L

l1fit

Estimate L1 regression (least absolute deviation regression) of y on x.

l1line

l1line computes the least absolute deviation line from scatterplot data. It gives the estimate b0 and b1 that minimizes sum_i=1,n |y_i - b0 - b1 x_i |.

lab2rgb

converts an L*a*b* colour vector into an RGB vector.

levene

levene runs Levene-test

levf

returns the limited expected value.

lgamma

lgamma computes logarithm of the gamma function.

lgenci

auxiliary quantlet for cointegration

library

library loads an xplore library

linapprox

interpolates linearly from given discretized one-dimensional functions on the same grid.

line

convenient function for plotting results. Similar to plot but draws lines connecting the points.

linreg

Computes the Generalized Least Squares estimate for the coefficients of a linear model.

linregbs

linregbs computes a backward elimination of a multiple linear regression model.

linregfs

linregfs computes a simple forward selection for a multiple linear regression model.

linregfs2

computes a forward selection for a multiple linear regression model.

linregopt

sets optional parameters for linregbs, linregfs2 and linregstep.

linregres

linregres computes some residual analysis for a linear regression.

linregstep

linregstep computes a stepwise regression for a multiple linear regression model.

list

list generates lists from given objects. If an object is temporary the name of the component is el, otherwise the name of the object at this position.

lms

Computes the least median of squares estimate for the coefficients of a linear model.

lo

Calculation of the Lo statistic for long-range dependence.

lobrob

Semiparametric test for I(0) of a time series against fractional alternatives, i.e., long-memory and antipersistence. The test is semiparametric in the sense that it does not depend on a specific parametric form of the spectrum in the neighborhood of the zero frequency. The first argument of the fu

lochomest

calls the quantlet "lochomtest" and performs the estimation of the volatility for the whole time series at regular grid points.

lochomtest

computes the most recent interval of homogeneity of the volatilities of financial time series data and the local mean relative to this interval.

locpol

locpol computes the local polynomial estimator. It is using the quartic kernel.

locpoldis

locpoldis computes the local polynomial estimator without mixed terms but allows for including a linear part in the regression model. It is using the quartic kernel.

locpolex

computes the local polynomial estimator with an arbitrary kernel.

log

log returns the natural logarithm of the elements of an array.

log10

log10 returns the logarithm base 10 of the elements of an array.

log1p

log1p computes the natural logarithm of (1+x) accurately even for tiny x.

logfile

If a command was typed in the command line of the input window and was pressed then the command is written to the logfile.

loglikBurr

auxiliary function for estBurr.

loglikgamma

auxiliary quantlet for estgamma.

loglikmixexp

auxiliary quantlet for estmixexp.

loglikPareto

auxiliary quantlet for estPareto.

loglikWeibull

auxiliary quantlet for estWeibull

logsplinefit

estimates density function using splines

logsplinesummary

summarizes the results of estimation of quantlet logsplinefit

looreg

computes the Nadaraya-Watson leave-one-out estimator without binning using the quartic kernel. Prior to estimation, looreg sorts the data. The sorted data, along with the sorted leave-one-out regression estimates, are returned as an output.

lorenz

calculates the measures of concentration of Gini and Herfindahl

lowdiscrepancy

computes the first n d-dimensional sequence elements of the low-discrepancy generator seqnum.

lowess

lowess computes the robust locally weighted regression. Fitted values are computed at each of the given values x.

lpderest

estimates the q-th derivative of a regression function using local polynomial kernel regression. The computation uses WARPing.

lpderrot

determines a rule-of-thumb bandwidth for univariate local polynomial derivatives estimation using the Quartic kernel.

lpderxest

estimates the q-th derivative of a regression function using local polynomial kernel regression with Quartic kernel.

lpdist

computes the so-called Lp-distances between the rows of a data matrix. In the case p=1 (absolute metric) or p=2 (Euclidean metric) one should favour the function DISTANCE.

lplocband

Estimates the derivative of a regression function (including the 0th derivative) by local polynomial fits on a grid. This quantlet can be used for univariate or multivariate regression estimation.

lpregest

estimates a regression function using local polynomial kernel regression. The computation uses WARPing.

lpregrot

determines a rule-of-thumb bandwidth for univariate local polynomial kernel regression using the Quartic kernel.

lpregxest

estimates a univariate regression function using local polynomial kernel regression with Quartic kernel.

lprotint

lprotint computes the integral of the (p+1)st derivative of a polynomial of order (p+3), this function is used to find rule-of-thumb bandwidth for local polynomial regression and derivative estimation

lregestp

estimates a multivariate regression function using local linear kernel regression. The computation uses WARPing.

lregxestp

estimates a multivariate regression function using local linear kernel regression with Quartic kernel.

lrseev

LRS estimator for an Extreme Value model

lsdcheckfit

auxiliary quantlet for logspline density estimation - checks if list "fit" is compatible with output of logsplinefit quantlet

lts

Computes the least trimmed squares estimate for the coefficients of a linear model.

ludecomp

computes the LU decomposition of a square matrix, ; where L represents the lower ; and U the upper triangular matrix.

lvtest

This quantlet tests for significance of a subset or of the whole set of continuous regresssors in a nonparametric regression.