矩阵语言简介

Rowvector(5) xob

：创建一 个

1

×

5

的行 向量

xob

。

要改变矩阵对象的维数，

只需再声明一次。

此外，

一个矩阵对象，则目标对象的 维数将会做相应的调整。例如

Sym(10) bigz

：创建一个

10

×

10

的对称矩阵

bigz

。

Matrix zdata

：创建矩阵

zdata

，它只有一个元素。

Matrix(10,2) zdata

：把

< br>zdata

重新声明成

10

×< /p>

2.

Zdata=bigz

：矩阵

zdata

被调整成

10

< br>×

10

的矩阵，和

bigz

的内容一样。

给矩阵对象赋值

有三种赋值方式。

第一种。声明一个

2

×

2

的矩阵 ：

Matrix

（

2,2

）

a

。其中矩阵

a

的所有元素都是

0.

执行下面

的命令：

a(1,1)=1

a(2,1)=4

?

1

0

?

就得到

a=

?

?

.

4

0

?

?

第二种 。用

fill

据表赋给矩阵。使用

fi ll

语句时，用矩阵对象名加“

.

”< /p>

，然后加

fill

，后面跟

以逗号分隔的数据表。例如

Vector(3) v

V

.fill 0.1,0.2,0.3

Matrix(2,4) x

1,2,3,4,5,6,7,8

上面的命令创建了

?

0

.

1

?

?

x

?

?

1

3

5

7

?

v

?

?

0

.

2

?

2

4

6

8

?

?

?

?

?

?

?

0

.

3

?

?

如果把上面最后 一行命令换为：

(b=r) 1,2,3,4,5,6,7,8

则得到

?

1

2

3

4

?

x

?

?

?

?

5

6

7

8

?

有时候 希望把数据表重复赋值给矩阵对象。这时候可以用“

1

”选项。 例如

Matrix(3,3) y

(1) 1,0,-1

就会创建

?

1

1

1

?

?

y

?

?

0

0

0

?

?

?

?< /p>

-

1

-

1

-< /p>

1

?

?

第三种。 矩阵赋值语句。

使用矩阵赋值语句可以把一个矩阵对象的数据 复制到另一个矩阵对象里。

赋值语句以等号连

接源对象和目标对 象，

等号右边必须是常数值矩阵对象或者返回值为矩阵对象的表达式。

< br>如果等

号右边是标量，则等式左边的矩阵对象的所有元素都会被赋以这个标量的值 。例如：

Matrix(5,8)first

First=5

矩阵

First

的所有元素都被赋为

5.

可以把声明和赋 值语句结合起来，在声明矩阵对象的同时进行初始化。例如：

Matrix(5,8)

first=5

创建

5

×

8

的矩阵

first

，所有元素都为

5.

Vector(10)

v= first(3,5)

创建向量

v

， 所有元素都等于矩阵

first

的第

3

行第

5

列的元素。

如果赋值对象和目标对象属于同一类型，则目标对象的维数会被调整成和源对象的 一样。例如：

Matrix(10,2)

zdata=5

创建

10

×

2

的矩阵

zdata

，每个元素的值都是

5

Matrix

ydata=zdata

创建矩阵

ydata

，维数和

zdata

的一样，为

10

×

2

Matrix(10,10)

xdata=ydata

尽管声明

xdata

为

10

×

10

的矩阵，但是这行执行后 ，

xdata

仍

为

10

×

2

的矩阵，每个元素都是< /p>

5.

3

．

1

从矩阵中提取向量或子块

matrix(10, 10) m1

vector v1 = @vec(m1)

vector v2 = @columnextract(m1,3)

vector v3 = @rowextract(m1,4)

vector v4 = @columnextract(sym1,5)

The @vec function creates a 100 element vector, V1, from the columns of M1 stacked one on

top of another. V2 will be a 10 element vector containing the contents of the third column of M1

while V3 will be a 10 el ement vector containing the fourth row of M1. The @vec, @rowextract,

and

@columnextract

functions

also

work

with

sym

objects.

V4

is

a

10

element

vector

containing the fifth column of SYM1.

