- out: orthogonal matrix Vl with left Schur vectors
- amvr
- in: (optional) address of variable
- out: orthogonal matrix Vr with right Schur vectors
- dselmin
- in: (optional) double, minimum absolute generalized eigenvalue to move forward
- dselmax
- in: (optional) double, maximum absolute generalized eigenvalue to move forward
- Return value
- Returns the result of the Schur decomposition:
- 0: no error;
- 1: maximum no of iterations reached;
- -1: ill conditioning prevented ordering;
- -2: rounding errors in ordering affected complex eigenvalues.
- Description
-
The decschur function computes the Schur decomposition of a real
matrix A=VSV',
where V is orthogonal, and S upper quasi-triangular, with
2 x 2
blocks on the diagonal corresponding to complex eigenvalues.
The decschurgen function computes the generalized Schur
decomposition of two real matrices A,B:
A=VlSVr', B=VlTVr',
where V is orthogonal, and S upper quasi-triangular, with
2 x 2
blocks on the diagonal corresponding to complex eigenvalues.
T is an upper-triangular matrix. The generalized eigenvalues
are alpha[i]/beta[i], where alpha may be complex and
beta is real.
The Schur decomposition can be ordered if the dselmin
and dselmax arguments are specified. Any (generalized)
eigenvalues that are ≥ dselmin and ≤ dselmax
in absolute value, are selected for reordering, and moved to the top left. Note the reordering
may affect complex eigenvalue when the matrices are ill-conditioned.
Sources: these routines are based on LAPACK 3.0.
- Example
decsvd
decsvd(const ma);
decsvd(const ma, const amu, const amw);
decsvd(const ma, const amu, const amw, const amv);
-
- ma
- in: m x n matrix A
- amu
- in: address of variable
- out: m x n matrix U, U'U
= In
- amw
- in: address of variable
- out: 1 x n matrix with diagonal of W
- amv
- in: (optional argument) address of variable
- out: if not 0 on input: n x n matrix V,
UWV'=A, V'V = In
- Return value
- The version with one argument: returns a
1 x min(m,n) matrix with
the singular values, or 0 if the decomposition failed.
- The version with two or more arguments returns an integer indicating
the result of the singular value decomposition:
- 0: no error;
- k: if the k-th singular value (with index k-1) failed after 50 iterations.
Note that the singular values are in decreasing order, with the columns
of U,V sorted accordingly.
- See also
multiplicative expressions
- Example
deletec, deleter, deleteifc, deleteifr
deletec(const ma);
deletec(const ma, const mval);
deleter(const ma);
deleter(const ma, const mval);
deleteifc(const ma, const mifc);
deleteifr(const ma, const mifr);
-
- ma
- in: m x n matrix to delete from
- mval
- in: p x q matrix with values to use for deletion
- mifc
- in: p x n boolean matrix specifying columns to delete
- mifr
- in: m x q boolean matrix specifying rows to delete
- Return value
- The deletec function with one argument returns an m x s
matrix, deleting columns from ma which have a missing value (NaN: not a number).
- The deleter function with one argument returns an s x n
matrix, deleting rows from ma which have a missing value (NaN).
- The remaining forms do not have special treatment of missing values.
- The deletec function with two arguments returns an m x s matrix,
deleting the columns from ma which have at least one element equal to
an element in the matrix mval.
- The deleter function with two arguments returns an s x n matrix,
deleting the rows from ma which have at least one element equal to
an element in the matrix mval.
- The deleteif functions can be used to delete rows or columns
based on a logical expression: all rows (columns) wich have a
zero in the corresponding row (column) are kept, the remainder
is dropped.
- The deleteifc function returns an m x s matrix,
deleting only those columns from ma which have at least one non-zero
element in the corresponding column of mifc.
- The deleteifr function returns an s x n matrix,
deleting only those rows from ma which have at least one non-zero
element in the corresponding row of mifr.
- All functions return an empty matrix if the result is empty.
- See also
-
dropc,
dropr,
selectc,
selectr,
selectrc,
selectifc,
selectifr,
isdotnan,
vecindex
- Example
denschi,densf,densn,denst
denschi(const ma, const df);
densf(const ma, const df1, const df2);
densn(const ma);
denst(const ma, const df);
-
- ma
- in: arithmetic type
- df
- in: arithmetic type, degrees of freedom
- df1
- in: arithmetic type, degrees of freedom in the numerator
- df2
- in: arithmetic type, degrees of freedom in the denominator
- Return value
- Returns the requested density at ma (the returned densities
are between positive):
- denschi: chi2(df) density,
- densf: F(df1, df2) density,
- densn: standard normal density,
- denst: student-t(df) density.
The return type is derived as follows:
- m x n matrix, when ma is an m
x n matrix, and the rest is scalar;
- m x n matrix, when ma is a scalar,
and the rest are m x n matrices;
- m x n matrix, when ma is an m
x n matrix, and the rest are m x n
matrices;
- double, when ma is scalar, and the rest is also scalar.
- See also
- prob..., quan..., tail...,
Probability package
determinant
determinant(const ma);
-
- ma
- in: m x m matrix
- Return value
- Returns the determinant of ma. Return type is double.
- See also
- declu, invert, logdet
- Example
dfft
dfft(const ma);
dfft(const ma, const inverse);
-
- ma
- in: 2 x n matrix (first row is real part,
second row imaginary part),
or 1 x n matrix (real part only, imaginary part is zero)
- inverse
- in: (optional argument), int: 1 (do an inverse discrete FT) or 2 (do an inverse real DFT)
- Return value
-
If only one argument is used, the return value is a
2 x n matrix which holds the discrete Fourier transform.
If inverse equals 1, the return value is a
2 x n matrix which holds the inverse discrete Fourier transform.
If inverse equals 2, the return value is a
1 x n matrix which holds the real inverse discrete Fourier transform.
- See also
- fft1d
- Example
diag
diag(const ma);
-
- ma
- in: double, or m x 1 or 1 x m matrix
- Return value
- Returns a m x m matrix with ma on
the diagonal.
- See also
- diagonal, diagonalize, toeplitz
- Example
diagcat
diagcat(const ma, const mb);
-
- ma
- in: m x n matrix
- mb
- in: p x q matrix
- Return value
- Returns an m+p x n+q matrix with mb
concatenated to ma along the diagonal; the off-diagonal blocks are set to zero.
- Example
diagonal
diagonal(const ma);
diagonal(const ma, const upr);
diagonal(const ma, const upr, const lwr);
-
- ma
- in: arithmetic type
- upr
- in: (optional argument), int: upper bandwidth (>= 0, default 0)
- lwr
- in: (optional argument), int: lower bandwidth (<= 0, default 0)
- Return value
-
The version with one argument returns a matrix with the diagonal from the specified matrix in the first
row. Note that the diagonal is returned as a row vector, not a column.
If ma is m x n, the returned matrix is
1 by min(m,n) (exception: 0 x 0 when m=0); if ma is scalar,
the returned matrix is 1 x 1.
The general version returns the banded form, extracting upr upper diagonals
and lwr lower diagonals.
For example, if upr=2 and lwr=-1 and the returned matrix is:
0 0 [0][2] ...
0 [0][1] [1][2] ...
[0][0] [1][1] [2][2] ... (diagonal)
[1][0] [2][1] [3][2] ...
- See also
- decldlband,
diag, diagonalize, setdiagonal
- Example
diagonalize
diagonalize(const ma);
-
- ma
- in: arithmetic type
- Return value
- Returns a matrix with the diagonal of ma on its diagonal,
and zeros in off-diagonal elements. If ma is m x
n, the returned matrix is m x n; if ma
is scalar, the returned matrix is 1 x 1.
- See also
- diag, diagonal, setdiagonal
- Example
diff,diff0
diff(const ma);
diff(const ma, const ilag);
diff(const ma, const ilag, const dmisval);
diff0(const ma);
diff0(const ma, const ilag);
diff0(const ma, const ilag, const dmisval);
-
- ma
- in: T x n matrix A
- ilag
- in: int, lag length of difference (1 for first difference; this is the default)
- dmisval
- in: (optional argument) double, value to set missing observations to
(default is 0 for diff0, .NaN for diff)
- Return value
- The diff function returns a T x n matrix with the ilagth
difference of the specified matrix, whereby missing values are replaced
by .NaN. The diff0 function is the same, but using zero for the missing value.
The result has the same dimensions as ma.
- See also
- lag, lag0
diffpow,
- Example
discretize
discretize(const vx, const dmin, const dmax, const icount,
const ioption);
-
- vx
- in: 1 x T data vector
- dmin
- in: double, first point a
- dmax
- in: double, last point b
- icount
- in: int, number of points M
- ioption
- in: int, 0: raw discretization; 1: weighted discretization
- Return value
-
Returns a 1 x M matrix with the discretized data.
- See also
- countc
- Example
double
double(const ma);
-
- ma
- in: arithmetic type
- Return value
- Casts the argument to a double:
- integer argument: converted to a double;
- double argument: unchanged;
- matrix argument: element 0,0;
- string argument: packs up to 8 characters into a double, see
explicit type conversion;
- other argument types: error.
- See also
- int, matrix, string
explicit type conversion
dropc,dropr
dropc(const ma, const midxc);
dropr(const ma, const midxr);
dropr(const aa, const midxr);
-
- ma
- in: m x n matrix to delete from
- aa
- in: m array to delete from
- midxc
- in: p x q matrix specifying the index of columns to delete
- midxr
- in: p x q matrix specifying the index of rows to delete
- Return value
- The dropc function with returns a copy of the input matrix
with the specified columns deleted.
- The dropr function with returns a copy of the input matrix
with the specified rows deleted; dropr also works for arrays.
- All functions return an empty matrix if all rows or columns
are deleted (or empty array for arrays).
- See also
-
deleteifc,
deleteifr,
insertc,
insertr,
vecindex
- Example
eigen,eigensym
eigen(const ma, const amval);
eigen(const ma, const amval, const amvec);
eigensym(const ms, const amsval);
eigensym(const ms, const amsval, const amsvec);
-
- ma
- in: m x m matrix A
- amval
- in: address of variable
- out: complex eigenvalues: 2 x m matrix with eigenvalues
of A, first row is real part, second row imaginary part.
Only real eigenvalues: 1 x m matrix.
The eigenvalues are not sorted.
- amvec
- in: address of variable
- out: complex eigenvectors: 2m x m matrix with
eigenvectors of A in columns (real values are in first m rows).
Only real eigenvalues: m x m matrix with
eigenvectors in columns.
- ms
- in: symmetric m x m matrix As
- amsval
- in: address of variable
- out: 1 x m matrix with eigenvalues of As, sorted in decreasing order
- amsvec
- in: address of variable
- out: m x m matrix with eigenvectors of As
in columns
- Return value
- Solves the eigenproblem Ax = \lambda x, returning
the result of the eigenvalue decomposition:
- 0: no error;
- 1: maximum no of iterations (50) reached.
- Example
eigensymgen
eigensymgen(const ma, const mb, const amval, const amvec);
-
- ma
- in: m x m symmetric matrix A
- mb
- in: m x m symmetric positive definite matrix B
- amval
- in: address of variable
- out: 1 x m matrix with (generalized) eigenvalues of A, sorted in decreasing order
- amvec
- in: address of variable
- out: n x m matrix with (generalized) eigenvectors of A
in columns
- Return value
- Solves the general eigenproblem Ax = \lambda Bx. returning
the result of the eigenvalue decomposition:
- 0: no error;
- 1: maximum no of iterations (50) reached.
- -1: Choleski decomposition failed.
- See also
- decldl, eigensym
- Example
eprint
eprint(const a, ...);
-
- a
- in: any type
- ...
- in: any type
- Return value
- Returns the number of arguments supplied to the function. Prints to
stderr. See print for a further description.
- See also
- fprint, print, sprint
- Example
erf
erf(const ma);
-
- ma
- in: arithmetic type
- Return value
- Returns the error function of each element of ma, of double or
matrix type.
- See also
- cexp
exclusion
exclusion(const ma, const mb);
exclusion(const ma, const mb, const amidx);
-
- ma, mb
- in: matrix
- amidx
- in: address of variable
- out: 2 x c matrix, first row is index of exclusion
in ma, second row is index in mb.
- Return value
- Returns the sorted unique elements of ma
which are not in mb as a row vector.
Returns an empty matrix if the result is empty.
Missing values are skipped.
- See also
- intersection,
unique,
union
- Example
exit
exit(const iexit);
-
- iexit
- in: integer, exit code
- No return value.
- Exits the Ox run-time environment. The specified exit code is ignored.
exp
exp(const ma);
-
- ma
- in: arithmetic type
- Return value
- Returns the exponent of each element of ma, of double or
matrix type.
