Contents
Index
Summary
Citation
Doornik
Ox Function Summary
Contents:
- general functions
- type functions
- matrix functions
- input/output
- mathematical functions
- matrix creation
- matrix decomposition
- matrix modification/selection/reordering
- probability
- statistics
- random numbers
- time series (data in columns)
- trigonometric functions
- time and date functions
- maximization and differentiation
- graphics functions
This chapter lists all library functions by category, and gives
a brief description. More detailed descriptions are available
by clicking on a name.
general functions
- any
- returns TRUE if any element is TRUE
- arglist
- get the argument list specified on the command line
- binand
- binary and 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
- exit
- exits Ox
- fuzziness
- set fuzziness parameter
- isdotfeq
- tests for dot fuzzy equality
- isdotnan
- returns boolean matrix from test for missing values
- isfeq
- tests for fuzzy equality
- isnan
- tests for the presence of a missing value
- limits
- maximum/maximum values in matrix plus location
- max
- maximum value in arguments
- min
- minimum value in arguments
- oxversion
- returns the Ox version
- prodc
- compute column products
- prodr
- compute row products
- rows
- get number of rows of argument
- sizeof
- get size of element
- spikes
- spikes in matrix plus location
- strlwr
- convert a string to lower case
- strupr
- convert a string to upper case
- strfind
- finds a string in an array of strings
- 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
type functions
- 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
- isstring
- tests if argument is a string
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
- invertsym
- invert a symmetric matrix
- logdet
- returns the log and sign of the determinant
- nullspace
- returns the null space of a matrix
- rank
- returns the rank of a matrix
- trace
- returns the trace of a matrix
input/output
- eprint
- print to stderr
- fclose
- close a file
- feof
- tests for end of file
- fopen
- open a file
- format
- set default print format
- fprint
- print to a file
- fread
- read data in binary format from a file
- fscan
- read from a file
- fseek
- gets or repositions the file pointer
- fsize
- get the file size in bytes
- fwrite
- write data in binary format from a file
- loadmat
- load a matrix
- print
- print to stdout
- savemat
- save a matrix
- scan
- read from the console
- sprint
- print to a string
- sprintbuffer
- resize the sprint buffer
- sscan
- read from a string
mathematical functions
- bessel
- bessel functions of order 0 and 1
- betafunc
- incomplete beta integral
- cabs
- complex absolute value
- cdiv
- complex division
- ceil
- ceiling
- cmul
- complex multiplication
- csqrt
- complex square root
- exp
- exponent
- fabs
- absolute value
- floor
- floor
- fmod
- floating point remainder
- 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
- 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
- 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
- decsvd
- singular value decomposition
- eigen
- eigenvalues of matrix
- eigensym
- eigenvalues of symmetric matrix
- eigensymgen
- solves generalized symmetric eigen problem
- polydiv
- divides two polynomials
- 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 modification/selection/reordering
- 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)
- diagonal
- extract diagonal from a matrix
- lower
- return the lower diagonal of a matrix
- reflect
- reflect a matrix
- reshape
- reshape a matrix by row
- reversec
- reverse column elements
- reverser
- reverse row elements
- 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)
- 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
- sortbyc
- sort one column, and remaining columns accordingly
- sortbyr
- sort one row, and remaining rows accordingly
- sortc
- sort columns of a matrix
- sortr
- sort rows of a matrix
- submat
- extract a submatrix
- thinc
- thin the columns of a matrix
- thinr
- thin the rows of a matrix
- 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
probability
- densbeta
- B(a,b) density
- denschi
- chi 2 density
- densf
- Fdensity
- densgamma
- Gamma density
- densmises
- von Mises density
- densn
- standard normal density
- denst
- Student t-distribution density
- probbeta
- B(a,b) distribution function
- probchi
- chi 2 distribution function (also non-central)
- probf
- F-distribution function
- probgamma
- Gamma distribution function
- probmises
- von Mises distribution function
- probn
- standard normal distribution function
- probt
- Student t distribution function
- densbeta
- B(a,b) density
- quanchi
- chi 2 distribution quantiles
- quanf
- F-distribution quantiles
- quangamma
- Gamma quantiles
- quanmises
- von Mises 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
statistics
- correlation
- correlation matrix of matrix (data in columns)
- meanc
- compute column means
- meanr
- compute row means
- 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
random numbers
- ranbeta
- B(a,b) distributed random numbers
- ranbinomial
- binomially distributed random numbers
- ranchi
- chi 2 distributed random numbers
- ranexp
- \exp(\lambda) distributed random numbers
- ranf
- F-distributed random numbers
- rangamma
- gamma-distributed random numbers
- ranmises
- von Mises distributed random numbers
- rann
- standard normal distributed random numbers
- ranpoisson
- poisson distributed random numbers
- ranseed
- set and get seed of random number generator
- rant
- Student t-distributed random numbers
- ranu
- uniform [0,1] distributed random numbers
time series (data in columns)
- acf
- autocorrelation function of matrix
- 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
- cumsum
- cumulate autoregressive sum
- cumprod
- cumulate autoregressive product
- cumulate
- cumulate (vector) autoregressive process
- diff0
- ith difference, (1-Li)y
- diff0pow
- dth fractional difference, (1-L)dy
- fft
- fast fourier transform
- lag0
- ith lag
- pacf
- partial autocorrelation function of matrix
- periodogram
- periodogram, smoothed periodogram (spectral density)
trigonometric functions
- acos
- arccosine
- asin
- arcsine
- atan
- arctangent
- cos
- cosine
- cosh
- cosine hyperbolicus
- sin
- sine
- sinh
- sine hyperbolicus
- tan
- tangent
- tanh
- tangent hyperbolicus
time and date functions
- date
- returns a string with the current date
- time
- returns a string with the current time
- timer
- returns an integer representing the current time
- timespan
- returns the lapsed time
maximization and differentiation
- MaxBFGS
- maximize a function using BFGS
- MaxControl
- set maximum no of iterations and print control
- MaxControlEps
- set convergence tolerances
- MaxConvergenceMsg
- get convergence message
- MaxSimplex
- maximize a function using the simplex method
- Num1Derivative
- numerical computation of 1st derivative
- Num2Derivative
- numerical computation of 2nd derivative
- NumJacobian
- numerical computation of Jacobian matrix
graphics functions
- CloseDrawWindow
- Close the drawing window
- Draw
- draw a matrix against an x-axis
- DrawCorrelogram
- draw a correlogram
- DrawDensity
- draw a histogram and/or density
- DrawMatrix
- draw a matrix against an x-axis
- DrawQQ
- draw a QQ plot
- DrawSpectrum
- draw a spectral density
- DrawT
- draw a matrix against time
- DrawTMatrix
- draw a matrix against time
- DrawX
- cross plot of a matrix against a vector
- DrawXMatrix
- cross plot of a matrix against a vector
- 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
classes
- Database class
- data loading and saving, selection by name and sample
- PcFiml class
- system estimation. VARs, cointegration, simultaneous equations
- PcNaiveDgp class
- generate data from a PcNaive DGP
- Sample class
- sample period, base class for database
- Simulation class
- runs a Monte Carlo experiment
Ox version 1.11. This file last changed 7-Aug-1996.