MA MB MC MD ME MF MG MH MI MJ MK ML MM MN MO MP MQ MR MS MT MU MV MW MX MY MZ

- mad
- Compute a scale estimate based on the median absolute deviation.
- makedesign
- generates interactively design matrices for the dpls quantlet (dynamic partial least squares algorithm)
- makehelp
- makehelp invokes the automatic translator for generating help pages
- mat2rot
- Decomposes an orthonormal matrix into a set of rotation matrices.
- mat2vec
- stores the upper triangle of a symmetric matrix into a vector regarding the sequence described in agglom
- mathmain
- sets defaults for library math
- mathtest
- executes some tests for the quantlets defined in math.lib.
- matrix
- matrix generates arrays up to eight dimensions.
- max
- max computes the maximal value of the elements of an array regarding a given dimension.
- maxind
- maxind gives a row vector with the index of the maximum element in each column of a matrix. As usally this functionality extends to higher dimensional arrays.
- maxrank
- computes the rank vector of a given vector.
- mbessel3
- calculates the modified Bessel function of the third kind with index lambda
- mcint
- plain Monte Carlo integration, computes an integral and its standard error (deviation) based on randomly distributed points with uniform distribution
- mcmillan
- calculates option prices using the McMillan formula
- mean
- mean computes the mean of the elements of an array regarding a given dimension.
- meancl
- Computes the mean of the columns of classified data
- meanex
- an extended form of the mean function - NaN and all values contained in excl are excluded from computation
- measure
- computes coefficients of association between two partitions which are crossed and build up a contingency table
- median
- Computes the empirical medians of a given array.
- mediancl
- Computes the empirical medians of a classified data set.
- mef
- returns the values of the mean excess function.
- MertonCall
- calculates European call option prices in Merton model using FFT.
- MertonCallMC
- calculates European call option prices in Merton model using Monte Carlo method.
- MertonPut
- calculates European put option prices in Merton model using FFT.
- metricsmain
- loads the quantlibs needed by the quantlets in the metrics quantlib
- metricstest
- tests the integrity of the metrics library. It is invoked by vertest().
- min
- min computes the minimum value of the elements of an array regarding a given dimension.
- minind
- minind gives a row vector with the index of the minimum element in each column of a matrix. As usally this functionality extends to higher dimensional arrays.
- minute
- returns the minute as a string
- MIregest
- Estimates a Multi Index model by finding the orthogonal transformation matrix B by the MAVE and the OPG method. The model has the following form: y = g(B*x) + error, where B*x represents the Multi Index.
- mknn
- mknn gives an array containing the indices of the k nearest neighbors of each element in matrix y with respect to x. The parameter y is optional, if it is not given, x will be taken for y. As a measure of distance the squared euclidean distance is used.
- mleev
- Maximum likelihood estimator for EV model
- mleev0
- Maximum likelihood estimator for Gumbel (EV0) model
- mlegp
- Maximum likelihood estimator for GP model
- mlegp0
- Maximum likelihood estimator for exponential (GP0) model
- mlegpdiag
- Vector of the maximum likelihood estimator for the Generalized Pareto model.
- mlhyp
- estimates distributional parameters of univariate Hyperbolic (HYP) distributed variable
- mlnig
- estimates the distributional parameters of univariate Normal Inverse Gaussian (NIG) distributed variable
- mnllike
- determines the maximum of the log-likelihood function for a given copula.
- modelci
- general analysis for cointegration
- modelfr
- general analysis for the Full VAR Model, called by the quantlet domulti
- modelrr
- general analysis for the Reduced Rank VAR Model, called by the quantlet domulti
- modelss
- general analysis for the Subset VAR Model, called by the quantlet domulti
- moduscl
- Computes the modus structure of a given interval bounds matrix (classified data)
- momentgp
- Moment estimator for GP model.
- momentgpdiag
- Vector of moment estimator for GP model.
- month
- returns the month as a string
- msarimacond
- calculates the sum of squares of an ARMA(p,q) model and some diagnostics. Thereby, the model is conditioned on the first p observations of y and the first q residuals are set to 0.
- msarimaconvert
- Expands a multiplicative seasonal ARIMA model with k coefficients---specified with the quantlet msarimamodel---to an ordinary ARMA model.
- msarimamodel
- used to specify a multiplicative seasonal ARIMA model. The arguments of the quantlet are three lists that give information about the difference orders, the ordinary ARMA part and the seasonal ARMA part.
- mseq
- Computes a multiplicative sequence.
- multimain
- sets defaults for quantlib multi
- multiplot
- Plots K-dimensional time series.
- multitest
- executes some tests for the quantlets defined in multi.lib. Is invoked by vertestl().
- multiwdwr
- auxiliary quantlet for pmreg
- mve
- Computes the minimum volume ellipsoid estimate of location

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