++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ List of Built-In Matrix Command Subroutines ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ ACEFIT - Alternating Conditional Expectation Model Estimation ACF_PLOT - Simple ACF Plot ADDCOL - Add a column to a 2d array or matrix. ADDROW - Add a row to a 2d array or matrix. AGGDATA - Aggregate Data under control of an ID Vector. ALIGN - Align Series with Missing Data ARMA - ARMA estimation using ML and MOM. AUTOBJ - Automatic Estimation of Box-Jenkins Model BACKSPACE - Backspace a unit BDS - BDS Nonlinearity test. BESTREG - Best OLS REGRESSION B_G_TEST - Breusch-Godfrey (1978) Residual Test BGARCH - Calculate function for a BGARCH model. BLUS - BLUS Residual Analysis BPFILTER - Baxter-King Filter. BREAK - Set User Program Break Point. BUILDLAG - Builds NEWY and NEWX for VAR Modeling CCFTEST - Display CCF Function of Prewhitened data CHAR1 - Place a string is a character*1 array. CHARACTER - Place a string in a character*1 array. CHECKPOINT - Save workspace in portable file. CLEARALL - Clears all objects from workspace. CLEARDAT - Clears data from workspace. CLOSE - Close a logical unit. CLS - Clear screen. CLUSTER - K-Means and Hierarchical Cluster Models CMAXF1 - Constrained maximization of function using zxmwd. CMAXF2 - Constrained maximization of function using dbconf/g. CMAXF3 - Constrained maximization of function using db2pol. COMPRESS - Compress workspace. CONSTRAIN - Subset data based on range of values. CONTRACT - Contract a character array. COPY - Copy an object to another object COPYLOG - Copy file to log file. COPYOUT - Copy file to output file. COPYTIME - Copy time info from series 1 to series 2 COPYF - Copy a file from one unit to another. CPERIOD - Normalized Cumulative Periodogram CSPECTRAL - Do cross spectral analysis. CSUB - Call Subroutine CSV - Read and Write a CSV file DATA_ACF - Calculate ACF and PACF Plots DATA2ACF - Calculate ACF and PACF Plots added argument DATAFREQ - Data Frequency DATAVIEW - View a Series Under Menu Control DELETECOL - Delete a column from a matrix or array. DELETEROW - Delete a row from a matrix or array. DES - Code / decode. DESCRIBE - Calculate Moment 1-4 and 6 of a series DF - Calculate Dickey-Fuller Unit Root Test. DISPLAYB - Displays a Buffer contents DIST_TAB - Distribution Table DMFGET - Load data froma DMF Save file DMFPUT - Place data in a DMF save file DMFMERGE - Merge two DMF save files DODOS - Execute a command string if under dos/windows. DOT_PRODUCT - Use Fortran DOT_PRODUCT( ) and SUM( ) DOT_BLAS - USE BLAS DDOT and DSUM DO_SPEC - Display Periodogram and Spectrum DO2SPEC - Display Periodogram and Spectrum added argument DOUNIX - Execute a command string if under unix. DQDAG - Integrate a function using Gauss-Kronrod rules DQDNG - Integrate a smooth function using a nonadaptive rule. DQDAGI - Integrate a function over infinite/semi-infinite interval. DQDAGP - Integrate a function with singularity points given DQDAGS - Integrate a function with end point singularities DQAND - Multiple integration of a function DTWODQ - Two Dimensional Iterated Integral ESACF - Extended Sample Autocorrelation Function ECHOOFF - Turn off listing of execution. ECHOON - Turn on listing of execution. EPPRINT - Print to log and output file. EPRINT - Print to log file. ERASE - Erase file(s). EXPAND - Expand a character array FORMS - Build Control Forms FORPLOT - Forecast Plot FREE - Free a variable. FPLOT - Plot a Function FPRINT - Formatted print facility. GAMFIT - Generalized Additive Model Estimation GARCH - Calculate function for a ARCH/GARCH model. GARCHEST - Estimate ARCH/GARCH model. GET - Gets a variable from b34s. GETDMF - Gets a data from a b34s DFM file. GETKEY - Gets a key GETMATLAB - Gets data from matlab. GET_FILE - Gets