- See also
- log
- Example
expint
expint(const ma);
-
- ma
- in: arithmetic type
- Return value
- Returns the exponent integral Ei of each element of ma, of double or
matrix type. Note that E1(x)=-Ei(-x).
fabs
fabs(const ma);
-
- ma
- in: int, double, matrix
- Return value
- Returns the absolute value of each element of ma, of the
same type as ma.
- Example
factorial
factorial(const ma);
-
- ma
- in: arithmetic type
- Return value
- Returns the factorial function at the rounded value
of each element of ma, of double or matrix type. Returns +.NaN
for any argument which is negative.
Note that n!=n*(n-1)...2*1, and n! equals gammafact(n+1).
Often a ratio of factorials functions is needed. Note that
the factorial can overflow rapidly. However, often there is
an offsetting factor in the denominator/numerator, and it is advised to
use the loggamma or binomial function instead
in that case.
- See also
- binomial,
gammafact,
loggamma
fclose
fclose(const file);
-
- file
- in: an open file which is to be closed
(use fclose("l") to close the log file).
- Return value
- Returns 0.
- See also
- fopen
- Example
feof,fflush
feof(const file);
fflush(const file);
-
- file
- in: an open file
- Return value
- feof checks for end of file; returns 0 if not at end of file,
a non-zero value otherwise. fflush flushes the file buffer.
fft,fft1d
fft(const ma);
fft(const ma, const inverse);
fft1d(const ma);
fft1d(const ma, const inverse);
-
- ma
- in: 2 x n matrix (first row is real part,
second row imaginary part),
or 1 x n matrix (real part only, imaginary part is zero)
- inverse
- in: (optional argument), int: 1 (do an inverse FFT) or 2 (do an inverse real FFT)
- Return value
-
If only one argument is used, the return value is a
2 x s matrix which holds the Fourier transform.
If inverse equals 1, the return value is a
2 x s matrix which holds the inverse Fourier transform.
If inverse equals 2, the return value is a
1 x s matrix which holds the real inverse Fourier transform.
For fft1d, s=n, so it returns the same number of columns
as the input.
But fft pads with zeros until a power of two is reached:
s is the smallest power of 2 which is >= n.
- Description
-
Performs an (inverse) fast Fourier transform. The code is based
on FFTE 2.0 by Daisuke Takahashi.
FFTE provides Discrete Fourier Transforms of sequences of
length (2^p)*(3^q)*(5^r), which has been extended to work for all
sample size.
If the input has no complex part, in the absence
of the inverse argument, a real FFT is performed.
- Example
find
find(const where, const what);
find(const where, const what, const mode);
-
- where
- in: object to search in
- what
- in: what to search for
- mode
- in: (optional argument), string controlling search method: "i", "ir", "r" or nothing
- Return value
-
| where | what | return type |
| m-vector | c-vector | c x 1 matrix with indices of occurrence (or -1 if not found) |
| array of strings | array of c string | c x 1 matrix with indices of occurrence (or -1 if not found) |
| array of strings | string | int: index of occurrence of string what, or -1 if not found |
| string | string | int: index of occurrence of substring what, or -1 if not found |
| string | r x c matrix with character values | rc x 1 matrix with indices of occurrence (-1 if not found) |
| string | character | int: index of occurrence of character what, or -1 if not found |
- Description
-
When strings are involved, this function is identical to the strfind family, except that the
return value is a column vector.
The default is case-sensitive forward search; use mode "i" to ignore case, "r" to search in reverse order,
"ir" to do both.
When the two arguments are a vector (either column or row), find returns the
location of the what elements in where
(the numbers have to match exactly, or both be a missing value). The return value is a row vector with
the same number of elements as what. Only the first instance will be located if there are
multiple occurences in where; use
vecindex to find all occurences of a certain value.
- See also
- strfind, replace, vecindex
- Example
findsample
findsample(const mdata, const vvarsel, const vlagsel,
const it1, const it2, const imode, const ait1, const ait2);
-
- mdata
- in: T x n data matrix
- vvarsel
- in: p-dimensional selection vector with indices in mdata
or empty matrix to use whole mdata as selection
- vlagsel
- in: p-dimensional selection vector lag lengths for selection
or empty matrix to use no lags
- it1
- in: int: first observation index to consider (>= 0)
- it2
- in: int: last observation index to consider (can use -1 for T-1)
- mode
- in: int: sample selection mode
SAM_ALLVALID : all observations must be valid
SAM_ENDSVALID : only the first and last observation must be wholly valid
(there may be missing observations in between)
SAM_ANYVALID : the first and last observation must have some valid data
- ait1
- in: address of variable
- out: the first observation index
- ait2
- in: address of variable
- out: the last observation index
- Return value
The number of observation in the selected sample.
-
- Example
floor
floor(const ma);
-
- ma
- in: arithmetic type
- Return value
- Returns the floor of each element of ma, of double or matrix
type. The floor is the largest integer less than or equal to the argument.
- See also
- ceil, round, trunc
- Example
fmod
fmod(const ma, const mb);
-
- ma
- in: arithmetic type
- mb
- in: arithmetic type
- Return value
- Returns the floating point remainder of ma / mb.
The sign of the result is that of ma. The return type is double
if both ma and mb are int or double. If ma is
a matrix, the return type is a matrix of the same size, holding the floating
point remainders ma[i][j] / mb[i][j], etc.
The return type is derived as follows:
- m x n matrix, when ma is an m
x n matrix, and mb is scalar;
- m x n matrix, when ma is a scalar,
and mb is an m x n matrix;
- m x n matrix, when ma is an m
x n matrix, and mb is an m x n
matrix;
- double, when ma and mb are scalar.
- See also
- imod
- Example
fopen
fopen(const filename);
fopen(const filename, const smode);
-
- filename
- in: name of file to open
- smode
- in: text with open mode
- Return value
- Returns the opened file if successful, otherwise the value 0.
Use isfile to test if fopen was successful.
- Description
- Opens a file. The first form, without the smode argument
opens a file for reading (equivalent to using "r").
The smode argument can be:
- "w" open for writing (the default when omitting this argument);
- "a" open for appending;
- "r" open for reading;
- "r+" open for reading and writing (update);
- "l" open a log file for writing (use "la" to append).
In addition, the following letters can be used in the smode
argument:
- b
-
Opens the file in binary mode (Windows only).
Binary leaves a \r\n as \r\n,
whereas non-binary translates \n to \r\n on input (and vice versa on output).
On Windows systems, it is customary to open text files without
the b, and binary files (when using fread and fwrite) with the b.
- F
-
Use for a v96 .fmt file, which stores a matrix. Reading and writing can
then be done by blocks of rows. When writing, the file must be explicitly
closed with fclose.
Also used for a v96 .dat file, which stores variable names and
binary data. When writing, the first fwrite should be
an array of strings, which also determines the number of variables.
When reading, use fread(file, &as, 's') to read the variable
names; this sets the file pointer to the first row.
- f
-
Same as 'F', but only for extended v89 .fmt files.
- e
-
Forces the file reading and writing (using fread and fwrite) to be
in little-endian mode. This allows Ox on
Unix (not Linux on Intel) to handle files which use the MS-DOS byte
ordering (which is little-endian).
- E
-
Forces the file reading and writing (using fread and fwrite) to be
in big-endian mode. This allows Ox on
Windows/MS-DOS to handle files which use the Unix (not Linux on Intel) byte
ordering (which is big-endian).
- v
-
Print a message if opening the file failed.
- V
-
Print a message if opening the file failed, then generate a run-time error.
When using "r+", it is necessary to use fseek or fflush
when switching from reading to writing.
To send the output from all print and println
statements to a file (in addition to the screen), use
fopen(filename, "l").
Finally, it is possible to read from a zip file, by specifying the archive name,
followed by two slashes, followed by the name in the archive. For example
file = fopen("mydata/data.zip//data/data.in7");
Opens the file data/data.in7 in the zip archive mydata/data.zip. Ox will
search for data.zip in the standard way.
It is not possible to write to a zip file.
- See also
- fclose, fflush, fprint, fread,
fscan, fseek, fwrite, isfile
- Example
format
format(const sfmt);
-
- sfmt
- in: string: new default format for double or int
- int: new line length for matrix printing
- No return value.
- Description
- Use this function to specify the default format for double and int
types. The function automatically recognizes whether the format string
is for int or double (otherwise it is ignored). The specified double format
will also be used for printing matrices. See under the print function
for a complete description of the formatting strings. Use an integer argument
to set the line length for matrix printing (default is 80, the maximum
is 1024). The default format strings are:
- int: "%d"
- double: "%g"
- matrix: each element "%#13.5g", 6 elements on a
line (depending on the line length). This format will always leave at least
one space between numbers.
- See also
- fprint, print, sprint
fprint,fprintln
fprint(const file, const a, ...);
fprintln(const file, const a, ...);
-
- file
- in: file which is open for writing
- a
- in: any type
- ...
- in: any type
- Return value
- Returns the number of arguments supplied to the function. Prints to
the specified file, see print for a further description.
fprintln is as fprint but ensures the next output
will be on a new line.
- Example
fread
fread(const file, const am);
fread(const file, const am, const type);
fread(const file, const am, const type, const r);
fread(const file, const am, const type, const r,const c);
-
- file
- in: file which is open for writing
- am
- in: address, address for storing read item
- type
- in: (optional argument), type of object to read, see below
- r
- in: (optional argument), number of rows to read; default is 1 if argument
is omitted
- c
- in: (optional argument), number of columns to read; default is 1 if
argument is omitted, unless file is opened with f, in which case the number
of columns is read from the file
- Return value
-
Returns an integer:
- -1 nothing read, because end-of-file was reached;
- 0 nothing read, unknown error;
- >0 object read, return value is size which was actually read:
-
- type: 'i', 'd', reads: integer, returns: 1;
- type: 'e', 'f', reads: double, returns: 1 (r and c omitted,
or both equal to 1);
- type: 'e', 'f', reads: matrix, returns: r x c;
- type: 'e', 'f', reads: matrix, returns: r (number of complete rows read;
file opened with f in format);
- type: 'c', reads: integer, returns: 1 (r=1: just one byte read);
- type: 'c', reads: string, returns: r (r>1: r
bytes read).
- type: 's', reads: string, returns string length; unlike 'c' this ignores
the r argument and reads up to (and including) the first null character or the end
of file.
- type: '4', reads: float, returns: 1 (r and c omitted,
or both equal to 1);
- type: '4', reads: matrix of floats, returns: r x c;
When reading a matrix, for example as fread(file,&x,'f',r,c),
the size of x will always be r by c. If less than
rc elements could be read, the matrix is padded with zeros.
If no elements could be read at all, because the end of the
file was reached, the return value is -1.
The '4' format reads 4-byte real values (`float'), these
are not written by Ox, but may be needed to read externally
created files.
The 's' type reads a string up to (and including) the first null
character or the end of file.
- Description
- Reads binary data from the specified file. The byte ordering is the
platform specific ordering, unless the f format was used (also see fopen
and fwrite).
- See also
- fclose, fopen,
fscan, fseek,
fwrite
- Example
fremove
fremove(const filename);
-
- filename
- in: name of file to remove
- Return value
- Returns 1 if the file was removed successfully, 0 otherwise.
fscan
fscan(const file, const a, ...);
-
- file
- in: file which is open for writing
- a
- in: any type
- ...
- in: any type
- Return value
- Returns the number of arguments successfully scanned and assigned,
or -1 when the end of the file was encountered and nothing was read.
- Description
- Reads text from a file. The arguments are a list of scanning strings
and the addresses of variables. A scanning string consists of text, optionally
with a format specifier which starts with a % symbol. The string is truncated
after the format. Any text which precedes the format, is skipped in the
file. A space character will skip any white space in the file. If the scanning
string holds a format (and assignment is not suppressed in the format),
the string must be followed by the address of a variable. The format specification
is similar to that for the scanf function of the C language:
%[* or #][width]type
The width argument specifies the width of the input field. A
* suppresses assignment. A # can only be used with m
and M.
Table std.1: Formatting types for scanning
double type:
e,f,g field is scanned as a double value,
le,lf,lg field is scanned as a double value,
C field is scanned as a calendar double value
integer type:
d signed decimal notation,
i signed decimal notation,
o unsigned octal notation,
x unsigned hexadecimal notation,
u unsigned decimal notation,
c (no width) scan a single character (i.e. one byte),
string type:
s scan a string up to the next white space,
z scan a whole line,
c (width > 1) scan a number of characters,
matrix type:
m,M scan a matrix row by row,
token type:
t scan a token, returning the value,
T scan a token, returning a triplet.
any type:
v scan an Ox constant.
