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

hardauto - hazkpm - hazrisk - highepa - holmo2 - hurst
hardauto Hardthresholds the mother wavelet coefficients b1 and b2 automatically by sqrt(2 sigma n). To compute the threshold value only b1 and x are used.
hardthres Hardthresholds the mother wavelet coefficients b1 and b2 interactively. The user is a threshold offered by sqrt(2 sigma n). To compute the threshold value only b1 and x is used.
hazard Nonparametric estimator of the hazard rate. The bandwidth parameter can be optionally chosen.
hazbase calculates the baseline hazard and survival function, using the maximum likelihood estimate of the regression parameter beta obatined through hazbeta.
hazbeta calculates the maximum likelihood estimate of the regression parameter beta in the Cox Proportional hazard model, by Newton-Raphson method.
hazbeta calculates the maximum likelihood estimate of the regression parameter beta in the Cox Proportional hazard model, by Newton-Raphson method.
hazcoxb calculates the baseline hazard and survival function, using the maximum likelihood estimate of the regression parameter beta obatined through hazbeta.
hazdat sorts the right-censored data to prepare it for hazard regression analysis.
hazdat sorts the right-censored data to prepare it for hazard regression analysis.
hazkpm estimates the survival function at the sorted observations of a right-censored data together with the Greenwood pointwise confidence intervals.
hazkpm estimates the survival function at the sorted observations of a right-censored data together with the Greenwood pointwise confidence intervals.
haznar calculates the size of the risk set at each points of the censord survival time data.
haznar calculates the size of the risk set at each points of the censord survival time data.
hazregll calculates derivatives up to order 2 of the log-likelihood function at parameter value beta
hazregll calculates derivatives up to order 2 of the log-likelihood function at parameter value beta
hazregmain sets defaults for library hazreg
hazregmain loads the quantlibs needed by the quantlets in the hazreg quantlib
hazregtest Tests the quantlets of the hazreg library.
hazregtest Tests the quantlets of the hazreg library.
hazrisk determines which observations are ar risk at the time point t_i.
hazrisk determines which observations are ar risk at the time point t_i.
hazsurv calculates the conditional survival function, using the maximum likelihood estimate of the regression parameter beta obatined through hazbeta.
hazsurv calculates the conditional survival function, using the maximum likelihood estimate of the regression parameter beta obatined through hazbeta.
haztest calculates the value of the test statistic, the degree of freedom, and the P-value of the likelihood ratio, Wald's and scores tests for the Cox Proportional Hazard model, by Newton-Raphson method.
haztest calculates the value of the test statistic, the degree of freedom, and the P-value for the likelihood ratio test, Wald's test and the score test for Cox's Proportional Hazards model.
heckman 2-step estimation of a regression equation in the presence of self-selection. Selection rule is of the probit type (hence, this is a Type 2 Tobit Model in chapter 10 of Amemiya's Advanced Econometrics).
hgen auxiliary quantlet for full VAR model analysis
hgenrr Generation of H for the Reduced Rank VAR Model
hhmult hhmult calculates the H-H statistic to jointly test the specification of the link functions of a polychotomous response model (such as the conditional logit model or the multinomial logit model)
hhtest hhtest calculates the H-H statistic to test the specifi- cation of the link function of a generalized linear model (such as the logit or probit model), assuming the index is correctly specified.
highepa highepa computes the multivariate higher order kernel derived from the epanechnikov kernel
highgau highgau computes the multivariate higher order kernel derived from the gaussian kernel
hill Estimates the tail index of fat-tailed distributions
hillgp1 Hill estimator for GP1 model.
hillgp1diag Vector of Hill estimator for GP1 model
hinesplot computes the Hines & Hines plot for a fixed p and a set of quantiles.
histgramm shows a histgram for the selected variables. One or more group variables (disctrete type) can be selected. The origin and the binwidth are interactivly chosen by the user
histgrammtrech computes the histogram for selected variables
hls2rgb Generates RGB colors from the HLS color model.
holmo Supporting Quantlet for cartsplit
holmo2
hour returns the hour as a string
hurst estimates the Hurst coefficent of a process using the R/S statistics

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, 17.8.2000