CA CB CC CD CE CF CG CH CI CJ CK CL CM CN CO CP CQ CR CS CT CU CV CW CX CY CZ

- caanalyse
- supplementary quantlet for corresp which performs correspondence analysis for a contingency table
- caaxe
- supplementary quantlet for corresp which performs correspondence analysis for a contingency table
- cabs
- computes absolute value of a complex array
- cacheckvar
- supplementary quantlet for corresp which performs correspondence analysis for a contingency table
- cadd
- Complex addition of two arrays
- cadisplay
- supplementary quantlet for corresp which performs correspondence analysis for a contingency table
- cagetdata
- supplementary quantlet for corresp which performs correspondence analysis for a contingency table
- calibrIC
- Auxiliary routine for rICfil Calibrates the robust IC's for a given State Space model to a given relative efficiency loss in terms of the MSE in the ideal model. The state-space model is assumed to be in the following form: y_t = H x_t + v_t x_t = F x_t-1 + w_t x_0 ~ (mu,Sig), v_t ~ (0,Q), w_t ~
- calibrLS
- Auxiliary routine for rLSfil Calibrates the robust LS- Filter for a given State Space model to a given relative efficiency loss in terms of the MSE in the ideal model. The state-space model is assumed to be in the following form: y_t = H x_t + v_t x_t = F x_t-1 + w_t x_0 ~ (mu,Sig), v_t ~ (0,Q),
- callbull
- calculates the results of a Bull Call Spread
- canaxe
- supplementary quantlet for corresp which performs correspondence analysis for a contingency table
- canbw
- computes canonical bandwidth and squared L2 norm for a univariate kernel function K.
- canegat
- supplementary quantlet for corresp which performs correspondence analysis for a contingency table
- canker
- does the canonical bandwidth transformation of a bandwidth value of kernel K1 into an equivalent bandwidth for kernel K2.
- cartdisptree
- plots the regression/classification tree of CART in a display.
- cartdrawpdfclass
- generates TEX classification tree (to the file)
- cartdrawpdfregr
- generates TEX file of regression tree
- cartleafnum
- returns number of terminal (leaf) nodes in the tree.
- cartpredict
- classifies the data in accordance with constructed Tree.
- cartsplitclass
- builds the classification tree.
- cartsplitregr
- builds the regression tree.
- carttrimp
- returns the measure of tree impurity for both classification/regression tree
- case
- Inside a switch-endsw block case controls the execution of an alternative. If the condition of case is true, the following block is executed similar to an if-endif statement. The keyword break serves as end marker of case and leaves the switch block at the position of endsw. When break is omitted,
- castr
- supplementary quantlet for corresp which performs correspondence analysis for a contingency table
- categorize
- creates dummy variables from a data with respect to distinct realizations. The default reference category is the minimal value in each column. Alternatively, categorization can be done by giving a value or the index (rank among the realizations) in a column.
- cceil
- Computes ceil for a complex array
- cconj
- Conjugated array
- ccos
- Complex cosine
- ccosh
- Complex hyperbolic cosine
- cdf2quant
- approximates the quantile from a cumulative distribution function (CDF) that is given on a grid.
- cdfb
- Returns the values of the beta-distribution function with parameters a and b for the elements of an array.
- cdfb2
- Cdfb2 returns the values of the beta-distribution function with parameters a and b for the elements of an array.
- cdfbin
- computes the cumulative distribution function of a binomial distribution
- cdfbin2
- Cdfbin2 returns the values of the binomial distribution function with parameters n and p for the elements of an array.
- cdfBurr
- returns the values of the Burr cummulative distribution function with parameters alpha, lambda, tau for the elements of an array.
- cdfc
- Returns the values of the chi-quare distribution function with d degrees of freedom for the elements of an array.
- cdfcauch
- computes cumulative distribution function of the Cauchy distribution
- cdfchi2
- Cdfchi2 returns the values of the chi-square distribution function with d degrees of freedom for the elements of an array.