a File name GET_NAME - Get Name of a Matrix Variable GETRATS - Reads RATS Portable file. GETSCA - Reads SCA FSAVE and MAD portable files. GMFAC - LU factorization of n by m matrix GMINV - Inverse of General Matrix using LAPACK GMSOLV - Solve Linear Equations system using LAPACK GRAPH - High Resolution graph. GRAPHP - Multi-Pass Graphics Programing Capability GRCHARSET - Set Character Set for Graphics. GRREPLAY - Graph replay and reformat command. GTEST - Tests output of a ARCH/GARCH Model GWRITE - Save Objects in GAUSS Format using one file GWRITE2 - Save objects in GAUSS format using two files HEADER - Turn on header HEXTOCH - Concert hex to a character representation. HINICH82 - Hinich 1982 Nonlinearity Test. HINICH96 - Hinich 1996 Nonlinearity Test. HPFILTER - Hodrick-Prescott Filter. ISEXTRACT - Place data in a structure. IALEN - Get actual length of a buffer of character data IBFCLOSE - Close a file that was used for Binary I/O IBFOPEN - Open a File for Binary I/O IBFREADC - Reads from a binary file into Character*1 array IBFREADR - Reads from a binary file into Real*8 array IBFSEEK - Position Binary read/write pointer IBFWRITER - Write noncharacter buffer on a binary file IBFWRITEC - Write character buffer on a binary file IB34S11 - Parse a token using B34S11 parser IFILESIZE - Determine number of bites in a file IFILLSTR - Fill a string with a character IGETICHAR - Obtain ichar info on a character buffer IGETCHARI - Get character from ichar value IJUSTSTR - Left/Right/center a string ILCOPY - Move bites from one location to another ILOCATESTR - Locate a substring in a string - 200 length max ILOWER - Lower case a string - 200 length max INEXTR8 - Convert next value in string to real*8 variable INEXTR4 - Convert next value in string to real*4 variable INEXTSTR - Extract next blank deliminated sub-string from a string INEXTI4 - Convert next value in a string to integer. INTTOSTR - Convert integer to string using format IRF - Impulse Response Functions of VAR Model IR8TOSTR - Convert real*8 value to string using format ISTRTOR8 - Convert string to real*8 ISTRTOINT - Convert string to integer IUPPER - Upper case a string - 200 length max I_DRNSES - Initializes the table used by shuffled generators. I_DRNGES - Get the table used in the shuffled generators. I_DRNUN - Uniform (0,1) Generator I_DRNNOR - Random Normal Distribution I_DRNBET - Random numbers from beta distribution I_DRNCHI - Random numbers from Chi-squared distribution I_DRNCHY - Random numbers from Cauchy distribution I_DRNEXP - Random numbers from standard exponential I_DRNEXT - Random numbers from mixture of two exponential distributions I_DRNGAM - Random numbers from standard gamma distribution I_DRNGCT - Random numbers from general continuous distribution I_DRNGDA - Random integers from discrete distribution alias approach I_DRNGDT - Random integers from discrete using table lookup I_DRNLNL - Random numbers from lognormal distribution I_DRNMVN - Random numbers from multivariate normal I_DRNNOA - Random normal numbers using acceptance/rejection I_DRNNOR - Random normal numbers using CDF method I_DRNSTA - Random numbers from stable distribution I_DRNTRI - Random numbers from triangular distribution I_DRNSPH - Random numbers on the unit circle I_DRNVMS - Random numbers from Von Mises distribution I_DRNWIB - Random numbers from Weibull distribution I_RNBIN - Random integers from binomial distribution I_RNGET - Gets seed used in IMSL Random Number generators. I_RNOPG - Gets the type of generator currently in use. I_RNOPT - Selects the type of uniform (0,1) generator. I_RNSET - Sets seed used in IMSL Random Number generators. I_RNGEO - Random integers from Geometric distribution I_RNHYP - Random integers from Hypergeometric distribution. I_RNMTN - Random numbers