Differences between revisions 2 and 12 (spanning 10 versions)

Stata Numeric Functions

Stata supports these numeric functions in the global scope.

Contents

Stata Numeric Functions

General Purpose

Function Name	Meaning	Example
`abs(n)`	Absolute value function
`ceil(n)`	Round up to an integer
`comb(n,k)`	[[Statistics/Combinations\|Combinatorial function
`exp(n)`	Exponential function: eⁿ
`expm1(n)`	High precision implementation of `exp(n)-1`
`floor(n)`	Round down to an integer
`int(n)`	Round towards 0 to an integer	`-5 = int(-5.8)`
`invlogit(n)`	Inverse logit function
`ln(n)`	Natural log function
`logit(n)`	Logit function
`ln1m(n)`	High precision implementation of `ln(n-1)`
`ln1p(n)`	High precision implementation of `ln(n+1)`
`max(n,...)`	Returns the value of the greatest argument	`5 = max(1,.,5)`
`mix(n,...)`	Returns the value of the least argument	`1 = min(1,.,5)`
`mod(x,y)`	x modulo y
`real(s)`	Convert string s into a real number
`round(n)`	Round to the nearest integer
`round(n,p)`	Round to the nearest value for a given precision
`sign(n)`	Returns -1 if n<0, 0 if n=0, and 1 if n>0
`sqrt(n)`	Square root function
`string(n)`	Convert numeric value n into a string
`strofreal(n)`	Convert numeric value n into a string
`sum(x)`	Running sum of variable x
`trunc(n)`	Round towards 0 to an integer	`-5 = trunc(-5.8)`

Date and Time Functions

These are largely defined in terms of dates and times, which have a standardized meaning. They count days (seconds) from the Stata epoch: 01jan1960 00:00:00.000.

Function Name	Meaning	Output Format
`dhms(d,h,m,s)`	Attach hour, minute, and second data to a date	`%tc`
`Cdhms(d,h,m,s)`	Attach hour, minute, and second data to a date	`%tC`
`dmy(d,m,y)`	Calculate a date from a day, month, and year	`%td`
`hms(h,m,s)`	Calculate a time from an hour, minute, and second	`%tc`
`Chms(h,m,s)`	Calculate a time from an hour, minute, and second	`%tC`
`mdy(m,d,y)`	Calculate a date from a month, day, and year	`%td`
`mdyhms(m,d,y,h,m,s)`	Calculate a time from a year, month, day, hour, minute, and second	`%tc`
`Cmdyhms(m,d,y,h,m,s)`	Calculate a time from a year, month, day, hour, minute, and second	`%tC`
`y(y)`	Convert a numeric year into the number of years since the epoch	`%ty`
`yh(y,h)`	Convert a year and halfyear into the number of half years since the epoch	`%th`
`ym(y,m)`	Convert a year and month into the number of months since the epoch	`%tm`
`yq(y,q)`	Convert a year and quarter into the number of quarters since the epoch	`%tq`
`yw(y,w)`	Convert a year and week into the number of weeks since the epoch	`%tw`

Statistical Functions

Function Name	Meaning	Example
`invnormal(p)`	Inverse cumulative standard normal distribution	`1.959964 = invnormal(1-0.05/2)`
`normal(z)`	Cumulative standard normal distribution	`.9750021 = normal(1.96)`
`runiform()`	Random number from uniform distribution from 0 to 1
`runiform(a,b)`	Random number from uniform distribution from a to b

Of relevance to random values: see set rng and set seed.

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+Stata supports these '''numeric functions''' in the global scope.
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-== Random Number Functions ==
+== General Purpose ==
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-=== Runiform ===
+||'''Function Name'''||'''Meaning'''                                   ||'''Example'''     ||
||`abs(n)`           ||Absolute value function                         || ||
||`ceil(n)`          ||Round up to an integer                          || ||
||`comb(n,k)`        ||[[Statistics/Combinations|Combinatorial function|| ||
||`exp(n)`           ||Exponential function: ''e^n^''                  || ||
||`expm1(n)`         ||High precision implementation of `exp(n)-1`     || ||
||`floor(n)`         ||Round down to an integer                        || ||
||`int(n)`           ||Round towards 0 to an integer                   ||`-5 = int(-5.8)`  ||
||`invlogit(n)`      ||Inverse [[Statistics/Logit|logit function]]     || ||
||`ln(n)`            ||Natural log function                            || ||
||`logit(n)`         ||[[Statistics/Logit|Logit function]]             || ||
||`ln1m(n)`          ||High precision implementation of `ln(n-1)`      || ||
||`ln1p(n)`          ||High precision implementation of `ln(n+1)`      || ||
||`max(n,...)`       ||Returns the value of the greatest argument      ||`5 = max(1,.,5)`  ||
||`mix(n,...)`       ||Returns the value of the least argument         ||`1 = min(1,.,5)`  ||
||`mod(x,y)`         ||x modulo y                                      || ||
||`real(s)`          ||Convert string s into a real number             || ||
||`round(n)`         ||Round to the nearest integer                    || ||
||`round(n,p)`       ||Round to the nearest value for a given precision|| ||
||`sign(n)`          ||Returns -1 if n<0, 0 if n=0, and 1 if n>0       || ||
||`sqrt(n)`          ||Square root function                            || ||
||`string(n)`        ||Convert numeric value n into a string           || ||
||`strofreal(n)`     ||Convert numeric value n into a string           || ||
||`sum(x)`           ||Running sum of variable x                       || ||
||`trunc(n)`         ||Round towards 0 to an integer                   ||`-5 = trunc(-5.8)`||
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-'''`runiform(a,b)`''' returns a random number between `a` and `b`. If no parameters are specified, the defaults of `0` and `1` are used.