- cdfcl
- Computes the values of the cumulative distribution function of classificated data at the point x
- cdferlang
- returns the values of the Erlang distribution function with parameters a and b for the elements of an array.
- cdfexp
- returns the value of the exponential cummulative distribution function with parameter beta for the elements of an array.
- cdff
- Returns the values of the F-distribution function with d1 and d2 degrees of freedom for the elements of an array.
- cdff2
- Cdff2 returns the values of the F-distribution function with d1 and d2 degrees of freedom for the elements of an array.
- cdfgamma
- returns the values of the Gamma distribution function with parameters a and b for the elements of an array.
- cdfgammaif
- returns the values of the gamma cummulative distribution function with parameters alpha and (1/beta) for the elements of an array.
- cdfgeom
- computes the cumulative distribution function of a geometric distribution
- cdfhyp
- generates the cdf of hyperbolic (HYP) distributed variable
- cdflevy
- computes cumulative distribution function of the Levy distribution
- cdfln
- returns the values of the lognormal cummulative distribution function with parameters mu and sigma for the elements of an array.
- cdfmixexp
- returns the values of the mixture of exponentials cummulative distributions function with parameters alpha, beta1 and beta2 for the elements of an array.
- cdfn
- Returns the values of the standard normal distribution function for the elements of an array.
- cdfn2
- Cdfn2 returns the values of the standard normal distribution function for the elements of an array.
- cdfncb2
- Cdfncb2 returns the values of the noncentral beta-distribution function with parameters a and b and the parameter of noncentrality l for the elements of an array.
- cdfncchi2
- Cdfncchi2 returns the values of the noncentral chi-square distribution function with d degrees of freedom and the parameter of noncentrality l for the elements of an array.
- cdfncf2
- Cdfncf2 returns the values of the noncentral F-distribution function with d1 and d2 degrees of freedom and the parameter of noncentrality l for the elements of an array.
- cdfnig
- generates cdf of Normal Inverse Gaussian (NIG) distributed variable
- cdfPareto
- returns the values of the Pareto cummulative distribution function with parameters alpha and lambda for the elements of an array.
- cdfpois
- computes the cumulative distribution function of a Poisson distribution Po(lambda) at points x
- cdfstab
- computes probability density function of stable distribution
- cdft
- Returns the values of the t-distribution function with d degrees of freedom for the elements of an array.
- cdft2
- Cdft2 returns the values of the t-distribution function with d degrees of freedom for the elements of an array.
- cdfWeibull
- returns the values of the Weibull cummulative distribution function with parameters beta and tau for the elements of an array.
- cdfx
- cdfx returns the value of the extreme value and generalized Pareto distribution functions for elements of a vector.
- cdiv
- Complex division
- ceil
- Returns the smallest integer value greater or equal to each element of an array.
- cexp
- Complex exponential
- cfc1diff
- Forecasting undifferenced time series in VAR models
- cfloor
- Computes floor for a complex array
- char
- Convert numbers to characters depending on ASCII table in strings.
- chbase
- Changes interactively the wavelet coeffients. You may choose between Haar, Daubechies2 and Coiflet2.
- chfunc
- Generates specific functions (Jump, Up-down, Sine, Freq. sine and Doppler). If all entries of sel are zero then you can choose interactively the function otherwise the selected function will be generated.
- chol
- computes the Cholesky decomposition of a symmetric, positive definite matrix
- chold
- The function chold is calculating the triangularisation and the Cholesky decomposition of x into matrices b and d, so that b'*d*b = x.
- chview
- Enforces a specific view of the wavelet mother coefficients (Standard, Ordered, Circle and Partial sum). If none is selected then the old view will be returned.
- ciirboot
- Computes two sided bootstrap confidence intervals for impulse responses for a K-dimensional VAR(p) by resampling the estimated residuals. The confidence intervals are computed using the methodology of Hall (The Bootstrap and the Edgeworth Expansion, 1992) and Efron & Tibshirani (An Introduction to
- cimag
- Extracts imaginary part of a complex array
- cintplot2
- auxiliary quantlet for spdest2, plots the confidence intervals.
