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

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