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

edit - eivknownvaru - endif - eppnh - evci - eye
edit edit opens a editor window with the respective matrix.

editmac editmac starts an editor to view or change a definition of quantlets.

eigensm Computes the eigenvalues and eigenvectors of symmetric matrices and sorts by the eigenvalues in descending order.
eiggn eiggn computes the eigenvalues and eigenvectors of a quadratic matrix (or array) in unsorted order.
eigsm eigsm computes the eigenvalues and eigenvectors of a symmetric matrix in unsorted order. As usally this functionality extends to higher dimensional arrays.
eiscg Computes the eigenvalues and eigenvectors of a complex general matrix
eisrg Computes the eigenvalues and eigenvectors of a real general matrix
eisrs Computes the eigenvalues and eigenvectors of a real symmetric square matrix
eivknownatt eivknownatt presents the moment estimates of the parameters in the measurement error models, which has only one variable x. The degree of attenuation (also called reliability ratio) is known. All of the variables obey normal distributions.
eivknownratue eivknownratue presents the moment estimates of the parameters in the measurement error models, which has only one variable x. The ratio of two variances of the two measurement errors is known. All of the variables obey normal distributions.
eivknownvaru eivknownvaru presents the moment estimates of the parameters in the measurement error models, which has only one variable x. The variance of measurement error sigma_u is known. All of the variables obey normal distributions.
eivknownvarumod eivknownvarumod presents modified moment estimates of parameters for the measurement error models, which has only one variable x. The variance of measurement error sigma_u is known. All of the variables obey normal distributions.
eivlinearinstr eivlinearinstr presents the moment estimates of the regression coefficients in the measurement error model with single predictor, which has an instrumental variable W. All of the variables obey normal distributions. All parameters are estimated by moment method in measurement error models.
eivlinearinstrvec eivlinearinstrvec handle vector-explanatory variable model, which extends the results given by eivlinearinstr. The calculating results are based on moment methods.
eivplmnor eivplmnor fits partially linear EIV model where the conditional distribution of y given x and t is normally distributed.
eivtest eivtest verifies the EIV macros.
eivvec1 eivvect1 presents the maximum likelihood estimators of the parameters in the measurement error models, which has more than one variable x. The covariances between e and u, Sigeu and the covariance matrix of u, siguu are known. All of the variables obey normal distributions. All parameters are estimated by maximum likelihood method in measurement error models.
eivvec2 eivvect2 calculates the maximum likelihood estimators of the parameters in the measurement error models when the entire error covariance structure is known or known up to a scalar multiple. This macro deals with the extension of the model considered in eivknownvaru.
else else branches in if-endif sequences. It is an optional part of this sequences.
empme empme evalatues the empirical mean excess function of the data set x at the points t
endif endif ends an if-endif sequence. If has to be followed by an endif. Else is an optional part of if sequences.
endo endo end a while loop. while has to be followed by an endo.
endp denotes the end of the currently defined procedure

endpoint Supporting Quantlet for cartsplit
endsw endsw finishes a switch-endsw block. It serves as branch destination for the different breaks inside the block.
epa epa computes the epanechnikov kernel, multivariate
eppet Optimizes the Entropy index.
eppft Optimizes the Friedman-Tukey index.
eppher Optimizes the Hermite index
eppleg Optimizes the Legendre index.
eppnh Optimizes the Hermite index.
epscontnorm Produces T i.i.d. Variates from an eps-contamination Model P= (1-eps) N(mid,Cid) + eps K

with K=N(mcont,Ccont) if DirNorm ==0

with K=dirac(mcont) if DirNorm == -1

with K=dirac( +/- mcont) if DirNorm == 1

erf erf returns the error function.
erfc erfc returns 1.0 - erf(x).
erfkl Kullback-Leibler criterion for classification
erfqua (1-R^2) criterion for regression
ErrDLL This macro evaluates and displays error-messages from the eispack.dll, eispack.so respectively.
error error is used to communicate out of XploRe programs.

estabr estimation of reduced rank VAR model
european starting program to calculate option prices or implied volatilities for european options
evci auxiliary quantlet for cointegration
ew2inn Auxiliary routine for rICfil: calculates E[ min(t^2,u^2) ] for u square root of a Chi^2_p-variable, (recursively in dimension p)
ewinn Auxiliary routine for rICfil: calculates E[ u min(t,u) ] for u square root of a Chi^2_p-variable, (recursively in dimension p)
excess Computes the excess (kurtosis-3) for a given vector.
exec Executes the given string as if it was entered in the command line.
execfile execfile executes all commands contained in the specified file. Files are only seeked in the current directory. If necessary the suffix '.xpl' is appended. If both versions, i.e. with and without suffix, are available the file with suffix will be processed.
exist exist tries to find if the input object exists or not. If the object exists, exist gives the typ of the object.

existglobal existglobal checks existence of a global variable

exp exp produces the exponentation to base e=2.7181... of the elements in an array.

expm1 expm1 computes e^(x-1) accurately even for tiny x.
eye creating a d-dimensional identity matrix

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, 21.9.2000