date | returns a string with the current date |
dayofcalendar | translates a date in the day of the calendar |
dayofeaster | finds the calendar date of Easter |
dayofmonth | finds the n-th weekday in the month |
dayofweek | translates a date in the day of the week |
time | returns a string with the current time |
timeofday | translates the time component of a calendar index |
timer | returns an integer representing the current time |
timespan | returns the lapsed time |
timestr | returns a string from no of seconds since 1 Jan 1970 |
timing | returns date/time as no of seconds since 1 Jan 1970 |
today | returns current date/time as no of seconds since 1 Jan 1970 |
any | returns TRUE if any element is TRUE |
arglist | get the argument list specified on the command line |
binand | binary and operation |
bincomp | binary bit-wise complement operation |
binor | binary or operation |
columns | get number of columns of argument |
countc | count elements in columns in specified intervals |
countr | count elements in rows in specified intervals |
discretize | count elements in columns in regularly-spaced intervals |
isdotfeq | tests for dot fuzzy equality |
isdotinf | returns boolean matrix from test for infinity |
isdotmissing | returns boolean matrix from test for missing values (.NaN,+.Inf,-.Inf) |
isdotnan | returns boolean matrix from test for .NaN |
isfeq | tests for fuzzy equality |
ismissing | tests for the presence of a missing value (.NaN,+.Inf,-.Inf) |
isnan | tests for the presence of a .NaN |
limits | maximum/maximum values in matrix plus location |
max | maximum value in arguments |
maxc | maximum value of each column |
maxcindex | row index of the maximum value of each column |
maxr | maximum value of each row |
min | minimum value in arguments |
minc | minimum value of each column |
mincindex | row index of the minimum value of each column |
minr | minimum value of each row |
prodc | compute column products |
prodr | compute row products |
rows | get number of rows of argument (0 for int,double) |
sizec | get number of columns of argument (1 for int,double) |
sizeof | same as rows() |
sizer | get number of rows of argument (1 for int,double) |
sizerc | get total number of elements of argument (1 for int,double) |
sumc | compute column sums |
sumr | compute row sums |
sumsqrc | compute column sum of squares |
sumsqrr | compute row sum of squares |
va_arglist | needed to access arguments in a variable argument list |
CloseDrawWindow | Close the drawing window |
Draw | draw a matrix against an x-axis |
DrawAcf | draw an ACF (correlogram) and/or PACF |
DrawAdjust | adjust most recent draw object |
DrawAxis | draw an axis |
DrawAxisAuto | draw an automatic axis |
DrawBoxPlot | draw a box plot |
DrawCorrelogram | draw a correlogram |
DrawDensity | draw a histogram and/or density |
DrawHistogram | draw a histogram from vector of heights |
DrawLegend | draw the legend |
DrawLine | draw a line |
DrawMatrix | draw a matrix against an x-axis |
DrawPLine | draw a line (pixel coordinates) |
DrawPSymbol | draw a symbol (pixel coordinates) |
DrawPText | draw text (pixel coordinates) |
DrawQQ | draw a QQ plot |
DrawSpectrum | draw a spectral density |
DrawSymbol | draw a symbol |
DrawT | draw a matrix against time |
DrawText | draw text |
DrawTitle | set the title text |
DrawTMatrix | draw a matrix against time |
DrawX | cross plot of a matrix against a vector |
DrawXMatrix | cross plot of a matrix against a vector |
DrawXYZ | draw 3-dimensional graph |
DrawZ | add error bar/band/fan/Z variable |
SetDraw | Set drawing defaults |
SaveDrawWindow | Save the drawing to a file |
SetDrawWindow | Set the name of the drawing window |
SetTextWindow | Set the name of the text window |
ShowDrawWindow | Show the drawing window |
eprint | print to stderr |
fclose | close a file |
fcopy | copies a file |
feof | tests for end of file |
fexists | tests if a file exists |
fflush | flushes the file buffer |
fopen | open a file |
format | set default print format |
fprint | print to a file |
fprintln | as fprint(), ensures the next output will be on a new line |
fread | read data in binary format from a file |
fremove | removes a file |
