Demo: Including Mata with Stata packages

June 21, 2017 ยท View on GitHub

This package shows a way to automatically compile Mata libraries as part of a Stata package. It's based on David Roodman's work and uses the ftools package (due to two files: ms_compile_mata.ado and ms_get_version.ado).

Note: if you don't need to expose your Mata functions outside your ado files, then you don't really need a Mata library (.mlib file), and should just include the Mata code at the end of the do-file.

How this works

  • Ado files usually start with a version line: *! foobar 0.0.3 20jun2017.
  • Within the Stata program, we run ms_get_version (part of ftools), which reads this line and stores it in a local.
  • Next, we run ms_compile_mata, package(foobar) version(`package_version')
  • This will try to run the Mata functions foobar_version() and foobar_stata_version(). If they are not found or return different values, it wil then run do foobar.mata and create a lfoobar.mlib file.
  • The key trick is that the .mata file also runs ms_get_version and has functions that depend on the locals created. So if the version of Stata or of the package differ than the ones used to compile the mlib, the library will be created again.

Advantages

  • It can also be used as a pre-compiler. So we can e.g. replace selectindex() and panelsum() with alternatives when using older versions of Stata that don't have these Mata functions.
  • You only set the version once, at the top of the ado file
  • You don't have to open Stata 11 to compile the file; and you can rely on potential compiler improvements on newer versions of Stata
  • If you have two versions of Stata on the same computer, you don't get mlib conflicts
  • You don't have to distribute large mlib files, and users don't have to download opaque binaries.

Disadvantages

  • You have to rely on another package (ftools). But to solve that you can just copy-paste the two ados listed above into your own package (and rename them).