factor | factor performs a Factor Analysis for x (principal component, principal axes). For each method you can interactively between two different criteria for the factors. At the end you get a draftman plot of the the chosen factors. |
factorial | Computes the factorial for all values in an array. |
fastint | fastint estimates the additive components and their derivatives of an additive model using a modification of the integration estimator plus a one step backfit, see Kim, Linton and Hengartner (1997) and Linton (1996) |
fft | fft computes the Fast Fourier Transformation of a complex vector. |
fgenci | auxiliary macro for cointegration |
filltime | generates vector of time points starting from t with length n and granulation gran (default month). The difference between two timepoints is given by step. |
final | |
finalshow | shows the final visualization of the network |
financemain | loads the libraries needed for the macros in finance |
financetest | self test of extreme value module |
fittail | transforms location and scale parameter of GP distribution from fit to exceedances to tail fit. |
fivenum | computes the five number summary consisting of the minimum and maximum, the quartiles and the median. |
flipaxes | adds a menubutton th change the axes of a display |
floatinf | provides information about real numbers within the interval [.5,0) in the form of x=a*10^b, b is bounded by -20 |
floor | floor gives the next smaller integer value of the elements of an array. |
fncovci | auxiliary macro for cointegration |
fnrici | auxiliary macro for cointegration |
fnrici2 | auxiliary macro for cointegration |
fnyzci | auxiliary macro for cointegration |
fnzzci | auxiliary macro for cointegration |
forec2 | Forecasting in VAR Models with undifferencing |
forecast | Forecasting in VAR Models |
fracbrown | the result*normal(2*p*nu+1) gives a fractional brownian motion with respect to alpha=2*H ( H = Hurst coefficent) |
free | free removes global objects. It is convenient to delete big objects which consume a lot of memory. If free is invoked without arguments all objects are deleted. |
freecolor |
freecolor deallocates the colors that were allocated by user or by system.
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frequencies | provides frequency tables for the selected variables of the data set |
frequency | provides frequency tables for all columns of a matrix. An additional vector of name strings can be given to identify columns by names. |
func |
func loads files and executes them. If necessary the suffix xpl is appended.
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fwt | fwt computes the Fast Wavelet Transformation of a vector. |
fwt2 | The algorithm fwt2 is designed for 2 dimensional wavelet transformation. It mainly corresponds to dwt for the one dimensional case. If wished it works with the tensor product of one dimensional wavelet transforms. |
fwtin | fwtin computes the Fast Wavelet Transformation of all circular shifts of the vector x. |
fwtinshift | fwtinshift retrieves the wavelet coefficients for a given shift of the Fast Wavelet Transformation of all circular shifts (fwtin) of a vector. |
fwttin | Generates the translation invariant estimate of x with automatic hardthresholding. It is well-known that nonlinear wavelet estimators are not translation-invariant: if we shift the underlying data set by a small amount, apply nonlinear thresholding and shift the estimator back, then we usually obtain an estimator different from the estimator without the shifting and backshifting operation. To get rid of this, we average over several estimators obtained by shifting, nonlinear thresholding and backshifting. |