from multinomial distribution I_RNNBN - Negative binomial distribution I_RNPER - Random perturbation of integers I_RNSRI - Index of random sample without replacement KEENAN - Keenan Nonlinearity test KPSS - KPSS Stationarity Test KSWTEST - K Period Stock Watson Test KSWBOOTS - Critical values for output from KSWTEST KSWTESTM - Moving Period Stock Watson Test LAGMATRIX - Builds Lag Matrix. LAGTEST - 3-D Graph to display RSS for OLS Lags LAGTEST2 - 3-D Graph to display RSS for MARS Lags LAPACK - Sets Key LAPACK parameters LM - Engle Lagrange Multiplier ARCH test. LOAD - Load a Subroutine from a library. LOADDATA - Load Data from b34s into MATRIX command. LPMAX - Solve Linear Programming maximization problem. LPMIN - Solve Linear Programming minimization problem. LRE - McCullough Log Relative Error MAKEDATA - Place data in a b34s data loading structure. MAKEFAIR - Make Fair-Parke Data Loading File MAKEGLOBAL - Make a variable global (seen at all levels). MAKELOCAL - Make a variable seen at only local level. MAKEMATLAB - Place data in a file to be loaded into Matlab. MAKEMAD - Makes SCA *.MAD datafile from vectors MAKERATS - Make RATS portable file. MAKESCA - Make SCA FSV portable file. MANUAL - Place MATRIX command in manual mode. MARS - Multivariate Autoregressive Spline Models MARSPLINE - Updated MARS Command using Hastie-Tibshirani code MARS_VAR - Joint Estination of VAR Model using MARS Approach MAXF1 - Maximize a function using IMSL ZXMIN. MAXF2 - Maximize a function using IMSL DUMINF/DUMING. MAXF3 - Maximize a function using simplex method (DU2POL). MELD - Form all possible combinations of vectors. MENU - Put up user Menu for Input MESSAGE - Put up user message and allow a decision. MINIMAX - Estimate MINIMAX with MAXF2 MISSPLOT - Plot of a series with Missing Data MQSTAT - Multivariate Q Statistic MVNLTEST - Multivariate Third Order Hinich Test NAMES - List names in storage. NLEQ - Jointly solve a number of nonlinear equations. NLLSQ - Nonlinear Least Squares Estimation. NL2SOL - Alternative Nonlinear Least Squares Estimation. NLPMIN1 - Nonlinear Programming fin. diff. grad. DN2CONF. NLPMIN2 - Nonlinear Programming user supplied grad. DN2CONG. NLPMIN3 - Nonlinear Programming user supplied grad. DN0ONF. NLSTART - Generate starting values for NL routines. NOHEADER - Turn off header. OLSQ - Estimate OLS, MINIMAX and L1 models. OLSPLOT - Plot of Fitted and Actual Data & Res OPEN - Open a file and attach to a unit. OUTDOUBLE - Display a Real*8 value at a x, y on screen. OUTINTEGER - Display an Integer*4 value at a x, y on screen. OUTSTRING - Display a string value at a x, y point on screen. PCOPY - Copy an object from one pointer address to another PERMUTE - Reorder Square Matrix PISPLINE - Pi Spline Nonlinear Model Building PLOT - Line-Printer Graphics POLYFIT - Fit an nth degree polynomial POLYVAL - Evaluate an nth degree polynomial POLYMCONV - Convert storage of a polynomial matrix POLYMDISP - Display/Extract a polynomial matrix POLYMINV - Invert a Polynomial Matrix POLYMMULT - Multiply a Polynomial Matrix PPEXP - Two-dimensional exploratory projection pursuit PPEXP_P - Plot and save ppexp output PPREG - Projection Pursuit Regression PP - Calculate Phillips Peron Unit Root test PRINT - Print text and data objects. PRINTALL - Lists all variables in storage. PRINTOFF - Turn off Printing PRINTON - Turn on Printing (This is the default) PRINTVASV - Resets so that vectors/arrays print as vectors/arrays PRINTVASCMAT - Vectors/Arrays print as Column Matrix/Array PRINTVASRMAT - Vectors/Arrays print as Row Matrix/Array PROBIT - Estimate Probit (0-1) Model. PVALUE_1 - Present value of $1 recieved at end of n years PVALUE_2 - Present value of an Annuity of $1 PVALUE_3 - Present value of $1 recieved throughout year QPMIN - Quadratic