Ox Function Reference

Chapter contents:

Tables:

Formatting types for scanning
Formatting flags for doubles and integers
Formatting types for printing

acf

acf(const ma, const ilag);
ma
in: arithmetic type, T x n matrix
ilag
in: int, the highest lag
Return value
Returns a (ilag+1) by n matrix with the autocorrelation function of the columns of ma up to lag ilag. Returns 0 if ilag <= 0. If any variance is <= 1e-20, then the corresponding autocorrelations are set to 0.
See also
DrawCorrelogram, pacf
Example

acos

acos(const ma);
ma
in: arithmetic type
Return value
Returns the arccosine of ma, of double or matrix type.
See also
asin, atan, cos, cosh, sin, sinh, tan, tanh
Example

aggregatec,aggregater

aggregatec(const ma, const istep);
aggregater(const ma, const istep);
ma
in: m x n matrix A
istep
in: int, size of groups, s
Return value
The aggregatec function returns a ceil(m/s) by n where each group of s observations in every column is replaced by the sum. The aggregater function returns a m by ceil(n/s) where each group of s observations in every row is replaced by the sum.
See also
thinc, thinr
Example

any

any(const ma);
ma
in: arithmetic type
Return value
Returns TRUE if any element of ma is TRUE, of integer type.
See also
equality expressions
Example

arglist

arglist();
Return value
Returns an array of strings holding the command line arguments passed to the Ox program. The first entry is the name of the program that was specified on the command line.
Example
See also
va_arglist (for variable number of function arguments)

array

array(const ma);
ma
in: any type
Return value
Casts the argument to an array, unless it already is an array.
Example

asin

asin(const ma);
ma
in: arithmetic type
Return value
Returns the arcsine of ma, of double or matrix type.
See also
acos, atan, cos, cosh, sin, sinh, tan, tanh

atan,atan2

atan(const ma);
atan2(const my, const mx);
ma
in: arithmetic type
Return value
atan returns the arctangent of ma, of double or matrix type, between -pi/2 and pi/2.

atan2 returns the arctangent of my ./ mx, between -pi and pi.

See also
acos, asin, cos, cosh, sin, sinh, tan, tanh

bessel

bessel(const mx, const type, const n01);
bessel(const mx, const type, const nu);
mx
in: x, arithmetic type
type
in: character, type of Bessel function: 'J', 'Y', 'I', 'K', or string: "IE", "KE", for scaled Bessel functions
n01
in: 0 or 1: order of Bessel function
nu
in: double, fractional order of Bessel function
Return value
Returns an m x n matrix, when mx is an m x n matrix, or a double when x is scalar. The following are available: J0(x), Y0(x), J1(x), Y1(x), and the modified Bessel functions I0(x), K0(x), I1(x), K1(x). If the specified order is not 0 or 1, the fractional Bessel functions are computed. The modified Bessel functions are also available in scaled form: e-xIn(x) and exKn(x). The accuracy is to about 15 digits.

betafunc

betafunc(const mx, const ma, const mb);
mx
in: x, arithmetic type
ma
in: a, arithmetic type
mb
in: b, arithmetic type
Return value
Returns the incomplete beta integral Bx(a,b). Returns 0 if a <= 0, b <= 0 or x <= 0. The accuracy is to about 10 digits. The return type is derived as follows:
  • m x n matrix, when mx is an m x n matrix, and ma,mb are scalar;
  • m x n matrix, when mx is a scalar, and ma,mb are m x n matrices;
  • m x n matrix, when mx is an m x n matrix, and ma,mb are m x n matrices;
  • double, when mx and ma,mb are scalar.
See also
gammafunc, probf, probf, tailf

binand, bincomp, binor, binpop, binvec, binxor

binand(const ia, const ib, ...);
bincomp(const ia);
binor(const ia, const ib, ...);
binpop(const ia, ...);
binvec(const ia);
binxor(const ia, const ib, ...);
ia
in: int or matrix of integers
ib
in: int or matrix of integers
...
in: optional additional arguments, if present, all arguments must be integers
Return value
binand returns the result from and-ing all arguments (the & operator in C,C++ ).

bincomp returns the binary (bit-wise) complement of the argument (the ~ operator in C/C++).

binor returns the result from or-ing all arguments (the | operator in C,C++ ).

binpop returns the number of non-zero bits (popcount, Hamming weight) in the argument. If there is more than one argument, these are xored together first (the Hamming distance).

binvec returns the nx32 vector of zeros and ones, with each row the bitwise representation of the integer(s) in the argument. The least significant bit comes first, so 6 is returned as 0,1,1 followed by 29 zeros.

binxor returns the result from xor-ing all arguments (the ^ operator in C,C++ ).

Example

binomial

binomial(const n, const k);
n, k
in: arithmetic type
Return value
Returns the binomial function at the rounded value of each element, of double or matrix type. For negative integers, the function returns .NaN.

The binomial coefficient is: n!/((n-k)!k!). When max(n-k,k) >= 50 the computation uses the loggamma function: binomial(n,k)=exp(loggamma(n+1)-loggamma(n-k+1)-loggamma(k+1)).

See also
factorial, gammafact, loggamma

cabs, cdiv, cerf, cexp, clog, cmul, csqrt

cabs(const ma);
cdiv(const ma, const mb);
cerf(const ma);
cexp(const ma);
clog(const ma);
cmul(const ma, const mb);
csqrt(const ma);
ma, mb
in: 2 x n matrix (first row is real part, second row imaginary part), or 1 x n matrix (real part only)
Return value
cabs returns a 1 x n matrix with the absolute value of the vector of complex numbers.

cdiv returns a 2 x n matrix with the result of the division of the two vectors of complex numbers. If both ma and mb have no imaginary part, the return value will be 1 x n.

cmul returns a 2 x n matrix with the result of the multiplication of the two vectors of complex numbers. If both ma and mb have no imaginary part, the return value will be 1 x n.

csqrt returns a 2 x n matrix with the square root of the vector of complex numbers.

cerf returns a 2 x n matrix with the complex error function of the vector of complex numbers.

cexp returns a 2 x n matrix with the exponential of the vector of complex numbers.

clog returns a 2 x n matrix with the logarithm of the vector of complex numbers. This is the principal branch, i.e. the imaginary part is between -pi and pi.

Example

ceil

ceil(const ma);
ma
in: arithmetic type
Return value
Returns the ceiling of each element of ma, of double or matrix type. The ceiling is the smallest integer larger than or equal to the argument
See also
floor, round, trunc
Example

chdir

chdir(const s);
s
in: new directory
Return value
Returns 1 if the directory was changed successfully, 1 otherwise.

Windows specific: if the string starts with a drive letter followed by a semicolon, the current drive is also changed. For example, use chdir("c:") to change to the C drive.

See also
getcwd, getfiles, systemcall
Example

choleski

choleski(const ma);
ma
in: symmetric, positive definite m x m matrix A
Return value
Returns the Choleski decomposition P of a symmetric positive definite matrix A: A=PP'; P is lower triangular (has zero's above the diagonal). Returns 0 if the decomposition failed.
See also
decldl, invertsym, solvelu
Example

classname

classname(const obj);
obj
in: object of a class
Return value
Returns a string with the class name of the object (or 0 if the argument is not an object).
See also
isclass

clone

clone(const obj);
clone(const obj, const iDeep=1);
obj
in: object of a class
iDeep
in: int, 1 (deep copy, the default), 0: shallow copy
Return value
Returns a clone of the object.

The clone is an exact copy that must be removed with a call to delete. When writing a = new Database(); b = a; both a and b refer to the same object, and only one can be deleted. Writing a = new Database(); b = clone(a); both a and b refer different objects, which happen to hold the same values. Both a and b should be deleted when done. The default is to make a deep copy: all members that are objects are also cloned (and members of members, etc.). A shallow copy only clones the members that are objects, but not members of members.

columns

columns(const ma);
ma
in: any type
Return value
Returns an integer value with the number of columns in the argument ma:
  • m x n matrix: n;
  • string: number of characters in the string;
  • array: number of elements in the array;
  • file: number of columns in the file; (only if opened with f format, see fopen);
  • other: 0.
See also
rows, sizeof
Example

constant

constant(const dval, const r, const c);
constant(const dval, const ma);
dval
in: double
r
in: int
c
in: int
ma
in: matrix
Return value
constant(dval,r,c) returns an r by c matrix filled with dval.
constant(dval,ma) returns a matrix of the same dimension as ma, filled with dval.
See also
ones, unit, zeros
Example

correlation

correlation(const ma);
ma
in: T x n matrix A
Return value
Returns a n x n matrix holding the correlation matrix of ma. If any variance is <= 1e-20, then the corresponding row and column of the correlation matrix are set to 0.
See also
acf, meanc, meanr, standardize, varc, varr, variance
Example

cos,cosh

cos(const ma);
cosh(const ma);
ma
in: arithmetic type
Return value
cos returns the cosine of ma, of double or matrix type. cosh returns the cosine hyperbolicus of ma, of double or matrix type.
See also
acos, asin, atan, cosh, sin, sinh, tan, tanh

countc

countc(const ma, const va);
ma
in: m x n matrix
va
in: 1 x q or q x 1 matrix
Return value
Returns a matrix r which counts of the number of elements in each column of ma which is between the corresponding values in va:
r[0][0] = # elements in column 0 of ma <= va[0]
r[1][0] = # elements in column 0 of ma > va[0] and <= va[1]
r[2][0] = # elements in column 0 of ma > va[1] and <= va[2]
r[q][0] = # elements in column 0 of ma > va[q-1]
...
r[0][1] = # elements in column 1 of ma <= va[0]
r[1][1] = # elements in column 1 of ma > va[0] and <= va[1]
r[2][1] = # elements in column 1 of ma > va[1] and <= va[2]
r[q][1] = # elements in column 1 of ma > va[q-1]
...

If ma is m x n, and va is 1 x q (or q x 1) the returned matrix is (q+1) x n (any remaining columns of va are ignored). If the values in va are not ordered, the return value is filled with missing values.

See also
countr
Example

countr

countr(const ma, const va);
ma
in: m x n matrix
va
in: 1 x q or q x 1 matrix
Return value
Returns a matrix r which counts of the number of elements in each row of ma which is between the corresponding values in va:
r[0][0] = # elements in row 0 of ma <= va[0]
r[0][1] = # elements in row 0 of ma > va[0] and <= va[1]
r[0][2] = # elements in row 0 of ma > va[1] and <= va[2]
r[0][q] = # elements in row 0 of ma > va[q-1]
...
r[1][0] = # elements in row 1 of ma <= va[0]
r[1][1] = # elements in row 1 of ma > va[0] and <= va[1]
r[1][2] = # elements in row 1 of ma > va[1] and <= va[2]
r[1][q] = # elements in row 1 of ma > va[q-1]
...

If ma is m x n, and va is 1 x q (or q x 1) the returned matrix is m x (q+1) (any remaining columns of va are ignored). If the values in va are not ordered, the return value is filled with missing values.

See also
countc
Example

cumprod

cumprod(const mfac);
cumprod(const mfac, const cp);
cumprod(const mfac, const cp, const mz);
mfac
in: T x n or 1 x n matrix of multiplication factors S
cp
in: int, autoregressive order p (optional argument; default is 1)
mz
in: T x n or 1 x n matrix of known components Z (optional argument; default is 0)
Return value
Returns a T x n matrix with the cumulated autoregressive product. The first p rows of the return value will be identical to the sum of those in mz and mfac; the recursion will be applied from the pth term onward. If either mz or mfac is 1> x n, the same values are used for every t.

cumprod computes:

at = zt + st for t = 0,...,p-1,
at = zt + st (at-1 x ... x at-p) for t = p,...,T-1.
Example
See also
armagen, cumsum cumulate

cumsum

cumsum(const mx, const vp);
cumsum(const mx, const vp, const mstart);
mx
in: T x n matrix of known components X
vp
in: 1 x p or n x p or T x p matrix with AR coefficients \phi1, \phi2, ..., \phip
mstart
in: s x n matrix of starting values S, s >= p; (optional argument; default is mx)
Return value
Returns a T x n matrix with the cumulated autoregressive sum. The first p rows of the return value will be identical to those of mstart; the recursion will be applied from the pth term onward.

If vp is 1 x p, the same coefficients are applied to each column.

If vp is n x p, each row will have coefficients specific to each column of the recursive series.

Finally, if vp is T x p, the same coefficients are applied to each column, but the coefficients are specific to each row (time-varying coefficients).

cumsum computes:

at = st for t = 0,...,p-1,
at = xt + \phi1 at-1 ... + \phip at-p for t = p,...,T-1.
When \phi is T by p (and p is not equal to the number of columns in X), the AR coefficients are time-varying:
at = st for t = 0,...,p-1,
at = xt + \phit,1 at-1 ... + \phit,p at-p for t = p,...,T-1.
See also
armagen, cumprod cumulate
Example

cumulate

cumulate(const ma);
cumulate(const ma, const m1, ...);
cumulate(const ma, const am);
ma
in: T x n matrix A
m1
in: n x n matrix, coefficients of first lags (optional argument)
...
in: n x n matrix, coefficients of lags 2, ...
am
in: array of length k with n x n coefficient matrices
Return value
Returns a T x n matrix. The simplest version returns a matrix which holds the cumulated (integrated) columns of ma. The second form cumulates (integrates) the (vector) autoregressive process with current values ma using the specified coefficient matrices. The function has a variable number of arguments, and the number of arguments determines the autoregressive order (minimum 2 arguments, which is an AR(1) process). Note that cumulate(m) corresponds to cumulate(m, unit( columns(m) )).
See also
arma0, cumsum, lag0
Example

date

date();
Return value
A string holding the current date.
See also
time
Example

dawson

dawson(const ma);
ma
in: arithmetic type
Return value
Returns the Dawson integral of each element of ma, of double or matrix type.
See also
erf

dayofcalendar, dayofeaster, dayofmonth, dayofweek

dayofcalendar();
dayofcalendar(const index);
dayofcalendar(const year, const month, const day);
dayofeaster(const year);
dayofmonth(const year, const month, const dayofweek, const nth);
dayofweek(const index);
dayofweek(const year, const month, const day);
index
in: arithmetic type, calendar index of a certain date, as returned by dayofcalendar(year, month, day)
year
in: arithmetic type, year
month
in: arithmetic type, January=1, etc.
day
in: arithmetic type, day (1,...,31)
dayofweek
in: arithmetic type, day of week (Sunday = 1, Monday = 2, ...)
nth
in: arithmetic type, >0: n-th from start of month, <0: n-th from end of month
Return value
The dayofcalendar function without any arguments returns the calendar index (Julian day number) of today.

The dayofcalendar function with three arguments returns the calendar index of the specified date (this is the Julian day number, see below). If all arguments are an integer, the return value will be an integer.