fscan | read from a file |
fseek | gets or repositions the file pointer |
fsize | get the file size in bytes |
ftime | get the file's modification time |
fwrite | write data in binary format from a file |
getfiles | get list of files matching the specified mask |
getfolders | get list of folders matching the specified mask |
loadmat | load a matrix |
loadsheet | load an entire sheet from a spread sheet file as an array |
print to stdout | |
println | as print(), ensures the next output will be on a new line |
savemat | save a matrix |
scan | read from the console |
sprint | print to a string |
sprintbuffer | resize the sprint buffer |
sscan | read from a string |
classname | returns the class name of a class object |
clone | returns the clone of a class object |
isarray | tests if argument is an array |
isclass | tests if argument is a class object |
isdouble | tests if argument is a double |
isfile | tests if argument is a file |
isfunction | tests if argument is a function |
isint | tests if argument is an integer |
ismatrix | tests if argument is a matrix |
ismember | tests if a class object has a specified member |
isstring | tests if argument is a string |
bessel | bessel functions of order 0 and 1 |
betafunc | incomplete beta integral |
binomial | binomial coefficient |
cabs | complex absolute value |
cdiv | complex division |
cerf | complex error function |
cexp | complex exponent |
ceil | ceiling |
clog | complex logarithm |
cmul | complex multiplication |
csqrt | complex square root |
dawson | Dawson integral |
dfft | discrete Fourier transform |
erf | error function |
exp | exponent |
expint | exponential integral Ei |
fabs | absolute value |
factorial | factorial |
fft | fast Fourier transform, pads to a power of two |
fft1d | fast Fourier transform, any sample size |
floor | floor |
fmod | floating point remainder |
gammafact | gamma function (related to factorial) |
gammafunc | incomplete gamma function |
idiv | integer division |
imod | integer remainder |
log | natural logarithm |
log10 | base-10 logarithm |
loggamma | logarithm of gamma function |
polygamma | derivatives of loggamma function |
pow | dot-power (alternative to ^ .^) |
round | rounds to nearest integer |
sqr | square |
sqrt | square root |
trunc | truncate towards zero |
truncf | fuzzy truncation towards zero |
constant | create a matrix and fill with a value |
diag | create matrix with specified vector on diagonal |
nans | create a matrix of nans |
ones | create a matrix of ones |
range | create a matrix consisting of a range of numbers (trend) |
toeplitz | create a symmetric Toeplitz matrix |
unit | create an identity matrix |
zeros | create a matrix of zeros |
choleski | Choleski decomposition of symmetric positive definite matrix |
decldl | square root free Choleski decomposition of sym.pd. matrix |
decldlband | Choleski decomposition of sym.pd. band matrix |
declu | LU decomposition |
decmgs | QR decomposition |
decqr | QR decomposition |
decqrmul | applies Q from the QR decomposition to compute Q'Y |
decqrupdate | update a QR decomposition via Givens rotations |
decschur | real Schur decomposition |
decschurgen | real generalized Schur decomposition |
decsvd | singular value decomposition |
eigen | eigenvalues of matrix |
eigensym | eigenvalues of symmetric matrix |
eigensymgen | solves generalized symmetric eigen problem |
polydiv | divides two polynomials |
polyeval | evaluates a polynomial |
polymul | multiplies two polynomials |
polymake | gets polynomial coefficients from the (inverse) roots |
polyroots | computes the (inverse) roots of a polynomial |
solveldl | solves AX=B when A is decomposed with decldl |
solveldlband | solves AX=B when A is decomposed with decldlband |
solvelu | solves AX=B when A is decomposed with declu |
solvetoeplitz | solves AX=B when A is symmetric Toeplitz |
determinant | returns the determinant of a matrix |
diagonalize | set off-diagonal elements to zero |
invert | invert a matrix |
inverteps | sets inversion/rank epsilon |
invertgen | (generalized) inversion |
invertsym | invert a symmetric matrix |
logdet | returns the log and sign of the determinant |
norm | returns the norm of a matrix |