Programming. QUANTILE - Calculate interquartile range. RANFOREST - Call the Random Forest Capability RCOVER - Recursive Covering DART/HYESS READ - Read data directly into MATRIX workspace from a file. REAL16INFO - Obtain Real16 info REAL16OFF - Turn off Real16 add REAL16ON - Turn on extended accuracy REAL32OFF - Turn off Real32 add REAL32ON - Turn on extended accuracy for real*16 REAL32_VPA - Turn on extended accuracy for real*16 using vpa RESET - Calculate Ramsey (1969) regression specification test. RESET77 - Thursby - Schmidt Regression Specification Test RESTORE - Load data back in MATRIX facility from external save file. RTEST - Test Residuals of Model RTEST2 - Test Residuals of Model - No RES and Y Plots REVERSE - Test a real*8 vector for reversibility in Freq. Domain REWIND - Rewind logical unit. ROTHMAN - Test a real*8 vector for reversibility in Time Domain RMATLAB - Runs Matlab RRPLOTS - Plots Recursive Residual Data RRPLOTS2 - Plots Recursive Residual Coef RUN - Terminates the matrix command being in "manual" mode. SAVE - Save current workspace in portable file format. SCHUR - Performs Schur decomposition SCREENCLOSE - Turn off Display Manager SCREENOPEN - Turn on Display Manager SCREENOUTOFF - Turn screen output off. SCREENOUTON - Turn screen output on. SET - Set all elements of an object to a value. SETCOL - Set column of an object to a value. SETLABEL - Set the label of an object. SETLEVEL - Set level. SETNDIMV - Sets an element in an n dimensional object. SETROW - Set row of an object to a value. SETTIME - Sets the time info in an existing series SETWINDOW - Set window to main(1), help(2) or error(3). SIGD - Set print digits. Default g16.8 SIMULATE - Dynamically Simulate OLS Model SMOOTH - Do exponential smoothing. SOLVEFREE - Set frequency of freeing temp variables. SORT - Sort a real vector. SPECTRAL - Spectral analysis of a vector or 1d array. STEPWISE - Stepwise OLS Regression STOP - Stop execution of a matrix command. SUBRENAME - Internally rename a subroutine. SUSPEND - Suspend loading and Execuiting a program SWARTEST - Stock-Watson VAR Test SYSTEM - Issue a system command. TABULATE - List vectors in a table. TB_TO_JULIAN - Converts tbase tstart freq to a real*8 julian date TESTARG - Lists what is passed to a subroutine or function. TIMER - Gets CPU time. TRIPLES - Calculate Triples Reversability Test TSAY - Calculate Tsay nonlinearity test. TSLINEUP - Line up Time Series Data TSD - Interface to TSD Data set UP_DATE_TB - Update the object header info UROOT_T - Battery of DF, PP, ERS and KPSS test VAREST - VAR Modeling VPASET - Set Variable Precision Math Options VOCAB - List built-in subroutine vocabulary. WRITE - Write an object to an external file. +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ Matrix Command Built-In Function Vocabulary +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ ACF - Calculate autocorrelation function of a 1d object. AFAM - Change a matrix or vector to an array class object. ARGUMENT - Unpack character argument at run-time ARRAY - Define a 1d or 2d array. BETAPROB - Calculate a beta probability. BINDF - Evaluate Binomial Distribution Function BINPR - Evaluate Binomial Probability Function BOOTI - Calculate integers to be used with bootstrap. BOOTV - Bootstraps a vector with replacement. BOXCOX - Box-Cox Transformation of a series given lamda. BSNAK - Compute Not a Knot Sequence BSOPK - Compute optimal spline knot sequence BSINT - Compute 1-D spline interpolant given knots BSINT2 - Compute 2-D spline interpolant given knots BSINT3 - Compute 3-D spline interpolant given knots BSDER - Compute 1-D spline values/derivatives given knots BSDER2 - Compute 2-D spline values/derivatives given knots BSDER3 - Compute 3-D spline values/derivatives given knots BSITG - Compute 1-D spline