- cinv
- Complex inverse matrix
- cir
- computes and displays the bond yield curve by using the model of Cox/Ingersoll/Ross (1985)
- clayton
- calculates the density function of a Clayton copula.
- cln
- Complex natural logarithm
- cltobindata
- Bins a classified data set cl with frequencies fr
- cmatdiv
- Computes the complex solution of A x = b
- cmatmul
- Computes the complex matrix multiplication of X and Y
- cmul
- Complex multiplication
- coeffba
- auxiliary quantlet for full VAR model analysis
- coeffest
- estimates the coefficients of a full VAR model
- coeffss
- estimates parameters of Subset VAR
- colorcube
- Displays a multi-color cube
- cols
- Returns the number of columns in an array.
- committee
- This quantlet computes a committee of networks with nets of the form single layer feedforward perceptron. The quantlet can be used alone or in connection with the library ISTA. The standalone version also needs the parameter data. Just choose 0 for the input. The number of nets to build the committ
- committee2
- This quantlet computes a committee of networks with nets of the form single layer feedforward perceptron. The quantlet can be used alone or in connection with the library ISTA. The standalone version also needs the parameter data. Just choose 0 for the input. The number of nets to build the committ
- comp
- Checks whether an object has a specific component or not. If the first argument is a string, the object with the specified name is regarded as a list object.
- complex
- Generates a complex array
- conddlopen
- support quantlet for pdf, cdf, and random number generators
- conting
- crosses two categorical variables (for instance partitions from cluster analysis) and builds up contingency table
- contmax
- computes a linkage table between the rows and columns of a contingency table by maximum value of correspondence. The number of correspondences is the minimum of number or dimensions of the contingency table.
- contour2
- Computes lines and points for a contourplot of a three-dimensional dataset at level c.
- contour2D
- Plots a 2D contour plot with colours coding a function value for the points on a grid.
- contour3
- Computes lines and points for a contour plot of a four-dimensional dataset at level c.
- conv
- conv performs the convolution of a step kernel function and a function over a p-dimensional equidistant grid.
- convert
- converts numbers to strings depending on the ASCII table and vice versa in strings.
- copulalike
- auxiliary quantlet for mnllike, determines the value of log-likelihood function for a given copula.
- cor2dist
- transforms the values of the upper triangle of a correlation matrix into distances, and it stores these distances into a vector regarding the sequence described in agglom
- CornishFisher
- Implements the Cornish-Fisher expansion for arbitrary orders. The algorithm is related, but not identical to, the algorithm "AS269" published in "Applied Statistics".
- corr
- computes the (Bravais-Pearson) correlation matrix of a given array
- corresp
- corresp executes Correspondence Analysis which analyses and describes a contingency table cross-tabulations) in terms of a reduced number of dimensions. Correspondence Analysis can be viewed as finding the best simultaneous representation of two sets that comprise the rows and columns of a data mat
- corrint
- Computes the correlation integral for time series. The instantaneous state of a dynamical system is characterized by a point in phase space. A sequence of such states subsequent in time defines the phase space trajectory. If the system is governed by deterministic laws, then after a while, it will
- cos
- Returns the cosine in radian of the elements of an array.
- cosh
- Returns the hyperbolic cosine of the elements of an array.
- cosi
- cosi computes the cosine kernel, multivariate
- countNaN
- Counts how many missing values (NaN) are in an array.
- countNotNumber
- Counts how many elements of an array are missing values, infinity or -infinity (NaN,Inf or -Inf).
- cov
- Computes the covariance structure of a given array.
- covabc
- Covariance matrix of C=A*B, Reduced Rank VAR Model
- covabrr
- covariance matrix A*B, reduced rank VAR model
- covarr
- covariance matrix A, reduced rank VAR model
- covbrr
- Covariance matrix B, reduced rank VAR Model
- covcheck
- checks if the covariance matrix is singular
- covcl
- Computes the covariance structure of a given interval bounds matrix of classified data.
