Keywords List

3D plot

plot3d

adaptive estimation

lochomtest, lochomest

AIC

glmforward, glmbackward

analysis of covariance matrices

CPCprop, CPCFGalg, FluryStepUp, CPCp, CPC

AND

&&

Anderson-Darling Test

anddar

andrews curves

grandrews, plotandrews

ANOVA

anova, outputanova

AR(p)

genar

ARCH

genegarch

ARCH tests

annarchtest, archtest

ARIMA

arima11, arimacls, ariols

ARIMA model identification

eacf

ARIMA modelling

boxpi, arimaf, boxlj

aseq

aseq

Augmented Dickey-Fuller test

adf

Autoregression

panunit

autoregressive process

genar

average delay

spccusumCad, spcewma2ad, spccusum1ad, spcewma1ad

average derivative

adeslp, sir, ndw, wtsder, newadeslp, dwade, adeind

average run length

spccusum2c, spccusum2arl, spccusumCarl, spccusum2ad, spcewma1arl, spcewma1c, spccusumCc, spccusum1c, spcewma2c, spccusum1arl, spcewma2arl

B-splines

Bsplineevalgd

backtracking

nmnewtonmod

backward selection

probbs, linregbs, outputbs

Bahadur exact slope

etgammaexacttest, eterlangexacttest, etexpexacttest

bandwidth selection

denxbwcrit, denbwcrit, lpregrot, denrotp, denrot, denbbwcrit, lpderrot, denbwsel, regbwsel, Rdenxest, regxbwcrit, regxbwsel, EBBSmain, regbwcrit, EBBS

bandwidth transformation

canker, canbw

bar chart

grbar, dispbar, plotbar

baseline hazard

hazbase, hazcoxb

baseline survival function

hazbase, hazcoxb

batch processing

execfile

BEKK

bigarch

Berndt-Hall-Hall-Hausman method

nmBHHH

Bessel function

mbessel3

beta-distribution

cdfb

BFGS method

nmBFGS

BHHH method

nmBHHH

BIC

glmforward, glmbackward

binning

wtsder, conv, bindata, trimper, bindatatocl, grid, discrete

binomial tree

bitree, asset

Biplot

corresp, grbiplot

bisection

nmbisect

bivariate

bigarch

Black Scholes model

spdbs, ITT, volsurfEBBS, plotITT, volsurfplot, ITTcrr, volsurf, grITTstsp, grITTcrr, grITTspd, ImplVola, ITTnicemat, influence, bs1, tgarsim

bonds

cir

bootstrap

bootstrap

boundary kernel

gasmregxb

Box-Cox transformation

boxcox, boxcoxdens

boxplot

plotbox, plotboxcl, plotboxgrouped, dispboxcl, grboxgrouped, grboxmedian, grboxmeancl, grboxmean, grboxcl, grboxmediancl, dispbox, grbox

bracketing

nmbrackin, nmbrackout

bravais-pearson

relation, relationcorr

Brent's method

nmbrentroot, nmbrent, nmbrentder

Broyden-Fletcher-Goldfarb-Shanno method

nmBFGS

candlesticksplot

dispcandlesticks, grcandlesticks, plotcandlesticks

canonical kernels

canker, canbw

CART

cartpredict, cartleafnum, cartdrawpdfclass, cartdrawpdfregr, cartsplitclass, dentoreg, cartsplitregr, carttrimp, printingList, cartdisptree, volumes, grcarttree, denvalues

categorization of variables

pswap, categorize

cdf

cdff, cdfcl, cdfb, cdfc, cdfn, cdft

censored data

hazrisk, hazdat, haznar

chain approach

spcewma2pmfm, spccusum1pmf, spcewma1pmf, spcewma2pmf, spcewma1pmfm, spccusum2pmf, spccusum2pmfm, spccusumCpmf, spccusum1pmfm, spccusumCpmfm

characteristic function

gFourierInversion, StandardNormalCharf

chi

cdfc

Chi2

relation, relationchi2

chi2-distribution

qfc

cholesky decomposition

chold, DGdecompS

Cholesky factorization

normalcorr

classified data

moduscl, grdotdcl2, grdotcl, varcl, grdotdcl, plotboxcl, plotdotcl, grdotdlcl, dispboxcl, grdotdlcl2, dispdotcl2, quantilecl, grboxmediancl, grboxcl, dispdotcl, cltobindata, grboxmeancl, plotdotcl2, grhistcl, cdfcl, grdotcl2, covcl, mediancl, bindatatocl, meancl, plothistcl

