Using mvtnorm_mata_function in Project

[Samuel Van Gorden]

How can I include the functions from mvtnorm_mata_function.do in my project (http://fmwww.bc.edu/RePEc/bocode/m)? I tried issuing 'ssc install mvtnorm' but it does not seem to include the mata functions.

[William Lisowski]

Let me share what I've found in the hope that someone seeing this can take the next step.

At SSC the mvtnorm.pkg file contains

d 'MVTNORM': module to work with the multivariate normal and multivariate t distributions, with and without variable truncation
d
d  A set of commands that allows users to evaluate different
d distributional quantities of the multivariate normal
d distribution, and a particular type of non-central multivariate t
d distribution. Specifically, their probability density functions,
d distribution functions, equicoordinate quantiles, and
d pseudo-random vectors can be computed, either in the absence or
d presence of variable truncation. The commands are written in a
d combination of Stata and Mata for speed. In addition, a set of
d corresponding Mata functions is provided. 
d
d KW: normal distribution
d KW: multivariate normal
d KW: t distribution
d KW: multivariate t
d KW: truncation
d
d Requires: Stata version 11
d
d Distribution-Date: 20211224
d
d Author: Michael J. Grayling, Cambridge University
d Support: email mjg211@@cam.ac.uk
d
d Author: Adrian Mander 
d Support: email Adrian.Mander@@mrc-hnr.cam.ac.uk
d
f mvnormalden.ado
f mvnormalden.sthlp
f ../i/invmvnormal.ado
f ../i/invmvnormal.sthlp
f ../i/invmvt.ado
f ../i/invmvt.sthlp
f ../i/invtmvnormal.ado
f ../i/invtmvnormal.sthlp
f ../i/invtmvt.ado
f ../i/invtmvt.sthlp
f mvt.ado
f mvt.sthlp
f mvtden.ado
f mvtden.sthlp
f ../p/pmvnormal.ado
f ../p/pmvnormal.sthlp
f ../r/rmvnormal.ado
f ../r/rmvnormal.sthlp
f ../r/rmvt.ado
f ../r/rmvt.sthlp
f ../r/rtmvnormal.ado
f ../r/rtmvnormal.sthlp
f ../r/rtmvt.ado
f ../r/rtmvt.sthlp
f ../t/tmvnormal.ado
f ../t/tmvnormal.sthlp
f ../t/tmvnormalden.ado
f ../t/tmvnormalden.sthlp
f ../t/tmvt.ado
f ../t/tmvt.sthlp
f ../t/tmvtden.ado
f ../t/tmvtden.sthlp
f mvtnorm_mata_functions.do

which I would expect to cause mvtnorm_mata_functions.do into Stata's PLUS/m directory. But having just installed mvtnorm, I find that the the end of my stata.trk file shows

S http://fmwww.bc.edu/RePEc/bocode/m
N mvtnorm.pkg
D 13 Sep 2022
U 916
d 'MVTNORM': module to work with the multivariate normal and multivariate t distributions, with and without variable truncation
d 
d  A set of commands that allows users to evaluate different
d distributional quantities of the multivariate normal
d distribution, and a particular type of non-central multivariate t
d distribution. Specifically, their probability density functions,
d distribution functions, equicoordinate quantiles, and
d pseudo-random vectors can be computed, either in the absence or
d presence of variable truncation. The commands are written in a
d combination of Stata and Mata for speed. In addition, a set of
d corresponding Mata functions is provided.
d 
d KW: normal distribution
d KW: multivariate normal
d KW: t distribution
d KW: multivariate t
d KW: truncation
d 
d Requires: Stata version 11
d 
d Distribution-Date: 20211224
d 
d Author: Michael J. Grayling, Cambridge University
d Support: email mjg211@@cam.ac.uk
d 
d Author: Adrian Mander
d Support: email Adrian.Mander@@mrc-hnr.cam.ac.uk
d 
f m/mvnormalden.ado
f m/mvnormalden.sthlp
f i/invmvnormal.ado
f i/invmvnormal.sthlp
f i/invmvt.ado
f i/invmvt.sthlp
f i/invtmvnormal.ado
f i/invtmvnormal.sthlp
f i/invtmvt.ado
f i/invtmvt.sthlp
f m/mvt.ado
f m/mvt.sthlp
f m/mvtden.ado
f m/mvtden.sthlp
f p/pmvnormal.ado
f p/pmvnormal.sthlp
f r/rmvnormal.ado
f r/rmvnormal.sthlp
f r/rmvt.ado
f r/rmvt.sthlp
f r/rtmvnormal.ado
f r/rtmvnormal.sthlp
f r/rtmvt.ado
f r/rtmvt.sthlp
f t/tmvnormal.ado
f t/tmvnormal.sthlp
f t/tmvnormalden.ado
f t/tmvnormalden.sthlp
f t/tmvt.ado
f t/tmvt.sthlp
f t/tmvtden.ado
f t/tmvtden.sthlp
e

omitting the installation of mvtnorm_mata_functions.do.

In any event you can download the file and run it as any other do-file.

[daniel klein]

Files with extensions other than .ado or .sthlp (and .mata, .mlib, .mo, I believe) are regarded ancillary files. You want

ssc install ... , all

See

help ssc

Ancillary files are typically saved to the current working directory, not PLUS. See

help net

and [R] net.

[Samuel Van Gorden]

Thank you William Lisowski and daniel klein!!