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. |
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 macro 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 | Diagram 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 | |
holmo2 | |
hour | returns the hour as a string |
hurst | estimates the Hurst coefficent of a process using the R/S statistics |