cluster analysis

agglom, kmeans, distance

clustering

xcfcgk, xcfcme, agglom, xchcme

Cointegration

pancoint, adf

color

colorcube, grcolorscheme

color manipulation

createcolor, freecolor, setmask

color scheme

dispdotcl, dispdot, plotdot, plotdotcl, plotdotcl2, dispdotcl2

colour convertion

hls2rgb, rgb2lab, rgb2hls, lab2rgb

commands

info

comments

;, /**/, //

common principal components

FluryStepUp, CPCp, CPCFGalg, CPC, CPCprop

complex general matrix

eiscg

complex linear equation

cmatdiv

complex numbers

cplotfunc, cfloor, cplot, cpolar, complex, cmatdiv, ccosh, cimag, cmul, cln, cmatmul, cinv, cdiv, csin, cconj, ctanh, cceil, cadd, cexp, ctan, cabs, csub, ccos, csortcol, creal, csinh, csort

components

comp

compounded Poisson Jump Process

stockestsim

concentration

lorenz, plotlorenz

conditional dependence

ucat

conditional least squares

arimacls, msarimacond

Conditional Logit Model

glmmultlo, hhmult, genmultlo, glmmultshape

conditional survival function

hazsurv

confidence bands

regcb, denxcb, dencb, regxcb

confidence intervals

hazkpm, regci, denci, denxci, regxci

conjugate gradient method

nmcongrad

constrained optimization

nmlinprog, nmsimpen, nmqpenalty, nmlinprogexchange, nmlinprogmaxel, nmlinprogpivot

constraints

nmqpenalty

Contingency Table

plotmosaic, tableN, table2

continuous time process

simgOU, simGBM, simou

Contour Plot

contour2D, grcontour3, grcontour2

contouring

contour2, contour3

conversion

char, atof, convert, exec

convolution

conv

copula

FGM, ucat, mnllike

copula Pareto-Clayton Gumbel-Hougaard Frank

FGM

correlated data

panopt

correlation

corr, normalcorr, covcl, rankcorr, panhaus

Correspondance Analysis

corresp, caaxe, cacheckvar, caanalyse, cadisplay, castr, cagetdata, canegat, canaxe, grbiplot

correspondence analysis

DOcorr, plotDOcorr

cov

cov, covex

covariance

corr, covcl

covariance matrix expansion

nmexpandmat

Cox proportional hazard model

hazbeta

Cox proportional hazards model

haztest, hazregll

critical value

spccusumCc, spcewma1c, spccusum1c, spcewma2c, spccusum2c

Crosier

spccusumCpmfm, spccusumCad, spccusumCpmf, spccusumCarl, spccusumC, spccusumCc

crosstable

relation, relationchi2, relationcont, relationcorrcont, relationcorr, crosstable, corresp, tableN, table2

cusum

spccusum1, spccusumCpmfm, spccusumCpmf, spccusum1ad, spccusumC, spccusumCad, spccusum1c, spccusumCarl, spccusum1arl, spccusum2pmfm, spccusum2pmf, spccusum2arl, spccusum2c, spccusum2ad, spccusum1pmf, spccusum2, spccusumCc, spccusum1pmfm

Data Envelopment Analysis

deahull

data transformations

boxcoxdens, hinesplot, boxcox

deconvolution density

dcdenest

density estimation

logsplinesummary, logsplinefit, denestp, plotlogspline

derivative

nmgraddiff, nmgraditer, nmfder1d

derivative estimation

lpderest, lpderxest

descriptive statistics

descriptive

difference

diff

diffusion

stockestsim

dimension reduction

sir2, sir

discrete convolution

binweights

discretizing

bindata, discrete, bindatatocl

display

createdisplay, displaytype

distribution

cdfb, cdft, erfc, cdfn, erf, cdfc, cdff, grbox

dominant eigenvalue

spcewma2pmfm, spccusum2pmf, spcewma2pmf, spccusumCpmfm, spccusum1pmfm, spccusum2pmfm, spcewma1pmf, spccusumCpmf, spccusum1pmf, spcewma1pmfm

dotplot

dispdot, dispdotcl, dispdotcl2, plotdotcl2, grdotdcl, grdotd, grdotdl, grdotdlcl, grdotcl2, plotdot, grdotdlcl2, grdotdcl2, plotdotcl, grdot, grdotcl

Draftman plot

draftman

dummy variables

categorize

dynamic factor models

TimeVarAddModel2

dynamic links

dlcall, dlcallex, dlopen, dlquery

dynamic panel data model

pandyn, pandyn2

dynamic semiparametric factor models

DSFM4IV, DSFM

Dynamically Linked Library

conddlopen

EBBS

volsurfEBBS

edit

edit

Efficiency measures

fdhull, deahull

Efficiency scores

deahull, fdhull

Efficient Level of Inputs

deahull

eigen system analysis

eigsm, eiggn

eigen value decomposition

DGdecompS

eigenvalues

eigensm, eisrg, eisrs, eiscg

eigenvectors

eiscg, eisrs, eisrg, eigensm

Empirical Likelihood Test

elmtest

environment settings

getenv

Epanechnikov

epa

ewma

spcewma1pmf, spcewma1ad, spcewma2, spcewma2ad, spcewma1arl, spcewma2arl, spcewma2pmfm, spcewma1c, spcewma1, spcewma1pmfm, spcewma2pmf, spcewma2c