The dayofcalendar function with one argument takes a calendar index (or vector of indices), as returned by dayofcalendar(year, month, day) as argument, returning a nx3 matrix with the triplet year, month, day in each row (n is the number of elements in the input).

The dayofeaster function returns the calendar index of Easter.

The dayofmonth function returns the calendar index of the n-th day of the week in the specified month (n-th from last for a negative value). For example dayofmonth(2005, 5, 2, -1) returns the index of the last Monday in May 2005.

The dayofweek function with three arguments returns the day of the week (Sunday = 1, Monday = 2, ...). If all arguments are an integer, the return value will be an integer.

The dayofweek function with one argument takes a calendar index (r vector of) as argument, returning the day of the week (Sunday = 1, Monday = 2, ...).

Description
The calendar index is the Julian day number, and the dayof... functions convert from or to the index. For example, Julian day 2453402 corresponds to 2005-01-31. An optional fractional part specifies the fraction of the day: 2453402.75 corresponds to 2005-01-01T18:00. If the day number is zero, it is interpreted as a time only, so 0.75 is just 18:00 (6 PM).

Use dayofcalendar(year, month, day) - dayofcalendar(year, 1, 1) + 1 to compute the day in the year. Similarly, the function can be used to compute the number of days between two dates.

The "%C" print format is available to print a calendar index.

See also
print, timeofday, timing
Example

decldl

decldl(const ma, const aml, const amd);
ma
in: symmetric, positive definite m x m matrix A
aml
in: address of variable
out: m x m lower diagonal matrix L, LDL'=A
amd
in: address of variable
out: 1 x m matrix with reciprocals of D
Return value
Returns the result of the Choleski decomposition:
  • 1: no error;
  • 0: the Choleski decomposition failed: the matrix is negative definite or the matrix is (numerically) singular.
See also
choleski, decldlband, solveldl
Example

decldlband

decldlband(const ma, const aml, const amd);
ma
in: p x m vector specifying the Ab matrix
aml
in: address of variable
out: holds p x m lower diagonal matrix L
amd
in: address of variable
out: 1 x m matrix with reciprocals of D
Return value
Returns the result of the Choleski decomposition:
  • 1: no error;
  • 0: the Choleski decomposition failed: the matrix is negative definite or the matrix is (numerically) singular.

For example, if the original matrix has bandwidth p=2, it is stored in ma as:

     0      0 [0][2] ... [m-3][m-1]
     0 [0][1] [1][2] ... [m-2][m-1]
[0][0] [1][1] [2][2] ... [m-1][m-1]
See also
diagonal solveldlband, solvetoeplitz
Example

declu

declu(const ma, const aml, const amu, const amp);
ma
in: square m x m matrix A
aml
in: address of variable
out: m x m lower diagonal matrix L, has ones on the diagonal
amu
in: address of variable
out: m x m upper diagonal matrix U, LU=PA
amp
in: address of variable
out: 2 x m matrix, the first row holds the permutation matrix P', A=(LU)[P'][], the second row holds the interchange permutations
Return value
Returns the result of the LU decomposition:
  • 1: no error;
  • 2: the decomposition could be unreliable;
  • 0: the LU decomposition failed: the matrix is (numerically) singular.
See also
determinant, invert, solvelu
Example

decqr

decqr(const ma, const amht, const amr, const amp);
ma
in: m x n matrix A
amht
in: address of variable
out: n x m lower diagonal matrix H', which holds householder vectors
amr
in: address of variable
out: n x n upper diagonal matrix R1
amp
in: address of variable (use 0 as argument to avoid pivoting; note that pivoting is recommended)
out: 2 x n matrix, the first row holds the permutation matrix P', the second row holds the interchange permutations
Return value
Computes the QR decomposition with pivoting, AP=QR, returning:
  • 0: out of memory,
  • 1: success,
  • 2: ratio of diagonal elements of A'A is large, rescaling is advised (ratio of smallest to largest <= epsinv),
  • -1: (A'A) is (numerically) singular: |Rii| <= epsinv maxj sqrt[(A'A)jj],
  • -2: combines 2 and -1.
The inversion epsilon, epsinv, is set by the inverteps function.
See also
decqrmul, decqrupdate, inverteps, olsc, solvelu
Example

decqrmul

decqrmul(const mht, const my);
decqrmul(const mht);
mht
in: n x m lower diagonal matrix H', which holds householder vectors from previous QR decomposition
my
in: m x p matrix Y
Return value
Returns Q'Y, where Q derives from a previous QR decomposition. To compute QY, use reversec to reverse the elements in each column of mht.
The version with one argument returns the m x m matrix Q'.
See also
decqr, olsc, solvelu
Example

decqrupdate

decqrupdate(const amq, const amr, const i1, const i2);
decqrupdate(const amq, const amr, const i1);
amq
in: address of m x n matrix Q
out: updated matrix Q
my
in: address of m x n matrix R
out: updated matrix R
No return value
Description
Updates the QR decomposition using Givens rotations.

The version with only the i1 argument zeroes the subdiagonal elements from subdiagonal i1 to the diagonal (i.e. subdiagonal 0). It is assumed that subdiagonals below i1 are already zero.

The version with both the i1 and i2 arguments zeroes the subdiagonal from column i1 to column i2. It is assumed that columns before i1 are already zero below the diagonal.

Both
decqrupdate(&q, &a, 0, columns(r)); and
decqrupdate(&q, &a, rows(r));
compute a complete QR decomposition (like decqr, although decqr does not compute Q explicitly). However, the decqrupdate function is primarily intended to update a QR factorization.

See also
decqr, decqrmul
Example

decschur,decschurgen

decschur(const ma, const amval, const ams, ...);
decschur(const ma, const amval, const ams, const amv,
    const dselmin, const dselmax);
decschurgen(const ma, const mb, const amalpha, const ambeta,
    const ams, const amt, ...);
decschurgen(const ma, const mb, const amalpha, const ambeta,
    const ams, const amt, const amvl, const amvr,
	const dselmin, const dselmax);
ma
in: m x m matrix A
amval
in: address of variable
out: complex eigenvalues: 2 x m matrix with eigenvalues of A, first row is real part, second row imaginary part. Only real eigenvalues: 1 x m matrix. The eigenvalues are not ordered, unless dselmin and dselmax are specified.
ams
in: address of variable
out: upper quasi-triangular Schur form S, such that A=VSV'
amv
in: (optional) address of variable
out: orthogonal matrix V with Schur vectors, such that A=VSV'
dselmin
in: (optional) double, minimum absolute eigenvalue to move forward
dselmax
in: (optional) double, maximum absolute eigenvalue to move forward
ma
in: m x m matrix A
mb
in: m x m matrix B for generalized Schur decomposition
amalpha
in: address of variable
out: complex eigenvalues: 2 x m matrix with alpha of A, first row is real part, second row imaginary part. Only real alphas: 1 x m matrix.
The generalized eigenvalues are (alphar[j]+i*alphai[j])/beta[j], j=0,...,m-1 The generalized eigenvalues are not ordered, unless dselmin and dselmax are specified.
ambeta
in: address of variable
out: 1 x m matrix with beta
ams
in: address of variable
out: upper quasi-triangular Schur form S, such that A=Vl*S*Vr'
amt
in: address of variable
out: upper triangular Schur form T, such that B=Vl*T*Vr'
amvl
in: (optional) address of variable
out: orthogonal matrix Vl with left Schur vectors
amvr
in: (optional) address of variable
out: orthogonal matrix Vr with right Schur vectors
dselmin
in: (optional) double, minimum absolute generalized eigenvalue to move forward
dselmax
in: (optional) double, maximum absolute generalized eigenvalue to move forward
Return value
Returns the result of the Schur decomposition:
  • 0: no error;
  • 1: maximum no of iterations reached;
  • -1: ill conditioning prevented ordering;
  • -2: rounding errors in ordering affected complex eigenvalues.
Description
The decschur function computes the Schur decomposition of a real matrix A=VSV', where V is orthogonal, and S upper quasi-triangular, with 2 x 2 blocks on the diagonal corresponding to complex eigenvalues. The decschurgen function computes the generalized Schur decomposition of two real matrices A,B: A=VlSVr', B=VlTVr', where V is orthogonal, and S upper quasi-triangular, with 2 x 2 blocks on the diagonal corresponding to complex eigenvalues. T is an upper-triangular matrix. The generalized eigenvalues are alpha[i]/beta[i], where alpha may be complex and beta is real. The Schur decomposition can be ordered if the dselmin and dselmax arguments are specified. Any (generalized) eigenvalues that are ≥ dselmin and ≤ dselmax in absolute value, are selected for reordering, and moved to the top left. Note the reordering may affect complex eigenvalue when the matrices are ill-conditioned. Sources: these routines are based on LAPACK 3.0.
Example

decsvd

decsvd(const ma);
decsvd(const ma, const amu, const amw);
decsvd(const ma, const amu, const amw, const amv);
ma
in: m x n matrix A
amu
in: address of variable
out: m x n matrix U, U'U = In
amw
in: address of variable
out: 1 x n matrix with diagonal of W
amv
in: (optional argument) address of variable
out: if not 0 on input: n x n matrix V, UWV'=A, V'V = In
Return value
The version with one argument: returns a 1 x min(m,n) matrix with the singular values, or 0 if the decomposition failed.
The version with two or more arguments returns an integer indicating the result of the singular value decomposition:
  • 0: no error;
  • k: if the k-th singular value (with index k-1) failed after 50 iterations.

Note that the singular values are in decreasing order, with the columns of U,V sorted accordingly.

See also multiplicative expressions
Example

deletec, deleter, deleteifc, deleteifr

deletec(const ma);
deletec(const ma, const mval);
deleter(const ma);
deleter(const ma, const mval);
deleteifc(const ma, const mifc);
deleteifr(const ma, const mifr);
ma
in: m x n matrix to delete from
mval
in: p x q matrix with values to use for deletion
mifc
in: p x n boolean matrix specifying columns to delete
mifr
in: m x q boolean matrix specifying rows to delete
Return value
The deletec function with one argument returns an m x s matrix, deleting columns from ma which have a missing value (NaN: not a number).
The deleter function with one argument returns an s x n matrix, deleting rows from ma which have a missing value (NaN).
The remaining forms do not have special treatment of missing values.
The deletec function with two arguments returns an m x s matrix, deleting the columns from ma which have at least one element equal to an element in the matrix mval.
The deleter function with two arguments returns an s x n matrix, deleting the rows from ma which have at least one element equal to an element in the matrix mval.
The deleteif functions can be used to delete rows or columns based on a logical expression: all rows (columns) wich have a zero in the corresponding row (column) are kept, the remainder is dropped.
The deleteifc function returns an m x s matrix, deleting only those columns from ma which have at least one non-zero element in the corresponding column of mifc.
The deleteifr function returns an s x n matrix, deleting only those rows from ma which have at least one non-zero element in the corresponding row of mifr.
All functions return an empty matrix if the result is empty.
See also
dropc, dropr, selectc, selectr, selectrc, selectifc, selectifr, isdotnan, vecindex
Example

denschi,densf,densn,denst

denschi(const ma, const df);
densf(const ma, const df1, const df2);
densn(const ma);
denst(const ma, const df);
ma
in: arithmetic type
df
in: arithmetic type, degrees of freedom
df1
in: arithmetic type, degrees of freedom in the numerator
df2
in: arithmetic type, degrees of freedom in the denominator
Return value
Returns the requested density at ma (the returned densities are between positive):
  • denschi: chi2(df) density,
  • densf: F(df1, df2) density,
  • densn: standard normal density,
  • denst: student-t(df) density.
The return type is derived as follows:
  • m x n matrix, when ma is an m x n matrix, and the rest is scalar;
  • m x n matrix, when ma is a scalar, and the rest are m x n matrices;
  • m x n matrix, when ma is an m x n matrix, and the rest are m x n matrices;
  • double, when ma is scalar, and the rest is also scalar.
See also
prob..., quan..., tail..., Probability package

determinant

determinant(const ma);
ma
in: m x m matrix
Return value
Returns the determinant of ma. Return type is double.
See also
declu, invert, logdet
Example

dfft

dfft(const ma);
dfft(const ma, const inverse);
ma
in: 2 x n matrix (first row is real part, second row imaginary part), or 1 x n matrix (real part only, imaginary part is zero)
inverse
in: (optional argument), int: 1 (do an inverse discrete FT) or 2 (do an inverse real DFT)
Return value
If only one argument is used, the return value is a 2 x n matrix which holds the discrete Fourier transform.

If inverse equals 1, the return value is a 2 x n matrix which holds the inverse discrete Fourier transform.

If inverse equals 2, the return value is a 1 x n matrix which holds the real inverse discrete Fourier transform.

See also
fft1d
Example

diag

diag(const ma);
ma
in: double, or m x 1 or 1 x m matrix
Return value
Returns a m x m matrix with ma on the diagonal.
See also
diagonal, diagonalize, toeplitz
Example

diagcat

diagcat(const ma, const mb);
ma
in: m x n matrix
mb
in: p x q matrix
Return value
Returns an m+p x n+q matrix with mb concatenated to ma along the diagonal; the off-diagonal blocks are set to zero.
Example

diagonal

diagonal(const ma);
diagonal(const ma, const upr);
diagonal(const ma, const upr, const lwr);
ma
in: arithmetic type
upr
in: (optional argument), int: upper bandwidth (>= 0, default 0)
lwr
in: (optional argument), int: lower bandwidth (<= 0, default 0)
Return value
The version with one argument returns a matrix with the diagonal from the specified matrix in the first row. Note that the diagonal is returned as a row vector, not a column. If ma is m x n, the returned matrix is 1 by min(m,n) (exception: 0 x 0 when m=0); if ma is scalar, the returned matrix is 1 x 1.

