Following most estimation commands in Stata (e.g. reg, logit, probit, etc.) one may access the estimates using the _b[ParameterName] syntax (or the synonymous _coef[ParameterName]). For example:
regress y x
followed by
di _b[x]
will display the estimate of the coefficient of x. di _b[_cons] will display the coefficient of the estimated intercept (assuming the regress command was successful), etc.
But if I use the nonlinear least squares command nl I (seemingly) have to do something slightly different. Now (leaving aside that for this example model there is absolutely no need to use a NLLS regression):
nl (y = {_cons} + {x}*x)
followed by (notice the forward slash)
di _b[/x]
will display the estimate of the coefficient of x.
Why does accessing parameter estimates following nl require a different syntax? Are there subtleties to be aware of?
"leaving aside that for this example model there is absolutely no need to use a NLLS regression": I think that's what you can't do here....
The question is about why the syntax is as it is. That's a matter of logic and a matter of history. Why a particular syntax was chosen is ultimately a question for the programmers at StataCorp who chose it. Here is one limited take on your question.
The main syntax for regression-type models grows out of a syntax designed for linear regression models in which by default the parameters include an intercept, as you know.
The original syntax for nonlinear regression models (in the sense of being estimated by nonlinear least-squares) matches a need to estimate a bundle of parameters specified by the user, which need not include an intercept at all.
Otherwise put, there is no question of an intercept being a natural default; no parameterisation is a natural default and each model estimated by nl is sui generis.
A helpful feature is that users can choose the names they find natural for the parameters, within the constraints of what counts as a legal name in Stata, say alpha, beta, gamma, a, b, c, etc. If you choose _cons for the intercept in nl that is a legal name but otherwise not special and just your choice; nl won't take it as a signal that it should flip into using regress conventions.
The syntax you cite is part of what was made possible by a major redesign of nl but it is consistent with the original philosophy.
That the syntax is different because it needs to be may not be the answer you seek, but I guess you'll get a fuller answer only from StataCorp; developers do hang out on Statalist, but they don't make themselves visible here.
I am experimenting with syntax mods in Mathematica, using the Notation package.
I am not interested in mathematical notation for a specific field, but general purpose syntax modifications and extensions, especially notations that reduce the verbosity of Mathematica's VeryLongFunctionNames, clean up unwieldy constructs, or extend the language in a pleasing way.
An example modification is defining Fold[f, x] to evaluate as Fold[f, First#x, Rest#x]
This works well, and is quite convenient.
Another would be defining *{1,2} to evaluate as Sequence ## {1,2} as inspired by Python; this may or may not work in Mathematica.
Please provide information or links addressing:
Limits of notation and syntax modification
Tips and tricks for implementation
Existing packages, examples or experiments
Why this is a good or bad idea
Not a really constructive answer, just a couple of thoughts. First, a disclaimer - I don't suggest any of the methods described below as good practices (perhaps generally they are not), they are just some possibilities which seem to address your specific question. Regarding the stated goal - I support the idea very much, being able to reduce verbosity is great (for personal needs of a solo developer, at least). As for the tools: I have very little experience with Notation package, but, whether or not one uses it or writes some custom box-manipulation preprocessor, my feeling is that the whole fact that the input expression must be parsed into boxes by Mathematica parser severely limits a number of things that can be done. Additionally, there will likely be difficulties with using it in packages, as was mentioned in the other reply already.
It would be easiest if there would be some hook like $PreRead, which would allow the user to intercept the input string and process it into another string before it is fed to the parser. That would allow one to write a custom preprocessor which operates on the string level - or you can call it a compiler if you wish - which will take a string of whatever syntax you design and generate Mathematica code from it. I am not aware of such hook (it may be my ignorance of course). Lacking that, one can use for example the program style cells and perhaps program some buttons which read the string from those cells and call such preprocessor to generate the Mathematica code and paste it into the cell next to the one where the original code is.
Such preprocessor approach would work best if the language you want is some simple language (in terms of its syntax and grammar, at least), so that it is easy to lexically analyze and parse. If you want the Mathematica language (with its full syntax modulo just a few elements that you want to change), in this approach you are out of luck in the sense that, regardless of how few and "lightweight" your changes are, you'd need to re-implement pretty much completely the Mathematica parser, just to make those changes, if you want them to work reliably. In other words, what I am saying is that IMO it is much easier to write a preprocessor that would generate Mathematica code from some Lisp-like language with little or no syntax, than try to implement a few syntactic modifications to otherwise the standard mma.
