Re: [Gretl-users] mixing matrices and series
On Fri, 9 Sep 2011, artur bala wrote:
This is just for discussion. I used to think that in doing
mathematical
calculations, the matrices need not to be mixed up with series. For the sake
of clarityone can not, let's say multiply a series by a matrix. Is that
right?
Well, in the following script this kind of multiplication works fine. Is that
normal -- I mean, an intentionnally built feature -- or should we avoid such
a mixed operation?
nulldata 100
series x1 = normal()
matrix unit = ones($nobs,1)
scalar prod = unit'*x1 # matrix * series
matrix mx1 = x1
scalar prod = unit'*mx1 # matrix * matrix
We allow a series to be treated as a column vector for calculation
purposes, if it's conformable, as in this case.
I suppose it's debatable whether or not this is a good thing.
I would tend to write unit'*{x1} to make the "cast" to a matrix
clear.
Allin Cottrell