Exact test

etgammaexacttest, eterlangexacttest, etexpexacttest

excess

kurtosis, excess

execution of strings

func, exec, execfile

Exploratory Plots

glmplot

exploratory projection pursuit

ppsj2ind, ppsj1ind, ppftind, plotgt

F-distribution

qff, cdff

f-test

ftest

Factor Analysis

factor, factoranalysis, factorlikehood, varimax, factorrot

factorial

factorial

false position

nmridders, nmregfalsi

Faure sequence

lowdiscrepancy

FDA Fourier coefficient

Fouriertrans

FDA PCA smoothing

FDApca

FFT

gFourierInversion

FG-Algorithm

CPCFGalg

filter

rlsfil, kem, kfilter, rICfil

five number summary

grbox, fivenum

fixed parameters

nmexpandmat

fixed time effects

pantime

fixed-effects

panopt

fixed-effects model

panfix

flow control

do, if, default, else, endif, endo, endsw, case, break, error

Flury faces

plotface, grface

FM-OLS

pancoint

forecast

arimaf

forward selection

probfs2, outputfs2, linregfs2, linregfs

Fourier inversion

gFourierInversion

Fourier Series

Fourierevalgd, Fouriereval

Fourier transform

fft, invfft

fractional Brownian motion

fracbrown, hurst, FGN, FGNcov

fractional Gaussian Noise

FGN, FGNcov

Free Disposal Hull

fdhull

frequency table

frequency

Frontier Analysis

deahull, fdhull

functional data analysis

inprod, plotfd, polyevalgd, grfdacov, grfdacorr, data2fd, Bsplineevalgd, grfd, Fourierevalgd, createfdbasis, plotfdacorr, createldo, evalfdavar, plotfdacov, fdacpcaK, plotfdavar, fdaspca, fdamean, getbasismatrix, evalfd, evalfdacorr, evalfdacov

functional pca

TimeVarAddModel2, DSFM, DSFM4IV

functions

func, info

fuzzy

xcfcgk, xcfcme

Gamma function

lgamma

GARCH

garchest, tgarsim, bigarch, genegarch

Garman-Kohlhagen model

ImplVolaFX

Gasser-Mueller estimator

gasmregx, gasmregxb

Gauss

cdfn

Gauss-Jordan elimination

nmGJelim

gaussian kernel

Rdenxest

Generalized Additive Models

gamtest, DSFM, TimeVarAddModel2, gamopt, gamout, DSFM4IV

generalized inverse

ginv

Generalized Linear Model

glmmultlo, glmselect, glmll, glmstat, glmest, glmout, glmplot, glmmain, xlnxdy, glmlld, glmlrtest, glmcore, glminvlink, doglm, genglm, genmultlo, glmlink, glmmultshape, glmopt, xlny, glmbackward, glmforward

generalized linear regression

gls

Generalized Partial Linear Models

gplmcore, gplmbootstraptest, gplmest

Geometric Brownian Motion

simGBM

Gini coefficient

lorenz, plotlorenz

GLM

glmlrtest, glmmain, glmll, glmselect, glmest, glmout, glmplot, glmforward, glmopt, glmmultshape, genmultlo, genglm, glmcore, glmmultlo, glmstat, glmbackward, glmlink, xlnxdy, glminvlink, glmlld, xlny, doglm

GLM vs. GPLM

gplmbootstraptest

global variables

getglobal

GLS

linreg

GMM

pandyn, pandyn2

golden section search

nmgolden

Goodness of Fit

elmtest

Goodness of Fit Test

anddar

GPLM

gplmbootstraptest, gplmest, gplmcore

gradient

nmgraditer, nmgraddiff, bfgs, nmjacobian

Gramm-Schmidt algorithm

orthonormal

grand tour

plotgt

graphic

spccusum1, spcewma2, spccusum2, spccusumC, spcewma1, graxes

graphic primitives

grpcp, grmove, dispdot, grgrid2, dispdotcl2, gryline, grxline, plotcoxcomb, grlinreg2, grdotdcl2, grdotdcl, grdotd, grsunflower, plotboxgrouped, grbox, grqqu, grrot, grrotate, grstar, grsurfacecol, dispboxcl, grppn, grppu, grqq, grqqn, grsurface, plotbar, graxes3d, grpie, dispbox, dispbar, dispcoxcomb, grdotdl, grdotdlcl2, grdotdlcl, grboxcl, grdotcl, grboxmediancl, grdot, grcircle, grdotcl2, grcube, grbiplot, grboxmedian, grlinreg, grcirclesector, grcoxcomb, grbar, grcontour2, grandrews, dispdotcl, grboxgrouped, grhist, grboxmean, grcontour3, grash, grboxmeancl, grhistcl