The general version returns the banded form, extracting upr upper diagonals and lwr lower diagonals. For example, if upr=2 and lwr=-1 and the returned matrix is:

     0      0 [0][2] ... 
     0 [0][1] [1][2] ... 
[0][0] [1][1] [2][2] ... 	(diagonal)
[1][0] [2][1] [3][2] ... 
See also
decldlband, diag, diagonalize, setdiagonal
Example

diagonalize

diagonalize(const ma);
ma
in: arithmetic type
Return value
Returns a matrix with the diagonal of ma on its diagonal, and zeros in off-diagonal elements. If ma is m x n, the returned matrix is m x n; if ma is scalar, the returned matrix is 1 x 1.
See also
diag, diagonal, setdiagonal
Example

diff,diff0

diff(const ma);
diff(const ma, const ilag);
diff(const ma, const ilag, const dmisval);
diff0(const ma);
diff0(const ma, const ilag);
diff0(const ma, const ilag, const dmisval);
ma
in: T x n matrix A
ilag
in: int, lag length of difference (1 for first difference; this is the default)
dmisval
in: (optional argument) double, value to set missing observations to (default is 0 for diff0, .NaN for diff)
Return value
The diff function returns a T x n matrix with the ilagth difference of the specified matrix, whereby missing values are replaced by .NaN. The diff0 function is the same, but using zero for the missing value. The result has the same dimensions as ma.
See also
lag, lag0 diffpow,
Example

discretize

discretize(const vx, const dmin, const dmax, const icount,
    const ioption);
vx
in: 1 x T data vector
dmin
in: double, first point a
dmax
in: double, last point b
icount
in: int, number of points M
ioption
in: int, 0: raw discretization; 1: weighted discretization
Return value
Returns a 1 x M matrix with the discretized data.
See also
countc
Example

double

double(const ma);
ma
in: arithmetic type
Return value
Casts the argument to a double:
  • integer argument: converted to a double;
  • double argument: unchanged;
  • matrix argument: element 0,0;
  • string argument: packs up to 8 characters into a double, see explicit type conversion;
  • other argument types: error.
See also
int, matrix, string explicit type conversion

dropc,dropr

dropc(const ma, const midxc);
dropr(const ma, const midxr);
dropr(const aa, const midxr);
ma
in: m x n matrix to delete from
aa
in: m array to delete from
midxc
in: p x q matrix specifying the index of columns to delete
midxr
in: p x q matrix specifying the index of rows to delete
Return value
The dropc function with returns a copy of the input matrix with the specified columns deleted.
The dropr function with returns a copy of the input matrix with the specified rows deleted; dropr also works for arrays.
All functions return an empty matrix if all rows or columns are deleted (or empty array for arrays).
See also
deleteifc, deleteifr, insertc, insertr, vecindex
Example

eigen,eigensym

eigen(const ma, const amval);
eigen(const ma, const amval, const amvec);
eigensym(const ms, const amsval);
eigensym(const ms, const amsval, const amsvec);
ma
in: m x m matrix A
amval
in: address of variable
out: complex eigenvalues: 2 x m matrix with eigenvalues of A, first row is real part, second row imaginary part. Only real eigenvalues: 1 x m matrix. The eigenvalues are not sorted.
amvec
in: address of variable
out: complex eigenvectors: 2m x m matrix with eigenvectors of A in columns (real values are in first m rows). Only real eigenvalues: m x m matrix with eigenvectors in columns.
ms
in: symmetric m x m matrix As
amsval
in: address of variable
out: 1 x m matrix with eigenvalues of As, sorted in decreasing order
amsvec
in: address of variable
out: m x m matrix with eigenvectors of As in columns
Return value
Solves the eigenproblem Ax = \lambda x, returning the result of the eigenvalue decomposition:
  • 0: no error;
  • 1: maximum no of iterations (50) reached.
Example

eigensymgen

eigensymgen(const ma, const mb, const amval, const amvec);
ma
in: m x m symmetric matrix A
mb
in: m x m symmetric positive definite matrix B
amval
in: address of variable
out: 1 x m matrix with (generalized) eigenvalues of A, sorted in decreasing order
amvec
in: address of variable
out: n x m matrix with (generalized) eigenvectors of A in columns
Return value
Solves the general eigenproblem Ax = \lambda Bx. returning the result of the eigenvalue decomposition:
  • 0: no error;
  • 1: maximum no of iterations (50) reached.
  • -1: Choleski decomposition failed.
See also
decldl, eigensym
Example

eprint

eprint(const a, ...);
a
in: any type
...
in: any type
Return value
Returns the number of arguments supplied to the function. Prints to stderr. See print for a further description.
See also
fprint, print, sprint
Example

erf

erf(const ma);
ma
in: arithmetic type
Return value
Returns the error function of each element of ma, of double or matrix type.
See also
cexp

exclusion

exclusion(const ma, const mb);
exclusion(const ma, const mb, const amidx);
ma, mb
in: matrix
amidx
in: address of variable
out: 2 x c matrix, first row is index of exclusion in ma, second row is index in mb.
Return value
Returns the sorted unique elements of ma which are not in mb as a row vector. Returns an empty matrix if the result is empty. Missing values are skipped.
See also
intersection, unique, union
Example

exit

exit(const iexit);
iexit
in: integer, exit code
No return value.
Exits the Ox run-time environment. The specified exit code is ignored.

exp

exp(const ma);
ma
in: arithmetic type
Return value
Returns the exponent of each element of ma, of double or matrix type.
See also
log
Example

expint

expint(const ma);
ma
in: arithmetic type
Return value
Returns the exponent integral Ei of each element of ma, of double or matrix type. Note that E1(x)=-Ei(-x).

fabs

fabs(const ma);
ma
in: int, double, matrix
Return value
Returns the absolute value of each element of ma, of the same type as ma.
Example

factorial

factorial(const ma);
ma
in: arithmetic type
Return value
Returns the factorial function at the rounded value of each element of ma, of double or matrix type. Returns +.NaN for any argument which is negative. Note that n!=n*(n-1)...2*1, and n! equals gammafact(n+1).

Often a ratio of factorials functions is needed. Note that the factorial can overflow rapidly. However, often there is an offsetting factor in the denominator/numerator, and it is advised to use the loggamma or binomial function instead in that case.

See also
binomial, gammafact, loggamma

fclose

fclose(const file);
file
in: an open file which is to be closed
(use fclose("l") to close the log file).
Return value
Returns 0.
See also
fopen
Example

feof,fflush

feof(const file);
fflush(const file);
file
in: an open file
Return value
feof checks for end of file; returns 0 if not at end of file, a non-zero value otherwise. fflush flushes the file buffer.

fft,fft1d

fft(const ma);
fft(const ma, const inverse);
fft1d(const ma);
fft1d(const ma, const inverse);
ma
in: 2 x n matrix (first row is real part, second row imaginary part), or 1 x n matrix (real part only, imaginary part is zero)
inverse
in: (optional argument), int: 1 (do an inverse FFT) or 2 (do an inverse real FFT)
Return value
If only one argument is used, the return value is a 2 x s matrix which holds the Fourier transform.

If inverse equals 1, the return value is a 2 x s matrix which holds the inverse Fourier transform.

If inverse equals 2, the return value is a 1 x s matrix which holds the real inverse Fourier transform.

For fft1d, s=n, so it returns the same number of columns as the input. But fft pads with zeros until a power of two is reached: s is the smallest power of 2 which is >= n.

Description
Performs an (inverse) fast Fourier transform. The code is based on FFTE 2.0 by Daisuke Takahashi. FFTE provides Discrete Fourier Transforms of sequences of length (2^p)*(3^q)*(5^r), which has been extended to work for all sample size. If the input has no complex part, in the absence of the inverse argument, a real FFT is performed.
Example

find

find(const where, const what);
find(const where, const what, const mode);
where
in: object to search in
what
in: what to search for
mode
in: (optional argument), string controlling search method: "i", "ir", "r" or nothing
Return value
wherewhatreturn type
m-vectorc-vectorc x 1 matrix with indices of occurrence (or -1 if not found)
array of stringsarray of c stringc x 1 matrix with indices of occurrence (or -1 if not found)
array of stringsstringint: index of occurrence of string what, or -1 if not found
stringstringint: index of occurrence of substring what, or -1 if not found
stringr x c matrix with character valuesrc x 1 matrix with indices of occurrence (-1 if not found)
stringcharacterint: index of occurrence of character what, or -1 if not found
Description
When strings are involved, this function is identical to the strfind family, except that the return value is a column vector. The default is case-sensitive forward search; use mode "i" to ignore case, "r" to search in reverse order, "ir" to do both.

When the two arguments are a vector (either column or row), find returns the location of the what elements in where (the numbers have to match exactly, or both be a missing value). The return value is a row vector with the same number of elements as what. Only the first instance will be located if there are multiple occurences in where; use vecindex to find all occurences of a certain value.

See also
strfind, replace, vecindex
Example

findsample

findsample(const mdata, const vvarsel, const vlagsel,
    const it1, const it2, const imode, const ait1, const ait2);
mdata
in: T x n data matrix
vvarsel
in: p-dimensional selection vector with indices in mdata or empty matrix to use whole mdata as selection
vlagsel
in: p-dimensional selection vector lag lengths for selection or empty matrix to use no lags
it1
in: int: first observation index to consider (>= 0)
it2
in: int: last observation index to consider (can use -1 for T-1)
mode
in: int: sample selection mode
SAM_ALLVALID : all observations must be valid
SAM_ENDSVALID : only the first and last observation must be wholly valid (there may be missing observations in between)
SAM_ANYVALID : the first and last observation must have some valid data
ait1
in: address of variable
out: the first observation index
ait2
in: address of variable
out: the last observation index
Return value The number of observation in the selected sample.
Example

floor

floor(const ma);
ma
in: arithmetic type
Return value
Returns the floor of each element of ma, of double or matrix type. The floor is the largest integer less than or equal to the argument.
See also
ceil, round, trunc
Example

fmod

fmod(const ma, const mb);
ma
in: arithmetic type
mb
in: arithmetic type
Return value
Returns the floating point remainder of ma / mb. The sign of the result is that of ma. The return type is double if both ma and mb are int or double. If ma is a matrix, the return type is a matrix of the same size, holding the floating point remainders ma[i][j] / mb[i][j], etc. The return type is derived as follows:
  • m x n matrix, when ma is an m x n matrix, and mb is scalar;
  • m x n matrix, when ma is a scalar, and mb is an m x n matrix;
  • m x n matrix, when ma is an m x n matrix, and mb is an m x n matrix;
  • double, when ma and mb are scalar.
See also
imod
Example

fopen

fopen(const filename);
fopen(const filename, const smode);
filename
in: name of file to open
smode
in: text with open mode
Return value
Returns the opened file if successful, otherwise the value 0. Use isfile to test if fopen was successful.
Description
Opens a file. The first form, without the smode argument opens a file for reading (equivalent to using "r"). The smode argument can be:
  • "w" open for writing (the default when omitting this argument);
  • "a" open for appending;
  • "r" open for reading;
  • "r+" open for reading and writing (update);
  • "l" open a log file for writing (use "la" to append).

In addition, the following letters can be used in the smode argument:

b
Opens the file in binary mode (Windows only). Binary leaves a \r\n as \r\n, whereas non-binary translates \n to \r\n on input (and vice versa on output). On Windows systems, it is customary to open text files without the b, and binary files (when using fread and fwrite) with the b.
F
Use for a v96 .fmt file, which stores a matrix. Reading and writing can then be done by blocks of rows. When writing, the file must be explicitly closed with fclose.

Also used for a v96 .dat file, which stores variable names and binary data. When writing, the first fwrite should be an array of strings, which also determines the number of variables. When reading, use fread(file, &as, 's') to read the variable names; this sets the file pointer to the first row.

f
Same as 'F', but only for extended v89 .fmt files.
e
Forces the file reading and writing (using fread and fwrite) to be in little-endian mode. This allows Ox on Unix (not Linux on Intel) to handle files which use the MS-DOS byte ordering (which is little-endian).
E
Forces the file reading and writing (using fread and fwrite) to be in big-endian mode. This allows Ox on Windows/MS-DOS to handle files which use the Unix (not Linux on Intel) byte ordering (which is big-endian).
v
Print a message if opening the file failed.
V
Print a message if opening the file failed, then generate a run-time error.

When using "r+", it is necessary to use fseek or fflush when switching from reading to writing.

To send the output from all print and println statements to a file (in addition to the screen), use fopen(filename, "l").

Finally, it is possible to read from a zip file, by specifying the archive name, followed by two slashes, followed by the name in the archive. For example

file = fopen("mydata/data.zip//data/data.in7"); Opens the file data/data.in7 in the zip archive mydata/data.zip. Ox will search for data.zip in the standard way. It is not possible to write to a zip file.
See also
fclose, fflush, fprint, fread, fscan, fseek, fwrite, isfile
Example

format

format(const sfmt);
sfmt
in: string: new default format for double or int
int: new line length for matrix printing
No return value.
Description
Use this function to specify the default format for double and int types. The function automatically recognizes whether the format string is for int or double (otherwise it is ignored). The specified double format will also be used for printing matrices. See under the print function for a complete description of the formatting strings. Use an integer argument to set the line length for matrix printing (default is 80, the maximum is 1024). The default format strings are:
  • int: "%d"
  • double: "%g"
  • matrix: each element "%#13.5g", 6 elements on a line (depending on the line length). This format will always leave at least one space between numbers.
See also
fprint, print, sprint

fprint,fprintln

fprint(const file, const a, ...);
fprintln(const file, const a, ...);
file
in: file which is open for writing
a
in: any type
...
in: any type
Return value
Returns the number of arguments supplied to the function. Prints to the specified file, see print for a further description. fprintln is as fprint but ensures the next output will be on a new line.
Example

fread

fread(const file, const am);
fread(const file, const am, const type);
fread(const file, const am, const type, const r);
fread(const file, const am, const type, const r,const c);
file
in: file which is open for writing
am
in: address, address for storing read item
type
in: (optional argument), type of object to read, see below
r
in: (optional argument), number of rows to read; default is 1 if argument is omitted
c
in: (optional argument), number of columns to read; default is 1 if argument is omitted, unless file is opened with f, in which case the number of columns is read from the file
Return value
Returns an integer:
-1 nothing read, because end-of-file was reached;
0 nothing read, unknown error;
>0 object read, return value is size which was actually read:
  • type: 'i', 'd', reads: integer, returns: 1;
  • type: 'e', 'f', reads: double, returns: 1 (r and c omitted, or both equal to 1);
  • type: 'e', 'f', reads: matrix, returns: r x c;
  • type: 'e', 'f', reads: matrix, returns: r (number of complete rows read; file opened with f in format);
  • type: 'c', reads: integer, returns: 1 (r=1: just one byte read);
  • type: 'c', reads: string, returns: r (r>1: r bytes read).
  • type: 's', reads: string, returns string length; unlike 'c' this ignores the r argument and reads up to (and including) the first null character or the end of file.
  • type: '4', reads: float, returns: 1 (r and c omitted, or both equal to 1);
  • type: '4', reads: matrix of floats, returns: r x c;

When reading a matrix, for example as fread(file,&x,'f',r,c), the size of x will always be r by c. If less than rc elements could be read, the matrix is padded with zeros. If no elements could be read at all, because the end of the file was reached, the return value is -1.

The '4' format reads 4-byte real values (`float'), these are not written by Ox, but may be needed to read externally created files.

The 's' type reads a string up to (and including) the first null character or the end of file.

