EA EB EC ED EE EF EG EH EI EJ EK EL EM EN EO EP EQ ER ES ET EU EV EW EX EY EZ

- 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

(C) MD*TECH Method and Data Technologies, 05.02.2006 | Impressum |