M

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