Description
Reads binary data from the specified file. The byte ordering is the platform specific ordering, unless the f format was used (also see fopen and fwrite).
See also
fclose, fopen, fscan, fseek, fwrite
Example

fremove

fremove(const filename);
filename
in: name of file to remove
Return value
Returns 1 if the file was removed successfully, 0 otherwise.

fscan

fscan(const file, const a, ...);
file
in: file which is open for writing
a
in: any type
...
in: any type
Return value
Returns the number of arguments successfully scanned and assigned, or -1 when the end of the file was encountered and nothing was read.
Description
Reads text from a file. The arguments are a list of scanning strings and the addresses of variables. A scanning string consists of text, optionally with a format specifier which starts with a % symbol. The string is truncated after the format. Any text which precedes the format, is skipped in the file. A space character will skip any white space in the file. If the scanning string holds a format (and assignment is not suppressed in the format), the string must be followed by the address of a variable. The format specification is similar to that for the scanf function of the C language:

%[* or #][width]type

The width argument specifies the width of the input field. A * suppresses assignment. A # can only be used with m and M.


Table std.1: Formatting types for scanning

double type:
e,f,g       field is scanned as a double value,
le,lf,lg    field is scanned as a double value,
C           field is scanned as a calendar double value

integer type:
d           signed decimal notation,
i           signed decimal notation,
o           unsigned octal notation,
x           unsigned hexadecimal notation,
u           unsigned decimal notation,
c           (no width) scan a single character (i.e. one byte),

string type:
s           scan a string up to the next white space,
z           scan a whole line,
c           (width > 1) scan a number of characters,

matrix type:
m,M         scan a matrix row by row,

token type:
t           scan a token, returning the value,
T           scan a token, returning a triplet.

any type:
v		    scan an Ox constant.

Notes:

  • The "%m" and "%M" formats can be used to read a matrix from a file. They first read the number of rows and columns, and then the matrix row by row; this corresponds to the format used by loadmat. No dimensions are read by "%#m" and "%#M", in that case the scanning string has to be followed by two integers indicating the number of rows and columns to be read. For fscan the two integers can be -1. In that case all numbers are read and returned as a column vector.
  • The "%z" format reads a whole line up to \n, the \n (and \r) are removed from the return value. The line can be up to 2048 characters long (or whatever buffer size is set with sprintbuffer). If the line in the file is too long, the remainder is skipped. When scanning a string, the maximum string length which can be read is 2048. The sprintbuffer function can be used to enlarge the buffer size.
  • The "%t" and "%T" formats can be used to read a token, using a simplified syntax that is similar to Ox code. Five types of tokens are distinguished:
    SCAN_EOF
    End of the file or text.
    SCAN_IDENTIFIER
    An identifier.
    SCAN_LITERAL
    A literal integer, double or string.
    SCAN_SYMBOL
    A symbol.
    SCAN_SPACE
    White space.
    The "%t" version returns the value that was read, while "%T" returns an array with three elements: the value, the actual text that was read and the token type (SCAN_...).

    Note that a negative number is read as two tokens: a minus symbol and the value. Space is returned as a token. To skip leading spaces use " %t" and " %T". Note that fscan may reach the end (i.e. return -1) before it gets to process the token, so the return value of fscan should be taken into account.

    The token format can be useful when a simple parser is required, or to read strings that are not delimited by white space. An example using sscan is given below.

  • The "%C" format is used to scan a date/time field written in ISO format: yyyy-mm-dd, hh:mm::ss.hh, or yyyy-mm-ddThh:mm::ss.hh. Examples are 1999-03-31, 13:10 (a 24-hour clock is used, seconds and hundreds are optional) and 1999-3-31T13:10. Years with week number are also recognised, e.g. 1976-W3 returns the calendar index for the Monday of week 3 in 1976. (Week 1 is the first week that contains the first Thursday; or equivalently, the week that contains 4 January.)
  • The "%v" format reads a variable that has been written in the format of an Ox constant. It is especially useful to read a variable that consist of a derived types, such as an array or a class object, but also for a matrix. When scanning a class object, the variable must already have the type of that class (using new), because the scan functions cannot create the object themselves. An example is given in ox/samples/inout/percent_v.ox and under the print function.
See also
fprint, fread, print, scan, sscan
Example

fseek

fseek(const file);
fseek(const file, const type);
fseek(const file, const type, const r);
file
in: file which is open for writing
type
in: (optional argument), type of object use in seeking, see below
r
in: (optional argument), number of rows to move; default is 1 if argument is omitted
Return value
The first form, with only the file argument, tells the current position in the file as an offset from that start of the file (as the standard C function ftell). The return vale is an integer, except in 64-bit Ox when the file is larger than 2GB: in that case it is a double.

The second and third form return 0 if the seek was successful, else a non-zero number,

Description
Repositions the file pointer to a new position specified from the start of a file. The type argument is interpreted as follows:
  • type: 'i', 'd', seeks: integer, byte equivalent: 4r;
  • type: 'e', 'f', seeks: double, byte equivalent: 8r;
  • type: 'e', 'f', seeks: matrix rows, byte equivalent: 16+8rc (file opened with f in format);
  • type: 'c', seeks: character, byte equivalent: r.

So when a file is opened as "rbf", fseek(file, 'f', r) moves the file pointer to row r in the .fmt file.

To position the file pointer at the end specify -1 for the third argument. This can be used to determine the length of a file.

See also
fclose, fopen
Example

fsize,ftime

fsize(const file);
ftime(const file);
file
in: an open file
Return value
fsize returns the size of the file in bytes (an integer, or a double if the file is larger than 2GB).

ftime returns the modification date and time of the file (a double).

fwrite

fwrite(const file, const a);
file
in: file which is open for writing
a
in: int, double, matrix or string
Return value
Returns 0 if failed to write, or the number of items written to the file:
  • integer: 1;
  • double: 1;
  • m x n matrix: number of elements written (normally m x n);
  • m x n matrix: opened with f format: no of rows written (normally m);
  • string: number of characters written.
Description
Writes binary data to the specified file. The byte ordering is the platform specific ordering, unless the f format was used (also see fopen), in which case writing is to a .fmt file in little endian mode (also see savemat). When data is written to a .fmt file, the number of columns must match that already in the file (use columns(file) to ask for the number of columns in the file).
See also
fclose, fopen, fread, fseek
Example

fuzziness

fuzziness(const deps);
deps
in: double, 0 or new fuzziness value
Return value
Sets and returns the new fuzziness parameter if deps >0. If deps <= 0, no new fuzziness value is set, but the current one is returned. The default fuzziness is 1e-13.
See also
isfeq

gammafact

gammafact(const ma);
ma
in: arithmetic type
Return value
Returns the complete gamma function at the value of each element of ma, of double or matrix type. Returns +.Inf for any argument which is zero or a negative integer. Note that gammafact(n+1) equals n!.
See also
factorial, gammafunc, loggamma, polygamma

gammafunc

gammafunc(const dx, const dr);
mx
in: x, arithmetic type
mr
in: r, arithmetic type
Return value
Returns the incomplete gamma function Gx(r). Returns 0 if r <= 0 or x <= 0. The accuracy is to about 10 digits. The return type is derived as follows:
  • m x n matrix, when mx is an m x n matrix, and mr is scalar;
  • m x n matrix, when mx is a scalar, and mr is an m x n matrix;
  • m x n matrix, when mx is an m x n matrix, and mr is an m x n matrix;
  • double, when mx and mx are scalar.
Example

getcwd

getcwd();
Return value
Returns the current directory.

Windows specific: returns the current directory on the current drive. Use chdir to change the current drive.

See also
chdir, getfiles, systemcall
Example

getenv

getenv(const senv);
senv
in: string
Return value
Returns a string with the value of the environment variable, or an empty string if the environment variable is undefined.
See also
systemcall

getfiles,getfolders

getfiles(const sfilemask);
getfolders(const sfilemask);
sfilemask
in: string, mask for files, may have a path or wild cards
Return value
getfiles returns an array of strings with file names matching the specified mask.
getfolders returns an array of strings with folder names matching the specified mask.
See also
chdir, getcwd
Example

hyper_2F1

hyper_2F1(const a, const b, const c, const z);
a, b, c
in: arithmetic type, parameters of 2F1
z
in: arithmetic type, argument of 2F1
Return value
Returns the value of the Gauss Hypergeometric function 2F1 with real parameters a, b, c and real argument z.

idiv,imod

idiv(const ia, const ib);
imod(const ia, const ib);
ia
in: arithmetic type
ib
in: arithmetic type
Return value
The imod function returns the integer remainder of int(ia) / int(ib). The sign of the result is that of ia. The idiv function returns the result of the integer division int(ia) / int(ib). The return type is a matrix of integer values if either arguments is a matrix, else it is a scalar int.
See also
fmod
Example

insertc,insertr

insertc(const ma, const c, const cadd);
insertr(const ma, const r, const radd);
insertr(const aa, const r, const radd);
ma
in: m x n matrix to insert into
aa
in: m array to insert into
c
in: scalar, column index of insertion
cadd
in: scalar, number of columns of zeros to add
r
in: scalar, row index of insertion
radd
in: scalar, number of rows of zeros to add
Return value
The insertc function with returns a copy of the input matrix with the specified columns of zeros inserted.
The insertr function with returns a copy of the input matrix with the specified rows of zeros inserted; insertr also works for arrays.
See also
dropc, dropr
Example

int

int(const ma);
ma
in: arithmetic type
Return value
Casts the argument to an integer:
  • integer: unchanged;
  • double: rounded towards zero;
  • matrix: element 0,0 rounded towards zero;
  • string: element 0;
  • other types: error.
See also
ceil, double , matrix , trunc, explicit type conversion
Example

intersection

intersection(const ma, const mb);
intersection(const ma, const mb, const amidx);
ma, mb
in: matrix
amidx
in: address of variable
out: 2 x c matrix, first row is the index of the common elements in vecr(ma), the second row is the index in vecr(mb). The order of the indices correspond to the order of the return value.
Return value
Returns the sorted unique elements of ma which are also in mb as a 1 x c vector, where c is the number of elements ma and mb have in common. Returns an empty matrix if the result is empty. Missing values are skipped.
See also
exclusion, union, unique
Example

invert

invert(const ma);
invert(const ma, const alogdet, const asign);
ma
in: m x m real matrix A
alogdet
in: (optional argument) address of variable
out: double, the logarithm of the absolute value of the determinant of A
asign
in: (optional argument) address of variable
>out: int , the sign of the determinant of A; 0: singular; -1,-2: negative determinant; +1,+2: positive determinant; -2,+2: result is unreliable
Return value
Returns the inverse of A, or the value 0 if the decomposition failed.
See also
decldl, invertgen, invertsym logdet
Example

inverteps

inverteps(const dEps);
dEps
in: sets the inversion epsilon epsinv to dEps if dEps > 0, to the default if dEps < 0; leaves the value unchanged if dEps == 0
Return value
Returns the inversion epsilon (the new value if dEps != 0).

invertgen

invertgen(const ma);
invertgen(const ma, const mode);
ma
in: m x n real matrix A
mode
in: inversion mode (optional argument, default is 0)
Return value
Returns the (generalized) inverse of A, or the value 0 if the decomposition failed:
mode     description                                     A 
0        generalized inverse using SVD               
1        generalized symmetric p.s.d inverse using SVD   m=n
2,20     first try invert then mode 0                    m=n
3,30     first try invertsym then mode 1                 m=n
4,40     use olsc (QR dec.) for inverse of A'A           m>=n
>=10     print warning if matrix is singular
Description
  • 0. When mode equals 0, or the mode argument is omitted, invertgen defaults to the generalized inverse when only one argument is used.
  • 1. When mode equals 1, the matrix must be symmetric positive semi-definite. Do not use this mode for negative definite matrices.
  • 2. Mode 2 first tries the normal inversion routine (invert), and then, if the matrix is singular, uses the generalized inverse. This mode is the same as using 1 / x.
  • 3. Mode 3 first tries the normal inversion routine (invertsym), and then, if the matrix is singular, uses the generalized inverse (as mode 1). Do not use this mode for negative definite matrices.
  • 4. Mode 4 uses the QR decomposition, and the inverse is the same as obtained from using olsc. This is a different type of generalized inverse, so that, when the matrix is singular a different value is obtained then from the other modes.
If the matrix is full rank, the generalized inverse equals the normal inverse (for modes 1,3 this also requires symmetry and positive definiteness). When the mode argument is multiplied by ten, a warning is printed if the matrix is singular (or negative definite for mode 30), but the return value is not affected.
See also
invert, invertsym
Example

invertsym

invertsym(const ma);
invertsym(const ma, const alogdet);
ma
in: symmetric, positive definite m x m matrix A
alogdet
in: (optional argument) address of variable
out: double, the logarithm of the determinant of A.
Return value
Returns the inverse of A, or the value 0 if the decomposition failed.
See also
declu, invert, invertgen
Example

isarray, isclass, isdouble, isfile, isfunction, isint, ismatrix, ismember, isstring

isarray(const a);
isclass(const a);
isclass(const a, const sclass);
isdouble(const a);
isfile(const a);
isfunction(const a);
isint(const a);
ismatrix(const a);
ismember(const a, const smember);
isstring(const a);
a
in: any type
sclass
in: string, class name
smember
in: string, member name
Return value
Returns TRUE (i.e. the value 1) if the argument is of the correct type, FALSE (0) otherwise.

isclass(a, "class") returns TRUE if a is an object of type "class", or derived from "class".

ismember returns 1 if a is an object of a class and has a function member "smember"; 2 if "smember" is a data member and 0 otherwise.

See also
classname

isdotfeq,iseq,isfeq

isdotfeq(const ma, const mb);
iseq(const ma, const mb);
isfeq(const ma, const mb);
ma
in: arithmetic type
mb
in: arithmetic type
Return value
isfeq always returns an integer: it returns 1 if the argument ma is fuzzy equal to mb, 0 otherwise. When strings are compared, the comparison is case insensitive.

iseq is as isfeq, but using fuzziness of zero. When strings are compared, the comparison is case sensitive.

isdotfeq returns a matrix if either argument is a matrix; the matrix consists of 0's and 1's: 1 if the comparison holds, 0 otherwise. If both arguments are scalar, isdotfeq is equal to isfeq. In both cases the current fuzziness value is used.

