REPRO-Bench / 110 /replication_package /replication /ado /plus /f /fcollapse_functions.mata
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// FCOLLAPSE - Aggregate Functions
// -data- vector must be already sorted by F: F.sort(data)
// Same for -weights- vector
mata:
mata set matastrict on
`Dict' aggregate_get_funs()
{
`Dict' funs
funs = asarray_create("string", 1)
asarray_notfound(funs, NULL)
asarray(funs, "count", &aggregate_count())
asarray(funs, "mean", &aggregate_mean())
asarray(funs, "sum", &aggregate_sum())
asarray(funs, "min", &aggregate_min())
asarray(funs, "max", &aggregate_max())
asarray(funs, "first", &aggregate_first())
asarray(funs, "last", &aggregate_last())
asarray(funs, "firstnm", &aggregate_firstnm())
asarray(funs, "lastnm", &aggregate_lastnm())
asarray(funs, "percent", &aggregate_percent())
asarray(funs, "quantile", &aggregate_quantile())
asarray(funs, "iqr", &aggregate_iqr())
asarray(funs, "sd", &aggregate_sd())
asarray(funs, "nansum", &aggregate_nansum())
// ...
return(funs)
}
`Matrix' select_nm_num(`Vector' data) {
// Return matrix in case the answer is 0x0
return(select(data, data :< .))
}
`StringMatrix' select_nm_str(`StringVector' data) {
return(select(data, data :!= ""))
}
`DataCol' aggregate_count(`Factor' F, `DataCol' data, `Vector' weights, `String' wtype)
{
if (wtype == "" | wtype == "aweight") {
return( `panelsum'(data :<., 1, F.info) )
}
else {
return( `panelsum'(data :<., weights, F.info) )
}
// Older:
//`Integer' i
//`DataCol' results
//results = J(F.num_levels, 1, missingof(data))
//for (i = 1; i <= F.num_levels; i++) {
// results[i] = nonmissing(panelsubmatrix(data, i, F.info))
//}
//return(results)
}
`Vector' aggregate_sum(`Factor' F, `Vector' data, `Vector' weights, `String' wtype)
{
if (wtype == "") {
return( `panelsum'(editmissing(data, 0), 1, F.info) )
}
else if (wtype == "aweight") {
`Vector' sum_weights
// normalize weights so they add up to number of obs. in the subgroup
sum_weights = `panelsum'(weights :* (data :< .), F.info) :/ `panelsum'(data :< ., F.info)
return( `panelsum'(editmissing(data, 0), weights, F.info) :/ sum_weights )
}
else {
return( `panelsum'(editmissing(data, 0), weights, F.info) )
}
}
`Vector' aggregate_nansum(`Factor' F, `Vector' data, `Vector' weights, `String' wtype)
{
assert(wtype == "")
return( `panelsum'(editmissing(data, 0), 1, F.info) :/ (`panelsum'(data :<., 1, F.info) :> 0) )
}
`Vector' aggregate_mean(`Factor' F, `Vector' data, `Vector' weights, `String' wtype)
{
if (wtype == "") {
return( aggregate_sum(F, data, 1, "") :/ aggregate_count(F, data, 1, "") )
}
else {
// http://www.statalist.org/forums/forum/general-stata-discussion/general/289901-collapse-and-weights
return( aggregate_sum(F, data, weights, "iweight") :/ aggregate_count(F, data, weights, "iweight") )
}
// Older:
//`Integer' i
//`Vector' results
//results = J(F.num_levels, 1, .)
//for (i = 1; i <= F.num_levels; i++) {
// results[i] = mean(panelsubmatrix(data, i, F.info), weights)
//}
//return(results)
}
`Vector' aggregate_min(`Factor' F, `Vector' data, `Vector' weights, `String' wtype)
{
`Integer' i
`Vector' results
results = J(F.num_levels, 1, .)
for (i = 1; i <= F.num_levels; i++) {
results[i] = colmin(panelsubmatrix(data, i, F.info))
}
return(results)
}
`Vector' aggregate_max(`Factor' F, `Vector' data, `Vector' weights, `String' wtype)
{
`Integer' i
`Vector' results
results = J(F.num_levels, 1, .)
