“The book that Stata programmers have been waiting for” is how the Stata Press describes my new book on Mata, the full title of which is

The Mata Book: A Book for Serious Programmers and Those Who Want to Be

The Stata Press took its cue from me in claiming that it this the book you have been waiting for, although I was less presumptuous in the introduction:

This book is for you if you have tried to learn Mata by reading the Mata Reference Manual and failed. You are not alone. Though the manual describes the parts of Mata, it never gets around to telling you what Mata is, what is special about Mata, what you might do with Mata, or even how Mata’s parts fit together. This book does that.

I’m excited about the book, but for a while I despaired of ever completing it. I started and stopped four times. I stopped because the drafts were boring. Read more…

This post is the fourth in a series that illustrates how to plug code written in another language (like C, C++, or Java) into Stata. This technique is known as writing a plugin or as writing a dynamic-link library (DLL) for Stata.

In this post, I write a plugin in Java that implements the calculations performed by mymean_work() in mymean11.ado, discussed in Programming an estimation command in Stata: Preparing to write a plugin, and I assume that you are familiar with that material.

This post is analogous to Programming an estimation command in Stata: Writing a C plugin and to Programming an estimation command in Stata: Writing a C++ plugin. The differences are due to the plugin code being in Java instead of C or C++. I do not assume that you are familiar with the material in those posts, and much of that material is repeated here.

This is the 32nd post in the series Programming an estimation command in Stata. See Programming an estimation command in Stata: A map to posted entries for a map to all the posts in this series. Read more…

This post is the third in a series that illustrates how to plug code written in another language (like C, C++, or Java) into Stata. This technique is known as writing a plugin or as writing a dynamic-link library (DLL) for Stata.

In this post, I write a plugin in C++ that implements the calculations performed by mymean_work() in mymean11.ado, discussed in Programming an estimation command in Stata: Preparing to write a plugin. I assume that you are familiar with the material in that post.

This post is analogous to Programming an estimation command in Stata: Writing a C plugin. The differences are due to the plugin code being in C++ instead of C. I do not assume that you are familiar with the material in that post, and you will find much of it repeated here.

This is the 31st post in the series Programming an estimation command in Stata. I recommend that you start at the beginning. See Programming an estimation command in Stata: A map to posted entries for a map to all the posts in this series. Read more…

This post is the second in a series that illustrates how to plug code written in another language (like C, C++, or Java) into Stata. This technique is known as writing a plugin or as writing a dynamic-link library (DLL) for Stata.

In this post, I write a plugin in C that implements the calculations performed by mymean_work() in mymean11.ado, discussed in Programming an estimation command in Stata: Preparing to write a plugin. I assume that you are familiar with the material in that post.

This is the 30th post in the series Programming an estimation command in Stata. See Programming an estimation command in Stata: A map to posted entries for a map to all the posts in this series. Read more…

This post is the first in a series that illustrates how to plug code written in another language (like C, C++, or Java) into Stata. This technique is known as writing a plugin or as writing a dynamic-link library (DLL) for Stata.

Plugins can be written for any task, including data management, graphical analysis, or statistical estimation. Per the theme of this series, I discuss plugins for estimation commands.

In this post, I discuss the tradeoffs of writing a plugin, and I discuss a simple program whose calculations I will replace with plugins in subsequent posts.

This is the 29th post in the series Programming an estimation command in Stata. See Programming an estimation command in Stata: A map to posted entries for a map to all the posts in this series. Read more…