integral given knots BSITG2 - Compute 2-D spline integral given knots BSITG3 - Compute 3-D spline integral given knots C1ARRAY - Create a Character*1 array C8ARRAY - Create a Character*8 array CATCOL - Concatenates an object by columns. CATROW - Concatenates an object by rows. CCF - Calculate the cross correlation function on two objects. CHAR - Convect an integer in range 0-127 to character. CHARDATE - Convert julian variable into character date dd\mm\yy. CHARDATEMY - Convert julian variable into character data mm\yyyy. CHARTIME - Converts julian variable into character date hh:mm:ss CHISQPROB - Calculate chi-square probability. CHTOR - Convert a character variable to a real variable. CHTOHEX - Convert a character to its hex representation. CFUNC - Call Function COMB - Combination of N objects taken M at a time. COMPLEX - Build a complex variable from two real*8 variables. CSPLINEFIT - Fit a 1 D Cubic Spline using alternative models CSPLINE - Calculate a cubic spline for 1 D data CSPLINEVAL - Calculate spline value given spline CSPLINEDER - Calculate spline derivative given spline value CSPLINEITG - Calculate integral of a cubic spline CUSUM - Cumulative sum. CUSUMSQ - Cumulative sum squared. CWEEK - Name of the day in character. DABS - Absolute value of a real*8 variable. DARCOS - Arc cosine of a real*8 variable. DARSIN - Arc sine of a real*8 variable. DATAN - Arc tan of a real*8 variable. DATAN2 - Arc tan of x / y. Signs inspected. DATENOW - Date now in form dd/mm/yy DBLE - Convert real*4 to real*8. DCONJ - Conjugate of complex argument. DCOS - Cosine of real*8 argument. DCOSH - Hyperbolic cosine of real*8 argument. DDOT - Inner product to two vectors. DERF - Error function of real*8/real*16 argument. DERFC - Inverse of error function. DERIVATIVE - Analytic derivative of a vector. DET - Determinate of a matrix. DEXP - Exponential of a real*8 argument. DFLOAT - Convert integer*4 to real*8. DGAMMA - Gamma function of real*8 argument. DIAG - Place diagonal of a matrix in an array. DIAGMAT - Create diagonal matrix. DIF - Difference a series. DINT - Extract integer part of real*8 number DNINT - Extract nearest integer part of real*8 number DIVIDE - Divide with an alternative return. DLGAMMA - Natural log of gamma function. DLOG - Natural log. DLOG10 - Base 10 log. DMAX - Largest element in an array. DMAX1 - Largest element between two arrays. DMIN - Smallest element in an array. DMIN1 - Smallest element between two arrays. DMOD - Remainder. DROPFIRST - Drops observations on top or array. DROPLAST - Drops observations on bottom of an array. DSIN - Calculates sine. DSINH - Hyperbolic sine. DSQRT - Square root of real*8 or complex*16 variable. DTAN - Tangent. DTANH - Hyperbolic tangent. EIGENVAL - Eigenvalue of matrix. Alias EIG. EPSILON - Positive value such that 1.+x ne 1. EVAL - Evaluate a character argument EXP - Exponential of real*8 or complex*16 variable. EXTRACT - Extract elements of a character*1 variable. FACT - Factorial FDAYHMS - Gets fraction of a day. FFT - Fast fourier transform. FIND - Finds location of a character string. FLOAT - Converts integer*4 to real*4. FPROB - Probability of F distribution. FREQ - Gets frequency of a time series. FRACDIF - Fractional Differencing FYEAR - Gets fraction of a year from julian date. GENARMA - Generate an ARMA series given parameters. GETDAY - Obtain day of year from julian series. GETHOUR - Obtains hour of the day from julian date. GETNDIMV - Obtain value from an n dimensional object. GETMINUTE - Obtains minute of the day from julian date. GETMONTH - Obtains month from julian date. GETQT - Obtains quarter of year from julian date. GETSECOND - Obtains second from julian date. GETYEAR - Obtains year. GOODCOL - Deletes all columns where there is missing data. GOODROW - Deletes all