Technically, one way to write such a preprocessor is to use standard tools like Lex(Flex) and Yacc(Bison) to define your grammar and generate the parser (say in C). Such parser can be plugged back to Mathematica either through MathLink or LibraryLink (in the case of C). Its end result would be a string, which, when parsed, would become a valid Mathematica expression. This expression would represent the abstract syntax tree of your parsed code. For example, code like this (new syntax for Fold is introduced here)
"((1|+|{2,3,4,5}))"
could be parsed into something like
"functionCall[fold,{plus,1,{2,3,4,5}}]"
The second component for such a preprocessor would be written in Mathematica, perhaps in a rule-based style, to generate Mathematica code from the AST. The resulting code must be somehow held unevaluated. For the above code, the result might look like
Hold[Fold[Plus,1,{2,3,4,5}]]
It would be best if analogs of tools like Lex(Flex)/Yacc(Bison) were available within Mathematica ( I mean bindings, which would require one to only write code in Mathematica, and generate say C parser from that automatically, plugging it back to the kernel either through MathLink or LibraryLink). I may only hope that they will become available in some future versions. Lacking that, the approach I described would require a lot of low-level work (C, or Java if your prefer). I think it is still doable however. If you can write C (or Java), you may try to do some fairly simple (in terms of the syntax / grammar) language - this may be an interesting project and will give an idea of what it will be like for a more complex one. I'd start with a very basic calculator example, and perhaps change the standard arithmetic operators there to some more weird ones that Mathematica can not parse properly itself, to make it more interesting. To avoid MathLink / LibraryLink complexity at first and just test, you can call the resulting executable from Mathematica with Run, passing the code as one of the command line arguments, and write the result to a temporary file, that you will then import into Mathematica. For the calculator example, the entire thing can be done in a few hours.
Of course, if you only want to abbreviate certain long function names, there is a much simpler alternative - you can use With to do that. Here is a practical example of that - my port of Peter Norvig's spelling corrector, where I cheated in this way to reduce the line count:
Clear[makeCorrector];
makeCorrector[corrector_Symbol, trainingText_String] :=
Module[{model, listOr, keys, words, edits1, train, max, known, knownEdits2},
(* Proxies for some commands - just to play with syntax a bit*)
With[{fn = Function, join = StringJoin, lower = ToLowerCase,
rev = Reverse, smatches = StringCases, seq = Sequence, chars = Characters,
inter = Intersection, dv = DownValues, len = Length, ins = Insert,
flat = Flatten, clr = Clear, rep = ReplacePart, hp = HoldPattern},
(* body *)
listOr = fn[Null, Scan[If[# =!= {}, Return[#]] &, Hold[##]], HoldAll];
keys[hash_] := keys[hash] = Union[Most[dv[hash][[All, 1, 1, 1]]]];
words[text_] := lower[smatches[text, LetterCharacter ..]];
With[{m = model},
train[feats_] := (clr[m]; m[_] = 1; m[#]++ & /# feats; m)];
With[{nwords = train[words[trainingText]],
alphabet = CharacterRange["a", "z"]},
edits1[word_] := With[{c = chars[word]}, join ### Join[
Table[
rep[c, c, #, rev[#]] &#{{i}, {i + 1}}, {i, len[c] - 1}],
Table[Delete[c, i], {i, len[c]}],
flat[Outer[#1[c, ##2] &, {ins[#1, #2, #3 + 1] &, rep},
alphabet, Range[len[c]], 1], 2]]];
max[set_] := Sort[Map[{nwords[#], #} &, set]][[-1, -1]];
known[words_] := inter[words, keys[nwords]]];
knownEdits2[word_] := known[flat[Nest[Map[edits1, #, {-1}] &, word, 2]]];
corrector[word_] := max[listOr[known[{word}], known[edits1[word]],
knownEdits2[word], {word}]];]];
You need some training text with a large number of words as a string to pass as a second argument, and the first argument is the function name for a corrector. Here is the one that Norvig used:
text = Import["http://norvig.com/big.txt", "Text"];
You call it once, say
In[7]:= makeCorrector[correct, text]
And then use it any number of times on some words
In[8]:= correct["coputer"] // Timing
Out[8]= {0.125, "computer"}
You can make your custom With-like control structure, where you hard-code the short names for some long mma names that annoy you the most, and then wrap that around your piece of code ( you'll lose the code highlighting however). Note, that I don't generally advocate this method - I did it just for fun and to reduce the line count a bit. But at least, this is universal in the sense that it will work both interactively and in packages. Can not do infix operators, can not change precedences, etc, etc, but almost zero work.