graphical interaction

setmask

graxes

graxesgetval

grcircle

grcirclesector

grcirclesector

grcirclesector

grids

grgrid2, :, grid

Halton sequence

lowdiscrepancy

Hampel

robmest

hard c-mean

xchcme

Hausman test

panhaus

Hazard functions

hazard

hazard regression

haresummary, harefit, grstree, plothare

help system

makehelp

Herfindahl coefficient

lorenz

hessian matrix

nmhessian

Heston model

simHeston, pdfHeston

heteroscedasticity

bigarch

hierarchy

agglom

high level graphics

plotsplom, plotandrews, plothistwtd, plothistcl, plothist, line, plotmosaic, plotnan, plotpcp, plotscml, plotdot, plotstar, plotdotcl2, plotdotcl, plotgt, plot, plot2, plotboxcl, plotbox

Hines and Hines plot

hinesplot

histogram

plothist, grhistcl, plothistcl, grhist, grash, plothistwtd, bindata

history

logfile

HLS colours

hls2rgb, rgb2hls

Huber

robmest

Hurst

hurst, fracbrown

implied

spdbs, spdbl

implied volatilities

ImplVola, volatility, european, volsurf, grITTstsp, spdbl, volsurfplot, volsurfEBBS, grITTcrr, grITTspd, plotITT, ITT, ImplVolaFX, ITTnicemat

implied volatility surface

volsurfEBBS, volsurfplot, volsurf

Impulse Response Analysis

ira, impres

Independent Component Analysis

ICAjadeR

infinite values

isNumber, countNotNumber, isInf

integration

GaussLegendre

interaction with graphics

axesoff, axeson, addbutton, getdata

interpolation

SurfaceInterpol, linapprox

inverse

ginv

Inverse Link Function

glminvlink

Item Selection

select0item, select1item

Jacobi rotation

Jacobirot

jacobian

nmjacobian

JADE

ICAjadeR

jump

stockestsim

jump detection

jump

Kalman filter

rICfil, kfilter, rlsfil, ksmoother, kem

Kalman smoother

kem, rlsfil, ksmoother, rICfil, kfilter

Kaplan-Meier Estimator

hazkpm

kernel

epamFT, lvtest, epa

kernel density estimation

denci, binweights, denxest, binlindata, denbwcrit, denbbwcrit, denxcb, denrotp, Rdenbest, denrot, denbwsel, denest, denestp, denxci, Rdenxest, denxbwcrit, dencb, dcdenest, denxestp

kernel estimation

nparmaest, npgarchest, repa, rtri, rqua, runi, rkernpq, rtrian

kernel function

repa, rtrian, rkernpq, rtri, rqua, runi

kernel regression

lpregxest, regestp, lregxestp, regxci, regbwsel, lpderxest, lpregest, regest, MIregest, lpregest, lpregrot, looreg, regbwcrit, lpderrot, gasmregx, regxbwsel, regci, gasmregxb, regcb, regxestp, regxcb, lvtest, regxest, regxbwcrit

kernel smoothing

lpregrot, denrot, regxestp, regxcb, denestp, lpregest, MIregest, denest, denrotp, spfill, dencb, regxest, denci, regestp, denxest, rqua, rkernpq, rtrian, repa, lpderrot, rtri, regxbwcrit, regxci, regxbwsel, regbwcrit, lpregxest, canbw, regest, canker, lregxestp, dcdenest, regci, denxci, gasmregx, regcb, denbwcrit, denxestp, denbwsel, runi, regbwsel, denxcb, gasmregxb, npgarchest, nparmaest

