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pacf |
computes the partial autocorrelation function
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pacfplot |
plots the partial autocorrelation function
of a time series.
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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.
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pandyn |
2nd Step of the 2-stage dynamic GMM
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pandyn |
Estimaties dynamic panel data model with GMM
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panfix |
Estimation of a static Fixed-Effects-Modell
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panhaus |
Hausman Test for a correlation between the
regressors and the individual effects
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panrand |
Estimation of a static Random-Effects-Modell
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pansort |
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panstats |
Computes summary statistics of the variables
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pantime |
Subtracts the mean of period t
from the model variables.
Purpose: Accounting for fixed time effects
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panunit |
Computes unit root statistics for panel data
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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.
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parallelrech |
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parzen |
calculates the parzen window
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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.
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pcad |
pcad estimates the additive components, the
significant directions and the regression
on principal components
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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
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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.
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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.
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pgram |
computes and plots the raw (log) periodogram
of a time series
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phigen |
auxiliary macro for full VAR model analysis
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pickandsgp |
Pickands estimator for GP model.
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pickandsgpdiag |
Diagram of Pickands estimator for GP model.
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pinala |
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plmhetexog |
plmhetexog estimates the parameter part in partially
linear heteroscedastic models, in which the variance is
an unknown function of exogenous variables
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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.
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plmhett |
plmhett estimates the parameter part in partially
linear heteroscedastic models, in which the variance is
an unknown function of nonparametric variables
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plmk |
plmk estimates the parameter part in partially
linear models by using kernel to approximate
the nonparametric part
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plmlorg |
plmlorg estimates the parameter part in partially
linear models by local polynomail to approximate
the nonparametric part
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plmls |
plmls estimates partially linear models by using
least squares spline to approximate the nonparametric part.
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plmp |
plmp estimates the parametric part in partially
linear models by using piecewise polynomial to
approximate the nonparametric part
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plmtest |
plmtest verifies the PLM macros.
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plot |
Convenient function for plotting results. Creates
a global variable (plotdisplay) that contains a plot
with at most five dataparts.
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plot2 |
Plots the first two columns from a multivariate dataset.
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plotandrews |
Plots andrews curves from a multivariate dataset andrews.
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plotbar |
plots each variable in a separate barchart
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plotbox |
High level routine for boxplots.
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plotboxgrouped |
Generates a boxplots for grouped data with mean line (dotted)
and median line (solid).
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plotdot |
High level routine for dotplots.
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plotgt |
Interactive grand tour and projection pursuit methods of
a multivariate dataset.
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plothist |
Plots a histogram of x
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plothistwtd |
Plots a weighted histogram of x
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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.
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plotmain |
Generates constants and loads all libraries
necessary for the high level graphics of plot.
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plotmosaic |
Graphical Contingency Table
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plotnan |
Plots a data set in a scatterplot and includes the
missing values in the data.
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plotpcp |
Plots a parallel coordinates plot from a multivariate dataset.
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plotscml |
Plots a scatterplotmatrix with common axes
where all plots are linked.
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plotsplom |
Plots a scatterplot matrix from a multivariate dataset x.
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plotstar |
Plots a star diagram.
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plottest |
Tests the macros of the plot library.
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portmant |
calculates the multivariate portmanteau statistic
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powell |
powell calculates the semiparametric estimator proposed
by Powell (1987) of the slope coefficients of the outcome
equation in a sample selection model.
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power |
calculates x to the power of exponent
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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.
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ppmain |
Generates constants and loads all libraries
necessary for pp.
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pptest |
Tests the macros of the pp library.
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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.
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prederr |
Given a regression tree and observations
gives the mean predicton error of the regression
tree for that data.
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print |
print a display or a datapart of it.
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probbs |
sets optional parameters for linregbs interactively
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probfs2 |
sets optional parameters for linregfs interactively
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probsw |
sets optional parameters for linregstep interactively
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prod |
prod computes the product of the elements of an array regarding a given dimension.
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prognos2 |
Forecasts of undifferenced series for VAR Models
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prognose |
forecasting in VAR models
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prune |
Prunes a smaller regression tree from a tree which has been
created by the cartsplit procedure.
Uses error-complexity criterion.
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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.
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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.
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prunetot |
Prunes a smaller regression tree from a tree which has been
created by the cartsplit procedure.
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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
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putglobal |
putglobal generates a global variable
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