See also
fuzziness
Example

isdotinf

isdotinf(const ma);
ma
in: arithmetic type
Return value
isdotinf returns a matrix of the same dimensions if the input is a matrix; the returned matrix consists of 0's and 1's: 1 if the element is +/- infinity, 0 otherwise. If the arguments is a double, isdotnan returns 1 if the double is +/- infinity.
See also
isdotmissing, isdotnan

isdotmissing, isdotnan, ismissing, isnan

isdotmissing(const ma);
isdotnan(const ma);
ismissing(const ma);
isnan(const ma);
ma
in: arithmetic type
Return value
isnan always returns an integer: it returns 1 if any element in ma is a NaN (not a number), 0 otherwise. NaN can be used to indicate a missing value.
isdotnan returns a matrix of the same dimensions if the input is a matrix; the returned matrix consists of 0's and 1's: 1 if the element is NaN, 0 otherwise. If the arguments is a double, isdotnan returns 1 if the double is NaN.
ismissing and isdotmissing are similar to isnan and isdotnan respectively. However, in addition to NaN, they also treat +/- infinity and undefined (.Null) as a missing value.
See also
deletec, deleter, selectc, selectr
Example

lag,lag0

lag(const ma);
lag(const ma, const ilag);
lag(const ma, const ilag, double dmisval);
lag0(const ma);
lag0(const ma, const ilag);
lag0(const ma, const ilag, double dmisval);
ma
in: T x n matrix
ilag
in: int, lag length, or matrix with lag lengths (default is 1)
dmisval
in: (optional argument) double, value to set missing observations to (default is 0 for lag0, .NaN for lag)
Return value
The lag fuction returns the lags of the specified matrix, whereby missing values are replaced by .NaN. The result has the same dimensions as ma. The lag0 function is the same, but using zero for the missing value.
If ilag is a matrix the return value corresponds to: lag0(.,ilag[0])~lag0(.,ilag[1])~...
See also
diff0
Example

limits

limits(const ma);
ma
in: m x n matrix
Return value
Returns a 4 x n matrix:
  • 1st row: minimum of each column of ma;
  • 2nd row: maximum of each column of ma;
  • 3rd row: row index of minimum (lowest index if more than one exists);
  • 4th row: row index of maximum (lowest index if more than one exists).
See also
min, max
Example

loadmat

loadmat(const sname);
loadmat(const sname, const iFormat);
loadmat(const sname, const aasVarNames);
loadmat(const sname, const iFormat, const aasVarNames);
sname
in: string containing an existing file name
iFormat
in: (optional argument, .mat matrix file only)
1: file has no matrix dimensions; then the matrix is returned as a column vector, and reshape can be used to create a differently shaped matrix.
in: (optional argument, .xlsx,.xls Excel files only)
1: strings are loaded as values and dates translated to Ox dates, as in OxMetrics or the database class.
0 (the default): strings are treated as empty cells, unless a dot or starting with #N/A, and dates are read using the Excel numbering instead of Ox. For a date after 1-March-1900: oxdate = exceldate + 2415019.
aasVarNames
in: (optional argument, not for .mat matrix files) address of variable
out: array of strings, names of data columns
Return value
Returns the matrix which was read, or 0 if the operation failed.
Description
The type of file read depends on the extension of the file name:
  • .mat: matrix file (text file), described below,
  • .dat: data file (text file) with load information,
  • .in7: PcGive 7 data file (with corresponding .bn7 file),
  • .xlsx: Excel 2007 (or newer) workbook file (Office Open xml),
  • .xls: Excel worksheet or workbook file (binary file),
  • .csv: comma-separated spread sheet file (text file),
  • .dta: Stata data file (version 4--6 or 11),
  • .dht: Gauss data file (v89, with corresponding .dat file),
  • .fmt: Gauss matrix file (v89 and v96);
  • any other: as :.mat: file. A matrix file holds a matrix, preceded by two integers which specify the number of rows and columns of the matrix.
A matrix file holds a matrix, preceded by two integers which specify the number of rows and columns of the matrix. It will normally have the .mat extension. White space and a comma between numbers is skipped. If a symbol is found which is not a number, then the rest of the line will be skipped (so, e.g. everything following ; or // is treated as comments). The exception to this is an isolated dot, the letters m and M or the words .NaN and #N/A: these are interpreted as a missing element with value NaN (Not a Number); .Inf is interpreted as infinity.
See also
Database class, savemat, reshape
Example

loadsheet

loadsheet(const sname);
loadsheet(const sname);
loadsheet(const sname, const iSheet);
loadsheet(const sname, const iSheet, const bConvertDates);
sname
in: string containing an existing file name
iSheet
in:(optional argument), int: sheet number (default is zero)
bConvertDates
in:(optional argument), int: 1: convert dates to Ox; 0: keep dates (default is one)
Return value
Returns a two-dimensional array with the elements of the spreadsheet. The elements are .Null (blank in the sheet), double or string.
Returns an empty array if the file cannot be read.
Description
The type of file read depends on the extension of the file name:
  • .xlsx: Excel 2007 (or newer) workbook file (Office Open xml),
  • .csv: comma-separated spread sheet file (text file),
  • any other: as .xlsx file.
See also
Database class, loadmat
Example

log,log10

log(const ma);
log10(const ma);
ma
in: arithmetic type
Return value
The log function returns the natural logarithm of each element of ma, of double or matrix type.

The log10 function returns the logarithm (base 10) of each element of ma, of double or matrix type.

See also
exp
Example

logdet

logdet(const ma, const asign);
ma
in: m x m real matrix A
asign
in: address of variable
>out: int, the sign of the determinant of A; 0: singular; -1,-2: negative determinant; +1,+2: positive determinant; -2,+2: result is unreliable
Return value
Returns a double: the logarithm of the absolute value of the determinant of A (1.0 if the matrix is singular).
See also
determinant, invert

loggamma

loggamma(const ma);
ma
in: arithmetic type
Return value
Returns the logarithm of the complete gamma function at the value of each element of ma, of double or matrix type. Returns +.Inf for an argument equal to zero, and .NaN for arguments less than zero. Note that exp(loggamma(n+1)) equals n!.
See also
gammafact, gammafunc, polygamma
Example

lower

lower(const ma);
ma
in: m x n matrix
Return value
Returns the lower diagonal (including the diagonal), i.e. returns a copy of the input matrix with strict upper-diagonal elements set to zero.
See also
setdiagonal, setupper, setlower, upper
Example

matrix

matrix(const ma);
ma
in: arithmetic type
Return value
Casts the argument to a matrix:
  • integer: a 1 x 1 matrix,
  • double: a 1 x 1 matrix,
  • matrix: unchanged,
  • string: a 1 x 1 matrix,
  • other types: error.
See also
int, double, explicit type conversion

max

max(const a, ...);
a
in: arithmetic type
...
in: arithmetic type
Return value
Returns the maximum value in all the arguments, ignoring missing values. The return type is int if all arguments are of type int; otherwise the return type is double.
See also
limits, maxc, min
Example

maxc,maxcindex,maxr

maxc(const ma);
maxcindex(const ma);
maxr(const ma);
ma
in: m x n matrix A
Return value
The maxc function returns a 1 x n matrix holding the maximum of each column of ma.

The maxcindex function returns a 1 x n matrix holding the row index of the maximum of each column ma.

The maxr function returns a m x 1 matrix holding the maximum of each row of ma.

Finds the maximum value in each column (row for maxr), ignoring missing values. If no maximum is found (a column has all missing values), then the maximum is .NaN, and the index -1.

See also
limits, max, minc, mincindex
Example

meanc, meanr

meanc(const ma);
meanr(const ma);
ma
in: T x n matrix A
Return value
The meanc function returns a 1 x n matrix holding the means of the columns of ma.

The meanr function returns a T x 1 matrix holding the means of the rows of ma.

See also
sumc, sumr, varc, variance, varr
Example

min

min(const a, ...);
a
in: arithmetic type
...
in: arithmetic type
Return value
Returns the minimum value in all the arguments, ignoring missing values. The return type is int if all arguments are of type int; otherwise the return type is double.
See also
limits, max, minc
Example

minc, mincindex, minr

minc(const ma);
mincindex(const ma);
minr(const ma);
ma
in: m x n matrix A
Return value
The minc function returns a 1 x n matrix holding the minimum of each column of ma.

The mincindex function returns a 1 x n matrix holding the row index of the minimum of each column ma.

The minr function returns a m x 1 matrix holding the minimum of each row of ma.

Finds the minimum value in each column (row for maxr), ignoring missing values. If no minimum is found (a column has all missing values), then the minimum is .NaN, and the index -1.

See also
limits, maxc, maxcindex, min
Example

moments

moments(const ma);
moments(const ma, const k);
moments(const ma, const k, const fratio);
ma
in: T x n matrix A
k
in: (optional argument) no of moments k (default is k=4)
fratio
in: (optional argument) 0: no ratios (default is moment ratios)
Return value
Returns an (k+1) x n matrix holding in each column for the corresponding column of ma:
row holds description
0 T* effective sample size
1 m1 sample mean
2 m21/2 sample standard deviation
3 m3/m23/2 sample skewness
4 m4/m22 sample kurtosis
.. .. ..
k mk/m2k/2 sample kth central moment ratio (i.e. in deviation from mean)
If fratio equals 0, the moments are not divided:
row holds description
0 T* effective sample size
1 m1 sample mean
2 m2 sample variance
.. .. ..
k mk sample kth central moment (i.e. in deviation from mean)
Computes the central moment ratios or central moments. Skips missing values.
See also
meanc, meanr, standardize, varc, varr
Example

nans

nans(const r, const c);
nans(const ma);
r
in: int
c
in: int
ma
in: matrix
Return value
nans(r,c) returns an r by c matrix filled with .NaN.
nans(ma) returns a matrix of the same dimension as ma, filled with .NaN.
See also
constant, ones, unit, zeros
Example

norm

norm(const ma);
norm(const ma, const itype);
ma
in: arithmetic type
itype
in: int, type of norm (default is 0 for infinity norm)
Return value
Returns the norm of a matrix (a scalar double).
Description
The type of norm depends on the itype argument. When A is a matrix:
  • 0: infinity norm, maximum of absolute column sums,
  • 1: maximum absolute row sums,
  • 2: largest singular value,
  • 'F': Frobenius norm: square root of sum of squared elements.
  • -1: minimum of absolute column sums,
When A is a vector:
  • 0: infinity norm, maximum absolute value,
  • 1: sum of absolute values,
  • 2: square root of sum of squares,
  • p: p-th root of sum of absolute elements raised to the power p.
  • -1: minimum absolute value,
norm(x) corresponds to norm(x,0).
See also
decsvd, rank
Example

nullspace

nullspace(const ma);
ma
in: m x n matrix A
Return value
Returns the null space of ma, or a conformant empty matrix if ma is square and full rank, or 0 if the SVD fails.
See also
decsvd, inverteps
Example

ols2c, ols2r, olsc, olsr

ols2c(const my, const mx, const amb);
ols2c(const my, const mx, const amb, const amxtxinv);
ols2c(const my, const mx, const amb, const amxtxinv,
    const amxtx);

olsc(const my, const mx, const amb);
olsc(const my, const mx, const amb, const amxtxinv);
olsc(const my, const mx, const amb, const amxtxinv,
    const amxtx);
my
in: T x n matrix Y
mx
in: T x k matrix X
amb
in: address of variable
out: k x n matrix of OLS coefficients, B
amxtxinv
in: (optional argument) address of variable
out: k x k matrix (X'X)-1,
amxtx
in: (optional argument) address of variable
out: k x k matrix (X'X),
ols2r(const my, const mx, const amb);
ols2r(const my, const mx, const amb, const amxtxinv);
ols2r(const my, const mx, const amb, const amxtxinv,
    const amxtx);

olsr(const my, const mx, const amb);
olsr(const my, const mx, const amb, const amxtxinv);
olsr(const my, const mx, const amb, const amxtxinv,
    const amxtx);
my
in: n x T matrix Y'
mx
in: k x T matrix X', T >= k
amb
in: address of variable
out: n x k OLS coefficient matrix, B'
amxtxinv
in: (optional argument) address of variable
out: k x k matrix (X'X)-1,
amxtx
in: (optional argument) address of variable
out: k x k matrix (X'X),
Return value
  • 0: out of memory,
  • 1: success,
  • 2: ratio of diagonal elements of X'X is large, rescaling is advised (ratio of smallest to largest <= epsinv),
  • -1: (X'X) is (numerically) singular (decision made in decqr and decldl respectively),
  • -2: combines 2 and -1.
The inversion epsilon, epsinv, is set by the inverteps function.
Description
The ols2c and ols2r versions use the Choleski decomposition on the second moment matrix, while the others use the QR decomposition. The latter is numerically more stable, and therefore preferred, but takes more memory and is marginally slower.
See also
decldl, decqr, inverteps
Example

ones

ones(const r, const c);
ones(const ma);
r
in: int
c
in: int
ma
in: matrix
Return value
ones(r,c) returns an r by c matrix filled with ones.
ones(ma) returns a matrix of the same dimension as ma, filled with ones.
See also
constant, nans, unit, zeros
Example

outer

outer(const mx, const ms);
outer(const mx, const ms, const mode);
mx
in: m x n matrix X
ms
in: n x n symmetric matrix S or empty matrix
mode
in: int, operation mode: 'd' or 'o' (optional argument)
Return value
outer(mx,ms) returns XSX', which is m x m.
outer(mx,<>) returns XX', which is m x m.
outer(mx,ms,'d') returns diagonal(XSX'), which is 1 x m.
outer(mx,<>,'o') returns Sum xixi', which is n x n, where X'=(x1,...,xm).
See also
diagonal
Example

oxfilename

oxfilename(const itype);
itype
in: int, determines output format
Return value
Returns a string with the name of the Ox source file from which it is called:
itype  returns            example: oxl D:\waste\func  example: oxl func
0      full file name     D:\waste\func.ox            func.ox
1      path of file name  D:\waste\                    
2      base name          func                        func
3      file extension     .ox                         .ox
In the first two cases the return value depends on how the the program was started (the path may not have been specified).

oxprintlevel

oxprintlevel(const ilevel);
ilevel
in: int, print level, see below
No return value
Description
Controls printing:
  • oxprintlevel(1);    default: prints as normal,
  • oxprintlevel(0);    switches printing off (print and println have no output),
  • oxprintlevel(2);    disallows further calls to oxprintlevel,
  • oxprintlevel(-1);  switches printing off, including warnings.

This function can be useful in simulations (e.g.), where the code being simulated has no other mechanism for switching printing on and off (Modelbase derived code normally uses SetPrint).

See also
oxwarning
Example

oxrunerror

oxrunerror(const smsg);
oxrunerror(const smsg, const i01);
smsg
in: string, error message text
i01
in: int, 0 (the default) or 1
No return value
Prints the specified run-time error message and location, and exits the program.
Description
If i01=0, the standard Ox call trace is printed; if i01=1, the top level function call is skipped (in case the error is raised in an error handler function). Use 2 to omit the trace.

oxversion

oxversion();
Return value
Returns an integer with the version of Ox multiplied by 100. So for version 5.00 the return value is 500.

oxwarning

oxwarning(const smsg);
oxwarning(const flset);
smsg
in: string, user-determined warning message
flset
in: int, new warnings settings
Return value
Returns the previous warnings settings.
Description
When given a string as argument, the function will print a user-determined warning message.

