@rank |

Rank of the matrix.

Syntax: @rank(m[, n])

m: matrix, sym, vector, series

n: (optional) number

Return: integer

The rank of m is calculated by counting the number of singular values of the matrix which are smaller in absolute value than the tolerance, n.

If n is not provided, EViews uses the value given by the largest dimension of the matrix multiplied by the norm of the matrix multiplied by machine epsilon (the smallest representable number).

Examples

scalar rank1 = @rank(m1)

scalar rank2 = @rank(s1)

Cross-references

See also
@svd.