Ox Function Summary

date and time functions

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

general functions

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
fuzziness set fuzziness parameter
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
iseq tests for equality with fuzziness 0
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

graphics functions

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
feof tests for end of file
flush 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 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

is type functions

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

mathematical functions

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

matrix creation

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

matrix decomposition

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

matrix functions

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

matrix modification/selection/reordering

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
insertc inserts columns of zeros
insertr inserts rows of zeros
intersection return sorted unique intersection of two matrices
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
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

maximization and differentiation (Maximization package, requires maximize.oxh)

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
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

probability (Probability package, requires oxprob.oxh)

densbeta B(a,b) density
densbinomial Binomial density
denscauchy Cauchy density
densexp exponential density
densextremevalueExtreme 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
probextremevalueExtreme 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
quanextremevalueExtreme 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

random numbers

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

random numbers (Probability package, requires oxprob.oxh)

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
ranextremevalueExtreme 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
raninvgaussianinverse Gaussian-distributed random numbers
ranlogarithmiclogarithmic distributed random numbers
ranlogistic logistic distributed random numbers
ranlogn log-normal distributed random numbers
ranmises von Mises distributed random numbers
ranmultinomialmultinomial 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

string functions

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

system functions

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

time series (data in columns)

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)

time series (Arma package, requires arma.oxh)

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

trigonometric functions

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

ox/lib/ code snippets (examples in ox/samples/lib/)

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)

standard classes

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 classgenerate data from a PcFiml DGP
PcNaiveDgp classgenerate 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 7.00. This file last changed . © JA Doornik
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