solvenl() arguments

[Alan Wang]

Hi all, I write the following code to do some grid search work. After running the code, I get errors as follows. I suspect I do not specify the arguments in the solvez() function correctly. There might be other problem in my codes as well. Could anyone have a try of my codes and tell me how to fix the problem entirely? I would very appreciate your help since I have been involved in this code for around one week...

Best regards -- Alan


solvez(): 3204 Fx[3,1] found where scalar required
solvenl__calluser_2(): - function returned error
solvenl__functioneval(): - function returned error
solvenl_solve__newton(): - function returned error
_solvenl_solve(): - function returned error
mywork(): - function returned error
<istmt>: - function returned error


Code:
set obs 20000
gen id=_n
gen e=.
gen phi=.
gen N_e=100 // number of values for e
gen N_phi=200 // number of values for phi
gen step_e=0.01 // step of grids for e
gen step_phi=1 // step of grids for phi
gen error_code=.
gen z1=.
gen z2=.
gen z3=.
gen b1=.
gen b2=.
gen b3=.

foreach seq_e of numlist 1(1)100 {
foreach seq_phi of numlist 1(1)200 {
qui replace e=0.01*`seq_e' if id==(`seq_e'-1)*(N_phi)+`seq_phi'
qui replace phi=`seq_phi' if id==(`seq_e'-1)*(N_phi)+`seq_phi'

}
}


capture program drop solveprogram
program define solveprogram
args num
mata: mywork(`num')
end

clear mata
mata:


void mywork(real num_value)
{

e_temp=st_data(num_value, "e") // import value of e and phi from Stata data to Mata
e_temp=st_data(num_value, "phi")

S = solvenl_init()
solvenl_init_argument(S, 1, e_temp)
solvenl_init_argument(S, 2, phi_temp)
solvenl_init_evaluator(S, &solvez())
solvenl_init_type(S, "zero")
solvenl_init_technique(S, "newton")
solvenl_init_startingvals(S, J(3,1,10)) // set the starting value of z1 z2 z3 as 10
solvenl_init_conv_maxiter(S, 100) // set maximum iteration number, by default it is 16000, I change to 100 for computational convenience.
solvenl_init_iter_log(S, "off")
_solvenl_solve(S)
ERR=solvenl_result_error_code(S)
M=solvenl_result_values(S)
st_matrix("M", M)
st_matrix("ERR", ERR)

}

void function solvez(real colvector z, real scalar e, real scalar phi, real colvector y)
{

y[1] = ((20000+z[1])*(1-0.2)/(1+1/e))*(1-(20000/(20000+z[1]))^(1+1/e))-phi-z[1]*(1-0.25)
y[2] = ((9000+z[2])*(1-0.2)/(1+1/e))*(1-(9000/(9000+z[2]))^(1+1/e))-phi-z[2]*(1-0.25)
y[3] = ((35000+z[3])*(1-0.25)/(1+1/e))*(1-(35000/(35000+z[3]))^(1+1/e))-phi-z[3]*(1-0.3)

}

end


solveprogram 1

[Alan Wang]

Hi, my problem is solved. The main change is to rewrite void function solvez(real colvector z, real scalar e, real scalar phi, real colvector y) as void function solvez(real colvector z, real colvector y, real scalar e, real scalar phi).