Eviews 6 マトリックス処理機能インフォーマティック（株）

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マトリックス処理

EViewsは、マトリックスおよびベクトルデータを扱う強力なマトリックス処理機能を提供している。

たとえば、マトリックスを生成する例をいくつかあげると、

matrix(3,10) xdata

matrix(10, 10) m1

matrix m1copy = m1

sym(10) sym1

vector v1 = @vec(m1)

vector v2 = @columnextract(m1,3)

vector v3 = @rowextract(m1,4)

また、次のように推定モデルのオブジェクトからマトリックスを生成することもできる。

equation eq1.ls y x w z c ar(1) ar(2) ma(1)

vector arma_results = eq1.@coefs

matrix arma_cov = eq1.@coefcov

マトリックス演算式は、通常のスカラー演算子や関数の多くを使って表現できる。たとえば、

@inner(@convert(grp, s1))

mat1*vec1

@inverse(mat1+mat2)*vec1

mat1 > mat2

マトリックス演算用には、次のような関数が用意されている。

colplace (Place a column vector into a matrix)

@columnextract (Extract a vector from a column of a matrix)

@columns (Number of columns of a matrix)

@convert (Convert a series or group to a vector or matrix)

@dtoo (Date-to-Observation number)

@explode (Fill the upper triangle of a symmetric matrix)

@filledmatrix (Create a matrix filled with a number)

@filledrowvector (Create a row vector filled with a number)

@filledsym (Create a symmetric matrix filled with a number)

@filledvector (Create a vector filled with a number)

@getmaindiagonal (Create a vector from the main diagonal of a square matrix)

@identity (Create an identity matrix)

@implode (Create a symmetric matrix by copying the lower triangle of a square matrix)

@left (Extract left end of a string)

@makediagonal (Create a diagonal matrix from a vector)

matplace (Place a matrix into another matrix at a specified position)

@mid (Extract middle of a string)

mtos (Create a series or group from a matrix or vector)

@otod (Observation-to-Date)

@right (Extract right end of a string)

@rowextract (Extract a row vector from a row of a matrix)

rowplace (Place a row vector into a matrix)

@rows (Number of rows of a matrix)

stom (Create a matrix or vector from a series or group)

stomna (Create a matrix or vector from a series or group,including missing values)

@subextract (Extract a submatrix)

@str (Convert a number into a string)

@transpose (Matrix transpose)

@unitvector (Extract a column of an identity matrix)

@val (Convert a string into a number)

@vec (Stack columns of a matrix into a vector)

@vech (Stack columns of the lower triangle of a square matrix into a vector)

@cholesky (Cholesky factorization)

@cond (Condition number of a square matrix)

@det (Determinant of a square matrix)

@eigenvalues (Eigenvalues of a symmetric matrix)

@eigenvalues (Eigenvectors of a symmetric matrix)

@inner (Inner product)

@inverse (Inverse of a nonsingular matrix)

@issingular (Returns 1 if the square matrix is singular, 0 otherwise)

@kronecker (Kronecker product)

@norm (Matrix norm)

@otod (Observation-to-Date)

@outer (Outer product)

@rank (Matrix rank)

@solvesystem (Solve a linear system)

@svd (Singular value decomposition)

@trace (Matrix trace)

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EViews,eviews,Eviews,QMS,EViews,eviews,Eviews,QMS,EViews,eviews,Eviews,QMS is the registered trademark of Quantitative Micro Software,Inc.
EViews,eviews,Eviews,QMS,EViews,eviews,Eviews,QMS,EViews,eviews,Eviews,QMS is the registered trademark of Quantitative Micro Software,Inc.
EViews,eviews,Eviews,QMS,EViews,eviews,Eviews,QMS,EViews,eviews,Eviews,QMS is the registered trademark of Quantitative Micro Software,Inc.
EViews,eviews,Eviews,QMS,EViews,eviews,Eviews,QMS,EViews,eviews,Eviews,QMS is the registered trademark of Quantitative Micro Software,Inc.
EViews,eviews,Eviews,QMS,EViews,eviews,Eviews,QMS,EViews,eviews,Eviews,QMS is the registered trademark of Quantitative Micr