@norm |

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.