E

eacf

The EACF allows for the identification of ARIMA models (differencing is not necessary). The quantlet generates a table of the extended (sample) autocorrelation function (EACF) for the time series y. You have to specify the maximal number of AR lags (p) and MA lags (q). Every row of the output table

EBBS

automatic bandwidth selection for univariate and multivariate local polynomial regression. It also fits a smooth curve to (x,y) using the obtained local bandwidths.

EBBSmain

automatic bandwidth selection for univariate and multivariate local polynomial regression. It also fits a smooth curve to (x,y) using the resulting local bandwidths.

edit

edit opens a editor window with the respective matrix.

eigensm

Computes the eigenvalues and eigenvectors of symmetric matrices and arrays and sorts them by their eigenvalues in descending order.

eiggn

eiggn computes the eigenvalues and eigenvectors of square ; matrices or arrays in unsorted order.

eigsm

eigsm computes the eigenvalues and eigenvectors of symmetric ; matrices and arrays in unsorted order.

eiscg

Computes the eigenvalues and eigenvectors of a complex general matrix

eisrg

Computes the eigenvalues and eigenvectors of a real general matrix

eisrs

computes the eigenvalues and eigenvectors of a real symmetric matrix

eivknownatt

eivknownatt presents the moment estimates of the parameters in the measurement error models, which has only one variable x. The degree of attenuation (also called reliability ratio) is known. All of the variables obey normal distributions.

eivknownratue

eivknownratue presents the moment estimates of the parameters in the measurement error models, which has only one variable x. The ratio of two variances of the two measurement errors is known. All of the variables obey normal distributions.

eivknownvaru

eivknownvaru presents the moment estimates of the parameters in the measurement error models, which has only one variable x. The variance of measurement error sigma_u is known. All of the variables obey normal distributions.

eivknownvarumod

eivknownvarumod presents modified moment estimates of parameters for the measurement error models, which has only one variable x. The variance of measurement error sigma_u is known. All of the variables obey normal distributions.

eivlinearinstr

eivlinearinstr presents the moment estimates of the regression coefficients in the measurement error model with single predictor, which has an instrumental variable W. All of the variables obey normal distributions. All parameters are estimated by moment method in measurement error models.

eivlinearinstrvec

eivlinearinstrvec handle vector-explanatory variable model, which extends the results given by eivlinearinstr. The calculating results are based on moment methods.

eivplmnor

eivplmnor fits partially linear EIV model where the conditional distribution of y given x and t is normally distributed.

eivtest

eivtest verifies the EIV quantlets.

eivvec1

eivvect1 presents the maximum likelihood estimators of the parameters in the measurement error models, which has more than one variable x. The covariances between e and u, Sigeu and the covariance matrix of u, siguu are known. All of the variables obey normal distributions. All parameters are estim

eivvec2

eivvect2 calculates the maximum likelihood estimators of the parameters in the measurement error models when the entire error covariance structure is known or known up to a scalar multiple. This quantlet deals with the extension of the model considered in eivknownvaru.

elmtest

This quantlet calculates the empirical likelihood test statistic for the conditional expectation E[Y|X=x] of a time series (X,Y). X and Y are one-dimensional.

else

else branches in if-endif sequences. It is an optional part of this sequences.

empcdf

computes the empirical cdf from a vector of observations.

empme

empme evalatues the empirical mean excess function of the data set x for each t

endif

endif ends an if-endif sequence. every if has to be followed by an endif and has else as an optional part.

endo

endo end a while loop. while has to be followed by an endo.

endp

denotes the end of the currently defined procedure

endsw

endsw finishes a switch-endsw block. It serves as branch destination for the different breaks inside the block.

epa

computes the Epanechnikov (EPA) kernel, multivariate

epamFT

Auxiliary routine. Computes function values of the Fourier transform of a kernel used for deconvolution estimators.

eppet

Optimizes the Entropy index.

eppft

Optimizes the Friedman-Tukey index.

eppgeneral

auxiliary quantlet for plotgt, rotates the data matrix.

eppher

Optimizes the Hermite index

eppleg

Optimizes the Legendre index.

eppnh

Optimizes the Hermite index.

epscontnorm

Produces T i.i.d. Variates from an eps-contamination Model P= (1-eps) N(mid,Cid) + eps K with K=N(mcont,Ccont) if DirNorm ==0 with K=dirac(mcont) if DirNorm == -1 with K=dirac( +/- mcont) if DirNorm == 1

erf

erf returns the error function.

erfc

erfc returns 1.0 - erf(x).

erfkl

Kullback-Leibler criterion for classification

erfqua

(1-R^2) criterion for regression

ErrDLL

evaluates and displays error-messages from the eispack.dll or eispack.so, respectively.

error

error is used to communicate out of XploRe programs.

estabr

estimation of reduced rank VAR model

estBurr

computes estimators of parameters (alpha, lambda, tau) of the Burr distribution.

estexp

computes estimators of parameter (beta) of exponential distribution.

estgamma

computes estimators of parameters (alpha, beta) of gamma distribution.

estln

computes estimators of parameters (mu, sigma) of lognormal distribution.

estmixexp

computes estimators of parameters (a, beta1, beta2) of mixture of 2 exponentials distribution.

estmommixexp

computes method of moments (MoM) estimators of parameters (a, beta1, beta2) of mixture of 2 exponentials distribution.

estPareto

computes estimators of parameters (alpha, lambda) of Pareto distribution.

estWeibull

computes estimators of parameters (beta, tau) of Weibull distribution.

eterlangexacttest

runs the exact likelihood ratio test of the scale parameter of the Erlang distribution

etexpexacttest

runs the exact likelihood ratio test of the scale parameter of the exponential distribution

etgammaexacttest

runs the exact likelihood ratio test of the scale parameter of the Gamma distribution

etidivf

auxiliary quantlet for etgammaexacttest, computes x-log(x)-value. Used for root finding.

etime

computes the time elapsed is seconds between two dates.

european

starting program to calculate option prices or implied volatilities for European options.

evalfd

evaluates a functional data object FD, or an applied linear differential operator LFD, at argument values in an array EVALARG.

evalfdacorr

evaluates the corr function of a fdobject at vector EVALARG x EVALARG

evalfdacov

evaluates the cov function of a fdobject at the vector EVALARG x EVALARG

evalfdavar

Evaluates the variance function of functional data object FD, at argument values in an array EVALARG

evci

auxiliary quantlet for cointegration

ew2inn

Auxiliary routine for rICfil: calculates E[ min(t^2,u^2) ] for u being the square root of a Chi^2_p-variable, (recursively in dimension p)

ewinn

Auxiliary routine for rICfil: calculates E[ u min(t,u) ] for u being the square root of a Chi^2_p-variable, (recursively in dimension p)

excess

Computes the excess (kurtosis-3) for a given vector.

exec

Executes the given string as if it was entered in the command line.

execfile

execfile executes all commands contained in the specified file. Files are only seeked in the current directory. If necessary the suffix '.xpl' is appended. If both versions, i.e. with and without suffix, are available the file with suffix will be processed.

exist

Exist tries to find out whether the input object exists or not. If the object exists, the type of the object is given in the output window.

existglobal

existglobal checks existence of a global variable

exp

exp produces the exponentation to base e=2.7181... of the elements in an array.

expm1

expm1 computes e^(x-1) accurately even for tiny x.

eye

creates a d-dimensional identity matrix