<< Matrices of Time series
Grocer
General Functions for estimation >>
Grocer
>> Basic functions
Basic functions
autocum
—
AR(1) cumulation
cols
—
# of columns in a matrix
com_size
—
replaces values of matrix x
commutation
—
commutation of a matrix
crlag
—
circular lag function
dblist
—
gives the content of a database
defaultcoef
—
finds default coefficients in equations
detrend
—
detrend a matrix
dmult
—
gauss dmult function
duplication
—
Magnus and Neudecker's duplication matrix
elimination
—
Magnus and Neudecker's elimination matrix
expbd2exc
—
exportation to Excel
extraptab
—
extrapolation of statistical tables
findcoef
—
find coefficients in an equation
fuslist
—
merge vectors of a list
fusvect
—
sorted fusion of vectors
getconfig
—
Get the name of the O/S
impexc2bd
—
importation of a csv excel file
internet2sci
—
downlaod a file from Internet
invpd
—
mimic Gauss function invpd
invvech
—
inverse of vech
is_empty
—
check if a variable is empty
is_scalar
—
check if a matrix is a scalar
joinstr
—
concatenation of strings and strings vectors
lag
—
creation of a lagged matrix
longrun_variance
—
long run variance of a stationary series
matdiv
—
matrix quotient
matmul
—
matrix elementwise multiplication
meanc
—
mimics gauss function meanc
miss
—
converts a specified value to NA
missrv
—
converts a NA to a specified value
mlag
—
lag of a matrix
mlag0
—
lag of a matrix
mlagb
—
lag a matrix
mvblockboot
—
Multivariate block-bootstrap
newey_west
—
Newey_West variance estimator
packr
—
deletes rows of a matrix containing missing values
polymult
—
mimics gauss function polymult
ptrend
—
matrix of polynomial trend
readxls2bd
—
importation of an excel file
repmat
—
mimics Matlab function repmat
reshape_gauss
—
mimics gauss function reshape
rev
—
mimics gauss function rev
rows
—
# of rows in a matrix
sci_unzip
—
unzip a zipped file
search_cte
—
find the indexes of constant colums
seqa
—
production of a sequence of values
shiftr
—
mimics gauss function shiftr
sortc
—
mimics gauss function sortc
spencer
—
filters a series with a Spencer filter
stdc
—
mimics gauss function stdc
str2mat
—
mimics matlab function str2mat
str2vec
—
string to vector of strings
strsubst_trueobj
—
replace a "true' string by another one in a string
studentize
—
studentize a ts, a vector or a matrix
tdiff
—
produce matrix differences
transdif
—
differenciation and Box-Cox transformation
trend
—
exponentiated time trend
trimr
—
strip a matrix
undrift
—
removes the drift or a linear time trend
uninstall_grocer
—
uninstall grocer
var2cor
—
covariance to correlation
varcov0
—
covariance matrix
vec
—
stacks columns of a matrix
vec2col
—
vector into column vector
vec2row
—
vector into row vector
vech
—
stacks a symmetric matrix
vech_gauss
—
mimics gauss function vech
vecr
—
stacks rowwise
xpnd1
—
mimics gauss function xpnd
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<< Matrices of Time series
Grocer
General Functions for estimation >>