ICerz |
Auxiliary routine for rICfil: - if possible - generates for Scores Lambda~N(0,FI) (FI:: Fisher-Info) a Hampel-Krasker-IC psi to efficiency loss e, i.e. E psi Lambda' = unit(p) E psi=0 (1) E |psi|^2= (1+e) tr (FI^{-1}) (2) and psi= A Lambda w_b w_b=min(1,b/|A Lambda|) for dim p==1 a Newton-Algo is used for both a and b, for dim p>=2 for A a fixed-point-algorithm and for b a "careful" bisection method is used. Integration for A and p==2 is done by a Romberg-procedure. Integration for A and p>2 is done by a MC-procedure. |
ICerzsep |
Auxiliary routine for rICfil: - if possible - generates for Lambda=Lambda1+Lambda2, Lambda1~N(0,S1), Lambda2~N(0,S2) indep a Hampel-Krasker-IC psi to efficiency loss e, i.e. E psi Lambda' = EM, E psi=0 (1) E |psi|^2= (1+e) tr ((S1+S2)^{-1}) and psi= A (Lambda1 w_b + Lambda2) w_b=min(1,b/|A Lambda1|) For dim p==1 a Newton-Algo is used for both a and b, for dim p>=2 for A a fixed-point-algorithm and for b a "careful" bisection method is used. Integration for A and p==2 is done by a Romberg-procedure. Integration for A and p>2 is done by a MC-procedure. |
if |
if does conditional branching, if the first element of the argument is true. If has to be followed by an endif. Else is an optional part of if sequences.
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impres |
Computes the forecast error impulse responses of a K-dimensional
VAR(p)-model
from the model parameters 'a' up to 't' time periods after the
shock.
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index | index generates a new matrix z from an old matrix x by extracting the rows of x indicated in the index vector i. |
indexcat | returns the indices of the elements of a vector which fall into specified category. |
indexentropy | computes the Entropy index via kernel density estimation |
indexfriedmantukey | computes the Friedman Tukey index via kernel density estimation |
indexhermite | computes the Hermite index via kernel density estimation |
indexlegendre | computes the Legendre index via kernel density estimation |
indexnaturalhermite | computes the Natural Hermite index via kernel density estimation |
influence | displays the influence of price determining parameters on options. It is using the Black and Scholes formula. |
init | Supporting Quantlet for cartsplit |
insert | inserts an object to the specified position within a list. |
interact | interact estimates a model with interaction terms. It is using the marginal integration estimator with a local polynomial smoother. For details see Sperlich, Tjostheim, Yang (1997) |
intertest1 | intertest1 is testing for interaction of x_1 and x_2 in an additive regression model. It is looking at the interation estimate and using wild bootstrap. For details see Sperlich, Tjostheim, Yang (1997) |
intertest2 | intertest2 is testing for interaction of x_1 and x_2 in an additive regression model. It is looking at the estimate of the mixed derivative of the joint influence and using wild bootstrap. For details see Sperlich, Tjostheim, Yang (1997) |
interval | transforms the selected variables in a user specified interval. The transformed variables can replace the original ones or can be appended on the end of data.x. the type is automatically set continuous. |
intest | estimation of the univariate additive functions in a separable additive model using Nad.Watson, local linear or local quadratic |
intest1 | estimation of the univariate additive functions in a separable additive model using Nad.Wat. |
intest2d | estimation of a bivariate joint influence function and its derivatives in a model with possible interaction. When loc.lin.smoother is chosen you get the function estimate and the first derivatives in the first and second direction, when loc.quadr.smoother is chosen you get the function and the mixed derivative estimate. |
intestpl | estimation of the univariate additive functions in a separable additive partial linear model using local polynomial estimation |
inv | inv computes the inversematrix. As usally this functionality extends to higher dimensional arrays. |
invdwt | invdwt computes the inverse Discrete Wavelet Transformation of a vector. |
invfft | invfft computes the Inverse Fast Fourier Transformation of a complex vector. |
invfwt | invfwt computes the Fast Wavelet Transformation of a vector. |
invfwt2 | The algorithm invfwt2 is designed for 2 dimensional inverse wavelet transformation. The wavelet coefficients are stored in the matrix c. |
invfwtin | fwtin computes the inverse Fast Wavelet Transformation of all circular shifts from ti. |
invv | |
ira |
Generation of menu system for impulse response analysis.
When calling this quantlet a system of menus will appear
on the screen that guides you through the stages of
impulse response analysis for vector autoregressive models. This quantlet defines the following pop-up menus: irairmax, iracoverage, irabootci, irayscale, iraimpulse, iraresponse, iraselectgraph, iramain, iradisplay, irainfodisplay. This quantlet defines the following auxiliary functions: vector2string, strvector2string, comparevector. The quantlet ira() communicates by one list ('m.*') with the pop-ups. The succesion of the pop-ups is controlled with two other lists ('enter.*' and 'return.*'). All lists are defined in ira(). |
isInf | Determines whether elements of an array are infinity or -infinity (Inf or -Inf). |
isNaN | Determines whether elements of an array are missing values (NaN). |
isNumber | Determines whether elements of an array are usual figures or not (NaN, Inf, -Inf). |
isoreg | isoreg computes the isotonic regression smoother via the Pool Adjacent Violators algorithm. Given a data set {(X_i,Y_i)} where X_i <= X_(i+1) i=1,...,n finds the values {mhat(X_i)} i=1,...,n, such that, minimizes (1/n) sum_i=1,n [Y_i) - mhat(X_i)]^2 subject to mhat(X_i) <= mhat[X_(i+1)], i=1,...,n |
istaanova | show the ANOVA table after performing a linear regression with Enter method for variable inclusion |
istadata | starts menu data in ISTA |
istagraphic | starts menu graphic in ISTA |
istalinreg |
istalinreg computes the Least Squares estimate for
the coefficients of a linear model with intercept in ISTA
after chosing the Enter option.
The estimate is given by
b = INV(TRN(x) INV(om) x) TRN(x) INV(om) y.
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istamain | sets global display number equal to 0 and and loads the necessary libraries |
istaprint | creates menu button to print display |
istastatistic | starts menu statistic in ISTA |
istatransformation | starts menu transformation in ISTA |
itediff | calculates the i^th difference of a time series |
itera |
Auxiliary routine for rICfil: - if possible - solves for Lambda~N(0,FI) (FI:: Fisher-Info) A^{-1} =E [ Lambda Lambda' w_b ] (1) w_b=min(1,b/|A Lambda|) using a fixed-point-algorithm |
iteras |
Auxiliary routine for rICfil: - if possible - solves for Lambda1~N(0,S1),Lambda2~N(0,S2) indep. A^{-1} =E [ Lambda1 Lambda1' w_b ] + E [ Lambda2 Lambda2' ] (1) w_b=min(1,b/|A Lambda1|) using a fixed-point-algorithm |
ivforec | Computes forecast intervals for VAR Models |