nullspace | returns the null space of a matrix |
outer | XSX' or diagonal(XSX') or Sum xixi' |
rank | returns the rank of a matrix |
trace | returns the trace of a matrix |
aggregatec | aggregates the columns of a matrix by taking sums of groups |
aggregater | aggregates the rows of a matrix by taking sums of groups |
deletec | deletes columns with specific values (or missing values) |
deleteifc | deletes columns according to boolean matrix |
deleteifr | deletes rows according to boolean matrix |
deleter | deletes rows with specific values (or missing values) |
diagcat | concatenates two matrices long the diagonal |
diagonal | extract diagonal from a matrix |
dropc | deletes specified columns |
dropr | deletes specified rows |
exclusion | return sorted unique elements which are not in a 2nd matrix |
find | row indices of elements of one vector in another |
headc | returns the leading rows of all columns |
insertc | inserts columns of zeros |
insertr | inserts rows of zeros |
intersection | return sorted unique intersection of two matrices |
peakc | returns the matrix such that within each column the values do not go down |
lower | return the lower diagonal of a matrix |
reflect | reflect a matrix |
reshape | reshape a matrix by row, repeating if necessary |
reversec | reverse the elements in each columns |
reverser | reverse the elements in each row |
selectc | selects columns with specific values (or missing values) |
selectifc | selects columns according to boolean matrix |
selectifr | selects rows according to boolean matrix |
selectr | selects rows with specific values (or missing values) |
selectrc | selects elements from specified rows and columns |
setbounds | set the lower and upper bounds of a matrix |
setdiagonal | set the diagonal of a matrix |
setlower | set the lower diagonal of a matrix |
setupper | set the upper diagonal of a matrix |
shape | reshape a matrix by column, padding with zeros if necessary |
sortbyc | sort one column, and remaining columns accordingly |
sortbyr | sort one row, and remaining rows accordingly |
sortc | sort columns of a matrix, or an array of strings |
sortcindex | sorted index from applying sortc |
sortr | sort rows of a matrix |
submat | extract a submatrix |
tailc | returns the trailing rows of all columns |
thinc | thin the columns of a matrix |
thinr | thin the rows of a matrix |
union | return the sorted unique elements of two matrices |
unique | return the sorted unique elements of a matrix |
unvech | undoes vech |
upper | return the upper diagonal of a matrix |
vec | vectorize the columns of a matrix |
vech | vectorize the lower diagonal only |
vecindex | row indices of non-zero elements of the vec of a matrix |
vecr | vectorize the rows of a matrix |
vecrindex | row indices of non-zero elements of the vecr of a matrix |
FindZero | finds the root of a scalar function |
GetMaxControl | get maximum no of iterations and print control |
GetMaxControlEps | get convergence tolerances |
MaxBFGS | maximize a function using BFGS |
MaxControl | set maximum no of iterations and print control |
MaxControlEps | set convergence tolerances |
MaxConvergenceMsg | get convergence message |
MaxNewton | maximize a function using Newton's method |
MaxScalarBrent | maximize a function of one argument (derivative free) |
MaxScalarPowell | maximize a function of one argument (derivative free) |
MaxSimplex | maximize a function using the simplex method |
MaxSQP | maximize a function under nonlinear constraints |
MaxSQPF | as MaxSQP, using feasible iterates |
Num1Derivative | numerical computation of 1st derivative |
Num2Derivative | numerical computation of 2nd derivative |
NumJacobian | numerical computation of Jacobian matrix |
SolveNLE | solves systems of nonlinear equations |
SolveQP | solves quadratic programming problem |
denschi | chi 2 density |
densf | Fdensity |
densn | standard normal density |
denst | Student t-distribution density |
probchi | chi 2 distribution function (also non-central) |
probf | F-distribution function |
probn | standard normal distribution function |
probt | Student t distribution function |
quanchi | chi 2 distribution quantiles |
quanf | F-distribution quantiles |
quann | standard normal quantiles |