(my first reply/post.... be gentle)
From my experience, the functionality appears to be a bit of a programming cul-de-sac. The ability to define custom notations seems heavily dependent on using the 'notation palette' to define and clear each custom notation. ('everything is an expression'... well, except for some obscure cases, like Notations, where you have to use a palette.) Bummer.
The Notation package documentation mentions this explicitly, so I can't complain too much.
If you just want to define custom notations in a particular notebook, Notations might be useful to you. On the other hand, if your goal is to implement custom notations in YourOwnPackage.m and distribute them to others, you are likely to encounter issues. (unless you're extremely fluent in Box structures?)
If someone can correct my ignorance on this, you'd make my month!! :)
(I was hoping to use Notations to force MMA to treat subscripted variables as symbols.)
Not a full answer, but just to show a trick I learned here (more related to symbol redefinition than to Notation, I reckon):
Unprotect[Fold];
Fold[f_, x_] :=
Block[{$inMsg = True, result},
result = Fold[f, First#x, Rest#x];
result] /; ! TrueQ[$inMsg];
Protect[Fold];
Fold[f, {a, b, c, d}]
(*
--> f[f[f[a, b], c], d]
*)
Edit
Thanks to #rcollyer for the following (see comments below).
You can switch the definition on or off as you please by using the $inMsg variable:
$inMsg = False;
Fold[f, {a, b, c, d}]
(*
->f[f[f[a,b],c],d]
*)
$inMsg = True;
Fold[f, {a, b, c, d}]
(*
->Fold::argrx: (Fold called with 2 arguments; 3 arguments are expected.
*)
Fold[f, {a, b, c, d}]
That's invaluable while testing
I just started working with Mathematica (5.0) for the first time, and while the manual has been helpful, I'm not entirely sure my technique has been correct using (Full)Simplify. I am using the program to check my work on a derived transform to change between reference frames, which consisted of multiplying a trio of relatively large square matrices.
A colleague and I each did the work by hand, separately, to make sure there were no mistakes. We hoped to get a third check from the program, which seemed that it would be simple enough to ask. The hand calculations took some time due to matrix size, but we came to the same conclusions. The fact that we had the same answer made me skeptical when the program produced different results.
I've checked and double checked my inputs.
I am definitely . (dot-multiplying) the matrices for correct multiplication.
FullSimplify made no difference.
Neither have combinations with TrigReduce / expanding algebraically before simplifying.
I've taken indices from the final matrix and tryed to simplify them while isolated, to no avail, so the problem isn't due to the use of matrices.
I've also tried to multiply the first two matrices, simplify, and then multiply that with the third matrix; however, this produced the same results as before.
I thought Simplify automatically crossed into all levels of Heads, so I didn't need to worry about mapping, but even where zeros would be expected as outputs in the matrix, there are terms, and where we would expect terms, there are close answers, plus a host of sin and cosine terms that do not reduce.
Does anyone frequent any type of technique with Simplify to get more preferable results, in contrast to solely using Simplify?
If there are assumptions on parameter ranges you will want to feed them to Simplify. The following simple examples will indicate why this might be useful.
In[218]:= Simplify[a*Sqrt[1 - x^2] - Sqrt[a^2 - a^2*x^2]]
Out[218]= a Sqrt[1 - x^2] - Sqrt[-a^2 (-1 + x^2)]
In[219]:= Simplify[a*Sqrt[1 - x^2] - Sqrt[a^2 - a^2*x^2],
Assumptions -> a > 0]
Out[219]= 0
Assuming this and other responses miss the mark, if you could provide an example that in some way shows the possibly bad behavior, that would be very helpful. Disguise it howsoever necessary in order to hide proprietary features: bleach out watermarks, file down registration numbers, maybe dress it in a moustache.
Daniel Lichtblau
Wolfram Research
As you didn't give much details to chew on I can only give you a few tips:
Mma5 is pretty old. The current version is 8. If you have access to someone with 8 you might ask him to try it to see whether that makes a difference. You could also try WolframAlpha online (http://www.wolframalpha.com/), which also understands some (all?) Mma syntax.
Have you tried comparing your own and Mma's result numerically? Generate a Table of differences for various parameter values or use Plot. If the differences are negligable (use Chop to cut off small residuals) the results are probably equivalent.
Cheers -- Sjoerd
I am a Mechanical engineer with a computer scientist question. This is an example of what the equations I'm working with are like:
x = √((y-z)×2/r)
z = f×(L/D)×(x/2g)
f = something crazy with x in it
etc…(there are more equations with x in it)
The situation is this:
I need r to find x, but I need x to find z. I also need x to find f which is a part of finding z. So I guess a value for x, and then I use that value to find r and f. Then I go back and use the value I found for r and f to find x. I keep doing this until the guess and the calculated are the same.
My question is:
How do I get the computer to do this? I've been using mathcad, but an example in another language like C++ is fine.
The very first thing you should do faced with iterative algorithms is write down on paper the sequence that will result from your idea:
Eg.:
x_0 = ..., f_0 = ..., r_0 = ...
x_1 = ..., f_1 = ..., r_1 = ...
...
x_n = ..., f_n = ..., r_n = ...
Now, you have an idea of what you should implement (even if you don't know how). If you don't manage to find a closed form expression for one of the x_i, r_i or whatever_i, you will need to solve one dimensional equations numerically. This will imply more work.
Now, for the implementation part, if you never wrote a program, you should seriously ask someone live who can help you (or hire an intern and have him write the code). We cannot help you beginning from scratch with, eg. C programming, but we are willing to help you with specific problems which should arise when you write the program.
Please note that your algorithm is not guaranteed to converge, even if you strongly think there is a unique solution. Solving non linear equations is a difficult subject.
It appears that mathcad has many abstractions for iterative algorithms without the need to actually implement them directly using a "lower level" language. Perhaps this question is better suited for the mathcad forums at:
http://communities.ptc.com/index.jspa
If you are using Mathcad, it has the functionality built in. It is called solve block.
Start with the keyword "given"
Given
define the guess values for all unknowns
x:=2
f:=3
r:=2
...
define your constraints
x = √((y-z)×2/r)
z = f×(L/D)×(x/2g)
f = something crazy with x in it
etc…(there are more equations with x in it)
calculate the solution
find(x, y, z, r, ...)=
Check Mathcad help or Quicksheets for examples of the exact syntax.
The simple answer to your question is this pseudo-code:
X = startingX;
lastF = Infinity;
F = 0;
tolerance = 1e-10;
while ((lastF - F)^2 > tolerance)
{
lastF = F;
X = ?;
R = ?;
F = FunctionOf(X,R);
}
This may not do what you expect at all. It may give a valid but nonsense answer or it may loop endlessly between alternate wrong answers.
This is standard substitution to convergence. There are more advanced techniques like DIIS but I'm not sure you want to go there. I found this article while figuring out if I want to go there.
In general, it really pays to think about how you can transform your problem into an easier problem.
In my experience it is better to pose your problem as a univariate bounded root-finding problem and use Brent's Method if you can
Next worst option is multivariate minimization with something like BFGS.
Iterative solutions are horrible, but are more easily solved once you think of them as X2 = f(X1) where X is the input vector and you're trying to reduce the difference between X1 and X2.
As the commenters have noted, the mathematical aspects of your question are beyond the scope of the help you can expect here, and are even beyond the help you could be offered based on the detail you posted.
However, I think that even if you understood the mathematics thoroughly there are computer science aspects to your question that should be addressed.
When you write your code, try to make organize it into functions that depend only upon the parameters you are passing in to a subroutine. So write a subroutine that takes in values for y, z, and r and returns you x. Make another that takes in f,L,D,G and returns z. Now you have testable routines that you can check to make sure they are computing correctly. Check the input values to your routines in the routines - for instance in computing x you will get a divide by 0 error if you pass in a 0 for r. Think about how you want to handle this.
If you are going to solve this problem interatively you will need a method that will decide, based on the results of one iteration, what the values for the next iteration will be. This also should be encapsulated within a subroutine. Now if you are using a language that allows only one value to be returned from a subroutine (which is most common computation languages C, C++, Java, C#) you need to package up all your variables into some kind of data structure to return them. You could use an array of reals or doubles, but it would be nicer to choose to make an object and then you can reference the variables by their name and not their position (less chance of error).
Another aspect of iteration is knowing when to stop. Certainly you'll do so when you get a solution that converges. Make this decision into another subroutine. Now when you need to change the convergence criteria there is only one place in the code to go to. But you need to consider other reasons for stopping - what do you do if your solution starts diverging instead of converging? How many iterations will you allow the run to go before giving up?
Another aspect of iteration of a computer is round-off error. Mathematically 10^40/10^38 is 100. Mathematically 10^20 + 1 > 10^20. These statements are not true in most computations. Your calculations may need to take this into account or you will end up with numbers that are garbage. This is an example of a cross-cutting concern that does not lend itself to encapsulation in a subroutine.
I would suggest that you go look at the Python language, and the pythonxy.com extensions. There are people in the associated forums that would be a good resource for helping you learn how to do iterative solving of a system of equations.