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

jagen - jump
jagen auxiliary quantlet for VAR models
jarber Quantlet for testing the normality of a data set.
jbgen auxiliary quantlet for full VAR model analysis
jotaAorB auxiliary quantlet for VAR models
jump detects jump points in the time series. Optional parameter alpha controls the the sensitivity of the procedure. Recomended values are 0.5 ... 4.0. The default value is 2.0. The output vector j, which has the same length as data, indicates the detected jumps. NaN values are not allowed.

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