kanta | |
kaplanmeier | Calculation of the Kaplan-Meir (product limit) estimator of the hazard rate and the survivor function for a set of durations. The first column of the input is a censorship indicator variable, (equal to zero if the duration is censored, and to one otherwise); the second column is the duration. |
kem |
Calculates estimates of mu, F, Q and R in a
state-space model using EM-algorithm.
The state-space model is assumed to be in the
following form: y_t = H x_t + v_t x_t = F x_t-1 + w_t x_0 ~ (mu,Sig), v_t ~ (0,Q), w_t ~ (0,R) Parameters Sig and H are assumed known.
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kemitor |
Calculates observations of a given state-space
model. The state-space model is assumed to be
in the following form: y_t = H x_t + ErrY_t x_t = F x_t-1 + ErrX_t x_0 = mu
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kernelmain | generate the volume of the unit balls |
kerneltest | kerneltest tests all the aforementioned macros of the kernel.lib |
kfilter |
Calculates a filtered time serie (uni- or
multivariate) using the Kalman filter equations.
The state-space model is assumed to be in the
following form: y_t = H x_t + v_t x_t = F x_t-1 + w_t x_0 ~ (mu,Sig), v_t ~ (0,Q), w_t ~ (0,R) All parameters are assumed known.
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kmcont | performes a K-means cluster analysis of the rows of a contingency table including the multivariate graphic using the correspondence analysis; makes available the factorial coordinates (scores) |
kmeans | performs cluster analysis, i.e. computes a partition of n row points into K clusters. |
knn | computes a running mean over (2k+1) consecutive values of a given vector. To have the same length at the beginning and at the end the first and last value are repeated k times. |
kommumat | generates a help matrix for Subset VAR models |
kpss |
Calculation of the KPSS statistics for I(0) against long-memory
alternatives. We consider the two tests, denoted by KPSS_mu and KPSS_t,
and respectively based on a regression on a constant mu, and
on a constant and a time trend t. As in the KPSS paper, we
consider for the autocorrelation consistent variance
estimator the truncation lags denoted by L0, L4, and L12.
The quantlet returns the value of the truncation lag, the
type of the test, i.e., const or trend, the estimated statistic,
and the critical value for a 95 percent confidence interval for I(0).
If the value of the test exceeds the critical value, a star symbol
* is displayed after the test statistic.
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kron | Computes the Kronecker product of two matrices. |
ksmoother |
Calculates a smoothed time serie (uni- or
multivariate) using the Kalman smoother equations.
The state-space model is assumed to be in the
following form: y_t = H x_t + v_t x_t = F x_t-1 + w_t x_0 ~ (mu,Sig), v_t ~ (0,Q), w_t ~ (0,R) All parameters are assumed known.
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kurtosis | Computes the kurtosis for a given vector. |
kuva | Makes a picture of a regression tree. |