17.5 Quantlibs


41016 library ("lib")
loads XploRe quantlib lib, a library of quantlets

If you have several quantlets which serve the same purpose, you can combine them easily into a quantlib, i.e. a library of quantlets. If you want to use quantlets stored in some library, you have to load the library with the command

  library("myqlib")
This command will load all quantlets which are listed in file myqlib.lib in your XploRe\lib directory. You can very easily create your own quantlib. Create file which looks like this:
  ;********************************************************
  ;************** The XploRe Myqlib library ***************
  ;********************************************************
  ;******************* date : 991204 **********************
  ;********************************************************
  myquant          ; My first quantlet
  myquant2         ; My second quantlet
  myquant3         ; My third quantlet
  regression       ; My interactive regression quantlet
and save it under the name myqlib.lib to the directory XploRe\lib together with quantlets myquant.xpl, myquant2.xpl, myquant3.xpl, regression.xpl. Now you are ready to use your first quantlib. Entering
  library("myqlib")
on the command line will load quantlets listed in the file myqlib.lib, i.e. myquant, myquant2, myquant3, regression and you can start to use them.

It is important that the quantlib is saved in the directory XploRe\lib together with all quantlets it refers to.

It is also possible to edit existing quantlibs and you are free to modify them in any way which you find convenient. You can very easily create a system of quantlibs which best suits your needs.

The current list of existing quantlibs is shown in the following Table.

Library Name Library
eiv $ ^\star$ Error in variables models
finance Financial library
gam $ ^\star$ Generalized additive models
glm Generalized linear models
gplm $ ^\star$ Generalized partially linear models
graphic Graphics library
ista $ ^\star$ Interactive statistics
kernel Kernel library
math Mathematical functions
metrics Econometrics library
multi $ ^\star$ Multiple time series
nn Neural networks
plm $ ^\star$ Partially linear models
plot Plotting library
pp $ ^\star$ Projection pursuit
rpclib $ ^\star$ Remote procedure calls
salsa $ ^\star$ Seasonal adjustment
smoother Smoother methods
stats Statistics
times Time series analysis
tware Teachware statistics
twave Teaching wavelets
wavelet Quantlets for wavelet analysis
xclust $ ^\star$ Cluster analysis
xplore Basic stuff
Note that the quantlibs marked by $ ^\star$ are not part of the Academic Edition of XploRe .