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@colpctiles Not Working...

Posted: Sun Nov 19, 2023 2:46 pm
by kcaron
I'm having issues using @colpctiles to get percentile values for each column of a matrix.

The online help says @colpctiles(m[, o]) will return a matrix with percentile values of each column in a matrix.
The "o" should control ascending ("a") or descending ("d").

The matrix for which I'm trying to percentile rank the columns is called "matrix_raw" (attached).
I'm trying to output a "matrix_hilo" (ranking high to low) and another called "matrix_lohi" (ranking the other way).
However, EViews only will rank one way, regardless of which direction option I choose.

Am I doing something wrong?
matrix matrix_hilo = @colpctiles(matrix_raw,"d") 'Sort the data descending
matrix matrix_lohi = @colpctiles(matrix_raw,"a") 'Sort the data ascending

I'm using EViews 13

Many thanks!


Re: @colpctiles Not Working...

Posted: Mon Nov 20, 2023 2:34 pm
by EViews Matt

You're correct, the rank 'direction' argument is being incorrectly ignored. We'll fix that in an upcoming patch.

Re: @colpctiles Not Working...

Posted: Tue Nov 21, 2023 10:57 am
by kcaron
Thank you!!