Notes:
- The "%m" and "%M" formats can be used to
read a matrix from a file. They first read
the number of rows and columns,
and then the matrix row by row; this corresponds
to the format used by loadmat.
No dimensions are read by "%#m" and "%#M",
in that case the scanning string has to be followed by two
integers indicating the number of rows and columns to be read.
For fscan the two integers can be -1. In that case
all numbers are read and returned as a column vector.
- The "%z" format reads a whole line up to \n,
the \n (and \r) are removed from the return value.
The line can be up to 2048 characters long (or whatever buffer size
is set with sprintbuffer). If the line in the file is too long,
the remainder is skipped.
When scanning a string,
the maximum string length which can be read is 2048.
The sprintbuffer function can be used to enlarge
the buffer size.
- The "%t" and "%T" formats can be used to
read a token, using a simplified syntax that is similar to Ox code.
Five types of tokens are distinguished:
- SCAN_EOF
- End of the file or text.
- SCAN_IDENTIFIER
- An identifier.
- SCAN_LITERAL
- A literal integer, double or string.
- SCAN_SYMBOL
- A symbol.
- SCAN_SPACE
- White space.
The "%t" version returns the value that was read, while
"%T" returns an array with three elements: the value,
the actual text that was read and the token type (SCAN_...).
Note that a negative number is read as two tokens: a minus symbol and the
value. Space is returned as a token. To skip leading spaces use
" %t" and " %T". Note that fscan may reach the
end (i.e. return -1) before it gets to process the token, so the return value
of fscan should be taken into account.
The token format can be useful when a simple parser is required, or
to read strings that are not delimited by white space.
An example using sscan is given below.
- The "%C" format is used to scan a date/time field written
in ISO format: yyyy-mm-dd, hh:mm::ss.hh, or yyyy-mm-ddThh:mm::ss.hh.
Examples are 1999-03-31, 13:10 (a 24-hour clock is used, seconds
and hundreds are optional) and 1999-3-31T13:10.
Years with week number are also recognised, e.g. 1976-W3 returns
the calendar index for the Monday of week 3 in 1976.
(Week 1 is the first week that contains the first Thursday; or equivalently,
the week that contains 4 January.)
- The "%v" format reads a variable that has been
written in the format of an Ox constant.
It is especially useful to read a variable
that consist of a derived types, such as an array or a
class object, but also for a matrix. When scanning a class object,
the variable must already have the type of that class (using new),
because the scan functions cannot create the object themselves.
An example is given in ox/samples/inout/percent_v.ox
and under the print function.
- See also
- fprint, fread,
print, scan, sscan
- Example
fseek
fseek(const file);
fseek(const file, const type);
fseek(const file, const type, const r);
-
- file
- in: file which is open for writing
- type
- in: (optional argument), type of object use in seeking, see below
- r
- in: (optional argument), number of rows to move; default is 1 if argument
is omitted
- Return value
- The first form, with only the file argument, tells the current
position in the file as an offset from that start of the file (as the standard
C function ftell). The return vale is an integer,
except in 64-bit Ox when the file is larger than 2GB: in that case it is a double.
The second and third form return 0 if the seek
was successful, else a non-zero number,
- Description
- Repositions the file pointer to a new position specified
from the start of a file. The type argument is interpreted
as follows:
- type: 'i', 'd', seeks: integer, byte equivalent: 4r;
- type: 'e', 'f', seeks: double, byte equivalent: 8r;
- type: 'e', 'f', seeks: matrix rows, byte equivalent: 16+8rc
(file opened with f in format);
- type: 'c', seeks: character, byte equivalent: r.
So when a file is opened as "rbf", fseek(file,
'f', r) moves the file pointer to row r in the .fmt
file.
To position the file pointer at the end specify -1 for the third
argument. This can be used to determine the length of a file.
- See also
- fclose, fopen
- Example
fsize,ftime
fsize(const file);
ftime(const file);
-
- file
- in: an open file
- Return value
- fsize returns the size of the file in bytes (an integer, or a double if the file
is larger than 2GB).
ftime returns the modification date and time of the file (a double).
fwrite
fwrite(const file, const a);
-
- file
- in: file which is open for writing
- a
- in: int, double, matrix or string
- Return value
- Returns 0 if failed to write, or the number of items written to the
file:
- integer: 1;
- double: 1;
- m x n matrix: number of elements
written (normally m x n);
- m x n matrix: opened with f
format: no of rows written (normally m);
- string: number of characters written.
- Description
- Writes binary data to the specified file. The byte ordering is the
platform specific ordering, unless the f format was used (also see fopen),
in which case writing is to a .fmt file in little endian mode (also see
savemat). When data is written to a .fmt file, the number of columns
must match that already in the file (use columns(file) to ask
for the number of columns in the file).
- See also
- fclose, fopen, fread, fseek
- Example
fuzziness
fuzziness(const deps);
-
- deps
- in: double, 0 or new fuzziness value
- Return value
- Sets and returns the new fuzziness parameter if deps >0.
If deps <= 0, no new fuzziness value is set, but the current
one is returned. The default fuzziness is 1e-13.
- See also
- isfeq
gammafact
gammafact(const ma);
-
- ma
- in: arithmetic type
- Return value
- Returns the complete gamma function at the value
of each element of ma, of double or matrix type. Returns +.Inf
for any argument which is zero or a negative integer.
Note that gammafact(n+1) equals n!.
- See also
- factorial,
gammafunc,
loggamma,
polygamma
gammafunc
gammafunc(const dx, const dr);
-
- mx
- in: x, arithmetic type
- mr
- in: r, arithmetic type
- Return value
- Returns the incomplete gamma function Gx(r).
Returns 0 if r <= 0 or x <= 0. The accuracy is to about
10 digits.
The return type is derived as follows:
- m x n matrix, when mx is an m
x n matrix, and mr is scalar;
- m x n matrix, when mx is a scalar,
and mr is an m x n matrix;
- m x n matrix, when mx is an m
x n matrix, and mr is an m x n
matrix;
- double, when mx and mx are scalar.
- Example
getcwd
getcwd();
-
- Return value
- Returns the current directory.
Windows specific: returns the current directory
on the current drive. Use chdir to change the current drive.
- See also
- chdir, getfiles,
systemcall
- Example
getenv
getenv(const senv);
-
- senv
- in: string
- Return value
- Returns a string with the value of the environment variable, or an empty
string if the environment variable is undefined.
- See also
- systemcall
getfiles,getfolders
getfiles(const sfilemask);
getfolders(const sfilemask);
-
- sfilemask
- in: string, mask for files, may have a path or wild cards
- Return value
- getfiles returns an array of strings with file names matching the specified mask.
getfolders returns an array of strings with folder names matching the specified mask.
- See also
- chdir, getcwd
- Example
hyper_2F1
hyper_2F1(const a, const b, const c, const z);
-
- a, b, c
- in: arithmetic type, parameters of 2F1
- z
- in: arithmetic type, argument of 2F1
- Return value
- Returns the value of the Gauss Hypergeometric
function 2F1 with real parameters a, b, c and real argument z.
idiv,imod
idiv(const ia, const ib);
imod(const ia, const ib);
-
- ia
- in: arithmetic type
- ib
- in: arithmetic type
- Return value
- The imod function returns the integer remainder of int(ia)
/ int(ib). The sign of the result is that of ia.
The idiv function returns the result of the
integer division int(ia) / int(ib).
The return type is a matrix of integer values if either
arguments is a matrix, else it is a scalar int.
- See also
- fmod
- Example
insertc,insertr
insertc(const ma, const c, const cadd);
insertr(const ma, const r, const radd);
insertr(const aa, const r, const radd);
-
- ma
- in: m x n matrix to insert into
- aa
- in: m array to insert into
- c
- in: scalar, column index of insertion
- cadd
- in: scalar, number of columns of zeros to add
- r
- in: scalar, row index of insertion
- radd
- in: scalar, number of rows of zeros to add
- Return value
- The insertc function with returns a copy of the input matrix
with the specified columns of zeros inserted.
- The insertr function with returns a copy of the input matrix
with the specified rows of zeros inserted; insertr also works for arrays.
- See also
-
dropc,
dropr
- Example
int
int(const ma);
-
- ma
- in: arithmetic type
- Return value
- Casts the argument to an integer:
- integer: unchanged;
- double: rounded towards zero;
- matrix: element 0,0 rounded towards zero;
- string: element 0;
- other types: error.
- See also
- ceil, double , matrix , trunc,
explicit type conversion
- Example
intersection
intersection(const ma, const mb);
intersection(const ma, const mb, const amidx);
-
- ma, mb
- in: matrix
- amidx
- in: address of variable
- out: 2 x c matrix, first row is the index of the common elements
in vecr(ma), the second row is the index in vecr(mb). The order of the
indices correspond to the order of the return value.
- Return value
- Returns the sorted unique elements of ma
which are also in mb as a 1 x c vector,
where c is the number of elements ma and mb
have in common.
Returns an empty matrix if the result is empty.
Missing values are skipped.
- See also
- exclusion,
union,
unique
- Example
invert
invert(const ma);
invert(const ma, const alogdet, const asign);
-
- ma
- in: m x m real matrix A
- alogdet
- in: (optional argument) address of variable
- out: double, the logarithm of the absolute value of the determinant
of A
- asign
- in: (optional argument) address of variable
- >out: int , the sign of the determinant of A; 0: singular;
-1,-2: negative determinant; +1,+2: positive determinant; -2,+2: result
is unreliable
- Return value
- Returns the inverse of A, or the value 0 if the decomposition
failed.
- See also
- decldl,
invertgen, invertsym
logdet
- Example
inverteps
inverteps(const dEps);
-
- dEps
- in: sets the inversion epsilon epsinv to dEps
if dEps > 0, to the default if dEps < 0; leaves
the value unchanged if dEps == 0
- Return value
- Returns the inversion epsilon (the new value if dEps != 0).
invertgen
invertgen(const ma);
invertgen(const ma, const mode);
-
- ma
- in: m x n real matrix A
- mode
- in: inversion mode (optional argument, default is 0)
- Return value
- Returns the (generalized) inverse of A, or the value 0
if the decomposition failed:
mode description A
0 generalized inverse using SVD
1 generalized symmetric p.s.d inverse using SVD m=n
2,20 first try invert then mode 0 m=n
3,30 first try invertsym then mode 1 m=n
4,40 use olsc (QR dec.) for inverse of A'A m>=n
>=10 print warning if matrix is singular
- Description
-
- 0. When mode equals 0, or the mode argument is omitted,
invertgen defaults to the generalized inverse
when only one argument is used.
- 1. When mode equals 1, the matrix must be symmetric positive semi-definite.
Do not use this mode for negative definite matrices.
- 2. Mode 2 first tries the normal inversion routine (invert), and then,
if the matrix is singular, uses the generalized inverse.
This mode is the same as using 1 / x.
- 3. Mode 3 first tries the normal inversion routine (invertsym), and then,
if the matrix is singular, uses the generalized inverse (as mode 1).
Do not use this mode for negative definite matrices.
- 4. Mode 4 uses the QR decomposition, and the inverse is the same
as obtained from using olsc. This is a different type of
generalized inverse, so that, when the matrix is singular
a different value is obtained then from the other modes.
If the matrix is full rank, the generalized inverse equals the
normal inverse (for modes 1,3 this also requires symmetry and positive definiteness).
When the mode argument is multiplied by ten, a warning is printed
if the matrix is singular (or negative definite for mode 30),
but the return value is not affected.
- See also
-
invert, invertsym
- Example
invertsym
invertsym(const ma);
invertsym(const ma, const alogdet);
-
- ma
- in: symmetric, positive definite m x m matrix
A
- alogdet
- in: (optional argument) address of variable
- out: double, the logarithm of the determinant of A.
- Return value
- Returns the inverse of A, or the value 0 if the decomposition
failed.
- See also
- declu,
invert, invertgen
- Example
isarray, isclass, isdouble, isfile, isfunction, isint, ismatrix, ismember, isstring
isarray(const a);
isclass(const a);
isclass(const a, const sclass);
isdouble(const a);
isfile(const a);
isfunction(const a);
isint(const a);
ismatrix(const a);
ismember(const a, const smember);
isstring(const a);
-
- a
- in: any type
- sclass
- in: string, class name
- smember
- in: string, member name
- Return value
- Returns TRUE (i.e. the value 1) if the argument is of the correct
type, FALSE (0) otherwise.
isclass(a, "class") returns TRUE if a is an object
of type "class", or derived from "class".
ismember returns 1 if a is an object
of a class and has a function member "smember"; 2 if "smember"
is a data member and 0 otherwise.