kNN estimation

mknn

Kronecker product

kron

kurtosis

kurtosis, excess

L*a*b* colours

rgb2lab, lab2rgb

L1 regression

rdl1, l1fit

LAD

l1line

lag

panlag

Laguerre's method

nmpolrootlaguer

Lambert W-function

etgammaexacttest, etexpexacttest, eterlangexacttest

Least absolute deviation

l1fit

least squares

gls

levene-test

levene

library

dlopen, library, dlcall, dlcallex, dlquery

likelihood

factorlikehood, varimaxval

likelihood ratio

etgammaexacttest, etexpexacttest, eterlangexacttest

Likelihood Ratio Test

glmlrtest, haztest

line minimization

nmlinminder, nmlinmin, nmlinminappr

line search

nmnewtonmod

linear algebra

eiggn, rankm, distance, chold, cinv, eigensm, eigsm, ludecomp

linear binning

binlindata, Rdenbest, binweights, denbbwcrit

linear constraints

nmlinprogexchange, nmlinprogmaxel, nmlinprog, nmlinprogpivot

linear interpolation

linapprox

Linear Model

glmlld, linregfs2, linregopt, outputfs2, linregres, outputbs, glmcore, linregstep, glmforward, doglm, probbs, glmlrtest, genglm, genmultlo, probsw, glminvlink, glmplot, glmselect, glmmultlo, glmlink, glmbackward, glmmultshape, glmmain, glmest, glmstat, outputpar, probfs2, linregbs, linregfs

Linear Models

glmll

linear programming

nmlinprogpivot, nmlinprogexchange, nmlinprog, nmlinprogmaxel

linear regression

linregfs2, probbs, linregopt, linreg, linregfs, linregstep, grlinreg, l1line, linregbs, linregres, gls, outputpar, grlinreg2, probfs2, probsw, outputfs2, outputbs

linear system

nmGJelim

linearity

annlintest

Link Function

glmlink

list

append, dot, addlist, delete, comp

list manipulation

names, append, dot, addlist, {}, delete, list

local homogeneity

lochomtest, lochomest

local linear regression

lregxestp

local polynomial

spdbl, lplocband, EBBSmain, EBBS, lowess

local polynomial derivative estimation

lpderrot, lpderest, lpderxest

local polynomial estimation

locpolex, lpderxest

local polynomial estimator

EBBS, lplocband, EBBSmain

local polynomial regression

EBBSmain, lpregest, lpregrot, lregxestp, EBBS, locpolex, spfill, lpderest, MIregest, lpregxest, lpderrot, lplocband

local polynomials

lplocband, locpol, EBBS, locpoldis, EBBSmain

log-likelihood

hazbeta, xlnxdy, glmll, hazregll, glmlld, xlny

logfile

logfile

Logit Model

glmest, gplmest

long memory

lo, lobrob, roblm, kpss, neweywest, robwhittle, rvlm, hurst, gph, FGN, fracbrown, kpssnum

loops

endo, do

Lorenz curve

plotlorenz, lorenz

loss distribution

loglikBurr, ADcritBurr, cvBurr

low discrepancy sequence

lowdiscrepancy

LU decomposition

ludecomp

M-estimator

robmest

MacKinnon critical values

adf

macros

library

Mann-Whitney test

wilcoxon2

Markov

spccusum2pmf, spccusumCpmfm, spccusum1pmf, spcewma1pmfm, spcewma2pmf, spccusumCpmf, spccusum2pmfm, spccusum1pmfm, spcewma2pmfm, spcewma1pmf

Markov chain approach

spccusum1ad, spccusum2c, spcewma2ad, spcewma2arl, spcewma1c, spccusum2arl, spccusum1c, spccusumCad, spccusumCc, spcewma1arl, spccusum2ad, spcewma2c, spcewma1ad, spccusumCarl, spccusum1arl

mathematical function

atanh, log, log10, cos, cosh, cumsumex, cumprodex, abs, atan, acos, acosh, cumprod, cumsum, asinh, det, asin, log1p, mbessel3, atan2, erfc, exp, expm1, floor, erf, ceil, lgamma

matrix

eigensm, diagrv

matrix editor

edit

matrix expansion

nmexpandmat

matrix manipulation

matrix, index, diag, diff, insert, rankm, inv, diagrv, eye, dim, *, cols, minind, kron, prodex, ginv

maximization

nmlinprogpivot, varimaxval, nmlinprogmaxel, nmlinprogexchange, nmlinprog

maximum

max, nmlinprogpivot, nmparabint, nmlinprogmaxel, nmlinprogexchange, nmlinprog

maximum likelihood

factoranalysis, FGM, mnllike, nmBHHH, arima11, varimax

mean

mean, simdep, meanex, meancl

mean equality

ttest

median

median, quantilecl, mediancl, fivenum, quantile, simdep

messaging

error

minimization

nmBFGS, nmcongrad, nmBHHH, nmgolden, nmsimpen, nmbracket, nmbrentder, nmbrent

minimum

nmcongrad, nmsimpen, nmgolden, nmbrentder, nmbrent, nmlinminder, nmlinminappr, nmBFGS, nmlinmin, nmparabint, min, nmBHHH

minimum bracketing

nmbracket

missing values

isNumber, isInf, countNaN, countNotNumber, isNaN

Model Choice

glmforward, lvtest, glmselect, glmbackward

Model Selection

glmforward, glmselect, glmbackward

modified Newton-Raphson method

nmnewtonmod

modus

moduscl

moments

kurtosis, excess

monotone regression

isoreg

Mosaic Plot

plotmosaic

mseq

mseq

multi-index model.