- covex
- an extended form of the cov function - NaN and all values contained in excl are excluded from computation
- covfore2
- Computes forecast MSE matrix for undiff. time series
- covforec
- calculates the forecast MSE matrix for VAR models
- covmlrr
- covariance matrix used for reduced rank models
- covmwgen
- generates covariance matrix of the mean in VAR
- covres
- auxiliary quantlet for full VAR models
- CPC
- CPC computes the common eigenmatrix, eigenvalues, corresponding standard errors and estimated population covariance matrices from sample covariances of k groups using maximum likelihood
- CPCFGalg
- CPCFGalg implements the FG-Algorithm which finds a common orthogonal transformation matrix in order to simultaneously diagonalize several positive definite symmetric matrices.
- CPCp
- CPCp computes the common eigenmatrix, eigenvalues, corresponding standard errors, and estimated population covariance matrices from sample covariances of k groups assuming q common eigenvectors in B; CPCp uses maximum likelihood
- CPCprop
- CPCprop computes the common eigenmatrix, eigenvalues, correlation coefficients, their standard errors and their estimated population covariance matrices from sample covariances of k groups under the restriction that eigenvalues among groups are linked by a positive constant. Estimation is done usin
- cplot
- Plot of x and y in absolute space
- cplotfunc
- Plots a function of x and y-space
- cpolar
- Complex numbers in polar coordinates
- creal
- Extracts real part of an complex array
- createcolor
- Allocates the colors for the user
- createdisplay
- createdisplay create a display for further plotting the datasets or texts.
- createfdbasis
- creates a functional data basis in two steps: it recognizes the type of basis by use of several variant spelling and sets up the functional data basis depending on the type.
- createldo
- creates a linear differential operator (LDO) object
- criterss
- calculates selection criteria for Subset VAR
- crosstable
- computes pairwise crosstables from all columns of a data matrix, gives the result of a Chi-square independence test and computes contingency coefficients.
- csin
- Complex sine
- csinh
- Complex sine hyperbolicus
- csort
- csort sorts the rows of a complex matrix with respect to the absolute value of the complex numbers. If a column c is specified the rows of the matrix will be ordered with respect to the elements of column c in ascending (descending) order.
- csortcol
- sorts with respect to either a real part of a column or an imaginary part of a column c. If 1 <= c <= cols(xr) it sorts after the real part of x, if cols(xr) < c <= cols(xr)+cols(xi) it sorts the imaginary part after column c-cols(xr).
- csqrt
- computes square root of a complex number
- csub
- Complex subtraction two arrays of complex numbers
- ctan
- Complex tangens
- ctanh
- Complex tangens hyperbolicus
- cumprod
- cumprod computes the cumulative product of the elements in an array regarding a given dimension.
- cumprodex
- an extended form of the cumprod function - NaN and all values contained in excl are excluded from computation
- cumsum
- cumsum computes the cumulative sum of the elements an array regarding a given dimension.
- cumsumex
- an extended form of the cumsum function - NaN and all values contained in excl are excluded from computation
- cv
- runs a cross validation over the hidden units
- cv2
- runs a cross validation over the hidden units
- cvBurr
- auxiliary quantlet for estBurr. It simulates values of EDF statistics for given parameters and estimation method.
- cvdec
- runs a cross validation over the weight decay
- cvdec2
- runs a cross validation over the weight decay
- cvexp
- auxiliary quantlet for estexp. It simulates values of EDF statistics for given parameters and estimation method.
- cvgamma
- auxiliary quantlet for estgamma. It simulates values of EDF statistics for given parameters and estimation method.
- cvln
- auxiliary quantlet for estln. It simulates values of EDF statistics for given parameters and estimation method.
- cvmixexp
- auxiliary quantlet for estmixexp. It simulates values of EDF statistics for given parameters and estimation method.
- cvPareto
- auxiliary quantlet for estPareto. It simulates values of EDF statistics for given parameters and estimation method.
- cvWeibull
- auxiliary quantlet for estWeibull. It simulates values of EDF statistics for given parameters and estimation method.

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