quant | Student t-distribution quantiles |
tailchi | chi 2 distribution tail probabilities |
tailf | F-distribution tail probabilities |
tailn | standard normal tail probabilities |
tailt | Student t-distribution tail probabilities |
densbeta | B(a,b) density |
densbinomial | Binomial density |
denscauchy | Cauchy density |
densexp | exponential density |
densextremevalue | Extreme Value density |
densgamma | Gamma density |
densgeometric | Geometric density |
densgh | Generalized Hyperbolic density |
densgig | Generalized Inverse Gaussion density |
denshypergeometric | Hypergeometric density |
densinvgaussian | Inverse Gaussion density |
denskernel | kernel densities |
denslogarithmic | Logarithmic density |
denslogistic | Logistic density |
denslogn | Lognormal density |
densmises | von Mises density |
densnegbin | Negative Binomial density |
denspareto | Pareto density |
denspoisson | Poisson density |
densweibull | Weibull density |
probbeta | B(a,b) cumulative distribution function |
probbinomial | Binomial cumulative distribution function |
probbvn | bivariate normal cumulative distribution function |
probcauchy | Cauchy cumulative distribution function |
probexp | exponential cumulative distribution function |
probextremevalue | Extreme Value cumulative distribution function |
probgamma | Gamma cumulative distribution function |
probgeometric | Geometric cumulative distribution function |
probhypergeometric | Hypergeometric cumulative distribution function |
probinvgaussian | Inverse Gaussion cumulative distribution function |
problogarithmic | Logarithmic cumulative distribution function |
problogistic | Logistic cumulative distribution function |
problogn | Lognormal cumulative distribution function |
probmises | von Mises cumulative distribution function |
probmvn | multivariate normal cumulative distribution function (up to trivariate) |
probnegbin | Negative Binomial cumulative distribution function |
probpareto | Pareto cumulative distribution function |
probpoisson | Poisson cumulative distribution function |
probweibull | Weibull cumulative distribution function |
quanbeta | B(a,b) quantiles |
quanbinomial | Binomial quantiles |
quancauchy | Cauchy quantiles |
quanexp | exponential quantiles |
quanextremevalue | Extreme Value quantiles |
quangeometric | Geometric quantiles |
quanhypergeometric | Hypergeometric quantiles |
quaninvgaussian | Inverse Gaussion quantiles |
quanlogarithmic | Logarithmic quantiles |
quangamma | Gamma quantiles |
quanlogistic | Logistic quantiles |
quanlogn | Lognormal quantiles |
quanmises | von Mises quantiles |
quannegbin | Negative Binomial quantiles |
quanpareto | Pareto quantiles |
quanpoisson | Poisson quantiles |
quanweibull | Weibull quantiles |
ranloopseed | used in parallel loops |
rann | standard normal distributed random numbers |
ranseed | set and get seed, or choose random number generator |
ranu | uniform [0,1] distributed random numbers |
ranbeta | B(a,b) distributed random numbers |
ranbinomial | binomially distributed random numbers |
ranbrownianmotion | realizations from a Brownian motion |
rancauchy | Cauchy random numbers |
ranchi | chi 2 distributed random numbers |
randirichlet | Dirichlet(\alpha1,...,\alphac+1) distributed random numbers |
ranexp | \exp(\lambda) distributed random numbers |
ranextremevalue | Extreme Value random numbers |
ranf | F-distributed random numbers |
rangamma | gamma-distributed random numbers |
rangeometric | Geometric random numbers |
rangh | Generalized Hyperbolic random numbers |
rangig | Generalized Inverse Gaussion random numbers |
ranhypergeometric | Hypergeometric random numbers |
ranindex | draw a random index without replacement |
raninvgaussian | inverse Gaussian-distributed random numbers |
ranlogarithmic | logarithmic distributed random numbers |
ranlogistic | logistic distributed random numbers |
ranlogn | log-normal distributed random numbers |
ranmises | von Mises distributed random numbers |
ranmultinomial | multinomial distributed random numbers |
rannegbin | negative binomial distributed random numbers |
ranpareto | Pareto random numbers |
ranpoisson | poisson distributed random numbers |