MIregest

multiple graphs

adddata

multiplicative seasonal ARIMA modeling

msarimaconvert, msarimacond

multiplicative seasonal ARIMA modelling

msarimamodel

multivariate

denestp

multivariate analysis

plotface, grface

multivariate density estimation

denrotp, denxestp, denxestp

multivariate mean

simdep

multivariate regression

regestp, lregxestp, regxestp, lregestp

Nadaraya-Watson estimator

regxest, regxestp, regbwsel, regcb, regxcb, looreg, regci, regxci, regestp, regest, regxbwsel

Nelder-Mead method

nmmin

nested models

lvtest

neural nets

nnvisu, nnrsetnet, nnrdovm, nnrinfo, nninit, nnrsettrain, rbfsave, ann, nnfunc, rbftest, nnrtest, rbfload, rbftrain2, nnrpredict, nnrpredict2, nnrsave, rbfinfo, rbfpredict, rbftrain

neural networks

annarchtest, annlintest

Newton-Raphson method

nmnewton

Niederreiter sequence

lowdiscrepancy

nnfunc nninit nnrdovm nnrsetnet nnrsettrain nnrtest nnvisu

committee, neuronal

nnfunc2 nninit2 nnrdovm2 nnrsetnet2 nnrsettrain2 nnrtest2

neuronal2, committee2

nnpredict nninfo committee

neuronal

nnpredict nninfo neuronal

committee

nnvisu2 nnpredict2 nninfo committee2

neuronal2

nnvisu2 nnpredict2 nninfo neuronal2

committee2

nonlinear regression

spdest2

nonlinear system of equations

nmnewtonmod, nmnewton

nonparametric

bootstrap

nonparametric ARMA

nparmaest, npgarchest

nonparametric density estimation

denxci, denxcb, denxest, denxestp, denrotp, canbw, denrot, dcdenest, denestp, denbwcrit, canker, denest, dencb, denci, denbwsel

Nonparametric estimation

hazard

nonparametric GARCH

npgarchest, nparmaest

nonparametric regression

regxbwcrit, regxestp, regest, regxest, regestp, regxci, lpregxest, regbwsel, lregestp, regbwcrit, lregxestp, pmreg, regcb, regci, lvtest, regxcb, regxbwsel, lpregrot, denreg, gasmregxb, lpderrot, looreg, supsmo, lpregest, gasmregx, lpderest, lpderxest

nonstationarity

kpssnum, lobrob, kpss, rvlm

normal

cdfn, StandardNormalCharf

normal distribution

qfn, StandardNormalCharf

Normal variates

normalcorr

normality test

jarber

number at risk

haznar, hazrisk

numerical integration

mcint, ndw

object

existglobal, exist

object manipulation

free

object type

existglobal, exist

objects

info

OLS

ariols

one-sided

spcewma1, spcewma1ad, spccusum1, spcewma1pmf, spcewma1arl, spccusum1pmfm, spccusum1c, spccusum1arl, spccusum1pmf, spcewma1pmfm, spccusum1ad, spcewma1c

operators

^, >=, :, *, {}, =, &&, %, ==, ;, //, ~, <, /**/, <=, -, #, /, >

optimization

bfgs

optimizer

nelmin

option

panopt

option pricing

arbitrage, grITTstsp, bs1, plotITT, greeks, MertonPut, influence, asset, ITTcrr, callbull, ITTnicemat, volatility, barrier, grITTspd, ITT, european, bitree, MertonCallMC, MertonCall, grITTcrr

order statistics

rank, maxrank, order

ordinal variable

plotDOcorr, DOcorr

Ornstein-Uhlenbeck process

simou, simgOU

orthogonal polynoms

DOcorrOrPoly

orthogonalization of matrices

orthonormal

panel data

pansort, panrand, panopt, panlag, panhaus, panfix, panstats, panunit

parabola

nmparabint

parabolic interpolation

nmparabint

parallel coordinate plot

plotpcp

parallel cordinate plot

grpcp

parameter estimation

ADcritgamma, ADcritWeibull, ADcritPareto, ADcritln, ADcritexp, ADcritmixexp, cvPareto, estgamma, loglikmixexp, estexp, loglikgamma, loglikWeibull, estWeibull, estPareto, estBurr, cvmixexp, cvln, estln, cvgamma, cvWeibull, cvexp, loglikPareto, estmommixexp, estmixexp

partial common principal components

FluryStepUp, CPCFGalg, CPC, CPCprop, CPCp

partial derivative

nmjacobian

PCA

pca, DSFM, DSFM4IV, TimeVarAddModel2

penalty function method

nmsimpen, nmqpenalty

permutation

permutation

pie chart

dispcoxcomb, grcoxcomb, grpie, plotcoxcomb

pivot

nmlinprogpivot

pivoting

nmGJelim

plot

plothare, plot3d

plot manipulation

deletedata

plotting

getdata, createcolor, createdisplay, contour3, contour2, deletedata, displaytype, adddata, addbutton, axesoff, setmask, axeson