- See also
- classname
isdotfeq,iseq,isfeq
isdotfeq(const ma, const mb);
iseq(const ma, const mb);
isfeq(const ma, const mb);
-
- ma
- in: arithmetic type
- mb
- in: arithmetic type
- Return value
- isfeq always returns an integer: it returns 1 if the argument
ma is fuzzy equal to mb, 0 otherwise.
When strings are compared, the comparison is case insensitive.
iseq is as isfeq, but using fuzziness of zero.
When strings are compared, the comparison is case sensitive.
isdotfeq
returns a matrix if either argument is a matrix; the matrix consists of
0's and 1's: 1 if the comparison holds, 0 otherwise. If both arguments
are scalar, isdotfeq is equal to isfeq. In both cases
the current fuzziness value is used.
- See also
- fuzziness
- Example
isdotinf
isdotinf(const ma);
-
- ma
- in: arithmetic type
- Return value
- isdotinf returns a matrix of the same dimensions if the input is a matrix;
the returned matrix consists of 0's and 1's: 1 if the element is +/- infinity,
0 otherwise. If the arguments is a double, isdotnan returns 1 if the double
is +/- infinity.
- See also
-
isdotmissing, isdotnan
isdotmissing, isdotnan, ismissing, isnan
isdotmissing(const ma);
isdotnan(const ma);
ismissing(const ma);
isnan(const ma);
-
- ma
- in: arithmetic type
- Return value
- isnan always returns an integer: it returns 1 if any element in
ma is a NaN (not a number), 0 otherwise.
NaN can be used to indicate a missing value.
- isdotnan returns a matrix of the same dimensions if the input is a matrix;
the returned matrix consists of 0's and 1's: 1 if the element is NaN, 0 otherwise.
If the arguments is a double, isdotnan returns 1 if the double is NaN.
- ismissing and isdotmissing are similar to
isnan and isdotnan respectively. However, in addition to
NaN, they also treat +/- infinity and undefined (.Null) as a missing value.
- See also
-
deletec,
deleter,
selectc,
selectr
- Example
lag,lag0
lag(const ma);
lag(const ma, const ilag);
lag(const ma, const ilag, double dmisval);
lag0(const ma);
lag0(const ma, const ilag);
lag0(const ma, const ilag, double dmisval);
-
- ma
- in: T x n matrix
- ilag
- in: int, lag length, or matrix with lag lengths (default is 1)
- dmisval
- in: (optional argument) double, value to set missing observations to
(default is 0 for lag0, .NaN for lag)
- Return value
- The lag fuction returns the lags of the specified matrix, whereby missing values are
replaced by .NaN. The result has the same dimensions as ma.
The lag0 function is the same, but using zero for the missing value.
If ilag is a matrix the return value corresponds to:
lag0(.,ilag[0])~lag0(.,ilag[1])~...
- See also
- diff0
- Example
limits
limits(const ma);
-
- ma
- in: m x n matrix
- Return value
- Returns a 4 x n matrix:
- 1st row: minimum of each column of ma;
- 2nd row: maximum of each column of ma;
- 3rd row: row index of minimum (lowest index if more than one exists);
- 4th row: row index of maximum (lowest index if more than one exists).
- See also
- min, max
- Example
loadmat
loadmat(const sname);
loadmat(const sname, const iFormat);
loadmat(const sname, const aasVarNames);
loadmat(const sname, const iFormat, const aasVarNames);
-
- sname
- in: string containing an existing file name
- iFormat
- in: (optional argument, .mat matrix file only)
1: file has no matrix dimensions; then the matrix is returned as a column
vector, and reshape can be used to create a differently shaped
matrix.
- in: (optional argument, .xlsx,.xls Excel files only)
1: strings are loaded as values and dates translated to Ox dates,
as in OxMetrics or the database class.
0 (the default): strings are treated as empty cells, unless a dot or starting with #N/A,
and dates are read using the Excel numbering instead of Ox. For a date after
1-March-1900: oxdate = exceldate + 2415019.
- aasVarNames
- in: (optional argument, not for .mat matrix files) address of variable
- out: array of strings, names of data columns
- Return value
- Returns the matrix which was read, or 0 if the operation
failed.
- Description
- The type of file read depends on the extension of the file name:
- .mat: matrix file (text file), described below,
- .dat: data file (text file) with load information,
- .in7: PcGive 7 data file (with corresponding .bn7 file),
- .xlsx: Excel 2007 (or newer) workbook file (Office Open xml),
- .xls: Excel worksheet or workbook file (binary file),
- .csv: comma-separated spread sheet file (text file),
- .dta: Stata data file (version 4--6 or 11),
- .dht: Gauss data file (v89, with corresponding .dat file),
- .fmt: Gauss matrix file (v89 and v96);
- any other: as :.mat: file.
A matrix file holds a matrix, preceded by two integers which specify the
number of rows and columns of the matrix.
A matrix file holds a matrix, preceded by two integers which specify
the number of rows and columns of the matrix. It will
normally have the .mat extension.
White space and a comma between numbers is skipped. If a symbol is found
which is not a number, then the rest of the line will be skipped
(so, e.g. everything following ; or // is treated as
comments).
The exception to this is an isolated dot, the letters m and M
or the words .NaN and #N/A: these are interpreted as a
missing element with value NaN (Not a Number); .Inf is interpreted
as infinity.
- See also
- Database class, savemat, reshape
- Example
loadsheet
loadsheet(const sname);
loadsheet(const sname);
loadsheet(const sname, const iSheet);
loadsheet(const sname, const iSheet, const bConvertDates);
-
- sname
- in: string containing an existing file name
- iSheet
- in:(optional argument), int: sheet number (default is zero)
- bConvertDates
- in:(optional argument), int: 1: convert dates to Ox; 0: keep dates (default is one)
- Return value
- Returns a two-dimensional array with the elements of the spreadsheet. The elements
are .Null (blank in the sheet), double or string.
Returns an empty array if the file cannot be read.
- Description
- The type of file read depends on the extension of the file name:
- .xlsx: Excel 2007 (or newer) workbook file (Office Open xml),
- .csv: comma-separated spread sheet file (text file),
- any other: as .xlsx file.
- See also
- Database class, loadmat
- Example
log,log10
log(const ma);
log10(const ma);
-
- ma
- in: arithmetic type
- Return value
- The log function returns the natural logarithm of each element
of ma, of double or matrix type.
The log10 function returns
the logarithm (base 10) of each element of ma, of double or matrix
type.
- See also
- exp
- Example
logdet
logdet(const ma, const asign);
-
- ma
- in: m x m real matrix A
- asign
- in: address of variable
- >out: int, the sign of the determinant of A; 0: singular;
-1,-2: negative determinant; +1,+2: positive determinant; -2,+2: result
is unreliable
- Return value
- Returns a double: the logarithm of the absolute value of the
determinant of A (1.0 if the matrix is singular).
- See also
- determinant, invert
loggamma
loggamma(const ma);
-
- ma
- in: arithmetic type
- Return value
- Returns the logarithm of the complete gamma function at the value
of each element of ma, of double or matrix type. Returns +.Inf
for an argument equal to zero, and .NaN for arguments less than zero.
Note that exp(loggamma(n+1)) equals n!.
- See also
- gammafact,
gammafunc, polygamma
- Example
lower
lower(const ma);
-
- ma
- in: m x n matrix
- Return value
-
Returns the lower diagonal (including the diagonal), i.e.
returns a copy of the input matrix with strict upper-diagonal elements set to zero.
- See also
- setdiagonal, setupper, setlower, upper
- Example
matrix
matrix(const ma);
-
- ma
- in: arithmetic type
- Return value
- Casts the argument to a matrix:
- integer: a 1 x 1 matrix,
- double: a 1 x 1 matrix,
- matrix: unchanged,
- string: a 1 x 1 matrix,
- other types: error.
- See also
- int, double,
explicit type conversion
max
max(const a, ...);
-
- a
- in: arithmetic type
- ...
- in: arithmetic type
- Return value
- Returns the maximum value in all the arguments, ignoring missing values.
The return type is
int if all arguments are of type int; otherwise the return type is double.
- See also
- limits, maxc, min
- Example
maxc,maxcindex,maxr
maxc(const ma);
maxcindex(const ma);
maxr(const ma);
-
- ma
- in: m x n matrix A
- Return value
-
The maxc function returns a 1 x n matrix
holding the maximum of each column of ma.
The maxcindex function
returns a 1 x n matrix holding the
row index of the maximum of each column ma.
The maxr function returns a m x 1 matrix
holding the maximum of each row of ma.
Finds the maximum value in each column (row for maxr), ignoring missing values.
If no maximum is found (a column has all missing values), then
the maximum is .NaN, and the index -1.
- See also
- limits, max, minc, mincindex
- Example
meanc,
meanr
meanc(const ma);
meanr(const ma);
-
- ma
- in: T x n matrix A
- Return value
- The meanc function returns a 1 x n matrix
holding the means of the columns of ma.
The meanr function
returns a T x 1 matrix holding the means of the rows of
ma.
- See also
- sumc, sumr, varc, variance, varr
- Example
min
min(const a, ...);
-
- a
- in: arithmetic type
- ...
- in: arithmetic type
- Return value
- Returns the minimum value in all the arguments, ignoring missing values.
The return type is
int if all arguments are of type int; otherwise the return type is double.
- See also
- limits, max,
minc
- Example
minc,
mincindex,
minr
minc(const ma);
mincindex(const ma);
minr(const ma);
-
- ma
- in: m x n matrix A
- Return value
-
The minc function returns a 1 x n matrix
holding the minimum of each column of ma.
The mincindex function
returns a 1 x n matrix holding the
row index of the minimum of each column ma.
The minr function returns a m x 1 matrix
holding the minimum of each row of ma.
Finds the minimum value in each column (row for maxr), ignoring missing values.
If no minimum is found (a column has all missing values), then
the minimum is .NaN, and the index -1.
- See also
- limits, maxc, maxcindex, min
- Example
moments
moments(const ma);
moments(const ma, const k);
moments(const ma, const k, const fratio);
-
- ma
- in: T x n matrix A
- k
- in: (optional argument) no of moments k (default is k=4)
- fratio
- in: (optional argument) 0: no ratios (default is moment ratios)
- Return value
- Returns an (k+1) x n matrix holding in each column
for the corresponding column of ma:
| row | holds | description |
| 0 | T* | effective sample size |
| 1 | m1 | sample mean |
| 2 | m21/2 | sample standard deviation |
| 3 | m3/m23/2 | sample skewness |
| 4 | m4/m22 | sample kurtosis |
| .. | .. | .. |
| k | mk/m2k/2 | sample kth central moment ratio (i.e. in deviation from mean) |
If fratio equals 0, the moments are not divided:
| row | holds | description |
| 0 | T* | effective sample size |
| 1 | m1 | sample mean |
| 2 | m2 | sample variance |
| .. | .. | .. |
| k | mk | sample kth central moment (i.e. in deviation from mean) |
Computes the central moment ratios or central moments. Skips missing
values.
- See also
- meanc, meanr,
standardize, varc, varr
- Example
nans
nans(const r, const c);
nans(const ma);
-
- r
- in: int
- c
- in: int
- ma
- in: matrix
- Return value
- nans(r,c) returns an r by c matrix filled with .NaN.
- nans(ma) returns a matrix of the same dimension as ma, filled with .NaN.
- See also
- constant, ones, unit, zeros
- Example
norm
norm(const ma);
norm(const ma, const itype);
-
- ma
- in: arithmetic type
- itype
- in: int, type of norm (default is 0 for infinity norm)
- Return value
- Returns the norm of a matrix (a scalar double).
- Description
-
The type of norm depends
on the itype argument. When A is a matrix:
- 0: infinity norm, maximum of absolute column sums,
- 1: maximum absolute row sums,
- 2: largest singular value,
- 'F': Frobenius norm: square root of sum of squared elements.
- -1: minimum of absolute column sums,
When A is a vector:
- 0: infinity norm, maximum absolute value,
- 1: sum of absolute values,
- 2: square root of sum of squares,
- p: p-th root of sum of absolute elements raised to the power p.
- -1: minimum absolute value,
norm(x) corresponds to norm(x,0).
- See also
- decsvd,
rank
- Example
nullspace
nullspace(const ma);
-
- ma
- in: m x n matrix A
- Return value
- Returns the null space of ma, or a conformant empty matrix if
ma is square and full rank, or 0 if the SVD fails.