rows where there is missing data. GRID - Defines a real*8 array with a given increment. HUGE - Largest number of type HYPDF - Evaluate Hypergeometric Distribution Function HYPPR - Evaluate Hypergeometric Probability Function INTEGER8 - Load an Integer*8 object from a string I4TOI8 - Move an object from integer*4 to integer*8 I8TOI4 - Move an object from integer*8 to integer*4 ICHAR - Convect a character to integer in range 0-127. ICOLOR - Sets Color numbers. Used with Graphp. IDINT - Converts from real*8 to integer*4. IDNINT - Converts from real*8 to integer*4 with rounding. INFOGRAPH - Obtain Interacter Graphics INFO IMAG - Copy imaginary part of complex*16 number into real*8. IAMAX - Largest abs element in 1 or 2D object IAMIN - Smallest abs element in 1 or 2D object IMAX - Largest element in 1 or 2D object IMIN - Smallest element in 1 or 2D object INDEX - Define integer index vector, address n dimensional object. INLINE - Inline creation of a program INT - Copy real*4 to integer*4. INTEGERS - Generate an integer vector with given interval. INV - Inverse of a real*8 or complex*16 matrix. INVBETA - Inverse beta distribution. INVCHISQ - Inverse Chi-square distribution. INVFDIS - Inverse F distribution. INVTDIS - Inverse t distribution. IQINT - Converts from real*16 to integer*4. IQNINT - Converts from real*16 to integer*4 with rounding. ISMISSING - Sets to 1.0 if variable is missing IWEEK - Sets 1. for monday etc. JULDAYDMY - Given day, month, year gets julian value. JULDAYQY - Given quarter and year gets julian value. JULDAYY - Given year gets julian value. KEEPFIRST - Given k, keeps first k observations. KEEPLAST - Given k, keeps last k observations. KIND - Returns kind of an object in integer. KINDAS - Sets kind of second argument to kind first arg. KLASS - Returns klass of an object in integer. KPROD - Kronecker Product of two matrices. LABEL - Returns label of a variable. LAG - Lags variable. Missing values propagated. LEVEL - Returns current level. LOWERT - Lower triangle of matrix. MCOV - Consistent Covariance Matrix MAKEJUL - Make a Julian date from a time series MASKADD - Add if mask is set. MASKSUB - Subtract if mask is set. MATRIX - Define a matrix. MEAN - Average of a 1d object. MEDIAN - Median of a real*8 object MFAM - Set 1d or 2d array to vector or matrix. MISSING - Returns missing value. MLSUM - Sums log of elements of a 1d object. MOVELEFT - Moves elements of character variable left. MOVERIGHT - Move elements of character variable right. NAMELIST - Creates a namelist. NEAREST Nearest distinct number of a given type NCCHISQ - Non central chi-square probability. NOCOLS - Gets number of columns of an object. NOELS - Gets number of elements in an object. NORMDEN - Normal density. NORMDIST - 1-norm, 2-norm and i-norm distance. NOROWS - Gets number of rows of an object. NOTFIND - Location where a character is not found. OBJECT - Put together character objects. PDFAC - Cholesky factorization of PD matrix. PDFACDD - Downdate Cholesky factorization. PDFACUD - Update Cholesky factorization. PDINV - Inverse of a PD matrix. PDSOLV - Solution of a PD matrix given right hand side. PI - Pi value. PINV - Generalized inverse. PLACE - Places characters inside a character array. POIDF - Evaluate Poisson Distribution Function POIPR - Evaluate Poisson Probability Function POINTER - Machine address of a variable. POLYDV - Division of polynomials. POLYMULT - Multiply two polynomials POLYROOT - Solution of a polynomial. PROBIT - Inverse normal distribution. PROBNORM - Probability of normal distribution. PROBNORM2 - Bivariate probability of Nornal distribution. PROD - Product of elements of a vector. Q1 - Q1 of a real*8 object Q3 - Q3 of a real*8 object QCOMPLEX - Build complex*32 variable from real*16 inputs. QINT - Extract integer