Poisson Process

stocksim, simHPP, simNHPPRPedfRT, simNHPPRPedf, simNHPPRPmeanlossRT, simNHPPRP, simNHPPRPmeanloss, simNHPP, simNHPPALP, simHPPRP, simHPPALP, simNHPPRPRT

polychotomous response model

hhmult

polynomial

nmpolrootlaguer

principal components

CPCFGalg, FluryStepUp, CPC, CPCprop, CPCp

Principal Components Analysis

pca, factor

probability-probability plot

grppn, grppu, grqq

Probit Model

glmest, gplmest

procedure

endp

process

stockestsim

Productivity analysis

fdhull, deahull

projection pursuit

ppsj2ind, ppftind, ppsj1ind

projection to a plane

ppsj2ind

pseudo inverse

ginv

quantile

mediancl, cdfcl, quantile, quantilecl, cdf2quant

quantile function

qfn, qft, qfc, qff

Quantile regression

rqfit, rrstest

quantile-quantile plot

grqq, grqqn, grqqu

quantlets

info

quartiles

fivenum

quasi-Newton method

nmBFGS, nmBHHH

random number generation

normal

random numbers

lowdiscrepancy

random permutation

permutation

Random Variables

uniform2, normal

random-effects

panopt

random-effects model

panrand

rank

rankm, rankcorr

rank statistics

rank, order, maxrank

rank-sum test

wilcoxon2

read

readcsv

read data conditionally

readcond

real general matrix

eisrg

real symmetric matrix

eisrs

regression

robmest, spdbl

regression estimation

lregestp

regula falsi

nmridders, nmregfalsi

relation coefficient

relationcont, relationcorr, relationcorrcont, relationrank, relation

relation coeficient

relationchi2

Renewal process

simRP, simRPRP

resampling

bootstrap

restriction of a function to a line

nmfunc1d, nmfder1d

RGB colours

hls2rgb, lab2rgb, rgb2hls, rgb2lab

rIC

stointpm, stointp, nmomnorm, numint2, numint2m

Ridders' method

nmridders

risk process

simRP, simNHPPRPmeanlossRT, simNHPPRPmeanloss, simNHPPRPRT, simRPRP, quantilelines, simHPP, simNHPPALP, simHPPALP, simHPPRP, simNHPP, simNHPPRP, simNHPPRPedf, simNHPPRPedfRT

rLS

rlsbnorm, rlsbnorm1

Robust distance

rdl1

robust estimate of location

mve, simdep

robust Kalman filter

stointpm, numint2, nmomnorm, numint2m, rICfil, stointp, rlsbnorm, rlsbnorm1, rlsfil

Robust regression

lms, rdl1, lts

Romberg's method

mcint

root finding

nmbrentroot, nmpolrootlaguer, nmregfalsi, nmbisect, nmridders, nmsecant, nmbrackin, nmbrackout

roots of polynomial

nmpolrootlaguer

rotation

factorrot

rule of thumb

lpderrot, lpregrot

running mean

knn

scatterplot matrix

plotscml, plotsplom

score test

haztest

Scott's rule of thumb

denrotp

secant method

nmsecant

second derivative

nmhessian

seemingly unrealted regression SUR

sur

self similarity

FGNcov, FGN

semiparametric estimation

adedis, dwade, sir, ndw, adeslp, adeind, newadeslp

Semiparametric Model

gplmcore, gplmest

sequence

:

Silverman's rule of thumb

denrot, denbwcrit

simplex method

nmlinprogpivot, nmlinprogmaxel, nmlinprogexchange, nmlinprog

simplicial depth

simdep

Simpson's method

mcint

simultaneous equations

seq

single index model

dwade, sir, adeslp, adeind, newadeslp, adedis

sliced inverse regression

sir, sir2

smile

volsurfplot, volsurfEBBS, volsurf

smoothing

mknn, ksmoother, knn, locpol, locpoldis, lowess, epa, supsmo, conv

Sobol sequence

lowdiscrepancy

sort

pansort

sorting

csort, csortcol

spatial interpolation smoothing and kriging

SPKRsurfls, SPKRsurfgls, SPKRsphercov, SPKRsemat, SPKRprmat, SPKRmultcontours, SPKRgaucov, SPKRcorrelogram, SPKRexpcov, SPKRvariogram, spatialSPKRtest, SPKRtrmat

spatial point process analysis

SPPPkfn, spatialSPPPtest, SPPPkenvl, SPPPkaver, SPPPstrauss, SPPPssi, SPPPinitrandom, SPPPsetregion, SPPPpsim, SPPPgetregion, SPPPinit

SPD

spdest2, spdopt

spearman correlation coefficient

relationrank

specification test

hhmult

splines

harefit, plogspline, qlogspline, plotlogspline, dlogspline, rlogspline, logsplinefit, logsplinesummary

spread and level plot

plotspleplot, dispspleplot, grspleplot

square root matrix

DGdecompS

stable estimates

stabcull, stabreg, stabmom

star diagram

plotstar

star diagram plot

grstar

State-Price Density

spdopt, spdbs, spdest2, SPDlp, spdbl

state-space models

kemitor

statistical process control

spcewma1arl, spcewma1c, spcewma1pmf, spccusumCpmf, spccusumCpmfm, spccusum1ad, spcewma1pmfm, spcewma1, spcewma2pmf, spcewma1ad, spccusum1pmf, spcewma2pmfm, spccusum1, spcewma2, spccusum2ad, spcewma2ad, spccusum2, spcewma2arl, spccusum2pmfm, spccusumC, spccusum1pmfm, spccusum2pmf, spccusumCad, spccusum1c, spcewma2c, spccusum2arl, spccusum1arl, spccusumCarl, spccusumCc, spccusum2c

steady state

spcewma1ad, spccusumCad, spccusum1ad, spccusum2ad, spcewma2ad

stepwise selection

probsw, linregstep

stochastic volatility

simHeston, pdfHeston, genegarch

stochastic volatility model

lochomest, lochomtest

stock price

stocksim

stock price simulation

stockestsim

string

dayofweek, convert, char, dayofmonth

string manipulation

atof

strings

pmreg, denreg

student

cdft

subset selection

lvtest

summary statistics

panstats

sunflower plot

grsunflower

Support Vector Machines

svm, svmplotcol, svmplot

surface plot

grsurfacecol, grsurface

survival time

haznar, grstree, hazdat, hazrisk

SVM

svmplotcol, svmplot, svm

switching

case, default, break, else, endif, endsw

t-distribution

qft, cdft

t-test

ttest

tail index

hill, taills

teachware

twlinreg, twclt, twnormalize, tw1d, twpearson, twpvalue, twrandomsample

test

gplmbootstraptest, lvtest, lvtest

tests

archtest, annarchtest, annlintest, lobrob, kpssnum, neweywest, lo, kpss, rvlm

TGARCH

tgarsim

the multinomial logit model

hhmult

ties

hazdat

time and date functions

getlocalnow, getnow

time function

nyear, month, nsecond, filltime, ndayofmonth, nminute, nhour, ndayofweek, minute

time functions

hour, dayofweek, dayofmonth

time series

modelfr, sfvonmw, genegarch, bigarch

Time Series Analysis

domulti

time series plot

timeplotlabel

tonal highlighting

plotdot, dispdotcl2, plotdotcl, plotdotcl2, dispdot, dispdotcl

transformations

boxcoxdens, boxcox, hinesplot

trigonometric function

cos, acos, acosh, asin, atan2, atanh, asinh, atan, cosh

trimming

trimper

two way table

tableN, table2

two-sided

spccusumCc, spccusumCarl, spccusumCpmf, spccusumCad, spccusumC, spccusumCpmfm, spcewma2pmfm, spccusum2pmf, spccusum2c, spccusum2arl, spcewma2pmf, spcewma2arl, spccusum2pmfm, spccusum2, spcewma2, spccusum2ad, spcewma2ad, spcewma2c

Unit root tests

hegy, pancoint

Unit roots

panunit

user written programs

dlopen, dlcallex, dlquery, dlcall

VAR Models

ira, sfvonmw, impres

variable metric method

nmBFGS, nmBHHH

variance

varcl

variance equality

ftest

variance-equality

levene

varimax

varimaxval, varimax

vector generation

#

volatilities

spdbs

volatility smile

spdbl, spdbs

volatility surface

spdbl

Wald's test

haztest

WARPing

lpderest, regest, lregestp, denestp, denest, lpregest, denxestp, denci

wavelet transform

dwt, invfwt2, invfwtin, fwtinshift, fwtin, fwt2, fwt, invfwt, invdwt

weighted average derivative

adedis

weighted plots

plothistwtd

weighting

wtsder

Wiener Process

stocksim, stockestsim

Wilcoxon test

wilgenfun, wilcoxon2

yield curve

cir