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
= @rank(m1)
returns the rank of the matrix M1. If M1 is a matrix of zeros, its rank is 0. If M1 is a matrix of a non-zero constant, its rank is 1.
Cross-references
To obtain a ranking of the elements in a matrix, see
@ranks as well as
@colranks and
@rowranks.