- See also
- decsvd, inverteps
- Example
ols2c,
ols2r,
olsc,
olsr
ols2c(const my, const mx, const amb);
ols2c(const my, const mx, const amb, const amxtxinv);
ols2c(const my, const mx, const amb, const amxtxinv,
const amxtx);
olsc(const my, const mx, const amb);
olsc(const my, const mx, const amb, const amxtxinv);
olsc(const my, const mx, const amb, const amxtxinv,
const amxtx);
-
- my
- in: T x n matrix Y
- mx
- in: T x k matrix X
- amb
- in: address of variable
- out: k x n matrix of OLS coefficients, B
- amxtxinv
- in: (optional argument) address of variable
- out: k x k matrix (X'X)-1,
- amxtx
- in: (optional argument) address of variable
- out: k x k matrix (X'X),
ols2r(const my, const mx, const amb);
ols2r(const my, const mx, const amb, const amxtxinv);
ols2r(const my, const mx, const amb, const amxtxinv,
const amxtx);
olsr(const my, const mx, const amb);
olsr(const my, const mx, const amb, const amxtxinv);
olsr(const my, const mx, const amb, const amxtxinv,
const amxtx);
-
- my
- in: n x T matrix Y'
- mx
- in: k x T matrix X', T >= k
- amb
- in: address of variable
- out: n x k OLS coefficient matrix, B'
- amxtxinv
- in: (optional argument) address of variable
- out: k x k matrix (X'X)-1,
- amxtx
- in: (optional argument) address of variable
- out: k x k matrix (X'X),
- Return value
-
- 0: out of memory,
- 1: success,
- 2: ratio of diagonal elements of X'X is large, rescaling
is advised (ratio of smallest to largest <= epsinv),
- -1: (X'X) is (numerically) singular
(decision made in decqr and decldl respectively),
- -2: combines 2 and -1.
The inversion epsilon, epsinv, is set by the
inverteps function.
- Description
-
The ols2c and ols2r versions use the Choleski
decomposition on the second moment matrix, while the others
use the QR decomposition. The latter is numerically
more stable, and therefore preferred, but takes more memory
and is marginally slower.
- See also
- decldl,
decqr,
inverteps
- Example
ones
ones(const r, const c);
ones(const ma);
-
- r
- in: int
- c
- in: int
- ma
- in: matrix
- Return value
- ones(r,c) returns an r by c matrix filled with ones.
- ones(ma) returns a matrix of the same dimension as ma, filled with ones.
- See also
- constant, nans, unit, zeros
- Example
outer
outer(const mx, const ms);
outer(const mx, const ms, const mode);
-
- mx
- in: m x n matrix X
- ms
- in: n x n symmetric matrix S or empty matrix
- mode
- in: int, operation mode: 'd' or 'o' (optional argument)
- Return value
-
outer(mx,ms) returns XSX', which is m x m.
outer(mx,<>) returns XX', which is m x m.
outer(mx,ms,'d') returns diagonal(XSX'), which is 1 x m.
outer(mx,<>,'o') returns Sum xixi', which is n x n,
where X'=(x1,...,xm).
- See also
- diagonal
- Example
oxfilename
oxfilename(const itype);
-
- itype
- in: int, determines output format
- Return value
- Returns a string with the name of the Ox source file from which it is called:
itype returns example: oxl D:\waste\func example: oxl func
0 full file name D:\waste\func.ox func.ox
1 path of file name D:\waste\
2 base name func func
3 file extension .ox .ox
In the first two cases the return value depends on how the
the program was started (the path may not have been specified).
oxprintlevel
oxprintlevel(const ilevel);
-
- ilevel
- in: int, print level, see below
- No return value
-
- Description
-
Controls printing:
- oxprintlevel(1); default: prints as normal,
- oxprintlevel(0); switches printing off (print and println have no output),
- oxprintlevel(2); disallows further calls to oxprintlevel,
- oxprintlevel(-1); switches printing off, including warnings.
This function can be useful in simulations (e.g.),
where the code being simulated has no other mechanism for switching
printing on and off (Modelbase
derived code normally uses SetPrint).
- See also
- oxwarning
- Example
oxrunerror
oxrunerror(const smsg);
oxrunerror(const smsg, const i01);
-
- smsg
- in: string, error message text
- i01
- in: int, 0 (the default) or 1
- No return value
-
Prints the specified run-time error message and location, and exits the
program.
- Description
-
If i01=0, the standard
Ox call trace is printed; if i01=1, the top level function call
is skipped (in case the error is raised in an error handler function).
Use 2 to omit the trace.
oxversion
oxversion();
-
- Return value
- Returns an integer with the version of Ox multiplied by 100. So for
version 5.00 the return value is 500.
-
oxwarning
oxwarning(const smsg);
oxwarning(const flset);
-
- smsg
- in: string, user-determined warning message
- flset
- in: int, new warnings settings
- Return value
- Returns the previous warnings settings.
- Description
-
When given a string as argument, the function will print
a user-determined warning message.
Otherwise, oxwarning controls the reporting of run-time warning messages. The
following types of messages are controlled by this function:
- WFL_DECFAILED decomposition failed,
- WFL_ITMAX maximum no. of iterations reached,
- WFL_CONCAT concatenation dimensions don't match,
- WFL_VECIDXMAT indexed a matrix as a vector,
- WFL_DETERMINANT determinant-related warning,
- WFL_USER user-determined warning message.
The first occurs when an inversion or decomposition
fails, the second could happen in an eigenvalue based function.
The concatenation message is printed when the dimensions
don't match, and the results has been padded with zeros.
The message related to WFL_VECIDXMAT is given when a
matrix which is not a row or column vector is indexed with
just one index. However, the message is not given when using an
empty single index [], which has the same effect as the
vecr function.
You can add the flags together to specify warning settings.
Use oxwarning(0) to switch both these messages off,
and oxwarning(-1) to switch them all on.
- See also
- oxprintlevel
periodogram
periodogram(const ma);
periodogram(const ma, const itrunc, const cpoints,
const imode);
-
- ma
- in: arithmetic type, T x n matrix
- itrunc
- in: int, truncation parameter m, if >= T then T-1
is used
- cpoints
- in: int, no of points N at which to evaluate periodogram
- imode
- in: 0: (truncated) periodogram (times T),
1: smoothed periodogram (times T)
using Parzen window, 2: estimated spectral density using Parzen
window (as option 1, but divided by c0).
- Return value
-
- periodogram(ma);
Returns a N+1 by n matrix with T times the periodogram computed
at the Fourier frequencies
0, 2\pi/T, ..., 2N\pi/T,
where N=int(T/2).
- periodogram(ma, itrunc, N, 0);
Returns a N by n matrix with the periodogram
of the columns of ma using autocovariances up to lag itrunc,
computed at frequencies: 0, \pi/(N-1), ..., \pi.
- periodogram(ma, itrunc, N, 1);
Returns a N by n matrix with the smoothed periodogram
of the columns of ma using autocovariances up to lag itrunc,
computed at frequencies: 0, \pi/(N-1), ..., \pi.
- periodogram(ma, itrunc, N, 2);
Returns a N by n matrix with the spectral density
of the columns of ma using autocorrelations up to lag itrunc,
computed at frequencies: 0, \pi/(N-1), ..., \pi.
- See also
-
DrawSpectrum.
- Example
polydiv
polydiv(const ma, const mb, const cp);
-
- ma
- in: 1 x m matrix A = (a0 ...
am-1) specifying the A polynomial (see
below)
- mb
- in: 1 x n matrix B = (b0 ...
bn-1) specifying the B polynomial (see
below)
- cp
- in: int, required length, p, of polynomial resulting from division
- Return value
-
Returns a 1 x p matrix with the coefficients of polynomial
resulting from dividing the A polynomial by the B polynomial.
The integer 0 is returned when b0 is 0, or p=0.
- See also
-
polyeval,
polymake,
polymul,
polyroots
- Example
polyeval
polyeval(const ma, const mx);
-
- ma
- in: 1 x m matrix A = (a0 ...
am-1) specifying the A polynomial
- mx
- in: arithmetics type
- Return value
-
Returns the polynomial evaluated at mx.
- See also
-
polydiv,
polymake,
polymul,
polyroots
- Example
polygamma
polygamma(const ma, const mn);
-
- ma
- in: arithmetic type, argument
- mn
- in: arithmetic type, order of derivative: 0 = first derivative, 1 =
second derivative, etc.
- Return value
- Returns the derivative of the logarithm of the complete gamma function
at the value of each element of ma, of double or matrix type.
The second argument specifies the order of the derivative. Returns zero for derivative
order less than 0 and -.Inf when the argument is zero or a negative integer.
The return type is derived as follows:
- m x n matrix, when ma is an m
x n matrix, and the rest is scalar (int);
- m x n matrix, when ma is a scalar,
and the rest are m x n matrices;
- m x n matrix, when ma is an m
x n matrix, and the rest are m x n
matrices;
- double, when ma is scalar, and the rest is also scalar (int).
- See also
- loggamma
- Example
polymake
polymake(const roots);
-
- roots
- in: 2 x m matrix with (inverse) roots of the polynomial,
first row is real part, second row imaginary part
(or 1 x m matrix if all roots are real).
- Return value
-
Returns the coefficients of the polynomial (a0 = 1) as a
2 x (m+1)
matrix if the roots had a complex part, else 1 x (m+1).
- See also
- polyroots
- Example
polymul
polymul(const ma, const mb);
-
- ma
- in: 1 x m matrix A = (a0 ...
am-1) specifying the A polynomial (see
below)
- mb
- in: 1 x n matrix B = (b0 ...
bn-1) specifying the B polynomial (see
below)
- Return value
- Returns a 1 x (m+n-1) matrix
with the coefficients of the product of the polynomials.
- See also
- polydiv,
polyeval,
polymake,
polyroots
- Example
polyroots
polyroots(const ma, const amroots);
-
- ma
- in: 1 x (m+1) matrix A = (a0
... am) specifying the polynomial of order m (see
below)
- amroots
- in: address of variable
- out: 2 x m matrix with roots of the polynomial first
row is real part, second row imaginary part (all zeros if the roots are
real). The roots are not sorted.
- Return value
- Returns the result of the eigenvalue decomposition:
- 0: no error;
- 1: maximum no of iterations (50) reached.
- See also
- eigen,
polydiv,
polyeval,
polymake, polymul
- Example
pow
pow(const ma, const p);
-
- ma
- in: arithmetic type
- Return value
- Returns ma .^ p. This is identical to using the dot-power
operator, with the exception that if both ma and p
are an integer, the return type is a double.
- See also
- sqr,
^ .^
- Example
print,
println,
print(const a, ...);
println(const a, ...);
-
- a
- in: any type
- ...
- in: any type
- Return value
- Returns the number of arguments supplied to the function.
- Description
- Each argument is printed to stdout using default formatting. A formatting
string can be input in the input stream: a formatting string starts with
a % symbol, and is followed by one or more characters. If a formatting
string is encountered, it is not printed, but applied to the next argument.
There is an
additional option to add column and row labels for a matrix,
specify a different format for each matrix column, or
only print the lower diagonal:
- %r the next argument contains row labels (array of strings),
- %c the next argument contains column labels (array of strings).
- %cf the next argument contains column formats (array of strings)
- %lwr only print the lower diagonal of the matrix
The default format strings are:
- no value: "null",
- int: "%d",
- double: "%g",
- matrix: "\n", then each element "%#13.5g",
6 elements on a line (5 if row is labelled), no labels,
- string: "%s",
- array: "&0x%p",
- function: "&%d",
- class: "&0x%p",
- library function: "&0x%p". The format
function may be used to set a different default format; it also lists the
format options.
- date/time: "%C",
If there is no fraction the calendar date is printed as
yyyy-mm-dd; if there is only a fraction the time is printed
as hh:mm or hh:mm:ss or hh:mm:ss.hh. If both are present
yyyy-mm-ddThh:mm[:ss[.hh]] is printed (so using the ISO standard for date/time formatting).
Also see dayofcalendar.
- any type: "%v", prints a variable in the format
of an Ox constant, and can be used for any variable.
It can be especially useful to read and write variables
that consist of derived types, such as an array or a
class object, but also for a matrix. An example is given below
and in ox/samples/inout/percent_v.ox.
The format specification is similar to that for the printf function
of the C language:
%[flag][width][.precision]type
Table std.2: Formatting flags for doubles and
integers
- left adjust in output field,
+ always print a sign,
space prefix space if first character is not a sign
0 pad with leading zeros,
# alternate output form:
type is o: first digit will be 0,
type is xX: prefix with 0x or 0X (unless value is 0),
type is eEfgG: always print decimal point,
type is gG: keep trailing zeros.
type is mM: omit dimensions.
The width argument specifies the width of the output field. The
precision argument specifies the number of significant digits (type
is gG) number of digits after the decimal point (type is eEf);
the default is 6 if precision is absent.
