pacf | computes the partial autocorrelation function |
pacfplot | plots the partial autocorrelation function of a time series. |
paf | paf selects rows of an object depending on a given vector. All elements of the first argument are taken if the corresponding vector element is unequal to 0. Otherwise there are dropped. |
pancoint | Computes FM-OLS estimates for cointegration equations with homogenous cointegration parameters and heterogeneous short-run dynamics and deterministics |
pandyn | Estimaties dynamic panel data model with GMM |
pandyn2 | 2nd Step of the 2-stage dynamic GMM |
panfix | Estimation of a static Fixed-Effects-Modell |
panhaus | Hausman Test for a correlation between the regressors and the individual effects |
panlag | Computes the lag of the variable |
panrand | Estimation of a static Random-Effects-Modell |
pansort | |
panstats | Computes summary statistics of the variables |
pantime | Subtracts the mean of period t from the model variables. Purpose: Accounting for fixed time effects |
panunit | Computes unit root statistics for panel data |
parallel | shows parallel coordinate plots for the principal components of the selected variables. The number of gridpoints can be chosen be the user and one or more group variables (disctrete type) can be selected. |
parallelrech | |
parzen | calculates the parzen window |
pca | PCA performs a Principal Component Analysis for x. It is possible to choose interactively between different criteria for the PCA's and confidence intervals. |
pcad | pcad estimates the additive components, the significant directions and the regression on principal components |
pdfb |
pdfb returns the value of the density of the beta distribution function for elements of an array.
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pdfbin | computes the probability function of a binomial distribution B(n,p) at a grid x |
pdfc |
pdfc returns the value of the density of the chi-square-distribution with d degrees of freedom for elements of an array.
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pdff |
pdff returns the value of the density of the F-distribution with d and e degrees of freedom for elements of an array.
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pdfn | pdfn returns the value of the density of the standard normal distribution for elements of an array. |
pdft |
pdft returns the value of the density of the t-distribution with d degrees of freedom for elements of an array.
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pdfx | pdfx returns the value of the extreme value and generalized pareto densities for elements of a vector. |
pgram | computes and plots the raw (log) periodogram of a time series |
phigen | auxiliary quantlet for full VAR model analysis |
pickandsgp | Pickands estimator for GP model. |
pickandsgpdiag | Vector of Pickands estimator for GP model. |
pinala | Supporting Quantlet for cartsplit |
plmhetexog | plmhetexog estimates the parameter part in partially linear heteroscedastic models, in which the variance is an unknown function of exogenous variables |
plmhetmean | plmhetmean estimates the parameter part in partially linear heteroscedastic models, in which the variance is an unknown function of the mean. We use the replication technique to estimate the variance functions. |
plmhett | plmhett estimates the parameter part in partially linear heteroscedastic models, in which the variance is an unknown function of nonparametric variables |
plmk | plmk estimates the parameter part in partially linear models by using kernel to approximate the nonparametric part |
plmls | plmls estimates partially linear models by using least squares spline to approximate the nonparametric part. |
plmp | plmp estimates the parametric part in partially linear models by using piecewise polynomial to approximate the nonparametric part |
plmtest | plmtest verifies the PLM macros. |
plmtest | plmtest verifies the PLM macros. |
plot | Convenient function for plotting results. Creates a global variable (plotdisplay) that contains a plot with at most five dataparts. |
plot2 | Plots the first two columns from a multivariate dataset. |
plotandrews | Plots andrews curves from a multivariate dataset andrews. |
plotbar | plots each variable in a separate barchart |
plotbox | High level routine for boxplots. |
plotboxgrouped | Generates a boxplots for grouped data with mean line (dotted) and median line (solid). |
plotcart2 | produces the cut graphic for a CART tree and allows the user interactively to change the tree parameters as well as the projection plane. |
plotcarttree | Plots the regression tree of CART. |
plotdot | High level routine for dotplots. |
plotface | plots and prints Flury faces interactively |
plotgt | Interactive grand tour and projection pursuit methods of a multivariate dataset. |
plothist | Plots a histogram of x |
plothistwtd | Plots a weighted histogram of x |
plotir | Plots impulse response functions (ir) of a K-dimensional VAR(p) optionally with up to four different confidence intervals or confidence limits. Different methods for computing confidence intervals for impulse responses are thus graphically comparable. Optionally, the appearance of the graphical output can be controlled. |
plotlorenz | plots a Lorenz curve |
plotmain | Generates constants and loads all libraries necessary for the high level graphics of plot. |
plotmosaic | Graphical Contingency Table |
plotnan | Plots a data set in a scatterplot and includes the missing values in the data. |
plotpcp | Plots a parallel coordinates plot from a multivariate dataset. |
plotscml | Plots a scatterplotmatrix with common axes where all plots are linked. |
plotsplom | Plots a scatterplot matrix from a multivariate dataset x. |
plotstar | Plots a star diagram. |
plottest | Tests the macros of the plot library. |
portmant | calculates the multivariate portmanteau statistic |
powell | powell calculates the semiparametric estimator proposed by Powell (1987) of the slope coefficients of the outcome equation in a sample selection model. |
power | calculates x to the power of exponent |
powers | performs a potenz transformation of the selected variables in ISTA. The transformed variables can replace the original ones or can be appended on the end of data.x. the type is automatically set continuous. |
ppmain | Generates constants and loads all libraries necessary for pp. |
pptest | Tests the macros of the pp library. |
pred | Given a regression tree m (output of cartsplit) and a vector x, returns m(x), that is, the predicton of the tree on that point. |
prederr | Given a regression tree and observations gives the mean predicton error of the regression tree for that data. |
print a display or a datapart of it.
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probbs | sets optional parameters for linregbs interactively |
probfs2 | sets optional parameters for linregfs interactively |
probsw | sets optional parameters for linregstep interactively |
proc |
defines a procedure
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prod | prod computes the product of the elements of an array regarding a given dimension. |
prognos2 | Forecasts of undifferenced series for VAR Models |
prognose | forecasting in VAR models |
prune | Prunes a smaller regression tree from a tree which has been created by the cartsplit procedure. Uses error-complexity criterion. |
prunecv | Given a regression tree and observations, gives the mean predicton error of the regression trees for that data, for every tree in the sequence of subtrees, pruned from the original tree. |
pruneseq | Gives the numbers of leaves and the values of the complexity parameters in the sequence of subtrees, pruned from a tree which has been created by the cartsplit procedure. Prunes using error-complexity criterion. |
prunetot | Prunes a smaller regression tree from a tree which has been created by the cartsplit procedure. |
pswap | exchanges the category labels of a vector into other ones. Here the old category labels as well as the targed category labels have to be specified. You don't specify categories which should be unchanged |
putglobal |
putglobal generates a global variable
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