for (i = 1; i <= F.num_levels; i++) {
results[i] = colmax(panelsubmatrix(data, i, F.info))
}
return(results)
}
`DataCol' aggregate_first(`Factor' F, `DataCol' data, `Vector' weights, `String' wtype)
{
`Integer' i
`DataCol' results
results = J(F.num_levels, 1, missingof(data))
for (i = 1; i <= F.num_levels; i++) {
results[i] = data[F.info[i, 1]]
}
return(results)
}
`DataCol' aggregate_last(`Factor' F, `DataCol' data, `Vector' weights, `String' wtype)
{
`Integer' i
`DataCol' results
results = J(F.num_levels, 1, missingof(data))
for (i = 1; i <= F.num_levels; i++) {
results[i] = data[F.info[i, 2]]
}
return(results)
}
`DataCol' aggregate_firstnm(`Factor' F, `DataCol' data, `Vector' weights, `String' wtype)
{
`Integer' i
`DataCol' results, tmp
pointer(`Vector') fp
results = J(F.num_levels, 1, missingof(data))
fp = isstring(data) ? &select_nm_str() : &select_nm_num()
for (i = 1; i <= F.num_levels; i++) {
tmp = (*fp)(panelsubmatrix(data, i, F.info))
if (rows(tmp) == 0) continue
results[i] = tmp[1]
}
return(results)
}
`DataCol' aggregate_lastnm(`Factor' F, `DataCol' data, `Vector' weights, `String' wtype)
{
`Integer' i
`DataCol' results, tmp
pointer(`Vector') fp
results = J(F.num_levels, 1, missingof(data))
fp = isstring(data) ? &select_nm_str() : &select_nm_num()
for (i = 1; i <= F.num_levels; i++) {
tmp = (*fp)(panelsubmatrix(data, i, F.info))
if (rows(tmp) == 0) continue
results[i] = tmp[rows(tmp)]
}
return(results)
}
`Vector' aggregate_percent(`Factor' F, `DataCol' data, `Vector' weights, `String' wtype)
{
`Vector' results
results = aggregate_count(F, data, weights, wtype)
return(results :/ (quadsum(results) / 100))
}
`Vector' aggregate_quantile(`Factor' F, `Vector' data, `Vector' weights, `String' wtype,
`Integer' P)
{
`Integer' i
`Vector' results, tmp_data, tmp_weights
`Boolean' has_fweight
results = J(F.num_levels, 1, .)
if (wtype == "") {
for (i = 1; i <= F.num_levels; i++) {
// SYNTAX: mm_quantile(data, | weights, P, def, fw?, ..)
tmp_data = panelsubmatrix(data, i, F.info)
tmp_data = select(tmp_data, tmp_data :< .)
if (rows(tmp_data) == 0) continue
results[i] = mm_quantile(tmp_data, 1, P, 2)
}
}
else {
has_fweight = wtype == "fweight"
for (i = 1; i <= F.num_levels; i++) {
tmp_data = panelsubmatrix(data, i, F.info)
tmp_weights = panelsubmatrix(weights, i, F.info)
tmp_weights = select(tmp_weights, tmp_data :< .)
tmp_data = select(tmp_data, tmp_data :< .)
if (rows(tmp_data) == 0) continue
results[i] = mm_quantile(tmp_data, tmp_weights, P, 2, has_fweight)
}
}
return(results)
}
`Vector' aggregate_iqr(`Factor' F, `Vector' data, `Vector' weights, `String' wtype)
{
`Integer' i
`Vector' results, tmp_data, tmp_weights, P
`RowVector' tmp_iqr
`Boolean' has_fweight
results = J(F.num_levels, 1, .)
P = (0.25\0.75)
if (wtype == "") {
for (i = 1; i <= F.num_levels; i++) {
// SYNTAX: mm_iqrange(X [, w, def, fw, wd])
tmp_data = panelsubmatrix(data, i, F.info)
tmp_data = select(tmp_data, tmp_data :< .)
if (rows(tmp_data) == 1) results[i] = 0
if (rows(tmp_data) <= 1) continue
results[i] = mm_iqrange(tmp_data, 1, 2)
}
}
else {
has_fweight = wtype == "fweight"
for (i = 1; i <= F.num_levels; i++) {
tmp_data = panelsubmatrix(data, i, F.info)
tmp_weights = panelsubmatrix(weights, i, F.info)
tmp_weights = select(tmp_weights, tmp_data :< .)
tmp_data = select(tmp_data, tmp_data :< .)
if (rows(tmp_data) == 1) results[i] = 0
if (rows(tmp_data) <= 1) continue
results[i] = mm_iqrange(tmp_data, tmp_weights, 2, has_fweight)
}
}
return(results)
}
`Vector' aggregate_sd(`Factor' F, `Vector' data, `Vector' weights, `String' wtype)
{
`Integer' i
`Vector' results, adjustment, tmp_weights
if (wtype == "pweight") {
_error("sd not allowed with pweights")
}
results = J(F.num_levels, 1, .)
if (wtype == "") {
for (i = 1; i <= F.num_levels; i++) {
results[i] = sqrt(quadvariance(panelsubmatrix(data, i, F.info)))
}
}
else {
printf("{err}warning: option sd has not been properly tested with weights!!!!")
for (i = 1; i <= F.num_levels; i++) {
tmp_weights = panelsubmatrix(weights, i, F.info)
tmp_weights = tmp_weights :/ quadsum(tmp_weights) * 1000000000 // why? bugbug
results[i] = sqrt(quadvariance(panelsubmatrix(data, i, F.info), tmp_weights))
}
adjustment = aggregate_count(F, data, 1, "")
adjustment = sqrt(adjustment :/ (adjustment :- 1))
results = results :* adjustment
}
return(results)
}
end