You can also copy data from one matrix into a smaller matrix using

@subextract. For example:

matrix(20,20) m1=1

matrix m2 = @subextract(m1,5,5,10,7)

matrix m3 = @subextract(m1,5,10)

matrix m4 = m1

M2

is

a

matrix

containing

a

submatrix

of

M1

defined

by

taking

the

part

of

the

matrix

M1

beginning at row 5 and column 5 and ending at row 10 and column 7. M3 is the

matrix taken

from M1 at row 5 and column 1 0 to the last element of the matrix (ro

w 20 and column 20). In

contrast, M4 is defined to be an exact copy of the full

matrix.

3

．

2

从时间序列中生成矩阵

smpl 1963:3 1993:6

group mygrp hsf gmpyq

vector xvec = gmpyq

matrix xmat = mygrp

These statements create the vector XVEC and the two column matrix XMAT containing the

non-missing series and group data from 1963:3 to 1993:6. Note that if GMPYQ has a missing

value in 1970:01, and HSF contains a missing value in 1980:01, both observations for both

series will be excluded from XMAT.

Matrix

帮助

Matrix (two-dimensional array).

Matrix Declaration

matrix

declare matrix object.

There are several ways to create a matrix object. You can enter the matrix keyword (with an

optional row and column dimension) followed by a name:

matrix scalarmat

matrix(10,3) results

Alternatively, you can combine a declaration with an assignment statement, in which case the

new matrix will be sized accordingly.

Lastly, a number of object procedures create matrices.

Matrix Views

cor

correlation matrix by columns.

cov

covariance matrix by columns.

display

display table, graph, or spool in object window .

label

label information for the matrix.

pcomp

principal components analysis of the columns in a matrix.

sheet

spreadsheet view of the matrix.

stats

descriptive statistics by column.

Matrix Graph Views

Graph creation views are discussed in detail in

.

area

area graph of the columns in the matrix.

band

area band graph.

bar

bar graph of each column.

boxplot

boxplot of each column.

distplot

distribution graph .

dot

dot plot graph .

errbar

error bar graph view.

hilo

high-low(-open-close) chart.

line

line graph of each column.

pie

pie chart view.

qqplot

quantile-quantile graph.

scat

scatter diagrams of the columns of the matrix.

scatmat

matrix of all pairwise scatter plots.

scatpair

scatterplot pairs graph.

seasplot

seasonal line graphof the columns of the matrix.

spike

spike graph.

xyarea

XY area graph.

xybar

XY bar graph.

xyline

XY line graph.

xypair

XY pairs graph.

Matrix Procs

displayname

set display name.

fill

fill the elements of the matrix.

read

import data from disk.

setformat

set the display format for the matrix spreadsheet.

setindent

set the indentation for the matrix spreadsheet.

setjust

set the justification for the matrix spreadsheet.

setwidth

set the column width in the matrix spreadsheet.

write

export data to disk.

Matrix Data Members

String values

@description string containing the Matrix object's description (if available).

@detailedtype string with the object type:

@displayname string containing the Matrix object's display name. If the Matrix has no display

name set, the name is returned.

@name string containing the Matrix object's name.

@remarks string containing the Matrix object's remarks (if available).

@source string containing the Matrix object's source (if available).

@type string with the object type:

@units string containing the Matrix object's units description (if available).

@updatetime string representation of the time and date at which the Matrix was last updated.

Scalar values

(i,j) (

i

,

< br>j

)-th element of the matrix. Simply append

i

,

j

)

Matrix Examples

The following assignment statements create and initialize matrix objects,

matrix copymat=results

matrix covmat1=eq1.@coefcov

matrix(5,2) count

1,2,3,4,5,6,7,8,9,10

as does the equation procedure:

efcov covmat2

You can declare and initialize a matrix in one command:

matrix(10,30) results=3

matrix(5,5) other=results1

Graphs and covariances may be generated for the columns of the matrix,

and statistics computed for the rows of a matrix:

matrix rowmat=@transpose(copymat)

You can use explicit indices to refer to matrix elements:

scalar diagsum=cov1(1,1)+cov1(2,2)+cov(3,3)

Matrix Language Reference

The following entries constitute a listing of the functions and commands used in the EViews

matrix language. For a description of the EViews matrix language, see

.

Matrix Command and Function Summary

Matrix Utility Commands

colplace

Places column vector into matrix.

matplace

Places matrix object in another matrix object.