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

M

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
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

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, 05.02.2006 Impressum