Table std.3: Formatting types for printing
double type, also used for matrices:
g,G %e or %E if the exponent is <-4
or >= precision; else use %f,
e,e scientific notation: with exponent,
f print without exponent,
C print as a calendar date
specials for matrices:
r followed by row labels (array of strings),
c followed by column labels (array of strings),
cf followed by column formats (array of strings),
e.g.: print("%c",{"a","b"},"%cf",{"%8.4g","%6.2g"},m);
integer type:
d,i signed decimal notation,
o unsigned octal notation,
x,X unsigned hexadecimal notation,
u unsigned decimal notation,
c print as a single character (i.e. one byte),
string type:
s string format.
matrix type:
m print matrix row by row using %25.26e.
M print matrix row by row with the default format.
any type:
v any variable in Ox constant format.
println is as print but ensures the next output
will be on a new line.
To print text starting with a percentage symbol that is also a format specifier,
use either %s as the format, or a double percentage, as in
println("%s", "%GDP", " or: ", "%%GDP").
- See also
- eprint, format,
fprint, fscan,
fwrite, sprint
- Example
probchi,
probf,
probn,
probt
probchi(const ma, const df);
probchi(const ma, const df, const nc);
probf(const ma, const df1, const df2);
probf(const ma, const df1, const df2, const nc);
probn(const ma);
probt(const ma, const df);
probt(const ma, const df, const nc);
-
- ma
- in: arithmetic type
- df
- in: arithmetic type, degrees of freedom
- df1
- in: arithmetic type, degrees of freedom in the numerator
- df2
- in: arithmetic type, degrees of freedom in the denominator
- nc
- in: arithmetic type, non-centrality parameter
- Return value
- Returns the requested probabilities at ma (the returned probabilities
are between zero and one):
- probchi: probabilities from chi2(df) distribution,
- probchi: probabilities from non-central chi2(df) distribution,
- probf: probabilities from F(df1, df2) distribution,
- probf: probabilities from non-central F(df1, df2) distribution,
- probn: one-sided probabilities from the standard normal N(0,1),
- probt: one-sided probabilities from student-t(df) distribution,
- probt: one-sided probabilities from non-central student-t(df) distribution.
The normal probabilities are accurate to 14-15 significant digits
for probabilities >10-20.
The probabilities are accurate to about 10 digits.
The return type is derived as follows:
- m x n matrix, when ma is an m
x n matrix, and the rest is scalar;
- m x n matrix, when ma is a scalar,
and the rest are m x n matrices;
- m x n matrix, when ma is an m
x n matrix, and the rest are m x n
matrices;
- double, when ma is scalar, and the rest is also scalar.
- See also
-
dens...,
quan...,
tail...,
Probability package
- Example
prodc,
prodr
prodc(const ma);
prodr(const ma);
-
- ma
- in: T x n matrix A
- Return value
- The prodc function returns a 1 x n matrix
r which holds the product of all column elements of ma.
The prodr function returns a T x 1 matrix which
holds the product of all row elements of ma.
- See also
- sumc, sumr
- Example
quanchi,
quanf,
quann,
quant
quanchi(const ma, const df);
quanf(const ma, const df1, const df2);
quann(const ma);
quant(const ma, const df);
-
- ma
- in: arithmetic type, probabilities: all values must be between 0 and 1
- df
- in: arithmetic type, degrees of freedom
- df1
- in: arithmetic type, degrees of freedom in the numerator
- df2
- in: arithmetic type, degrees of freedom in the denominator
- dr, da
- in: arithmetic type
- Return value
- Returns the requested quantiles (inverse probability function; percentage
points) at ma:
- quanchi: quantiles from chi2(df) distribution,
- quanf: quantiles from F(df1, df2) distribution,
- quann: standard normal quantiles,
- quant: quantiles from student-t(df) distribution.
The quantiles are accurate to about 10 digits.
The return type is derived as follows:
- m x n matrix, when ma is an m
x n matrix, and the rest is scalar;
- m x n matrix, when ma is a scalar,
and the rest are m x n matrices;
- m x n matrix, when ma is an m
x n matrix, and the rest are m x n
matrices;
- double, when ma is scalar, and the rest is also scalar.
- See also
- dens..., prob..., tail...
Probability package
- Example
quantilec,
quantiler
quantilec(const ma);
quantiler(const ma);
quantilec(const ma, const mq);
quantiler(const ma, const mq);
-
- ma
- in: T x n matrix A
- mq
- in: (optional argument) 1 x q matrix of quantiles
- Return value
- The quantilec function returns a q x n
matrix holding the requested quantiles of the columns of ma. If
no second argument is used the return value is a 1 x n
matrix holding the medians.
The quantiler function returns a T
x q matrix holding the requested quantiles of the rows
of ma. If no second argument is used the return value is a T
x 1 matrix holding the medians.
- See also
- meanc, meanr, varc, varr
- Example
range
range(const min, const max);
range(const min, const max, const step);
-
- min
- in: int or double, first value m
- max
- in: int or double, last value n
- step
- in: int or double, (optional argument) increment
- Return value
- Returns a 1 x (n-m+1) matrix with the values
with values m, m+1, ..., n. If n<m,
range returns a 1 x (m-n+1) matrix with
the values with values m, m-1, ..., n. The version
which uses the step argument uses that as the incrementor (rather
than the default +1 or -1), the returned matrix is a row vector of the
required length.
- Description
-
When all arguments are integers, the incrementation arithmetic
is done using integers, else using doubles. Integer arithmetic
could be a bit more precise when using longer ranges.
The following example illustrates the difference:
range(-1.1, 1.1, 0.11);
range(-110, 110, 11) / 100;
The first line has the loop using floating point arithmetic,
and will not have exactly zero, but something like -1.9e-16 as its
11th element. In the second line, the loop is incremented in
integer arithmetic before conversion to floating point numbers. Here the
11th number will be exactly zero.
Because if these rounding errors, it is best to
use the integer version, and scale afterwards.
- See also
- constant
- Example
rank
rank(const ma);
rank(const ma, const eps);
-
- ma
- in: arithmetic type
- eps
- in: arithmetic type, optional tolerance
- Return value
- Returns the rank of a matrix, of type int. The rank of a scalar is
1, except for the rank of zero, which is zero. In the one argument
version, the rank is also relative to the norm, so that
rank(1e-20) equals one. The two argument version uses
the specified tolerance: rank(1e-20, 1e-10) equals zero.
- See also
- decsvd,
inverteps,
norm
- Example
ranloopseed
ranloopseed(const iloop, const istage);
-
- iloop
- in: int, loop counter (if istage = 0)
- istage
- in: int, -1: initialization, 0: iterating, 1: exiting
- No return value
- Description
-
Colours the current seed with the loop iterator, so that parallel loops
have the same random number stream independently of how they
are partitioned among threads or processes.
This is automatically done inside Ox for parallel for and parallel foreach loops.
Note that nested calls to ranloopseed are ignored, as are calls inside a parallel loop.
rann
rann(const r, const c);
-
- r
- in: int, number of rows
- c
- in: int, number of columns
- Return value
- Returns a r by c matrix of random numbers from the
standard normal distribution, using drawings from the current
uniform random generator.
- See also
- ranseed, ranu,
Probability package
- Example
ranseed
ranseed(const iseed);
-
- iseed
- in: int (1 seed), or array of ints (multiple seeds), or
in: string, name of random number generator to use.
- Return value
-
Returns the current seed(s) of the random number generator (RNG).
If the generator only uses one seed, the return type is int.
Otherwise it is an array holding all the seeds (all array
elements are integers).
- A call to ranseed(0) only returns the current seed,
without changing it; ranseed(-1)
resets to the initial seed and returns the initial seed.
- A call with a string argument to set the RNG returns the name of the new RNG.
Use ranseed("") to get the name of the current RNG without changing it.
- Description
- Sets and gets the seed(s); ranseed can also change the random
number generator:
- "PM": LCG31, Modified Park and Miller (period approx. 231)
- "GM": MWC60, George Marsaglia (period approx. 260)
- "LE": LFSR113, Pierre L'Ecuyer (period approx. 2113)
- "MWC_32": MWC8222, George Marsaglia multiply-with-carry (period approx. 28222)
- "MWC_52", "default": MWC8222_52, George Marsaglia multiply-with-carry (period approx. 28222)
- The number of seeds is dependent on the RNG being used:
To set the seed, for example:
- "PM" has 1 seed, example: ranseed(111);
- "GM" has 2 seeds, example: ranseed({111, 1111});
If only one seed is set then both seeds are set to this value.
- "LE" has 4 seeds, example: ranseed({1,11,111,1111});
In the this case the seeds have to be larger than 1, 7, 15, 127
respectively, otherwise the call is ignored.
If only one seed is set then all seeds are set to this value
(using 127 if the value is less than 127).
- "MWC_32" and "MWC_52" have 256 seeds and a state
and carry, so ranseed(0) returns a vector with 258 elements.
It is possible to
set the seed with one element, for example ranseed(111).
In that case 111 is used as a starting point for a procedure that
generates 256 seeds, and the default state and carry are used.
- "MWC_52" generates a random number that makes full use of the
available floating point precision (this carries over to all other
random number functions). The others only use 32 bits, instead of 52.
This is now the default uniform RNG (in Ox 3.4 and earlier, "PM" was
the default). Choosing "MWC_52" or "MWC_32" will generate
standard normal samples (rann) using the ziggurat method,
while the others use the polar method.
- See also
- rann, ranu
- Example
ranu
ranu(const r, const c);
-
- r
- in: int
- c
- in: int
- Return value
- Returns a r by c matrix of uniform random numbers.
The matrix is filled by row. When both r and c
are 1, the return value is a scalar of type double.
The ranseed function can be used to change the random
number generator.
- See also
- rann, ranseed
- Example
reflect
reflect(const ma);
-
- ma
- in: square m x m matrix
- Return value
- Returns the reflected version of ma
(i.e. the matrix transposed around its secondary diagonal, which
runs from element [m-1][0] to [0][m-1]).
- See also
- transpose operator '
- Example
replace
replace(const where, const what, const with);
replace(const where, const what, const with, const smode);
-
- where
- in: object to search in
- what
- in: what to search for
- with
- in: the replacement
- smode
- in: (optional argument), string controlling search method: "i", "ir", "r" or nothing
- Return value
- Returns where, with the requested replacements made (if any).
- Description
-
| where | what | with | action |
| array | string | string | replace string elements equal where with with |
| array | string | string | apply the replace action on each string element |
| string | string | string | replace one or more occurrences of substring what |
| arithmetic | int,double | int,double | replace every element that occurs in what |
| arithmetic | matrix | int,double | replace every element that occurs in what |
| arithmetic | matrix | matrix | replace every element that occurs in what with the corresponding element in with |
| array | arithmetic | arithmetic | apply the replace action on each arithmetic element |
Arithmetic denotes a matrix, int, or double.
For string replacement, smode is an optional string consisting of the letters:
| "i" | ignore case, |
| "*" | replace all, |
| "a" | replace all, |
| "." | dot-replacement: apply the string replacement to every string in the array (instead of replacing entire strings only), |
| "1" -- "9" | perform from one to nine replacements. |
The default is "*".
The smode argument is ignored for arithmetic replacement.
- See also
- find, vecindex
- Example
reshape
reshape(const ma, const r, const c);
-
- ma
- in: arithmetic type
- r
- in: int
- c
- in: int
- Return value
- Returns an r by c matrix, filled by row from vecr(ma).
If there are less than rc elements in ma, the input matrix
is repeated.
- See also
- shape, vecr
- Example
reversec,
reverser
reversec(const ma);
reverser(const ma);
-
- ma
- in: m x n matrix A
- Return value
- The reversec function returns an m x n
matrix which is ma, except that
the elements within each column are in reverse order.
The reverser function returns an m x n
matrix which is ma, except that
the elements within each row are in reverse order.
- See also
- sortc, sortr
- Example
round
round(const ma);
-
- ma
- in: arithmetic type
- Return value
- Returns the rounded elements of ma, of double or matrix type.
Rounds to the nearest integer.
- See also
- ceil, floor, trunc
- Example
rows
rows(const ma);
-
- ma
- in: any type
- Return value
- Returns an integer value which is the number of rows in the argument:
- m x n matrix: m;
- string: number of characters in the string;
- array: number of elements in the array;
- file: number of columns in the file; (only if opened with f format,
see fopen);
- other: 0.
- See also
- columns, sizeof
- Example
savemat
savemat(const sname, const ma);
savemat(const sname, const ma, const iFormat);
savemat(const sname, const ma, const asVarNames);
-
- sname
- in: string containing a destination file name
- ma
- in: matrix
- iFormat
- in: (optional argument)
1: omit the matrix dimensions (.mat file only);
1: save in universal v96 format (.fmt file only)
- asVarNames
- in: (optional argument)
array of strings with names for data columns
- Return value
- Returns 0 if the operation failed, 1 otherwise.
