Index

print
1.1.5
pi
1.4.3
eh
1.4.3
adaptive thresholding
14.7.3
ADE
12.1.3
weighted
12.1.5
alphanumeric matrix
2.1.1 | 16.1.1
Andrews curves
3.3.9
ANOVA table
4.1
APSS
1.3 | 17.4
ARCH model
9.3.2
estimation
9.3.3
testing
9.3.4
ARMA process
9.2.3
ASCII data
15.1 | 15.2
Asset Price
11.1
autocorrelation
9.1.1
autocovariance
9.1.1
autoregressive process
9.2.1
average derivative estimation
see ADE
balanced panel
12.4
bandwidth selection
density estimation
6.1.4
kernel regression
6.2.3
bar chart
3.2.3
Bitmap file
1.1.5
Black Scholes
11.2
boxplot
3.2.1
categorical data
2.2.5
central limit theorem
teachware
5.5
$ \chi^2$-test of independence
2.3.2
Cholesky decomposition
16.6.4
color models
RGB and HLS
3.4.3
colors
3.5.1 | 3.5.2
columns
2.1.3 | 16.3.1
components
see list
composed object
see list
concatenation operator
2.1.1 | 16.1.1
conditional heteroscedasticity
9.3.2
conditional logit model
12.2.2
confidence bands
kernel smoothing
6.1.5 | 6.2.4
confidence intervals
kernel smoothing
6.1.5 | 6.2.4
constraints
GLM
7.3.3
contingency table
2.3.2
contour plots
2D graphics
3.3.3
3D graphics
3.3.3
correlation
matrix
2.2.4
teachware
5.6
covariance
coefficient
2.2.4
matrix
2.2.4
cross table
2.3.2
cumulative product
16.4
cumulative sum
16.4
data
categorical
2.2.5
matrix
2.1 | 16.1.1
data files
dimension
2.1.3 | 16.1.1
read
2.1.2 | 15.
write
15.
data matrix
2.1
create
2.1.1 | 16.1.1
data sets
B.
data visualization
teachware
5.1
density function
estimation
6.1
derivative function estimation
6.2.5
descriptive statistics
2.
determinant
16.1.2
diagonal matrix
16.1.1
discrete wavelet transform
14.2
display
3.1
distance
16.5
do-loop
17.2.5
dotplot
3.2.2
Drees-Pickands estimator
13.6.4
dynamic panel model
12.5
effective dimension reduction
12.2.1
eigenvalues
16.6.1
eigenvectors
16.6.1
elements
list
16.7.1
matrix
16.3.1
empirical moments
2.2.2
empirical wavelet coefficients
14.5
environment variables
15.4 | A.1.1
error message
17.2.7
exponential distributions
13.6.6
extraction of elements
16.3.1
extreme value models
13.1
fixed effects model
panel data
12.4
format string
15.3
Fourier series
wavelets
Overview
frequency
2.2.5
table
2.3.2
frequency domain
9.1
GARCH model
9.3.2
generalized linear models
see GLM
generalized Pareto distribution
13.2
GLM
7.
distributions
7.1.1
estimation
7.1
interactive estimation
7.2.2
maximum-likelihood
7.1.2
noninteractive estimation
7.2.3
output display
7.5.2
global variables
17.2.1
GMM estimation
panel data
12.5
graphical primitives
3.4.2
graphics
2D
3.3.6
3D graphics
3.3.1
mask commands
3.5
move and rotate
3.4.1
multivariate
3.3
univariate
3.2
Greeks
11.4
grid
3.1.2
Gumbel model
13.4.3
hard thresholding
14.7.1
Hausman test
panel data
12.4.3
help file
17.4
help system
see APSS | A.1.1
Hill estimator
13.6.5
histogram
3.2.5
HTML help file
17.4
hypothesis testing
teachware
5.3
if-branch
17.2.2
image denoising
14.9
Impled Volatility
11.5
individual effects
panel data
12.4
infinite values
2.2.6
input window
1.1.1
inverse matrix
16.1.2
inverse regression
12.2.1
kernel density estimation
6.1 | 6.1.2
kernel function
6.1
kernel regression
1.2.4 | 6.2 | 6.2.2 | 17.3
kernel smoothing
6.
bandwidth selection
6.1.4 | 6.2.3
computational aspects
6.1.1 | 6.2.1 | 6.3.1
confidence bands
6.1.5 | 6.2.4
confidence intervals
6.1.5 | 6.2.4
density estimation
6.1 | 6.1.2
kernel choice
6.1.3
local polynomial regression
6.2.5
multivariate
6.3
multivariate density estimation
6.3.2
multivariate regression
6.3.3
regression
6.2 | 6.2.2
kurtosis
2.2.2
labels
3.5.6
least squares regression
4.1
library
17.
likelihood ratio test
GLM
7.5.4
line
3.1
linear regression
3.3.5 | 4.1
model selection
4.2
multiple
4.2
simple
4.1
teachware
5.7
lines
3.5.5
link function
7.