{{{
set seed 123456
generate double r_sampled = runiform()
sort r_sampled
generate byte sampled = _n <= 100 
}}}

The return value is a [[Stata/Types|double]]; it will be within `a + c(epsdouble)` and `b − c(epsdouble)`.

By default, `runiform` uses the 64-bit Mersenne Twister algorithm. Alternate algorithms are available; see '''`set rng`'''.
+----
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-=== Set Rng ===
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-To use an alternate random number generation algorithm, set the rng value to something other than `default`.
+== Date and Time Functions ==
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-{{{
set rng default
}}}
+These are largely defined in terms of ''dates'' and ''times'', which have a standardized meaning. They count days (seconds) from the Stata epoch: `01jan1960 00:00:00.000`.
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-Possible values include...
+||'''Function Name'''   ||'''Meaning'''                                                            ||'''Output Format'''||
||`dhms(d,h,m,s)`       ||Attach hour, minute, and second data to a date                           ||`%tc`              ||
||`Cdhms(d,h,m,s)`      ||Attach hour, minute, and second data to a date                           ||`%tC`              ||
||`dmy(d,m,y)`          ||Calculate a date from a day, month, and year                             ||`%td`              ||
||`hms(h,m,s)`          ||Calculate a time from an hour, minute, and second                        ||`%tc`              ||
||`Chms(h,m,s)`         ||Calculate a time from an hour, minute, and second                        ||`%tC`              ||
||`mdy(m,d,y)`          ||Calculate a date from a month, day, and year                             ||`%td`              ||
||`mdyhms(m,d,y,h,m,s)` ||Calculate a time from a year, month, day, hour, minute, and second       ||`%tc`              ||
||`Cmdyhms(m,d,y,h,m,s)`||Calculate a time from a year, month, day, hour, minute, and second       ||`%tC`              ||
||`y(y)`                ||Convert a numeric year into the number of years since the epoch          ||`%ty`              ||
||`yh(y,h)`             ||Convert a year and halfyear into the number of half years since the epoch||`%th`              ||
||`ym(y,m)`             ||Convert a year and month into the number of months since the epoch       ||`%tm`              ||
||`yq(y,q)`             ||Convert a year and quarter into the number of quarters since the epoch   ||`%tq`              ||
||`yw(y,w)`             ||Convert a year and week into the number of weeks since the epoch         ||`%tw`              ||
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- * `mt64` (64-bit Mersenne Twister)
 * `mt64s` (stream algorithm based on the 64-bit Mersenne Twister)
 * `kiss32` (32-bit keep it simple stupid)

In Stata 14, the default flipped from `kiss32` to `mt64`.
+----
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-=== Set Seed ===
+== Statistical Functions ==
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-To make random number generation reproducible, set a seed value.
+||'''Function Name'''||'''Meaning'''                                      ||'''Example'''                   ||
||`invnormal(p)`     ||Inverse cumulative standard normal distribution    ||`1.959964 = invnormal(1-0.05/2)`||
||`normal(z)`        ||Cumulative standard normal distribution            ||`.9750021 = normal(1.96)`       ||
||`runiform()`       ||Random number from uniform distribution from 0 to 1|| ||
||`runiform(a,b)`    ||Random number from uniform distribution from a to b|| ||
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-{{{
set seed 42
}}}
+Of relevance to random values: see [[Stata/Set#Rng|set rng]] and [[Stata/Set#Seed|set seed]].
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-A seed value must be an integer, non-negative, and no greater than 2^31^ − 1.
+----
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+== See also ==

[[www.stata.com/manuals/fnmathematicalfunctions.pdf|Stata mathematical functions]]

[[https://www.stata.com/manuals/ddatetime.pdf|Stata datetimes]]

Diff for "Stata/NumericFunctions"

Stata Numeric Functions

General Purpose

Date and Time Functions

Statistical Functions

See also