Norm of series or matrix object.
Syntax: @norm(m[, n])
m: numeric data object
n: (optional) integer
Return: number
Returns the norm of m.
If no norm type is provided, this function returns the infinity norm. Possible choices for the norm type
n include “–1” for the infinity norm, “0” for the Frobenius norm, and an integer “
n” for the
norm.
For series calculations, EViews will use the entire workfile. If you want to compute the norm for a subsample, use mtos to convert the subsample of the series to a vector.
Examples
matrix m1 = @mnrnd(10, 4)
scalar sc1 = @norm(m1)
computes the infinity norm of the matrix M1.
sym s1 = @inner(m1)
scalar sc2 = @norm(s1, 2)
computes the
norm of the symmetric matrix S1.
series x = nrnd
scalar sc3 = @norm(x)
assigns to SC3 the norm of the series X computed over the entire workfile.