Applying Brent's method in STATA

[Dishaa Gupta]

Hello,

I wanted to apply Brent's theorem to a function generated in STATA, in order to invert it and solve in the range [0,1]. However I am unable to do so. Can anyone suggest a method to do so.

I am new to STATA and any help will be appreciated.

[Jean-Claude Arbaut]

By Brent's theorem I suppose you mean Brent's method to find a root of a function. But what is a "function generated in Stata"? (not STATA by the way)
Do you have a Mata function? Or a Stata command that produce a result "like" a function? You have to tell more about what you are doing, as the answer is going to be tightly linked to the way your function is actually computed.

Also, do you need specifically Brent's method, or something else would be appropriate too? There are many methods to solve an equation (secant, Newton-Raphson, Steffensen...), and Stata has a builtin way, see the FAQ: How can I use Stata to solve a system of nonlinear equations?

See also the Mata functions mm_brent, mm_nrroot and mm_finvert in moremata (ssc install moremata).

Jean-Claude Arbaut