Otherwise, oxwarning controls the reporting of run-time warning messages. The following types of messages are controlled by this function:

  • WFL_DECFAILED   decomposition failed,
  • WFL_ITMAX   maximum no. of iterations reached,
  • WFL_CONCAT   concatenation dimensions don't match,
  • WFL_VECIDXMAT   indexed a matrix as a vector,
  • WFL_DETERMINANT   determinant-related warning,
  • WFL_USER   user-determined warning message.
The first occurs when an inversion or decomposition fails, the second could happen in an eigenvalue based function. The concatenation message is printed when the dimensions don't match, and the results has been padded with zeros. The message related to WFL_VECIDXMAT is given when a matrix which is not a row or column vector is indexed with just one index. However, the message is not given when using an empty single index [], which has the same effect as the vecr function.

You can add the flags together to specify warning settings. Use oxwarning(0) to switch both these messages off, and oxwarning(-1) to switch them all on.

See also
oxprintlevel

periodogram

periodogram(const ma);
periodogram(const ma, const itrunc, const cpoints,
    const imode);
ma
in: arithmetic type, T x n matrix
itrunc
in: int, truncation parameter m, if >= T then T-1 is used
cpoints
in: int, no of points N at which to evaluate periodogram
imode
in: 0: (truncated) periodogram (times T), 1: smoothed periodogram (times T) using Parzen window, 2: estimated spectral density using Parzen window (as option 1, but divided by c0).
Return value
  • periodogram(ma);
    Returns a N+1 by n matrix with T times the periodogram computed at the Fourier frequencies 0, 2\pi/T, ..., 2N\pi/T, where N=int(T/2).
  • periodogram(ma, itrunc, N, 0);
    Returns a N by n matrix with the periodogram of the columns of ma using autocovariances up to lag itrunc, computed at frequencies: 0, \pi/(N-1), ..., \pi.
  • periodogram(ma, itrunc, N, 1);
    Returns a N by n matrix with the smoothed periodogram of the columns of ma using autocovariances up to lag itrunc, computed at frequencies: 0, \pi/(N-1), ..., \pi.
  • periodogram(ma, itrunc, N, 2);
    Returns a N by n matrix with the spectral density of the columns of ma using autocorrelations up to lag itrunc, computed at frequencies: 0, \pi/(N-1), ..., \pi.
See also
DrawSpectrum.
Example

polydiv

polydiv(const ma, const mb, const cp);
ma
in: 1 x m matrix A = (a0 ... am-1) specifying the A polynomial (see below)
mb
in: 1 x n matrix B = (b0 ... bn-1) specifying the B polynomial (see below)
cp
in: int, required length, p, of polynomial resulting from division
Return value
Returns a 1 x p matrix with the coefficients of polynomial resulting from dividing the A polynomial by the B polynomial. The integer 0 is returned when b0 is 0, or p=0.
See also
polyeval, polymake, polymul, polyroots
Example

polyeval

polyeval(const ma, const mx);
ma
in: 1 x m matrix A = (a0 ... am-1) specifying the A polynomial
mx
in: arithmetics type
Return value
Returns the polynomial evaluated at mx.
See also
polydiv, polymake, polymul, polyroots
Example

polygamma

polygamma(const ma, const mn);
ma
in: arithmetic type, argument
mn
in: arithmetic type, order of derivative: 0 = first derivative, 1 = second derivative, etc.
Return value
Returns the derivative of the logarithm of the complete gamma function at the value of each element of ma, of double or matrix type. The second argument specifies the order of the derivative. Returns zero for derivative order less than 0 and -.Inf when the argument is zero or a negative integer. The return type is derived as follows:
  • m x n matrix, when ma is an m x n matrix, and the rest is scalar (int);
  • m x n matrix, when ma is a scalar, and the rest are m x n matrices;
  • m x n matrix, when ma is an m x n matrix, and the rest are m x n matrices;
  • double, when ma is scalar, and the rest is also scalar (int).
See also
loggamma
Example

polymake

polymake(const roots);
roots
in: 2 x m matrix with (inverse) roots of the polynomial, first row is real part, second row imaginary part (or 1 x m matrix if all roots are real).
Return value
Returns the coefficients of the polynomial (a0 = 1) as a 2 x (m+1) matrix if the roots had a complex part, else 1 x (m+1).
See also
polyroots
Example

polymul

polymul(const ma, const mb);
ma
in: 1 x m matrix A = (a0 ... am-1) specifying the A polynomial (see below)
mb
in: 1 x n matrix B = (b0 ... bn-1) specifying the B polynomial (see below)
Return value
Returns a 1 x (m+n-1) matrix with the coefficients of the product of the polynomials.
See also
polydiv, polyeval, polymake, polyroots
Example

polyroots

polyroots(const ma, const amroots);
ma
in: 1 x (m+1) matrix A = (a0 ... am) specifying the polynomial of order m (see below)
amroots
in: address of variable
out: 2 x m matrix with roots of the polynomial first row is real part, second row imaginary part (all zeros if the roots are real). The roots are not sorted.
Return value
Returns the result of the eigenvalue decomposition:
  • 0: no error;
  • 1: maximum no of iterations (50) reached.
See also
eigen, polydiv, polyeval, polymake, polymul
Example

pow

pow(const ma, const p);
ma
in: arithmetic type
Return value
Returns ma .^ p. This is identical to using the dot-power operator, with the exception that if both ma and p are an integer, the return type is a double.
See also
sqr, ^ .^
Example

print, println,

print(const a, ...);
println(const a, ...);
a
in: any type
...
in: any type
Return value
Returns the number of arguments supplied to the function.
Description
Each argument is printed to stdout using default formatting. A formatting string can be input in the input stream: a formatting string starts with a % symbol, and is followed by one or more characters. If a formatting string is encountered, it is not printed, but applied to the next argument.

There is an additional option to add column and row labels for a matrix, specify a different format for each matrix column, or only print the lower diagonal:

  • %r the next argument contains row labels (array of strings),
  • %c the next argument contains column labels (array of strings).
  • %cf the next argument contains column formats (array of strings)
  • %lwr only print the lower diagonal of the matrix

The default format strings are:

  • no value: "null",
  • int: "%d",
  • double: "%g",
  • matrix: "\n", then each element "%#13.5g", 6 elements on a line (5 if row is labelled), no labels,
  • string: "%s",
  • array: "&0x%p",
  • function: "&%d",
  • class: "&0x%p",
  • library function: "&0x%p". The format function may be used to set a different default format; it also lists the format options.
  • date/time: "%C", If there is no fraction the calendar date is printed as yyyy-mm-dd; if there is only a fraction the time is printed as hh:mm or hh:mm:ss or hh:mm:ss.hh. If both are present yyyy-mm-ddThh:mm[:ss[.hh]] is printed (so using the ISO standard for date/time formatting). Also see dayofcalendar.
  • any type: "%v", prints a variable in the format of an Ox constant, and can be used for any variable. It can be especially useful to read and write variables that consist of derived types, such as an array or a class object, but also for a matrix. An example is given below and in ox/samples/inout/percent_v.ox.

The format specification is similar to that for the printf function of the C language:

%[flag][width][.precision]type

Table std.2: Formatting flags for doubles and integers

-        left adjust in output field,
+        always print a sign,
space    prefix space if first character is not a sign
0        pad with leading zeros,
#        alternate output form:
         type is o: first digit will be 0,
         type is xX: prefix with 0x or 0X (unless value is 0),
         type is eEfgG: always print decimal point,
         type is gG: keep trailing zeros.
         type is mM: omit dimensions.

The width argument specifies the width of the output field. The precision argument specifies the number of significant digits (type is gG) number of digits after the decimal point (type is eEf); the default is 6 if precision is absent.


Table std.3: Formatting types for printing

double type, also used for matrices:
g,G       %e or %E if the exponent is <-4
          or >= precision; else use %f,
e,e       scientific notation: with exponent,
f         print without exponent,
C         print as a calendar date

specials for matrices:
r         followed by row labels (array of strings),
c         followed by column labels (array of strings),
cf        followed by column formats (array of strings),
    e.g.: print("%c",{"a","b"},"%cf",{"%8.4g","%6.2g"},m);

integer type:
d,i       signed decimal notation,
o         unsigned octal notation,
x,X       unsigned hexadecimal notation,
u         unsigned decimal notation,
c         print as a single character (i.e. one byte),

string type:
s         string format.

matrix type:
m         print matrix row by row using %25.26e.
M         print matrix row by row with the default format.

any type:
v		  any variable in Ox constant format.

println is as print but ensures the next output will be on a new line.

To print text starting with a percentage symbol that is also a format specifier, use either %s as the format, or a double percentage, as in println("%s", "%GDP", " or: ", "%%GDP").

See also
eprint, format, fprint, fscan, fwrite, sprint
Example

probchi, probf, probn, probt

probchi(const ma, const df);
probchi(const ma, const df, const nc);
probf(const ma, const df1, const df2);
probf(const ma, const df1, const df2, const nc);
probn(const ma);
probt(const ma, const df);
probt(const ma, const df, const nc);
ma
in: arithmetic type
df
in: arithmetic type, degrees of freedom
df1
in: arithmetic type, degrees of freedom in the numerator
df2
in: arithmetic type, degrees of freedom in the denominator
nc
in: arithmetic type, non-centrality parameter
Return value
Returns the requested probabilities at ma (the returned probabilities are between zero and one):
  • probchi: probabilities from chi2(df) distribution,
  • probchi: probabilities from non-central chi2(df) distribution,
  • probf: probabilities from F(df1, df2) distribution,
  • probf: probabilities from non-central F(df1, df2) distribution,
  • probn: one-sided probabilities from the standard normal N(0,1),
  • probt: one-sided probabilities from student-t(df) distribution,
  • probt: one-sided probabilities from non-central student-t(df) distribution.

The normal probabilities are accurate to 14-15 significant digits for probabilities >10-20. The probabilities are accurate to about 10 digits. The return type is derived as follows:

  • m x n matrix, when ma is an m x n matrix, and the rest is scalar;
  • m x n matrix, when ma is a scalar, and the rest are m x n matrices;
  • m x n matrix, when ma is an m x n matrix, and the rest are m x n matrices;
  • double, when ma is scalar, and the rest is also scalar.
See also
dens..., quan..., tail..., Probability package
Example

prodc, prodr

prodc(const ma);
prodr(const ma);
ma
in: T x n matrix A
Return value
The prodc function returns a 1 x n matrix r which holds the product of all column elements of ma.

The prodr function returns a T x 1 matrix which holds the product of all row elements of ma.

See also
sumc, sumr
Example

quanchi, quanf, quann, quant

quanchi(const ma, const df);
quanf(const ma, const df1, const df2);
quann(const ma);
quant(const ma, const df);
ma
in: arithmetic type, probabilities: all values must be between 0 and 1
df
in: arithmetic type, degrees of freedom
df1
in: arithmetic type, degrees of freedom in the numerator
df2
in: arithmetic type, degrees of freedom in the denominator
dr, da
in: arithmetic type
Return value
Returns the requested quantiles (inverse probability function; percentage points) at ma:
  • quanchi: quantiles from chi2(df) distribution,
  • quanf: quantiles from F(df1, df2) distribution,
  • quann: standard normal quantiles,
  • quant: quantiles from student-t(df) distribution.

The quantiles are accurate to about 10 digits. The return type is derived as follows:

  • m x n matrix, when ma is an m x n matrix, and the rest is scalar;
  • m x n matrix, when ma is a scalar, and the rest are m x n matrices;
  • m x n matrix, when ma is an m x n matrix, and the rest are m x n matrices;
  • double, when ma is scalar, and the rest is also scalar.
See also
dens..., prob..., tail... Probability package
Example

quantilec, quantiler

quantilec(const ma);
quantiler(const ma);
quantilec(const ma, const mq);
quantiler(const ma, const mq);
ma
in: T x n matrix A
mq
in: (optional argument) 1 x q matrix of quantiles
Return value
The quantilec function returns a q x n matrix holding the requested quantiles of the columns of ma. If no second argument is used the return value is a 1 x n matrix holding the medians.

The quantiler function returns a T x q matrix holding the requested quantiles of the rows of ma. If no second argument is used the return value is a T x 1 matrix holding the medians.

See also
meanc, meanr, varc, varr
Example

range

range(const min, const max);
range(const min, const max, const step);
min
in: int or double, first value m
max
in: int or double, last value n
step
in: int or double, (optional argument) increment
Return value
Returns a 1 x (n-m+1) matrix with the values with values m, m+1, ..., n. If n<m, range returns a 1 x (m-n+1) matrix with the values with values m, m-1, ..., n. The version which uses the step argument uses that as the incrementor (rather than the default +1 or -1), the returned matrix is a row vector of the required length.
Description
When all arguments are integers, the incrementation arithmetic is done using integers, else using doubles. Integer arithmetic could be a bit more precise when using longer ranges. The following example illustrates the difference:
range(-1.1, 1.1, 0.11);
range(-110, 110, 11) / 100;
The first line has the loop using floating point arithmetic, and will not have exactly zero, but something like -1.9e-16 as its 11th element. In the second line, the loop is incremented in integer arithmetic before conversion to floating point numbers. Here the 11th number will be exactly zero. Because if these rounding errors, it is best to use the integer version, and scale afterwards.
See also
constant
Example

rank

rank(const ma);
rank(const ma, const eps);
ma
in: arithmetic type
eps
in: arithmetic type, optional tolerance
Return value
Returns the rank of a matrix, of type int. The rank of a scalar is 1, except for the rank of zero, which is zero. In the one argument version, the rank is also relative to the norm, so that rank(1e-20) equals one. The two argument version uses the specified tolerance: rank(1e-20, 1e-10) equals zero.
See also
decsvd, inverteps, norm
Example

ranloopseed

ranloopseed(const iloop, const istage);
iloop
in: int, loop counter (if istage = 0)
istage
in: int, -1: initialization, 0: iterating, 1: exiting
No return value
Description
Colours the current seed with the loop iterator, so that parallel loops have the same random number stream independently of how they are partitioned among threads or processes. This is automatically done inside Ox for parallel for and parallel foreach loops.