canonical
7.1.1
list
16.7
components
16.7.1 | 16.7.3
create
16.7.1
elements
16.7.1
manipulate
16.7.2
local polynomial regression
6.2.5
local variables
17.2.1
logical operators
16.2
logit model
7. | 12.1.1
conditional
12.2.2
multinomial
12.2.2
loop
17.2.4 | 17.2.5
LRS
13.4.1
LU decomposition
16.6.3
matrix
16.
decomposition
16.6
elements
16.3.1
reshape
16.3.2
matrix operations
2.1.3 | 16.1.2
maximum
2.2.1
mean
2.2.2
mean excess function
13.3 | 13.8
median
2.2.3
minimum
2.2.1
missing values
2.2.6
model selection
GLM
7.5.4
linear regression
4.2 | 4.2
moment estimator
13.6.1
moving average process
9.2.2
multinomial logit model
12.2.2
multiresolution analysis
14.3
multivariate
14.9
nonlinear regression
4.3
normal approximation
teachware
5.4
operators
logical
16.2
numeric
16.1.2
optional parameters
GLM
7.4
procedures
17.2.6
output
format string
15.3
GLM
7.5.2
output window
1.1.1
customizing
15.4
format data
15.4.4
save to file
15.4.5
panel data
12.4
parallel coordinate plot
3.3.10
Pareto distribution
13.2
periodogram
9.1.2
$ \pi$i
1.4.3
Pickands estimator
13.6.3
plot
3.1
colored lines
3.1.5
colored points
3.1.4
data
3.1.1
function
3.1.2
several functions
3.1.3
several plots
3.1.6
plots
axes
3.5.7 | 3.5.8
title
3.5.7
PostScript file
1.1.5
principal components
3.3.6
print graphics
1.1.5
probit model
7. | 12.1.1
procedure
17.1 | 17.1
product
16.4
matrix
16.1.2
program
17.
programming
conditional branches
17.2.2
procedure
17.1
variables
17.2.1
pseudorandom numbers
16.1.1
QQ-plot
3.2.4
GP
13.6.1
quantile
2.2.3
quantlet
17. | 17.
quantlib
17. | 17.5
random effects model
panel data
12.4
random numbers
16.1.1
random sampling
teachware
5.2
read
ASCII data
15.2
data files
2.1.2 | 15. | 15.1
regression
estimation
4. | 6.2
replications
GLM
7.3.2
rows
2.1.3 | 16.3.1
sample selection
12.3
scatter plot
3.1.1
scatter-plot matrix
3.3.8
seed
16.1.1
selection of elements
16.3.1
self-selection
12.3
SIM
12.1.2
misspecification test
12.1.7
single index models
see SIM
singular value decomposition
16.6.2
SIR
12.2.1
skewness
2.2.2
sliced inverse regression
see SIR
smoothing methods
6.
soft thresholding
14.7.2
sort
16.3.1
spectral decomposition
16.6.1
standard deviation
2.2.2
star diagram
3.3.7
statistical characteristics
2.2
GLM
7.5.1
string matrix
2.1.1 | 16.1.1
subset selection
GLM
7.5.5
linear regression
4.2
subwindows
3.1.6
sum
16.4
matrix
16.1.2
sum of squares
4.1
summary statistics
2.3
categorical data
2.3.2
metric data
2.3.1
sunflower plot
3.3.4
surfaces
3D graphics
3.3.2
switch statement
17.2.3
symbol sizes
3.5.4
symbols
3.5.1 | 3.5.3
$ t$-test
GLM
7.5.3
linear regression
4.2
tail fitting
13.5 | 13.6.7
teachware
central limit theorem
5.5
correlation
5.6
data visualization
5.1
hypothesis testing
5.3
linear regression
5.7
normal approximation
5.4
random sampling
5.2
text matrix
2.1.1 | 16.1.1
The Binomial pricing model
11.3
thresholding
14.7
adaptive
14.7.3
hard
14.7.1
soft
14.7.2
time domain
9.1
time effects
panel data
12.4.2
time series
9.
ARMA models
9.2.2
autoregressive process
9.2.1
linear models
9.2
nonlinear models
9.3
periodogram
9.1.2
tobit model
12.1.1
transpose
16.1.2
unit matrix
16.1.1
unit root test
panel data
12.6
variables
17.2.1
existence
17.2.6
local and global
17.2.1
variance
2.2.2
warning message
17.2.7
wavelet coefficients
14.5 | 14.6 | 14.7
wavelet estimators
14.8
wavelet transform
14.7
wavelets
14.
basis
14.1.1
data compression
14.4
father wavelet
14.3
frequency shift
14.6
mother wavelet
14.3
resolution scale
14.6
thresholding
14.4 | 14.7
wavelet transform
Overview
weighted average derivative
12.1.5
weights
GLM
7.3
while-loop
17.2.4
write
data files
15.1
formatted data
15.3
output window
15.4.5
WWW help system
A.1.1
XploRe.ini
A.1