- Description
- The type of file saved depends on the extension of the file name:
- See also
- Database class, loadmat
- Example
scan
scan(const a, ...);
-
- a
- in: any type
- ...
- in: any type
- Return value
- Returns the number of arguments successfully scanned and assigned.
- Description
- This function works as fscan, but reading from the console,
not a file. Any text in the scanning string which is not an input is echoed
to the console (this is different from the standard C scanf
function).
- See also
- fscan, fwrite, sscan
- Example
selectc,
selectr,
selectifc,
selectifr,
selectrc
selectc(const ma);
selectc(const ma, const mval);
selectr(const ma);
selectr(const ma, const mval);
selectifc(const ma, const mifc);
selectifr(const ma, const mifr);
selectrc(const ma, const mr, const mc);
-
- ma
- in: m x n matrix to select from
- mval
- in: p x q matrix with values to use for selection
- mifc
- in: p x n boolean matrix specifying columns to select
- mifr
- in: m x q boolean matrix specifying rows to select
- mc
- in: p x n matrix with indices of columns to select
- mr
- in: m x q matrix with indices of rows to select
- Return value
- The selectc function with one argument returns an m x s
matrix, selecting columns from ma which have a missing value (NaN: not a number).
- The selectr function with one argument returns an s x n
matrix, selecting rows from ma which have a missing value (NaN).
- The remaining forms expect matrices without missing values.
- The selectc function with two arguments returns an m x s matrix,
selecting the columns from ma which have at least one element equal to
an element in the matrix mval.
- The selectr function with two arguments returns an s x n matrix,
selecting the rows from ma which have at least one element equal to
an element in the matrix mval.
- The selectif functions can be used to select rows or columns
based on a logical expression: all rows (columns) wich have a
zero in the corresponding row (column) are dropped.
- The selectifc function returns an m x s matrix,
selecting only those columns from ma which have at least one non-zero
element in the corresponding column of mifc.
- The selectifr function returns an s x n matrix,
selecting only those rows from ma which have at least one non-zero
element in the corresponding row of mifr.
- The selectrc function returns a 1 x
max(pn,mq) matrix, which holds the selected elements.
If an index is outside the matrix bounds of ma
the corresponding element in the return value is NaN.
- All functions return an empty matrix if the selection is empty.
- See also
-
deletec,
deleter,
deleteifc,
deleteifr,
isdotnan,
vecindex
- Example
setbounds
setbounds(const ma, const dlo, const dhi);
-
- ma
- in: m x n matrix
- dlo
- in: scalar, lower bound (may be -.Inf)
- dhi
- in: scalar, upper bound (may be +.Inf)
- Return value
-
Returns the specified matrix, replacing values smaller than dlo
by dlo and values greater that dhi by dhi.
Missing values remain missing.
- Example
setdiagonal,
setlower,
setupper
setdiagonal(const ma, const mdiag);
setlower(const ma, const ml);
setupper(const ma, const mu);
setlower(const ma, const ml, const mdiag);
setupper(const ma, const mu, const mdiag);
-
- ma
- in: m x n matrix
- mdiag
- in: 1 by min(m,n) or min(m,n) by 1 or matrix
m x n matrix or scalar
- ml
- in: scalar, or m x n matrix, or vector, with new strict lower
diagonal
- mu
- in: scalar or m x n matrix with new strict upper
diagonal
- Return value
- setdiagonal returns a matrix with the diagonal replaced by
mdiag, which is either a vector with the new diagonal elements,
or a matrix from which the diagonal is copied. If mdiag is scalar,
all diagonal elements of the returned matrix have that value.
setlower
returns ma with the strict lower diagonal replaced by that of
ml. If ml is a scalar, each element is set to that value.
If ml is a row or column vector,
the strict lower diagonal is set column-wise to elements of the vector (until the vector
runs out).
setlower(ma, ml, mdiag) corresponds to setdiagonal(
setlower(ma, ml), mdiag).
setupper returns ma with
the strict upper diagonal replaced by that of ml.
If ml is a scalar, each element is set to that value.
setupper(ma,
ml, mdiag) corresponds to setdiagonal( setupper(ma, ml), mdiag).
- See also
- diag, diagonal, diagonalize, lower,
upper
- Example
shape
shape(const ma, const r, const c);
-
- ma
- in: arithmetic type
- r
- in: int
- c
- in: int
- Return value
- Returns an r by c matrix, filled by column from
vec(ma). If there are fewer than rc elements in ma,
the value 0 is used for padding.
- See also
- reshape, vec
- Example
sin,
sinh
sin(const ma);
-
- ma
- in: arithmetic type
- Return value
- sin returns the sine of ma, of double or matrix
type.
sinh returns the sine hyperbolicus of ma, of double
or matrix type.
- See also
- acos, asin, atan, cos, cosh,
sinh, tan, tanh
sizec
sizeof
sizer
sizerc
sizec(const ma);
sizeof(const ma);
sizer(const ma);
sizerc(const ma);
-
- Return value
- Returns an integer value which is the number elements in the argument:
rows/sizeof columns sizer sizec sizerc
int, double 0 0 1 1 1
m x n matrix m n m n mn
string, length c c c 1 c c
array, length c c c 1 c c
file (f format) r c r c rc
- columns, rows
- Example
solveldl
solveldl(const ml, const md, const mb);
-
- ml
- in: m x m lower diagonal matrix L, LDL'=A
- md
- in: 1 x m matrix with reciprocals of D
- mb
- in: m x n matrix B, the right-hand side
- Return value
- Returns the m x n matrix X from solving
AX=B.
- See also
- decldl, invertsym
- Example
solveldlband
solveldlband(const ml, const md, const mb);
-
- ml
- in: p x n vector specifying the Lb
matrix
- md
- in: 1 x m matrix with reciprocals of D
or empty matrix (see below).
- mb
- in: m x n matrix B, the right-hand side
- Return value
- Returns the m x n matrix X from solving
AX=B.
If md is the empty matrix, the return value is
the m x n matrix X=invert(L)B.
- See also
- decldlband, solvetoeplitz
- Example
solvelu
solvelu(const ml, const mu, const mp, const mb);
-
- ml
- in: m x m lower diagonal matrix L
- mu
- in: m x m upper diagonal matrix U
- mp
- in: 2 x m matrix with interchange permutations in the
second row
- mb
- in: m x n matrix B, the right-hand side
- Return value
- Returns the m x n matrix X from solving
AX=B.
- Description
-
Solves AX=B for X following a LU decomposition
of A.
This function may be used to only do the forward or backward
substitution part:
- solvelu(L, 0, 0, B) solves LX=B,
- solvelu(0, U, 0, B) solves UX=B.
So can be used to invert a triangular matrix.
- See also
- declu, invert
- Example
solvetoeplitz
solvetoeplitz(const mr, const cm, const mb);
solvetoeplitz(const mr, const cm, const mb, alogdet);
-
- mr
- in: double, or r x 1 or 1 x r matrix,
specifying the symmetric positive definite (band) Toeplitz matrix
- cm
- in: dimension of complete Toeplitz matrix: m x m,
m >= r
- mb
- in: m x n matrix B, the right-hand side
- alogdet
- in: (optional argument) address of variable
- out: double, the logarithm of (the absolute value of) the determinant
of A
- Return value
- Returns the m x n matrix X from solving
AX=B, or 0 if the Toeplitz matrix is singular.
- See also
- pacf,
toeplitz
- Example
sortbyc,
sortbyr
sortbyc(const ma, const icol);
sortbyr(const ma, const irow);
-
- ma
- in: matrix
- icol
- in: scalar: index of column to sort, or matrix: specifying
the columns to sort by.
- irow
- in: index of row to sort
- Return value
- The reordered (sorted in ascending order) matrix.
- See also
- reversec, reverser, sortc, sortr
- Example
sortc,
sortcindex,
sortr
sortc(const ma);
sortr(const ma);
sortcindex(const mb);
-
- ma
- in: matrix, array or string
- mb
- in: row vector, column vector, array or string
- Return value
- If ma is a matrix, the return value is ma with each
column (sortc) or row (sortr) sorted in ascending order.
If ma is scalar the return type and value are that of ma.
If ma is an array of strings, the strings are sorted in
increasing order (all non-string entries are pushed to the end,
and will be in reverse order). If ma is a string, the string is
returned unchanged.
sortcindex returns a column vector with the sorted
index which results from applying sortc(mb)
(so v[sortcindex(v)] equals sortc(v)).
A matrix argument to
sortcindex must be a column vector or a row vector
(the transpose is used in the latter case, so sortcindex(v)
and sortcindex(v') are the same).
Applying sortcindex twice, as in sortcindex(sortcindex(v)),
returns the ranking.
- See also
- sortbyc, sortbyr
- Example
spline
spline(const my, const mx, const alpha);
spline(const my, const mx, const alpha, agcv);
-
- my
- in: T x n matrix with variables (observations
in columns) to smooth
- mx
- in: 0 for evenly spaced Y, else T x
m matrix with X (where m=1: same X used for
all Ys, or m=n: corresponding X is used with
Y)
- alpha
- in: double, bandwidth, 0: automatic bandwidth selection
using GCV, <0: absolute value is bandwidth,
>0: specifies equivalent number of parameters.
- agcv
- in: (optional) address, returns GCV (generalized cross validation score)
and equivalent number of parameters
- Return value
- Returns a T x n matrix with the smooth from
applying the natural cubic spline. The optional agcv argument
is a 2 x n matrix, with the generalized cross validation
(GCV) score in the first row, and the equivalent number of parameters in
the second.
- Example
sprint
sprint(const a, ...);
-
- a
- in: any type
- ...
- in: any type
- Return value
- Returns a string containing the written text, or 0 if the sprint buffer
was too small (see sprintbuffer).
- Description
- Each argument is printed to a string. See print for a description
of formatting.
There is a maximum text length: this is documented under sprintbuffer.
- See also
- eprint, print, sprintbuffer
- Example
sprintbuffer
sprintbuffer(const len);
-
- len
- in: int
- Return value
- Returns 0 of type int.
- Description
- Sets the size of the internal sprint buffer. The default is 16 * 1024 characters,
and this function is only needed if a larger buffer is needed for sprint.
- See also
- sprint
sqr,
sqrt
sqr(const ma);
sqrt(const ma);
-
- ma
- in: arithmetic type
- Return value
- sqrt returns the square root of the elements of ma,
of double or matrix type.
sqr returns the square of the elements
of ma. If the input to sqr is a double or matrix, the
return type is a double or matrix. If the input is an integer, the return
type is integer unless the result would overflow in integer computation.
In that case the return type is double in order to represent the result.
- See also
- pow,
^ .^
- Example
sscan
sscan(const string, const a, ...);
sscan(const astring, const a, ...);
-
- string
- in: string to scan from
- astring
- in: address of string to scan from, on return the scanned text has
been removed from the string
- a
- in: any type
- ...
- in: any type
- Return value
- Returns the number of arguments successfully scanned and assigned.
If s is a string, then sscan(s, ...) will leave the string
unchanged, whereas sscan(&s, ...) will remove the read characters
from the string. Returns -1 when at the end of the string.
- Description
- This function works as fscan, but reading from a string,
not a file. See fscan for a description of formatting;
the "%#m" and "%#M"
formats may not be used in sscan.
- See also
- fscan, fwrite, scan
- Example
standardize
standardize(const ma);
-
- ma
- in: T x n matrix A
- Return value
- Returns a T x n matrix holding the standardized
columns of ma. If any variance is <= 1e-20, then the corresponding
column is set to 0.
- See also
- meanc, meanr,
varc, varr, variance
- Example
string
string(const ma);
-
- ma
- in: arithmetic type
- Return value
- Casts the argument to a string, see
explicit type conversion.
- See also
- double
strfind,
strfindr,
strifind
strifindr
strfind(const where, const what);
strfindr(const where, const what);
strifind(const where, const what);
strifindr(const where, const what);
-
| where | what | return type |
| array of strings | array of c string | 1 x c matrix with indices of occurrence (-1 if not found) |
| array of strings | string | int: index of occurrence of string what, or -1 if not found |
| string | string | int: index of occurrence of substring what, or -1 if not found |
| string | r x c matrix with character values | 1 x rc matrix with indices of occurrence (-1 if not found) |
| string | character | int: index of occurrence of character what, or -1 if not found |
| strfind | case sensitive search |
| strifind | case insensitive search |
| strfindr | case sensitive reverse search |
| strifindr | case insensitive reverse search |
- Example
strlwr,
strtrim,
strupr
strlwr(const s);
strtrim(const s);
strupr(const s);
-
- s
- in: the strings to convert
- Return value
- Returns a copy of the string, which is converted to lower case (strlwr)
or uppercase (strupr). strtrim returns the string with
leading and trailing white space removed.
