XploRe Help: Function Index

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

distribs

cdfb2

Cdfb2 returns the values of the beta-distribution function with parameters a and b for the elements of an array.

cdfbin

computes the cumulative distribution function of a binomial distribution

cdfbin2

Cdfbin2 returns the values of the binomial distribution function with parameters n and p for the elements of an array.

cdfBurr

returns the values of the Burr cummulative distribution function with parameters alpha, lambda, tau for the elements of an array.

cdfcauch

computes cumulative distribution function of the Cauchy distribution

cdfchi2

Cdfchi2 returns the values of the chi-square distribution function with d degrees of freedom for the elements of an array.

cdferlang

returns the values of the Erlang distribution function with parameters a and b for the elements of an array.

cdfexp

returns the value of the exponential cummulative distribution function with parameter beta for the elements of an array.

cdff2

Cdff2 returns the values of the F-distribution function with d1 and d2 degrees of freedom for the elements of an array.

cdfgamma

returns the values of the Gamma distribution function with parameters a and b for the elements of an array.

cdfgammaif

returns the values of the gamma cummulative distribution function with parameters alpha and (1/beta) for the elements of an array.

cdfgeom

computes the cumulative distribution function of a geometric distribution

cdfhyp

generates the cdf of hyperbolic (HYP) distributed variable

cdflevy

computes cumulative distribution function of the Levy distribution

cdfln

returns the values of the lognormal cummulative distribution function with parameters mu and sigma for the elements of an array.

cdfmixexp

returns the values of the mixture of exponentials cummulative distributions function with parameters alpha, beta1 and beta2 for the elements of an array.

cdfn2

Cdfn2 returns the values of the standard normal distribution function for the elements of an array.

cdfncb2

Cdfncb2 returns the values of the noncentral beta-distribution function with parameters a and b and the parameter of noncentrality l for the elements of an array.

cdfncchi2

Cdfncchi2 returns the values of the noncentral chi-square distribution function with d degrees of freedom and the parameter of noncentrality l for the elements of an array.

cdfncf2

Cdfncf2 returns the values of the noncentral F-distribution function with d1 and d2 degrees of freedom and the parameter of noncentrality l for the elements of an array.

cdfnig

generates cdf of Normal Inverse Gaussian (NIG) distributed variable

cdfPareto

returns the values of the Pareto cummulative distribution function with parameters alpha and lambda for the elements of an array.

cdfpois

computes the cumulative distribution function of a Poisson distribution Po(lambda) at points x

cdfstab

computes probability density function of stable distribution

cdft2

Cdft2 returns the values of the t-distribution function with d degrees of freedom for the elements of an array.

cdfWeibull

returns the values of the Weibull cummulative distribution function with parameters beta and tau for the elements of an array.

cdfx

cdfx returns the value of the extreme value and generalized Pareto distribution functions for elements of a vector.

distribsmain

main routine of library distribs

empcdf

computes the empirical cdf from a vector of observations.

gennorm

Generates observations from a multivariate normal distribution with given mean vector and covariance matrix.

normal2

Normal2 generates arrays up to eight dimensions of pseudo random variables with the standard normal distribution. The algorithm by Box-Muller is used.

normalmix

generates normal mixture pseudo-variates

normalmixdens

evaluating a normal mixture density function

normalmixselect

chooses among a set of normal mixture example densities

pdfb2

Pdfb2 returns the values of the density function of the beta-distribution with parameters a and b for the elements of an array.

pdfbin

computes the probability function of a binomial distribution B(n,p) at a grid x

pdfbin2

returns the values of the density function of a binomial distribution with parameters n and p for the elements of an array x.

pdfBurr

returns the values of the probability density function of the Burr distribution with parameters alpha, lambda, tau for the elements of an array.

pdfcauch

computes probability density function of the Cauchy distribution

pdfcdfraninit

support quantlet for pdf, cdf, and random number generators

pdfchi2

Pdfchi2 returns the values of the density function of the chi-square distribution with d degrees of freedom for the elements of an array.

pdferlang

returns the values of the Erlang density function with parameters a and b for the elements of an array.

pdfexp

returns the values of the probability density function of the exponential distribution with parameter beta for the elements of an array.

pdff2

Pdff2 returns the values of the density function of the F-distribution with d1 and d2 degrees of freedom for the elements of an array.

