KA KB KC KD KE KF KG KH KI KJ KK KL KM KN KO KP KQ KR KS KT KU KV KW KX KY KZ

- kalmanmain
- sets defaults for library kalman
- kalmantest
- Tests the quantlets of the kalman library.
- kaplanmeier
- Calculation of the Kaplan-Meir (product limit) estimator of the hazard rate and the survivor function for a set of durations. The first column of the input is a censorship indicator variable, (equal to zero if the duration is censored, and to one otherwise); the second column is the duration.
- kem
- Calculates estimates of mu, F, Q and R in a state-space model using EM-algorithm. 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 ~ (0,R)
- kemitor
- Calculates observations of a given state-space model. The state-space model is assumed to be in the following form: y_t = H x_t + ErrY_t x_t = F x_t-1 + ErrX_t x_0 = mu
- kemitor2
- Simulates observations and states of a given state-space-model - just as kemitor by Petr Franek (quantlib times) - but this time also the states are returned. The state-space model is assumed to be in the following form: y_t = H x_t + ErrY_t x_t = F x_t-1 + ErrX_t x_0 =
- kernelmain
- generate the volume of the unit balls
- kerneltest
- kerneltest tests all the aforementioned quantlets of the kernel.lib
- kfilter
- Calculates a filtered time series (uni- or multivariate) using the Kalman filter equations. 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 ~ (0,R) All parameters are assumed to be known.
- kfilter2
- Calculates a filtered time serie (uni- or multivariate) using the Kalman filter equations. 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 ~ (0,R) All parameters are assumed known.
- kmcont
- performes a K-means cluster analysis of the rows of a contingency table including the multivariate graphic using the correspondence analysis; makes available the factorial coordinates (scores)
- kmeans
- performs cluster analysis, i.e. computes a partition of n row points into K clusters.
- knn
- computes a running mean over (2k+1) consecutive values of a given vector. To have the same length at the beginning and at the end the first and last value are repeated k times.
- kommumat
- generates a help matrix for Subset VAR models
- kpss
- Calculation of the KPSS statistics for I(0) against long-memory alternatives. We consider two tests, denoted by KPSS_mu and KPSS_t based on a regression on a constant mu, and on a constant and a time trend t, respectively. The quantlet returns the value of the estimated statistic for the two tests,
- kpssnum
- Calculates the KPSS statistics for I(0) processes against long-memory alternatives. We consider two tests, denoted by KPSS_mu and KPSS_t, based on a regression on a constant mu, and on a constant and a time trend t, respectively. The quantlet returns the value of the estimated statistic for two the
- kron
- Computes the Kronecker product of two matrices.
- ksmoother
- Calculates a smoothed time serie (uni- or multivariate) using the Kalman smoother equations. 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 ~ (0,R) All parameters are assumed known.
- kstat
- calculates Kolmogorov statistics
- kurtosis
- Computes the kurtosis for a given vector.

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