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

F


FA FB FC FD FE FF FG FH FI FJ FK FL FM FN FO FP FQ FR FS FT FU FV FW FX FY FZ
factor
factor performs a Factor Analysis for x (principal component, principal axes). For each method you can interactively between two different criteria for the factors. At the end you get a draftman plot of the the chosen factors.
factoranalysis
performs factor analysis on the data using three different methods and extracts k factors
factorial
Computes the factorial for all values in an array.
factorlikehood
auxiliary quantlet for factoranalysis.xpl, which computes the likelihood function
factorrot
performs a rotation of factors from factor analysis
fastint
fastint estimates the additive components and their derivatives of an additive model using a modification of the integration estimator plus a one step backfit, see Kim, Linton and Hengartner (1997) and Linton (1996)
fdacpcaK
perform the common estimation for functional PCA, using simultaneous diagonalization
fdamain
Main routine of fda library.
fdamean
creates a functional object with mean function
FDApca
Carries out a penalized functional principal component analysis (PCA) based on the coefficient matrix for functional data. It is possible to choose a smoothing parameter objectively.
fdaspca
performs the smoothed functional PCA
fdhull
returns the FDH (free disposal hull) efficiency scores for each DMU (Decision Making Unit)
fft
fft computes the Fast Fourier Transformation of a complex vector.
fgenci
auxiliary quantlet for cointegration
FGM
calculates the density function of a Farlie-Gumbel-Morgenstern copula.
FGN
simulation of a series of fractional Gaussian noise (FGN) (not the standard Gaussian (Brownian) noise) by means of the Davies and Harte algorithm.
FGNcov
calculation the autocovariance function of fractional Gaussian noise (FGN)
filltime
generates vector of time points starting from t with length n and granulation gran (default month). The difference between two timepoints is given by step.
finalshow
shows the final visualization of the network
finalshow2
shows the final visualization of the network
financemain
loads necessary libraries for the Quantlib finance
financetest
self test of extreme value module
fittail
transforms the location and scale parameters of a GP distribution from a fit to exceedances to a tail fit.
fivenum
computes the five number summary consisting of the minimum and maximum, the quartiles and the median.
floatinf
provides information about real numbers within the interval [.5,0) in the form of x=a*10^b, b is bounded by -20
floor
gives the next smaller integer value of the elements of an array.
FluryStepUp
computes sequentially all possible CPC and CPCp models: Beginning with the proportional model, it steps down to the full CPC model and estimates subsequently all possible CPCp models. Additionally to Chi-Square-Statistics, it provides the Akaike (AIC) and Schwarz (SIC) Information Criteria for mode
fncovci
auxiliary quantlet for cointegration
fnrici
auxiliary quantlet for cointegration
fnyzci
auxiliary quantlet for cointegration
fnzzci
auxiliary quantlet for cointegration
forec2
Forecasting in VAR Models with undifferencing
forecast
Forecasting in VAR Models
Fouriereval
Evaluates the basis functions of fourier series based on the period and the grid points, where the functions are evaluated.
Fourierevalgd
evaluates the Fourier basis on xvec.
Fouriertrans
Calculates the coefficient in applying a basis expansion by using Fourier series. In this case, it is assumed that the data unit can be expressed by a linear combination of finite terms of sine and cosine functions.
fracbrown
calculates the singular value decomposition of the covariance matrix of a fractional Brownian motion.
frank
calculates the density function of a Frank copula.
free
free removes global objects. It is convenient to delete big objects which consume a lot of memory. If free is invoked without arguments all objects are deleted.
freecolor
Deallocates the colors that were allocated by the user or by the system.
frequency
provides frequency tables for all columns of a matrix. An additional vector of name strings can be given to identify columns by names.
ftest
ftest runs ftest
func
func loads files and executes them. If necessary the suffix xpl is appended.
fwt
fwt computes the Fast Wavelet Transformation of a vector.
fwt2
fwt2 is designed for 2-dimensional wavelet transformation. It corresponds mainly to dwt for the one-dimensional case. If needed it can work with the tensor product of one dimensional wavelet transforms.
fwtin
fwtin computes the Fast Wavelet Transformation of all circular shifts of the vector x.
fwtinshift
fwtinshift retrieves the wavelet coefficients for a given shift of the Fast Wavelet Transformation of all circular shifts (fwtin) of a vector.
fwttin
Generates the translation invariant estimate of x with automatic hardthresholding. It is well-known that nonlinear wavelet estimators are not translation-invariant: if we shift the underlying data set by a small amount, apply nonlinear thresholding and shift the estimator back, then we usually obta

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

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