- Example
submat
submat(const ma, const r1, const r2, const c1, const c2);
-
- ma
- in: matrix
- r1,r2
- in: int
- c1,c2
- in: int
- Return value
- Returns the submatrix of ma from row indices r1
to r2 and column indices c1 to c2. This is equivalent
to ma[r1:r2][c1:c2].
- See also
- submat, []
sumc,
sumr
sumc(const ma);
sumr(const ma);
-
- ma
- in: T x n matrix A
- Return value
- The sumc function returns a 1 x n matrix
r which holds the sum of the column elements of ma.
The
sumr function returns a T x 1 matrix which holds
the sum of the row elements of ma.
- See also
- meanc, meanr, prodc, prodr, sumsqrc,
sumsqrr, varc, varr
- Example
sumsqrc,
sumsqrr
sumsqrc(const ma);
sumsqrr(const ma);
-
- ma
- in: T x n matrix A
- Return value
- The sumsqrc function returns a 1 x n matrix
r which holds the sum of the squares of the column elements of
ma.
The sumsqrr function returns a T x
1 matrix which holds the sum of the squares of the row elements of ma.
- See also
- sumc, sumr, varc, varr
- Example
systemcall
systemcall(const s);
-
- s
- in: string with system command
- Return value
-
Performs a operating system call, and waits for the call to finish.
Returns the exit code from the system call.
For example, systemcall("dir") lists
the directory under Windows, while systemcall("ls") does this under Linux.
The output of the command is echoed to the standard output console.
- See also
- chdir, getcwd,
getenv
tailchi,
tailf,
tailn,
tailt
tailchi(const ma, const df);
tailf(const ma, const df1, const df2);
tailn(const ma);
tailt(const ma, const idf);
-
- ma
- in: arithmetic type
- df
- in: arithmetic type, degrees of freedom
- df1
- in: arithmetic type, degrees of freedom in the numerator
- df2
- in: arithmetic type, degrees of freedom in the denominator
- idf
- in: int, degrees of freedom
- Return value
- Returns the requested tail probabilities at ma (the returned
tail probabilities are between zero and one):
- tailchi: tail probabilities from chi2(df) distribution,
- tailf: tail probabilities from F(df1, df2) distribution,
- tailn: one-sided standard normal tail probability,
- tailt: one-sided tail probabilities from student-t(df) distribution.
The tail probabilities are accurate to about 10 digits.
The return type is derived as follows:
- m x n matrix, when ma is an m
x n matrix, and the rest is scalar (int for tailt);
- m x n matrix, when ma is a scalar,
and the rest are m x n matrices;
- m x n matrix, when ma is an m
x n matrix, and the rest are m x n
matrices;
- double, when ma is scalar, and the rest is also scalar (int
for tailt).
- See also
- dens..., prob..., quan...
- Example
tan,
tanh
tan(const ma);
tanh(const ma);
-
- ma
- in: arithmetic type
- Return value
- tan returns the tangent of ma, of double or matrix
type.
tanh returns the tangent hyperbolicus of ma, of
double or matrix type.
- See also
-
acos, asin, atan, cos, cosh,
sin, sinh, tanh
thinc,
thinr
thinc(const ma, const c);
thinr(const ma, const r);
-
- ma
- in: m x n matrix A
- c
- in: int, desired number of columns to extract
- r
- in: int, desired number of rows to extract
- Return value
- The thinc function returns an m by c matrix
consisting of a selection of columns of the original matrix.
The thinr
function returns an r by n matrix consisting of a selection
of rows of the original matrix.
- See also
- aggregatec, aggregater
- Example
time
time();
-
- Return value
- A string holding the current time.
- See also
- date
- Example
timeofday
timeofday();
timeofday(const index);
timeofday(const hours, const minutes);
timeofday(const hours, const minutes, const seconds);
timeofday(const hours, const minutes, const seconds, const hundreds);
-
- index
- in: arithmetic type, calendar index of a certain date with fractional time
- hours
- in: arithmetic type, hours on 24-hour clock
- minutes
- in: arithmetic type, minutes
- seconds
- in: arithmetic type, seconds
- hundreds
- in: arithmetic type, hundreds
- Return value
-
The timeofday function without any arguments returns the
fraction of the calendar index representing the current time.
The timeofday function with two or more arguments returns the
fraction of the calendar index of the specified
time (see below).
If all arguments are an integer, the return value will be an integer.
The timeofday function with one argument takes a calendar index (or vector of indices),
as argument,
returning a n x matrix with the quadruplet
hours, minutes, seconds, hundreds in each row
(n is the number of elements in the input).
- Description
-
The calendar index is the Julian day number, with an optional fractional
part to specifies the fraction of the day: 2453402.75 corresponds to
2005-01-01T18:00. If the day number is zero, it is interpreted as a
time only, so 0.75 is just 18:00 (6 PM).
The "%C" print format is available to print or scan a calendar index.
- See also
- dayofcalendar,
print, timing
- Example
timer,
timespan
timer();
timespan(const time);
timespan(const time, const time0);
-
- time
- in: double, value from previous call to timer
- time0
- in: double, (optional argument) start time
- Return value
- The timer function returns a double representing the current
time in one 100th of a second. (Under Windows this is the elapsed
time since the process started; under Linux/Unix, it
is the CPU time used so far, ignoring time taken by other processes.)
The timespan function returns a
string holding the time lapsed since the time argument.
The timespan(time, time0) function returns a
string holding the lapsed time between time and time0.
Both arguments must be measured in one 100th of a second.
- See also
- today
- Example
timestr,
timing,
today
timestr(const time);
timing(const mdates);
timing(const mtimes, const mode);
today();
-
- time
- in: double, date expressed as number of seconds
since 1 January 1970 at 00:00:00 (e.g. a value from timing)
- mdates
- in: T x k matrix with date and time, in order:
year, month, day, hour, minute, second (see below).
- mtimes
- in: m x n matrix with dates expressed in seconds
- mode
- in: int, 0 (or absent): convert date/time to seconds; 1:
convert seconds to date/time; 2: convert seconds to calendar index as
used in dayofcalendar and
timeofday.
- Return value
- The timing function with mode 0 (or no mode specified)
converts a T x k matrix of year, month, ..., seconds (see below)
to a T x 1 vector with the date/time expressed as the
number of seconds since 1 January 1970 at 00:00:00.
The timing function with mode 1
converts an m x n matrix of seconds, returning
an mn x 6 matrix with respectively year, month, day, hour, min, sec
in the columns.
The timing function with mode 2
converts an m x n matrix (or a single double) of seconds to
calendar indices, returning an m x n matrix (or a double).
The timestr function returns
the date/time expressed as a text string:
"year-month-day hour:min:sec". The time is omitted if it is 00:00:00.
The today function returns a double with
the current date/time expressed in seconds.
- Description
-
These functions work with time in seconds: the
number of seconds since 1 January 1970 at 00:00:00. This is more restrictive
and less convenient than the calendar index (with fraction for time) that is
used in dayofcalendar and
timeofday.
The input matrix for timing with mode 0 (or no mode specified)
has a specified data and time in
each row, with the columns organized as:
column item values
0 year full year (e.g. 1970)
1 month month in year, 1 ... 12 (e.g. 2 for February)
2 day day in month, 1 ... 31
3 hour hour in day, 0 ... 23
4 min minutes, 0 ... 60
5 sec seconds, 0 ... 60
The actual input matrix may have fewer columns, in which case the
remainder is assumed to be zero.
- See also
- dayofcalendar,
timeofday, timer
- Example
toeplitz
toeplitz(const ma);
toeplitz(const ma, const cm);
-
- ma
- in: double, or r x 1 or 1 x r matrix
- cm
- in: (optional argument) m: dimension of matrix to be created,
m >= r; if the argument is missing, m=r
is used.
- Return value
- Returns a symmetric Toeplitz matrix.
- See also
- diag, solvetoeplitz
- Example
trace
trace(const ma);
-
- ma
- in: arithmetic type
- Return value
- Returns the trace of ma (the sum of its diagonal elements).
Return type is double.
- See also
- determinant
- Example
trunc,
truncf
trunc(const ma);
truncf(const ma);
-
- ma
- in: arithmetic type
- Return value
- trunc returns the truncated elements of ma, of double
or matrix type.
truncf is fuzzy truncation.
- See also
- ceil, floor, fuzziness, round,
- Example
union,
unique
union(const ma);
unique(const ma);
-
- ma
- in: matrix
- mb
- in: matrix
- Return value
- unique returns the sorted unique elements of ma as a row vector.
union returns a row vector with the sorted unique elements of ma and mb combined.
Returns an empty matrix if the result is empty.
Missing values are skipped.
- See also
- exclusion,
intersection
- Example
unit
unit(const rc);
unit(const r, const c);
-
- rc
- in: int
- r
- in: int
- c
- in: int
- Return value
- Returns an rc by rc identity matrix (one argument),
or an r by c matrix with ones on the diagonal (rest zero).
- See also
- constant, unit, zeros
- Example
unvech
unvech(const va);
-
- va
- in: arithmetic type, (column or row) vector to make into symmetric matrix
- Return value
- Returns a symmetric matrix, given the vectorized lower diagonal
of a symmetric matrix.
- See also
- vech
- Example
upper
upper(const ma);
-
- ma
- in: m x n matrix
- Return value
- Returns the upper diagonal (including the diagonal), i.e.
returns a copy of the input matrix with strict lower-diagonal elements set to zero.
- See also
- lower, setdiagonal, setlower, setupper
- Example
va_arglist
va_arglist();
-
- Return value
- Returns an array holding the arguments starting with the first variable
in the variable argument list.
- Description
- See variable arguments.
- Example
varc,
varr
varc(const ma);
varr(const ma);
-
- ma
- in: T x n matrix A
- Return value
- The varc function returns a 1 x n matrix
holding the variances of the columns of ma.
The varr
function returns a T x 1 matrix holding the variances of
the rows of ma.
- See also
- meanc, meanr, sumc, sumr, variance
- Example
variance
variance(const ma);
-
- ma
- in: T x n matrix A
- Return value
- Returns an n x n matrix holding variance-covariance
matrix of ma.
- See also
- acf, correlation, meanc, meanr,
standardize, varc, varr
- Example
vec
vec(const ma);
-
- ma
- in: arithmetic type
- Return value
- If ma is an m x n matrix, the return
value is an mn x 1 matrix consisting of the stacked columns
of ma. If ma is scalar, the return value is an 1 x
1 matrix consisting of the value ma.
- See also
- shape, vech, vecr
- Example
vech
vech(const ma);
-
- ma
- in: arithmetic type
- Return value
- If ma is an m x n matrix, the return
value is an (m(m+1)/2 - j(j+1)/2) by 1 matrix,
where j = max(m-n,0), consisting of the stacked columns
of the lower diagonal of ma. If ma is scalar, the return
value is a 1 x 1 matrix consisting of the value ma.
- See also
- unvech, vec,
vecr
- Example
vecindex
vecindex(const ma);
vecindex(const ma, const mfind);
-
- ma
- in: matrix
- mfind
- in: matrix (optional argument)
- Return value
- vecindex with 1 argument
returns a p x 1 matrix holding the row index of the
non-zero elements of vec(ma), where p is the number of
non-zero elements in ma. If there is no non-zero element, the
function returns the empty matrix.
A .NaN in ma is treated as a non-zero.
- vecindex with 2 arguments
returns a p x 1 matrix holding the row indices
of the elements of vec(ma), which appear
in vec(mfind). If none are found, the function returns the empty
matrix.
- Description
-
The one argument version is often used with a boolean expression:
vecindex(x .< 0 .|| x .== 10)
A scalar second argument locates all indices that have that value:
vecindex(x, 5)
If the second argument is a matrix, vecindex returns the sorted
indices of elements of the first argument that occur in the second. Use find
instead to determine the location of the elements of one vector in another.
- See also
- find, shape, vec,
vecrindex
- Example
vecr
vecr(const ma);
-
- ma
- in: arithmetic type
- Return value
- If ma is an m x n matrix, the return
value is an mn x 1 matrix consisting of the stacked transposed rows
of ma. If ma is scalar, the return value is a 1 x
1 matrix consisting of the value ma.
- See also
- reshape, vech, vec
- Example
vecrindex
vecrindex(const ma);
vecrindex(const ma, const mfind);
vecrindex(const ma, const mfind, const bunique);
-
- ma
- in: matrix
- mfind
- in: matrix (optional argument)
- bunique
- in: int (optional argument when mfind is present)
- Return value
- vecrindex with 1 argument
returns a p x 1 matrix holding the row index of the
non-zero elements of vecr(ma), where p is the number of
non-zero elements in ma. If there is no non-zero element, the
function returns the empty matrix.