Keywords - Function Groups - @ 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

## A

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.
performs an adaptive K-means cluster analysis
performs an adaptive K-means cluster analysis with appropriate (adaptive) multivariate graphic using the principal components
Auxiliary quantlet for estBurr.
auxiliary quantlet for estexp.
auxiliary quantlet for estgamma.
auxiliary quantlet for estln.
auxiliary quantlet for estmixexp.
auxiliary quantlet for estPareto.
auxiliary quantlet for estWeibull.
auxiliary quantlet for cointegration
Adds components to an existing list or creates a new list with specific components.
creates one hidden layer network
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
auxiliary quantlet for adedis, computes variance of beta
indirect average derivative estimation using binning
slope estimation of average derivatives using binning
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
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
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
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.

Keywords - Function Groups - @ 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

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