Stata - Matrix Programming : Mata

New in Stata 10

Environment
  • Interactive — type matrix expressions and see results
  • Development — full development environment for developing programs and commands
  • Automatically compiled code

General features and matrix operators

  • Support for real and complex values
  • Joining by rows or columns
  • Addition, subtraction, multiplication, scalar division
  • Elementwise arithmetic
  • Transposition and reshaping
  • Kronecker and Hadamard products
  • Inner and outer products

Mathematical and matrix functions

  • LAPACK numerical analysis routines
  • Symmetric, nonsymmetric, and generalized inverses
  • Cholesky, LU, QR, and SVD solvers
  • Transcendental and trigonometric functions
  • Gamma and factorial functions
  • Density and distribution functions
  • Polynomial evaluation, arithmetic, and calculus
  • Hilbert, Toeplitz, and Vandermonde matrices
  • Random-number generation
  • Fast Fourier analysis
  • Cubic splines
  • Means, sums, minimums, and maximums of matrices

Decompositions

  • Eigenvalues and eigenvectors
  • Cholesky
  • LU and LUD
  • QR
  • Singular value
  • Permutation matrices

Data accumulation

  • Cross products
  • Cross products of deviations from means
  • Weighted and GLS-type cross products
  • Support for quad-precision cross products

Stata interface

  • Convert Stata datasets to matrices and vice versa
  • Virtual matrix views onto dataset
  • Access and set estimation-class and other macros
  • Manipulate dataset value labels

Other features

  • String scalars and matrices
  • File I/O, including buffered I/O
  • C-like syntax
  • Fast execution
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Last revised:17/06/2007