ranpoissonprocess | realizations from a Poisson process |
ranshuffle | samples from a vector without replacement |
ranstable | stable-distributed random numbers |
ransubsample | samples from a set of integers without replacement |
rant | Student t-distributed random numbers |
ranuorder | uniform order statistics |
ranweibull | Weibull random numbers |
ranwishart | Wishart(1, Ir) distributed random drawing |
correlation | correlation matrix of matrix (data in columns) |
meanc | compute column means |
meanr | compute row means |
moments | compute column moment ratios (skewness,kurtosis, etc.) |
ols2c | OLS based on normal equations (data in columns) |
ols2r | OLS based on normal equations (data in rows) |
olsc | OLS based on orthogonal decomposition (data in columns) |
olsr | OLS based on orthogonal decomposition (data in rows) |
quantilec | quantiles of a matrix (data in columns) |
quantiler | quantiles of a matrix (data in rows) |
standardize | standardize a matrix (data in columns) |
spline | natural cubic spline smoother (data in columns) |
varc | compute column variances |
variance | variance matrix of matrix (data in columns) |
varr | compute row variances |
find | finds a string/character in a string or array of strings |
replace | replace string(s) in a string or array of strings |
strfind | finds a string/character in an array of strings/string |
strfindr | as strfind but searching backward |
strifind | case insensitive version of strfind |
strifindr | case insensitive version of strfindr |
strlwr | convert a string to lower case |
strtrim | removes leading and trailing white space |
strupr | convert a string to upper case |
chdir | change directory |
exit | exits Ox |
getcwd | get current working directory |
getenv | get the value of an environment variable |
oxfilename | returns the name of the Ox file it is called from |
oxprintlevel | global control of printing |
oxrunerror | raises a run-time error |
oxversion | returns the Ox version |
oxwarning | controls run-time warnings |
systemcall | make an operating system call |
acf | autocorrelation function of matrix |
cumsum | cumulate autoregressive sum |
cumprod | cumulate autoregressive product |
cumulate | cumulate (vector) autoregressive process |
diff0 | ith difference, (1-Li)y |
findsample | determines the selected sample |
lag0 | ith lag |
periodogram | periodogram, smoothed periodogram (spectral density) |
arma0 | residuals of an ARMA(p,q) filter |
armaforc | forecasts from an ARMA(p,q) process |
armagen | fitted values of an ARMA(p,q) process |
armavar | autocovariances of an ARMA(p,q) process |
diffpow | dth fractional difference, (1-L)dy |
modelforc | forecasts of a dynamic model |
pacf | partial autocorrelation function of matrix |
pacf | applies Choleski factor of a Toeplitz matrix |
acos | arccosine |
asin | arcsine |
atan | arctangent |
atan2 | arctangent of x/y |
cos | cosine |
cosh | cosine hyperbolicus |
sin | sine |
sinh | sine hyperbolicus |
tan | tangent |
tanh | tangent hyperbolicus |
acffft.ox | compute the ACF using the FFT |
coigamma.ox | asymptotic distribution of I(1) and I(2) tests |
densest.ox | density estimation |
hacest.ox | heteroscedasticity and autocorrelation consistent covariance |
hpfilter.ox | compute the Hodrick-Prescott filter |
longrun.ox | dynamic analysis of dynamic systems |
normtest.ox | Normality test |
quantile.ox | compute quantiles given a density and cdf |
spline3w.ox | computes a cubic spline weight matrix |
probimhof.ox | Imhof procedure for cdf of the ratio of quadratic form |
ranktest.ox | tests the rank of a matrix |
testres.ox | residual-based tests (ARCH, Normality, Portmanteau) |
Database class | data loading and saving, selection by name and sample |
Modelbase class | Base for modelling packages |
PcFiml class | system estimation. VARs, cointegration, simultaneous equations |
PcFimlDgp class | generate data from a PcFiml DGP |
PcNaiveDgp class | generate data from a PcNaive DGP |
RanMC class | Error generation for Monte Carlo experiments |
Sample class | sample period, base class for database |
Simulator class | runs a Monte Carlo experiment |
Ox version 9.00.
This file last changed .
© JA Doornik
<Doornik home>