Note that nested calls to ranloopseed are ignored, as are calls inside a parallel loop.

rann

rann(const r, const c);
r
in: int, number of rows
c
in: int, number of columns
Return value
Returns a r by c matrix of random numbers from the standard normal distribution, using drawings from the current uniform random generator.
See also
ranseed, ranu, Probability package
Example

ranseed

ranseed(const iseed);
iseed
in: int (1 seed), or array of ints (multiple seeds), or
in: string, name of random number generator to use.
Return value
Returns the current seed(s) of the random number generator (RNG). If the generator only uses one seed, the return type is int. Otherwise it is an array holding all the seeds (all array elements are integers).
A call to ranseed(0) only returns the current seed, without changing it; ranseed(-1) resets to the initial seed and returns the initial seed.
A call with a string argument to set the RNG returns the name of the new RNG. Use ranseed("") to get the name of the current RNG without changing it.
Description
Sets and gets the seed(s); ranseed can also change the random number generator:
  • "PM": LCG31, Modified Park and Miller (period approx. 231)
  • "GM": MWC60, George Marsaglia (period approx. 260)
  • "LE": LFSR113, Pierre L'Ecuyer (period approx. 2113)
  • "MWC_32": MWC8222, George Marsaglia multiply-with-carry (period approx. 28222)
  • "MWC_52", "default": MWC8222_52, George Marsaglia multiply-with-carry (period approx. 28222)
The number of seeds is dependent on the RNG being used: To set the seed, for example:
  • "PM" has 1 seed, example: ranseed(111);
  • "GM" has 2 seeds, example: ranseed({111, 1111}); If only one seed is set then both seeds are set to this value.
  • "LE" has 4 seeds, example: ranseed({1,11,111,1111}); In the this case the seeds have to be larger than 1, 7, 15, 127 respectively, otherwise the call is ignored. If only one seed is set then all seeds are set to this value (using 127 if the value is less than 127).
  • "MWC_32" and "MWC_52" have 256 seeds and a state and carry, so ranseed(0) returns a vector with 258 elements. It is possible to set the seed with one element, for example ranseed(111). In that case 111 is used as a starting point for a procedure that generates 256 seeds, and the default state and carry are used.
"MWC_52" generates a random number that makes full use of the available floating point precision (this carries over to all other random number functions). The others only use 32 bits, instead of 52. This is now the default uniform RNG (in Ox 3.4 and earlier, "PM" was the default). Choosing "MWC_52" or "MWC_32" will generate standard normal samples (rann) using the ziggurat method, while the others use the polar method.
See also
rann, ranu
Example

ranu

ranu(const r, const c);
r
in: int
c
in: int
Return value
Returns a r by c matrix of uniform random numbers. The matrix is filled by row. When both r and c are 1, the return value is a scalar of type double. The ranseed function can be used to change the random number generator.
See also
rann, ranseed
Example

reflect

reflect(const ma);
ma
in: square m x m matrix
Return value
Returns the reflected version of ma (i.e. the matrix transposed around its secondary diagonal, which runs from element [m-1][0] to [0][m-1]).
See also
transpose operator '
Example

replace

replace(const where, const what, const with);
replace(const where, const what, const with, const smode);
where
in: object to search in
what
in: what to search for
with
in: the replacement
smode
in: (optional argument), string controlling search method: "i", "ir", "r" or nothing
Return value
Returns where, with the requested replacements made (if any).
Description
wherewhatwithaction
array string string replace string elements equal where with with
array string string apply the replace action on each string element
string string string replace one or more occurrences of substring what
arithmetic int,doubleint,double replace every element that occurs in what
arithmetic matrix int,double replace every element that occurs in what
arithmetic matrix matrix replace every element that occurs in what with the corresponding element in with
array arithmeticarithmetic apply the replace action on each arithmetic element

Arithmetic denotes a matrix, int, or double. For string replacement, smode is an optional string consisting of the letters:

"i"ignore case,
"*"replace all,
"a"replace all,
"."dot-replacement: apply the string replacement to every string in the array (instead of replacing entire strings only),
"1" -- "9"perform from one to nine replacements.

The default is "*".

The smode argument is ignored for arithmetic replacement.

See also
find, vecindex
Example

reshape

reshape(const ma, const r, const c);
ma
in: arithmetic type
r
in: int
c
in: int
Return value
Returns an r by c matrix, filled by row from vecr(ma). If there are less than rc elements in ma, the input matrix is repeated.
See also
shape, vecr
Example

reversec, reverser

reversec(const ma);
reverser(const ma);
ma
in: m x n matrix A
Return value
The reversec function returns an m x n matrix which is ma, except that the elements within each column are in reverse order.

The reverser function returns an m x n matrix which is ma, except that the elements within each row are in reverse order.

See also
sortc, sortr
Example

round

round(const ma);
ma
in: arithmetic type
Return value
Returns the rounded elements of ma, of double or matrix type. Rounds to the nearest integer.
See also
ceil, floor, trunc
Example

rows

rows(const ma);
ma
in: any type
Return value
Returns an integer value which is the number of rows in the argument:
  • m x n matrix: m;
  • string: number of characters in the string;
  • array: number of elements in the array;
  • file: number of columns in the file; (only if opened with f format, see fopen);
  • other: 0.
See also
columns, sizeof
Example

savemat

savemat(const sname, const ma);
savemat(const sname, const ma, const iFormat);
savemat(const sname, const ma, const asVarNames);
sname
in: string containing a destination file name
ma
in: matrix
iFormat
in: (optional argument)
1: omit the matrix dimensions (.mat file only);
1: save in universal v96 format (.fmt file only)
asVarNames
in: (optional argument)
array of strings with names for data columns
Return value
Returns 0 if the operation failed, 1 otherwise.
Description
The type of file saved depends on the extension of the file name:
  • .mat: matrix file (text file),
  • .dat: data file (text file) with load information,
  • .in7: PcGive 7 data file (with corresponding .bn7 file),
  • .xlsx: Excel 2007 workbook file (Office Open xml),
  • .xls: Excel version 2.1 spread sheet file,
  • .csv: comma-separated spread sheet file (text file),

    Warning: Excel may write csv files with only single precision (9 significant digits, rather than the 17 that are needed for loss-less saving).

  • .fmt: Gauss matrix file: extended v89 (default) or universal v96,
  • .dta: Stata 11 data file (version 114),
  • .dht: Gauss data file: extended v89, with corresponding .dat file,
  • any other: as .mat file.
See also
Database class, loadmat
Example

scan

scan(const a, ...);
a
in: any type
...
in: any type
Return value
Returns the number of arguments successfully scanned and assigned.
Description
This function works as fscan, but reading from the console, not a file. Any text in the scanning string which is not an input is echoed to the console (this is different from the standard C scanf function).
See also
fscan, fwrite, sscan
Example

selectc, selectr, selectifc, selectifr, selectrc

selectc(const ma);
selectc(const ma, const mval);
selectr(const ma);
selectr(const ma, const mval);
selectifc(const ma, const mifc);
selectifr(const ma, const mifr);
selectrc(const ma, const mr, const mc);
ma
in: m x n matrix to select from
mval
in: p x q matrix with values to use for selection
mifc
in: p x n boolean matrix specifying columns to select
mifr
in: m x q boolean matrix specifying rows to select
mc
in: p x n matrix with indices of columns to select
mr
in: m x q matrix with indices of rows to select
Return value
The selectc function with one argument returns an m x s matrix, selecting columns from ma which have a missing value (NaN: not a number).
The selectr function with one argument returns an s x n matrix, selecting rows from ma which have a missing value (NaN).
The remaining forms expect matrices without missing values.
The selectc function with two arguments returns an m x s matrix, selecting the columns from ma which have at least one element equal to an element in the matrix mval.
The selectr function with two arguments returns an s x n matrix, selecting the rows from ma which have at least one element equal to an element in the matrix mval.
The selectif functions can be used to select rows or columns based on a logical expression: all rows (columns) wich have a zero in the corresponding row (column) are dropped.
The selectifc function returns an m x s matrix, selecting only those columns from ma which have at least one non-zero element in the corresponding column of mifc.
The selectifr function returns an s x n matrix, selecting only those rows from ma which have at least one non-zero element in the corresponding row of mifr.
The selectrc function returns a 1 x max(pn,mq) matrix, which holds the selected elements. If an index is outside the matrix bounds of ma the corresponding element in the return value is NaN.
All functions return an empty matrix if the selection is empty.
See also
deletec, deleter, deleteifc, deleteifr, isdotnan, vecindex
Example

setbounds

setbounds(const ma, const dlo, const dhi);
ma
in: m x n matrix
dlo
in: scalar, lower bound (may be -.Inf)
dhi
in: scalar, upper bound (may be +.Inf)
Return value
Returns the specified matrix, replacing values smaller than dlo by dlo and values greater that dhi by dhi. Missing values remain missing.
Example

setdiagonal, setlower, setupper

setdiagonal(const ma, const mdiag);
setlower(const ma, const ml);
setupper(const ma, const mu);
setlower(const ma, const ml, const mdiag);
setupper(const ma, const mu, const mdiag);
ma
in: m x n matrix
mdiag
in: 1 by min(m,n) or min(m,n) by 1 or matrix m x n matrix or scalar
ml
in: scalar, or m x n matrix, or vector, with new strict lower diagonal
mu
in: scalar or m x n matrix with new strict upper diagonal
Return value
setdiagonal returns a matrix with the diagonal replaced by mdiag, which is either a vector with the new diagonal elements, or a matrix from which the diagonal is copied. If mdiag is scalar, all diagonal elements of the returned matrix have that value.

setlower returns ma with the strict lower diagonal replaced by that of ml. If ml is a scalar, each element is set to that value. If ml is a row or column vector, the strict lower diagonal is set column-wise to elements of the vector (until the vector runs out).
setlower(ma, ml, mdiag) corresponds to setdiagonal( setlower(ma, ml), mdiag).

setupper returns ma with the strict upper diagonal replaced by that of ml. If ml is a scalar, each element is set to that value.
setupper(ma, ml, mdiag) corresponds to setdiagonal( setupper(ma, ml), mdiag).

See also
diag, diagonal, diagonalize, lower, upper
Example

shape

shape(const ma, const r, const c);
ma
in: arithmetic type
r
in: int
c
in: int
Return value
Returns an r by c matrix, filled by column from vec(ma). If there are fewer than rc elements in ma, the value 0 is used for padding.
See also
reshape, vec
Example

sin, sinh

sin(const ma);
ma
in: arithmetic type
Return value
sin returns the sine of ma, of double or matrix type.

sinh returns the sine hyperbolicus of ma, of double or matrix type.

See also
acos, asin, atan, cos, cosh, sinh, tan, tanh

sizec sizeof sizer sizerc

sizec(const ma);
sizeof(const ma);
sizer(const ma);
sizerc(const ma);
Return value
Returns an integer value which is the number elements in the argument:
                   rows/sizeof  columns   sizer  sizec  sizerc
int, double             0          0        1      1       1
m x n matrix            m          n        m      n      mn
string, length c        c          c        1      c       c
array, length c         c          c        1      c       c
file (f format)         r          c        r      c      rc
columns, rows
Example

solveldl

solveldl(const ml, const md, const mb);
ml
in: m x m lower diagonal matrix L, LDL'=A
md
in: 1 x m matrix with reciprocals of D
mb
in: m x n matrix B, the right-hand side
Return value
Returns the m x n matrix X from solving AX=B.
See also
decldl, invertsym
Example

solveldlband

solveldlband(const ml, const md, const mb);
ml
in: p x n vector specifying the Lb matrix
md
in: 1 x m matrix with reciprocals of D or empty matrix (see below).
mb
in: m x n matrix B, the right-hand side
Return value
Returns the m x n matrix X from solving AX=B.

If md is the empty matrix, the return value is the m x n matrix X=invert(L)B.

See also
decldlband, solvetoeplitz
Example

solvelu

solvelu(const ml, const mu, const mp, const mb);
ml
in: m x m lower diagonal matrix L
mu
in: m x m upper diagonal matrix U
mp
in: 2 x m matrix with interchange permutations in the second row
mb
in: m x n matrix B, the right-hand side
Return value
Returns the m x n matrix X from solving AX=B.
Description
Solves AX=B for X following a LU decomposition of A. This function may be used to only do the forward or backward substitution part:
solvelu(L, 0, 0, B) solves LX=B,
solvelu(0, U, 0, B) solves UX=B. So can be used to invert a triangular matrix.
See also
declu, invert
Example

solvetoeplitz

solvetoeplitz(const mr, const cm, const mb);
solvetoeplitz(const mr, const cm, const mb, alogdet);
mr
in: double, or r x 1 or 1 x r matrix, specifying the symmetric positive definite (band) Toeplitz matrix
cm
in: dimension of complete Toeplitz matrix: m x m, m >= r
mb
in: m x n matrix B, the right-hand side
alogdet
in: (optional argument) address of variable
out: double, the logarithm of (the absolute value of) the determinant of A
Return value
Returns the m x n matrix X from solving AX=B, or 0 if the Toeplitz matrix is singular.
See also
pacf, toeplitz
Example

sortbyc, sortbyr

sortbyc(const ma, const icol);
sortbyr(const ma, const irow);
ma
in: matrix
icol
in: scalar: index of column to sort, or matrix: specifying the columns to sort by.
irow
in: index of row to sort
Return value
The reordered (sorted in ascending order) matrix.
See also
reversec, reverser, sortc, sortr
Example

sortc, sortcindex, sortr

sortc(const ma);
sortr(const ma);
sortcindex(const mb);
ma
in: matrix, array or string
mb
in: row vector, column vector, array or string
Return value
If ma is a matrix, the return value is ma with each column (sortc) or row (sortr) sorted in ascending order. If ma is scalar the return type and value are that of ma.
If ma is an array of strings, the strings are sorted in increasing order (all non-string entries are pushed to the end, and will be in reverse order). If ma is a string, the string is returned unchanged.

sortcindex returns a column vector with the sorted index which results from applying sortc(mb) (so v[sortcindex(v)] equals sortc(v)). A matrix argument to sortcindex must be a column vector or a row vector (the transpose is used in the latter case, so sortcindex(v) and sortcindex(v') are the same).

Applying sortcindex twice, as in sortcindex(sortcindex(v)), returns the ranking.

See also
sortbyc, sortbyr
Example

spline

spline(const my, const mx, const alpha);
spline(const my, const mx, const alpha, agcv);
my
in: T x n matrix with variables (observations in columns) to smooth
mx
in: 0 for evenly spaced Y, else T x m matrix with X (where m=1: same X used for all Ys, or m=n: corresponding X is used with Y)
alpha
in: double, bandwidth, 0: automatic bandwidth selection using GCV, <0: absolute value is bandwidth, >0: specifies equivalent number of parameters.
agcv
in: (optional) address, returns GCV (generalized cross validation score) and equivalent number of parameters
Return value
Returns a T x n matrix with the smooth from applying the natural cubic spline. The optional agcv argument is a 2 x n matrix, with the generalized cross validation (GCV) score in the first row, and the equivalent number of parameters in the second.
Example

sprint

sprint(const a, ...);
a
in: any type
...
in: any type
Return value
Returns a string containing the written text, or 0 if the sprint buffer was too small (see sprintbuffer).
Description
Each argument is printed to a string. See print for a description of formatting. There is a maximum text length: this is documented under sprintbuffer.
See also
eprint, print, sprintbuffer
Example

sprintbuffer

sprintbuffer(const len);
len
in: int
Return value
Returns 0 of type int.
Description
Sets the size of the internal sprint buffer. The default is 16 * 1024 characters, and this function is only needed if a larger buffer is needed for sprint.
See also
sprint

sqr, sqrt

sqr(const ma);
sqrt(const ma);
ma
in: arithmetic type
Return value
sqrt returns the square root of the elements of ma, of double or matrix type.

sqr returns the square of the elements of ma. If the input to sqr is a double or matrix, the return type is a double or matrix. If the input is an integer, the return type is integer unless the result would overflow in integer computation. In that case the return type is double in order to represent the result.

