A
B
C
D
E
F
G
H
I
J
K
L
M
N
O
P
Q
R
S
T
U
V
W
X
Y
Z -
Function Groups
-
Alphabetical index
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
A
B
C
D
E
F
G
H
I
J
K
L
M
N
O
P
Q
R
S
T
U
V
W
X
Y
Z -
Function Groups
-
Alphabetical index
(C) MD*TECH Method and Data Technologies, 05.02.2006
Impressum