pdfgamma

returns the values of the Gamma density function with parameters a and b for the elements of an array.

pdfgammaif

returns the values of the probability density function of the gamma distribution with parameters alpha and (1/beta) for the elements of an array.

pdfgeom

computes the probability function of a geometric distribution Ge(p) at a grid x

pdfghd

calculates the density of generalized hyperbolic distribution

pdfhyp

generates density of univariate hyperbolic (HYP) distribution

pdflevy

computes probability density function of the Levy distribution

pdfln

returns the values of probability density function of the lognormal distribution with parameters mu and sigma for the elements of an array.

pdfmixexp

returns the values of the probability density function of the mixture of exponentials distributions with parameters alpha, beta1 and beta2 for the elements of an array.

pdfn2

Pdfn2 returns the values of the density function of the standard normal distribution for the elements of an array.

pdfnig

generates the pdf of Normal Inverse Gaussian (NIG) distribution

pdfPareto

returns the values of the probability density function of the Pareto distribution with parameters alpha and lambda for the elements of an array.

pdfpois

computes the probability density function of a Poisson distribution Po(lambda) at a grid x

pdfstab

computes probability density function of stable distribution

pdft2

Pdft2 returns the values of the density function of the t-distribution with d degrees of freedom for the elements of an array.

pdfWeibull

returns the values of the probability density function of the Weibull distribution with parameters beta and tau for the elements of an array.

pdfx

pdfx returns the value of the extreme value and generalized pareto densities for elements of a vector.

qfbin

computes the quantile function for a binomial distribution

qfchi2

Qfchi2 returns the inverse of the chi-square distribution function with d degrees of freedom for the elements of an array.

qff2

Qff2 returns the inverse of the F-distribution function with d1 and d2 degrees of freedom for the elements of an array.

qfn2

Qfn2 returns the inverse of the standard normal distribution function for the elements of an array.

qft2

Qft2 returns the inverse of the t-distribution function with d degrees of freedom for the elements of an array.

qfx

evaluates extreme value and generalized Pareto quantile function for elements of a vector.

qhyp

generates the p-th quantile of Hyperbolic (HYP) distributed variable in the interval [a,b]

qnig

generates the p-th quantile of Normal Inverse Gaussian (NIG) distributed variable in the interval [a,b]

qpois

returns the inverse of a Poisson-distribution function for elements of an up to 8 dimensional array.

randbin

computes random numbers based on the binomial distribution

randmix2exp

generates pseudo random variables with mixture of two exponentials distribution.

randomize2

Sets the seed of the pseudo-random number generator

randomnumbers

computes n p-dimensional independent random vectors

randx

randx generates a vector of pseudo random variables with extreme value and generalized Pareto distribution.

ranexp2

Ranexp2 generates arrays up to eight dimensions of pseudo random variables with the standard exponential distribution.

ranpois

generates arrays (up to 8 dimensions) of pseudo random variables with Poisson distribution.

rndBurr

generates a vector of pseudo random variables with Burr distribution.

rndexp

generates a vector of pseudo random variables with exponential distribution.

rndgamma

generates a vector of pseudo random variables with gamma distribution.

rndgengamma

generates a vector or matrix of pseudo random variables with generalized gamma distribution.

rndgeom

generates a vector or matrix of pseudo random variables with geometric distribution.

rndhyp

generates arrays up to eight dimensions of pseudo random variables with hyperbolic (HYP) distribution.

rndln

generates a vector of pseudo random variables with lognormal distribution.

rndmixexp

generates a vector of pseudo random variables with mixture of exponentials distributions.

rndnig

generates arrays up to eight dimensions of pseudo random variables with Normal Inverse Gaussian (NIG) distribution.

rndPareto

generates a vector of pseudo random variables with Pareto distribution.

rndsstab

generates arrays up to eight dimensions of pseudo-random variables with symmetric stable distribution.

rndstab

generates arrays up to eight dimensions of pseudo-random variables with stable distribution.

rndtrbeta

generates a vector or matrix of pseudo random variables with transformed beta distribution.

rndWeibull

generates a vector of pseudo random variables with Weibull distribution.

uniform2

Uniform2 generates arrays up to eight dimensions of pseudo random variables with the standard uniform distribution.

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

Impressum