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

var - VaRopt - vertestn - volatility
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

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

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