Fill only subset of a matrix with constant

[Saeed Sardar]

Hi everyone
I am trying to fill a range of a matrix with a constant without using a loop. For example

mata
A=J(30,1,.)

now I want to fill the first 10 cells of A with 10, next 10 with 20, and final 10 with 30, without using a loop. Your help is greatly appreciated.

[Niels Henrik Bruun]

Hi
One quick way is

mata (1::3) # J(10,1,10)

[Saeed Sardar]

Thanks for your reply. Actually, my problem is different than creating a matrix with such values. I am writing a function, that creates a scalar for a specific range of cells, therefore, I want to expedite the process by avoiding loops and fill the given range with with scalar.

[Niels Henrik Bruun]

I think you have to give an example

[Niels Henrik Bruun]

Show input and expected output

[Saeed Sardar]

Let us start with the following data set

* Example generated by -dataex-. To install: ssc install dataex
clear
input str5 type float(price qt g xn xn2)
""  .7716987 20.912085 0 .5023654 .5023654
""  .9921949 31.810627 0        . .5023654
""  .6832523  52.31378 0        . .5023654
"" .07257772   80.5095 0        . .5023654
""  .8033369  24.06924 0        . .5023654
""  .6691629   69.2415 0        . .5023654
""  .9450985  4.560689 0        . .5023654
""  .4736953  7.640285 0        . .5023654
""  .7736345  4.939245 0        . .5023654
"" .41668445  60.39468 0        . .5023654
"" .21331644  80.82485 0        . .5023654
""   .851984  79.26154 0        . .5023654
""  .7618814  70.60552 0        . .5023654
""  .7675113  87.89279 0        . .5023654
""  .5456389  24.21585 0        . .5023654
""  .8585936  60.46348 0        . .5023654
""  .3758757   57.7033 0        . .5023654
""  .9504235  89.68988 0        . .5023654
""  .9620826  49.32456 0        . .5023654
""  .7883558  40.62389 0        . .5023654
end

The following code tries to generate weighted average of price, using qt as a weight. On a 6 million observations, the code take enough time. However, when do not use loop for filling values of the xn variable, the code is efficient. So I am trying to figure out how a given range of a matrix can be filled with a constant (in our example, the constant is the group weighted average mean)

cap drop xn
cap drop xn2
gen xn=.
sort g
mata
mata clear
st_view(price=., ., "price")
st_view(gr=., ., "g")
st_view(xn=., ., "xn")
st_view(qt=., ., "qt")
obs =panelsetup(gr,1) //grouping variable

for (g=1; g<=rows(obs); g++) { // loop through each group
    
    X=price[|obs[g,1],1 \ obs[g,2],1|]
    Y=    qt[|obs[g,1],1 \ obs[g,2],1|]
    xn[obs[g,1],1]=sum(X :* Y) / sum(Y)
    }

end

[Christophe Kolodziejczyk]

I am not sure I fully understand what you want to achieve. You want to fill all the rows of xn of the same group with the weighted average of X and y (i.e price and and qt)?
I don't think it is possible to avoid the loop completely if you are working with panel data. So the loop you have implemented is the best you can do

If you have enough memory try to use st_data() instead of st_view(). Mata code tend to be slow(er) using views. And evalutate the number of rows of obs outside the loop, it will speed up the loop.

obs =panelsetup(gr,1) //grouping variable  
nobs = rows(obs) // more efficient, takes time to evaluate rows(obs)
for (g=1; g<=nobs; g++) { // loop through each group    
     X=price[|obs[g,1],1 \ obs[g,2],1|]    
     Y=    qt[|obs[g,1],1 \ obs[g,2],1|]    
     xn[obs[g,1]::obs[g,2],1]=J(obs[g,2]-obs[g,1] + 1, 1, mean(X,Y))     }  
end

[Saeed Sardar]

Christophe Kolodziejczyk You did it. Matrix J was the key, which I was missing. Thanks for your reply and helpful solution. Also, the additional input on the weighted mean with mean(X,Y) was a bonus.