Hi there,
I'm interested in calculating a geometric mean inside the aggregate
function in a panel dataset.
While my UDF works in plain script the results when using as
aggregation function are wrong.
Could you please help me with this issue, here is the hansl script:
function scalar fn_geomean(series X)
catch scalar Y = prodc({X})^(1/nobs(X))
if $error<>0
Y=NAN
endif
return Y
end function
open abdata.gdt
series test = abs(n)
matrix testmean = aggregate(test, const, mean)
eval mean(test)~ testmean[, 3]
matrix testgeomean = aggregate(test, const, fn_geomean)
eval fn_geomean(test) ~ testgeomean[, 3]
Cheers
Leon