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

kanta - kommumat - kuva
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.

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

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.

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.

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.

kurtosis Computes the kurtosis for a given vector.
kuva Makes a picture of a regression tree.

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

(C) MD*TECH Method and Data Technologies, 28.6.1999