See also
pow, ^ .^
Example

sscan

sscan(const string, const a, ...);
sscan(const astring, const a, ...);
string
in: string to scan from
astring
in: address of string to scan from, on return the scanned text has been removed from the string
a
in: any type
...
in: any type
Return value
Returns the number of arguments successfully scanned and assigned. If s is a string, then sscan(s, ...) will leave the string unchanged, whereas sscan(&s, ...) will remove the read characters from the string. Returns -1 when at the end of the string.
Description
This function works as fscan, but reading from a string, not a file. See fscan for a description of formatting; the "%#m" and "%#M" formats may not be used in sscan.
See also
fscan, fwrite, scan
Example

standardize

standardize(const ma);
ma
in: T x n matrix A
Return value
Returns a T x n matrix holding the standardized columns of ma. If any variance is <= 1e-20, then the corresponding column is set to 0.
See also
meanc, meanr, varc, varr, variance
Example

string

string(const ma);
ma
in: arithmetic type
Return value
Casts the argument to a string, see explicit type conversion.
See also
double

strfind, strfindr, strifind strifindr

strfind(const where, const what);
strfindr(const where, const what);
strifind(const where, const what);
strifindr(const where, const what);
wherewhatreturn type
array of stringsarray of c string1 x c matrix with indices of occurrence (-1 if not found)
array of stringsstringint: index of occurrence of string what, or -1 if not found
stringstringint: index of occurrence of substring what, or -1 if not found
stringr x c matrix with character values1 x rc matrix with indices of occurrence (-1 if not found)
stringcharacterint: index of occurrence of character what, or -1 if not found
strfind case sensitive search
strifind case insensitive search
strfindr case sensitive reverse search
strifindrcase insensitive reverse search
Example

strlwr, strtrim, strupr

strlwr(const s);
strtrim(const s);
strupr(const s);
s
in: the strings to convert
Return value
Returns a copy of the string, which is converted to lower case (strlwr) or uppercase (strupr). strtrim returns the string with leading and trailing white space removed.
Example

submat

submat(const ma, const r1, const r2, const c1, const c2);
ma
in: matrix
r1,r2
in: int
c1,c2
in: int
Return value
Returns the submatrix of ma from row indices r1 to r2 and column indices c1 to c2. This is equivalent to ma[r1:r2][c1:c2].
See also
submat, []

sumc, sumr

sumc(const ma);
sumr(const ma);
ma
in: T x n matrix A
Return value
The sumc function returns a 1 x n matrix r which holds the sum of the column elements of ma.

The sumr function returns a T x 1 matrix which holds the sum of the row elements of ma.

See also
meanc, meanr, prodc, prodr, sumsqrc, sumsqrr, varc, varr
Example

sumsqrc, sumsqrr

sumsqrc(const ma);
sumsqrr(const ma);
ma
in: T x n matrix A
Return value
The sumsqrc function returns a 1 x n matrix r which holds the sum of the squares of the column elements of ma.

The sumsqrr function returns a T x 1 matrix which holds the sum of the squares of the row elements of ma.

See also
sumc, sumr, varc, varr
Example

systemcall

systemcall(const s);
s
in: string with system command
Return value
Performs a operating system call, and waits for the call to finish. Returns the exit code from the system call.

For example, systemcall("dir") lists the directory under Windows, while systemcall("ls") does this under Linux. The output of the command is echoed to the standard output console.

See also
chdir, getcwd, getenv

tailchi, tailf, tailn, tailt

tailchi(const ma, const df);
tailf(const ma, const df1, const df2);
tailn(const ma);
tailt(const ma, const idf);
ma
in: arithmetic type
df
in: arithmetic type, degrees of freedom
df1
in: arithmetic type, degrees of freedom in the numerator
df2
in: arithmetic type, degrees of freedom in the denominator
idf
in: int, degrees of freedom
Return value
Returns the requested tail probabilities at ma (the returned tail probabilities are between zero and one):
  • tailchi: tail probabilities from chi2(df) distribution,
  • tailf: tail probabilities from F(df1, df2) distribution,
  • tailn: one-sided standard normal tail probability,
  • tailt: one-sided tail probabilities from student-t(df) distribution.

The tail probabilities are accurate to about 10 digits. The return type is derived as follows:

  • m x n matrix, when ma is an m x n matrix, and the rest is scalar (int for tailt);
  • m x n matrix, when ma is a scalar, and the rest are m x n matrices;
  • m x n matrix, when ma is an m x n matrix, and the rest are m x n matrices;
  • double, when ma is scalar, and the rest is also scalar (int for tailt).
See also
dens..., prob..., quan...
Example

tan, tanh

tan(const ma);
tanh(const ma);
ma
in: arithmetic type
Return value
tan returns the tangent of ma, of double or matrix type.

tanh returns the tangent hyperbolicus of ma, of double or matrix type.

See also
acos, asin, atan, cos, cosh, sin, sinh, tanh

thinc, thinr

thinc(const ma, const c);
thinr(const ma, const r);
ma
in: m x n matrix A
c
in: int, desired number of columns to extract
r
in: int, desired number of rows to extract
Return value
The thinc function returns an m by c matrix consisting of a selection of columns of the original matrix. The thinr function returns an r by n matrix consisting of a selection of rows of the original matrix.
See also
aggregatec, aggregater
Example

time

time();
Return value
A string holding the current time.
See also
date
Example

timeofday

timeofday();
timeofday(const index);
timeofday(const hours, const minutes);
timeofday(const hours, const minutes, const seconds);
timeofday(const hours, const minutes, const seconds, const hundreds);
index
in: arithmetic type, calendar index of a certain date with fractional time
hours
in: arithmetic type, hours on 24-hour clock
minutes
in: arithmetic type, minutes
seconds
in: arithmetic type, seconds
hundreds
in: arithmetic type, hundreds
Return value
The timeofday function without any arguments returns the fraction of the calendar index representing the current time.

The timeofday function with two or more arguments returns the fraction of the calendar index of the specified time (see below). If all arguments are an integer, the return value will be an integer.

The timeofday function with one argument takes a calendar index (or vector of indices), as argument, returning a n x matrix with the quadruplet hours, minutes, seconds, hundreds in each row (n is the number of elements in the input).

Description
The calendar index is the Julian day number, with an optional fractional part to specifies the fraction of the day: 2453402.75 corresponds to 2005-01-01T18:00. If the day number is zero, it is interpreted as a time only, so 0.75 is just 18:00 (6 PM). The "%C" print format is available to print or scan a calendar index.
See also
dayofcalendar, print, timing
Example

timer, timespan

timer();
timespan(const time);
timespan(const time, const time0);
time
in: double, value from previous call to timer
time0
in: double, (optional argument) start time
Return value
The timer function returns a double representing the current time in one 100th of a second. (Under Windows this is the elapsed time since the process started; under Linux/Unix, it is the CPU time used so far, ignoring time taken by other processes.)

The timespan function returns a string holding the time lapsed since the time argument.

The timespan(time, time0) function returns a string holding the lapsed time between time and time0. Both arguments must be measured in one 100th of a second.

See also
today
Example

timestr, timing, today

timestr(const time);
timing(const mdates);
timing(const mtimes, const mode);
today();
time
in: double, date expressed as number of seconds since 1 January 1970 at 00:00:00 (e.g. a value from timing)
mdates
in: T x k matrix with date and time, in order: year, month, day, hour, minute, second (see below).
mtimes
in: m x n matrix with dates expressed in seconds
mode
in: int, 0 (or absent): convert date/time to seconds; 1: convert seconds to date/time; 2: convert seconds to calendar index as used in dayofcalendar and timeofday.
Return value
The timing function with mode 0 (or no mode specified) converts a T x k matrix of year, month, ..., seconds (see below) to a T x 1 vector with the date/time expressed as the number of seconds since 1 January 1970 at 00:00:00.

The timing function with mode 1 converts an m x n matrix of seconds, returning an mn x 6 matrix with respectively year, month, day, hour, min, sec in the columns.

The timing function with mode 2 converts an m x n matrix (or a single double) of seconds to calendar indices, returning an m x n matrix (or a double).

The timestr function returns the date/time expressed as a text string: "year-month-day hour:min:sec". The time is omitted if it is 00:00:00.

The today function returns a double with the current date/time expressed in seconds.

Description
These functions work with time in seconds: the number of seconds since 1 January 1970 at 00:00:00. This is more restrictive and less convenient than the calendar index (with fraction for time) that is used in dayofcalendar and timeofday. The input matrix for timing with mode 0 (or no mode specified) has a specified data and time in each row, with the columns organized as:
column   item    values
0        year    full year (e.g. 1970)
1        month   month in year, 1 ... 12 (e.g. 2 for February)
2        day     day in month, 1 ... 31
3        hour    hour in day, 0 ... 23
4        min     minutes, 0 ... 60
5        sec     seconds, 0 ... 60
The actual input matrix may have fewer columns, in which case the remainder is assumed to be zero.
See also
dayofcalendar, timeofday, timer
Example

toeplitz

toeplitz(const ma);
toeplitz(const ma, const cm);
ma
in: double, or r x 1 or 1 x r matrix
cm
in: (optional argument) m: dimension of matrix to be created, m >= r; if the argument is missing, m=r is used.
Return value
Returns a symmetric Toeplitz matrix.
See also
diag, solvetoeplitz
Example

trace

trace(const ma);
ma
in: arithmetic type
Return value
Returns the trace of ma (the sum of its diagonal elements). Return type is double.
See also
determinant
Example

trunc, truncf

trunc(const ma);
truncf(const ma);
ma
in: arithmetic type
Return value
trunc returns the truncated elements of ma, of double or matrix type.

truncf is fuzzy truncation.

See also
ceil, floor, fuzziness, round,
Example

union, unique

union(const ma);
unique(const ma);
ma
in: matrix
mb
in: matrix
Return value
unique returns the sorted unique elements of ma as a row vector.
union returns a row vector with the sorted unique elements of ma and mb combined.

Returns an empty matrix if the result is empty. Missing values are skipped.

See also
exclusion, intersection
Example

unit

unit(const rc);
unit(const r, const c);
rc
in: int
r
in: int
c
in: int
Return value
Returns an rc by rc identity matrix (one argument), or an r by c matrix with ones on the diagonal (rest zero).
See also
constant, unit, zeros
Example

unvech

unvech(const va);
va
in: arithmetic type, (column or row) vector to make into symmetric matrix
Return value
Returns a symmetric matrix, given the vectorized lower diagonal of a symmetric matrix.
See also
vech
Example

upper

upper(const ma);
ma
in: m x n matrix
Return value
Returns the upper diagonal (including the diagonal), i.e. returns a copy of the input matrix with strict lower-diagonal elements set to zero.
See also
lower, setdiagonal, setlower, setupper
Example

va_arglist

va_arglist();
Return value
Returns an array holding the arguments starting with the first variable in the variable argument list.
Description
See variable arguments.
Example

varc, varr

varc(const ma);
varr(const ma);
ma
in: T x n matrix A
Return value
The varc function returns a 1 x n matrix holding the variances of the columns of ma.

The varr function returns a T x 1 matrix holding the variances of the rows of ma.

See also
meanc, meanr, sumc, sumr, variance
Example

variance

variance(const ma);
ma
in: T x n matrix A
Return value
Returns an n x n matrix holding variance-covariance matrix of ma.
See also
acf, correlation, meanc, meanr, standardize, varc, varr
Example

vec

vec(const ma);
ma
in: arithmetic type
Return value
If ma is an m x n matrix, the return value is an mn x 1 matrix consisting of the stacked columns of ma. If ma is scalar, the return value is an 1 x 1 matrix consisting of the value ma.
See also
shape, vech, vecr
Example

vech

vech(const ma);
ma
in: arithmetic type
Return value
If ma is an m x n matrix, the return value is an (m(m+1)/2 - j(j+1)/2) by 1 matrix, where j = max(m-n,0), consisting of the stacked columns of the lower diagonal of ma. If ma is scalar, the return value is a 1 x 1 matrix consisting of the value ma.
See also
unvech, vec, vecr
Example

vecindex

vecindex(const ma);
vecindex(const ma, const mfind);
ma
in: matrix
mfind
in: matrix (optional argument)
Return value
vecindex with 1 argument returns a p x 1 matrix holding the row index of the non-zero elements of vec(ma), where p is the number of non-zero elements in ma. If there is no non-zero element, the function returns the empty matrix. A .NaN in ma is treated as a non-zero.
vecindex with 2 arguments returns a p x 1 matrix holding the row indices of the elements of vec(ma), which appear in vec(mfind). If none are found, the function returns the empty matrix.
Description
The one argument version is often used with a boolean expression: vecindex(x .< 0 .|| x .== 10) A scalar second argument locates all indices that have that value: vecindex(x, 5) If the second argument is a matrix, vecindex returns the sorted indices of elements of the first argument that occur in the second. Use find instead to determine the location of the elements of one vector in another.
See also
find, shape, vec, vecrindex
Example

vecr

vecr(const ma);
ma
in: arithmetic type
Return value
If ma is an m x n matrix, the return value is an mn x 1 matrix consisting of the stacked transposed rows of ma. If ma is scalar, the return value is a 1 x 1 matrix consisting of the value ma.
See also
reshape, vech, vec
Example

vecrindex

vecrindex(const ma);
vecrindex(const ma, const mfind);
vecrindex(const ma, const mfind, const bunique);
ma
in: matrix
mfind
in: matrix (optional argument)
bunique
in: int (optional argument when mfind is present)
Return value
vecrindex with 1 argument returns a p x 1 matrix holding the row index of the non-zero elements of vecr(ma), where p is the number of non-zero elements in ma. If there is no non-zero element, the function returns the empty matrix. A .NaN in ma is treated as a non-zero.
vecrindex with 2 arguments returns a p x 1 matrix holding the row indices of the elements of vecr(ma), which appear in mfind. If none are found, the function returns the empty matrix. If the optional third argument is TRUE, then the return value has at most the dimension of vecr(mfind); for each element in vecr(mfind) the first occurrence in ma is reported (if any). This can be faster when ma is large, and you know that each occurrence occurs only once.
See also
find, vecr, vecindex
Example

zeros

zeros(const r, const c);
zeros(const ma);
r
in: int
c
in: int
ma
in: matrix
Return value
zeros(r,c) returns an r by c matrix filled with zeros.
zeros(ma) returns a matrix of the same dimension as ma, filled with zeros.
See also
nans, ones, unit, zeros
Example

Ox version 4.08. © JA Doornik This file last changed .