On Mon, 7 Nov 2011, Allin Cottrell wrote:
(b) added a function eigsort() (not yet documented), which
reorders the eigenvalues and vectors to descending, and has an
optional last integer argument to enable trimming of the
eigenvalues and vectors, which can be useful in cointegration
Hmm, I don't know.
With all due respect, I have the feeling that we're all getting a bit
carried away with this. The amount of computation required to sort the
eigenvalues is absolutely minimal compared with the CPU requirements to
compute them, so I'd say this is not really an issue either way. Frankly,
I'm a bit skeptical on the necessity of introducing a new
reserved word for doing something that takes 2 lines of hansl code.
Is there anyone who shares my view?
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche