AA AB AC AD AE AF AG AH AI AJ AK AL AM AN AO AP AQ AR AS AT AU AV AW AX AY AZ

- abinfonewton
- Auxiliary routine for rICfil: solves - if possible - by explicit integration and Newton-Algorithm the following equation: E [|AX|^2 \min{1,b/|AX|}]=1, E [|AX|^2 \min{1,b^2/|AX|^2}]=(1+e)p for X ~ N_p (0,unit(p))
- abs
- Computes the absolute values of the elements of an array.
- absepnewton
- Auxiliary routine for rICfil: solves - if possible - by explicit integration and Newton-Algorithm the following equations: (separate clipping in 1 dimension of normal scores X=X1+X2, X1,X2 indep.) E [A (X1 \min{1,b/|AX1|} +X2) (X1+X2) ]=1, E [A^2 (X1 \min{1,b/|AX1|} +X2)^2]=(1+e) /(S1+S2) for
- acf
- computes the (sample) autocorrelation function for the time series x. The output vector starts with the autocorrelation r_0 at lag length 0 (and thus is equal to 1). The next entries are r_1, r_2 ... r_k.
- acfplot
- plots the (sample) autocorrelation function of the time series x. The plot starts with the autocorrelation r_0 at lag length 0 (and is thus equal to 1).
- acos
- Returns the arccosine of the elements of an array.
- acosh
- Returns the inverse hyperbolic cosine of the elements of an array.
- adap
- performs an adaptive K-means cluster analysis
- adaptive
- performs an adaptive K-means cluster analysis with appropriate (adaptive) multivariate graphic using the principal components
- ADcritBurr
- Auxiliary quantlet for estBurr.
- ADcritexp
- auxiliary quantlet for estexp.
- ADcritgamma
- auxiliary quantlet for estgamma.
- ADcritln
- auxiliary quantlet for estln.
- ADcritmixexp
- auxiliary quantlet for estmixexp.
- ADcritPareto
- auxiliary quantlet for estPareto.
- ADcritWeibull
- auxiliary quantlet for estWeibull.
- addbutton
- Adds a button with some functionality to the plot menu.
- adddata
- Adds graphics to already plotted ones.
- addfnci
- auxiliary quantlet for cointegration
- addlist
- Adds components to an existing list or creates a new list with specific components.
- addr
- creates one hidden layer network
- adedis
- computes estimates of the slope coefficients in a single index model. The coefficents of the continuous variables are estimated by (an average of) dwade (density-weighted average derivative) estimates. The coefficients of the discrete explanatory variables are estimated by the method proposed in Ho
- adedisdewade
- auxiliary quantlet for adedis, dwade with the fourth order kernel
- adedisrfunction
- auxiliary quantlet for adedis, computes variance of beta
- adeind
- indirect average derivative estimation using binning
- adeslp
- slope estimation of average derivatives using binning
- adf
- calculates the test statistic 'tau' for a unit root in a time series according to the Augmented Dickey-Fuller test. Nonstandard critical values are given according to MacKinnon's response surface. t-values and corresponding probability-values are given for the coefficients of the lagged differences
- adstat
- calculates Anderson-Darling statistics
- aerlb
- computes the Lachenbruch-Mickey unbiased estimate of the actual discrimination error rate
- agen
- auxiliary quantlet for VAR models
- agglom
- performs hierarchical cluster analysis.
- american
- starting program to calculate option prices of american options on stocks or foreign exchange rates using the McMillan approximation
- AMH
- calculates the density function of a Ali-Mikhail-Haq copula.
- analyzecsvline
- auxiliary quantlet for readcsv(m)
- anddar
- performs an Anderson-Darling test for a goodness of fit for normal, exponential or uniform distributions.
- andrews
- andrews calculates the semiparametric estimator proposed by Andrews and Schafgans (1994) of the intercept coefficients of the outcome equation in a sample selection model.
- ann
- a tool to run a feed-forward neural network
- ann2
- is a tool to run a feed-forward neural network
- annarchtest
- This quantlet calculates either the Lagrange Multiplier (LM) form or the T-Rsquare (TR2) form of a test for conditional heteroskedasticity based on Artificial Neural Networks. The first argument of the function is the vector of residuals, the second optional argument is the order of the test, the t
- annlintest
- calculates the neural network test for neglected nonlinearity proposed by Lee, White and Granger (1993). This statistic is evaluated from uncentered squared multiple correlation of an auxiliary regression in which the residuals are regressed on the original regressors and the principal components o
- anova
- anova runs Simple Analysis of Variance
- aorBgen
- auxiliary quantlet for full VAR model analysis
- append
- Appends an object to the specified list. If the appended object is temporary, the component gets the name el
. If the first argument is not a list, it will be changed to a list with itself as first component. - approx
- auxiliary quantlet for denreg; does linear interpolation
- arbitrage
- calculates an arbitrage table considering puts and calls with the same strike price
- archest
- estimates a GARCH process with mean zero by QMLE
- archtest
- This quantlet calculates either the Lagrange Multiplier (LM) form or the R squared (TR2) form of Engle's ARCH test. The first argument of the function is the vector of residuals, the second optional argument is the lag order of the test. This ; second argument may be either a sca
- arima11
- estimates the ARIMA(1,d,1) process by Maximum Likelihood and computes diagnostics. Residuals diagnostics include their time plot with two-standard error bounds, correlograms and Ljung-Box statistics with p-values. Parameter diagnostics include their t-statistics with p-values and variance-covarianc
- arimacls
- Estimation of ARIMA(p,d,q) models by conditional least squares, where residuals diagnostics and model selection criteria are given. Residuals diagnostics include their timeplot with two-standard error bounds, correlograms and the Ljung-Box statistic with p-values. Computed model selection criteria
- arimaf
- prediction of the ARIMA(p,d,q) processes with known coefficients and d = 0,1
- ariols
- Estimation of the ARI(p,d) process by OLS and diagnostics. Residuals diagnostics include their timeplot with two-standard error bounds, correlograms and Ljung-Box statistics with p-values. Parameter diagnostics include their t-statistics with p-values and variance-covariance matrix. Computed model
- armacls
- estimates an autoregressive moving average process with zero mean by maximizing the conditional sum of squared residuals.
- armalik
- estimates an ARMA(1,1) process with mean zero by maximum likelihood using the innovation algorithm
- armapq
- auxiliary quantlet for armacls
- arofva
- auxiliary quantlet for full VAR model analysis
- aseq
- Computes an additive sequence.
- asin
- Returns the arcsine of the elements of an array.
- asinh
- Returns the inverse hyperbolic sine of the elements of an array.
- asset
- calculates option prices using binomial trees
- asympcheckit
- auxiliary quantlet for denreg
- atan
- Returns the arctangent in radian of the elements of an array.
- atan2
- Computes elementwise the angle in radian between the positive part of the x-axis and the line with origin in (0,0) which contains the point (x, y).
- atanh
- Returns the inverse hyperbolic tangent of the elements of an array.
- atof
- Converts strings to numbers.
- axesoff
- All plots created after this command have invisible axes.
- axeson
- All plots created after this command have visible axes.

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