var | var computes the variance of the elements of an array regarding a given dimension. |
VaRauxdiagcat | subroutine for VaRdiagtable. |
VaRauxsums | subroutine for VaRpred (with option sums), calculates the transformation matrix. |
VaRdiagplot | produces calibration and discrimination plots which verify validity of probability forecasts. |
VaRdiagtable | produces table containing frequencies of predictive probabilities of the observations falling into specified intervals. |
VaRest | estimates the value at risk (VaR). |
VaRgrdiag | produces calibration and discrimination plots which verify validity of probability forecasts. |
variableinfo | gives general information concerning the name, the type and the number of NaNs in each variable of the dataset and shows if the variables and cases are in/excluded. |
VaRmain | sets defaults for library VaR. |
varml |
computes the maximum likelihood estimates of the
model parameters (beta) and covariance (s) of residuals
of a VAR(p) model without intercept
|
VaRopt | defines a list with optional parameters in VaR functions. The list is either created or new options are appended to an existing list. Note that VaRopt does accept _any_ values for the parameters without checking validity. |
varorder | standard selection criteria for Full VAR models |
VaRpred | predicts the value at risk (VaR). |
VaRqqplot | visualizes the reliability of VaR forecasts. |
VaRtimeplot | shows the time plot of VaR forecasts and the associated changes of the P&L of the portfolio. |
varunls | computes the unconstrained least squares estimates of the model parameters (B), residuals (u), variance-covariance matrix of the residuals (s), and autocovariance matrix of the time series (g) of a K-dimensional VAR(p) model with/ without intercept |
vec | vec reshapes all given arguments into a vectors and concatenates them into a single vector which is returned. |
vec2mat | stores the values of a vector into the upper triangle of a symmetric matrix regarding the sequence described in agglom |
vertestb | tests all libraries. Similar to vertestl but without menu. |
vertestl | tests all libraries. |
vertestn | |
volatility | volatility calculates the implied volatility of a given option |