"fzero" in Eviews?

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PMaier
Posts: 36
Joined: Sat Sep 11, 2010 10:12 am

"fzero" in Eviews?

Postby PMaier » Tue Jan 17, 2012 9:30 am

Hi,

Does Eviews have a solver similar to Matlab's "fzero" (*) function?

Background:

I have a vector of normally distributed 0/1 variables, and I would like to transform them such that they match a particular mean. More precisely, suppose I have 100 random draws, but I want to set all draws < 0.2 to 0.2, but preserve the mean. So I'd like to find an alpha such that

1/no_of_obs * (x1^alpha + x2^alpha + x3^alpha....) = 0.2

In Matlab I could use fzero to find that alpha. I don't think Eviews has anything comparable, but I might be mistaken (I hope I'm mistaken).... :-)

Many thanks,

Philipp

(*) From the Matlab help: Fzero -- Find root of continuous function of one variable, syntax:
x = fzero(fun,x0)

Description: x = fzero(fun,x0) tries to find a zero of fun near x0, if x0 is a scalar. fun is a function handle.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: "fzero" in Eviews?

Postby EViews Gareth » Tue Jan 17, 2012 9:35 am

I can't think of a way to do that, no.

PMaier
Posts: 36
Joined: Sat Sep 11, 2010 10:12 am

Re: "fzero" in Eviews?

Postby PMaier » Tue Jan 17, 2012 10:36 am

Thanks, Gareth. That confirms my "suspicion "... :-)

startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: "fzero" in Eviews?

Postby startz » Tue Jan 17, 2012 10:37 am

You can, of course, call Matlab from EViews.


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