part of real*16 number QNINT - Extract nearest integer part of real*16 number QREAL - Obtain real*16 part of a complex*326 number. QR - Obtain Cholesky R via QR method using LAPACK. QRFAC - Obtain Cholesky R via QR method. QRSOLVE - Solve OLS using QR. RANKER - Index array that ranks a vector. RCOND - 1 / Condition of a Matrix REAL - Obtain real*8 part of a complex*16 number. R8TOR16 - Convert Real*8 to Real*16 R16TOR8 - Convert Real*16 to Real*8 REAL16 - Input a Real*16 Variable REC - Rectangular random number. RECODE - Recode a real*8 or character*8 variable RN - Normally distributed random number. ROLLDOWN - Moves rows of a 2d object down. ROLLLEFT - Moves cols of a 2d object left. ROLLRIGHT - Moves cols of a 2d object right. ROLLUP - Moves rows of a 2d object up. RTOCH - Copies a real*8 variable into character*8. SEIGENVAL - Eigenvalues of a symmetric matrix. Alias SEIG. SEXTRACT - Takes data out of a field. SFAM - Creates a scalar object. SNGL - Converts real*8 to real*4. SPACING - Absolute spacing near a given number SPECTRUM - Returns spectrum of a 1d object. SUBSET - Subset 1d, 2d array, vector or matrix under a mask. SUBMATRIX - Define a Submatrix SUM - Sum of elements. SUMCOLS - Sum of columns of an object. SUMROWS - Sum of rows of an object. SUMSQ - Sum of squared elements of an object. SVD - Singular value decomposition of an object. TIMEBASE - Obtains time base of an object. TIMENOW - Time now in form hh:mm:ss TIMESTART - Obtains time start of an object. TINY - Smallest number of type TDEN - t distribution density. TO_RMATRIX - Convert Object to Row-Matrix TO_CMATRIX - Convert Object to Col-Matrix TO_RARRAY - Convert Object to Row-Array TO_CARRAY - Convert Object to Col-Matrix TO_VECTOR - Convert Object to Vector TO_ARRAY - Convert Object to Array TPROB - t distribution probability. TRACE - Trace of a matrix. TRANSPOSE - Transpose of a matrix. UPPERT - Upper Triangle of matrix. VARIANCE - Variance of an object. VECTOR - Create a vector. VFAM - Convert a 1d array to a vector. VOCAB - List built in functions. VPA - Variable Precision Math calculation ZDOTC - Conjugate product of two complex*16 objects. ZDOTU - Product of two complex*16 objects. ZEROL - Zero lower triangle. ZEROU - Zero upper triangle. ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ Matrix Programming Language key words ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ CALL - Call a subroutine CONTINUE - go to statement DO - Starts a do loop DOWHILE - Starts a dowhile loop NEXT i - End of a do loop ENDDO - End of a do loop ENDDOWHILE - End of a dowhile loop END - End of a program, function or Subroutine. EXITDO - Exit a DO loop EXITIF - Exit an IF statement FOR - Start a do loop, FORMULA - Define a recursive formula. GO TO - Transfer statement FUNCTION - Beginning of a function. IF( ) - Beginning of an IF structure ENDIF - End of an IF( )THEN structure PROGRAM - Beginning of a program, RETURN - Next to last statement before end. RETURN( ) - Returns the result of a function. SOLVE - Solve a recursive system. SUBROUTINE - Beginning of subroutine. WHERE( ) - Starts a where structure. ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ matrix2.mac capability as of 1 May 2007 ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ Mac file name c:\b34slm\lib\matrix2.mac Name Heading ACF_PLOT Plot ACF ALTSE Copies lower triangle to upper and gets SE AUTOCOV Autocovaiance BJ_IDEN List / Plot ACF and PACF B_G_TEST Breusch- Godfrey (1978) Test on Residuals B_G_ALT Breusch- Godfrey (1978) Test using dropping BLUS BLUS master BPF Baxter - King Symmetric MA Filter BPFM Baxter - King Symmetric MA Filter - Missing Data at BUILDLAG Builds NEWY and NEWX for VAR Modeling CATS Cointegration Test using Johansen Method CCFTEST Tests Cross Correlations CFREQ Determine Frequency Distribution COINT2 Cointegreation of Two Series COINT2LM Cointegreation of Two Series - Gives L1 and Minimax COINT2M Moving Cointegration of Two Series - Simple Version COINT2M2 Moving Cointegration Two Series OLS, L1 Minimax COINT2ME Moving Cointegration of Two Series - Extended Versi COINT3 Cointegration of Three Series COINT3ME Moving Cointegration of Three Series COINT_SW Stock-Watson DOLS Analysis DATAVIEW Interactively View Data DATA_ACF Plot ACF and PACF of a series DATA2ACF Plot ACF and PACF of a series with file name DF_GLS Elliot-Rothenberg-Stock DF_GLS Test DIST_TAB Distribution Table DO_SPEC View Spectrum DO2SPEC View Spectrum with a file name DUD Derivative Free Nonlinear Estimation DUD2 Derivative Free Nonlinear Estimation FDIFINFO Fractional Differencing FILTER High Low Pass Filter using Real FFT FILTERC High Low Pass Filter using Complex FFT FORPLOT Forecast Plot GAMFORE Forecast a GAM Model GAMPLOT Display GAMFIT Results GARCH2P Two Pass GARCH Using ARMA Command GARCH2PF Two Pass GARCH Using ARMA Command with Forecasts GET_NAME Get Name of a Matrix Variable GTEST Tests ARCH / GARCH Models GWRITE Save Matrix Object in GAUSS Format using one file GWRITE2 Pass Large Datasets to GAUSS in 2 files HP_2 Hodrick - Prescott Moving Filtering HP_BP_1 Baxter - King & Hodrick - Prescott Filtering HP_BP_2 Baxter - King & Hodrick - Prescott Moving Filtering IRF Impulse Response Functions for VAR Model KPSS KPSS Stationarity Test KSWTEST K Period Stock Watson Test KSWBOOTS Critical values for output from KSWTEST KSWTESTM Moving Period Stock Watson Test LAGTEST 3-D Graph to display RSS for Various OLS Lags LAGTEST2 3-D Graph to display RSS for Various MARS Lags LMTEST Engle LM test for a Range of lags MARQ Estimation of a Nonlinear Model using Derivatives MARSPLOT Plot MARS Curves & Surfaces MCLEODLI McLeod-Li (1983) Linearity test (y,ip,maxacf) MINIMAX Minimax Estimation using MAXF2 MISSPLOT Plots Data With Missing Values MOVEAVE Moving average of a vector MOVEBJ Moving Arima Forecast using AUTOBJ MOVECORR Moving Correlation of two vectors MOVEH82 Moving Hinich 82 test MOVEH96 Moving Hinich 96 test MOVEOLS Moving OLS with LAGS MOVEVAR Moving Variance NLVARCOV NLLSQ Variance Covariance OLSPLOT Plot of Fitted and Actual Data & Res PAD Pad a 1D Real*8 Series on both ends PERMUTE Reorder a Square Matrix POLYFIT Fit an nth Order Regression POLYVAL Evaluate an nth Order Polynominam Regression PVALUE_1 Present value of $1 recieved at end of n years PVALUE_2 Present Value of an Annuity of $1 PVALUE_3 Present value of $1 recieved throughout year QUANTREG Quantile Regression RESET69 Ramsey(1969) Regression Specification Test RESET77 RESET77 Nonlinearitry Test RMATLAB Runs Matlab commands RRPLOTS Plots Recursive Residual Data RRPLOTS2 Plots Recursive Coef and t scores RTEST Tests Residuals of TS Models RTEST2 Tests Residuals of TS Models - No Res and y Plots SUBSET Subset an array under mask control SWARTEST Stock-Watson AR Test TESTFUN Test Function TESTPGM Test Program TESTSUB Test Subroutine UROOT_T Battery of DF, PP, ERS and KPSS test VAREST VAR Modeling ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ staging2.mac capability as of 1 May 2007 ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ Mac file name c:\b34slm\lib\staging2.mac Name Heading ACE_OLS Tests ACE Model using OLS ACE_PLOT Plot ACE Response Curves BOOTOLS Bootstrap OLS Model BOOTL1 Bootstrap L1 Model BOOTMM Bootstrap MM Model COR Correlation of a matrix. COV Calculated Covariance of a matrix COND Condition of a Matrix DFVALUES Estimate of DF/PP Critical Values DISPMARS Displays Mars Model F_MARSLG Adjusts yhat and forecasts from MARSPLINE G4TEST Pena-Slate JASA March (2006) Joint OLS Test GAMPLOT Display GAMFIT Results GARCHF Forecast ARCH / GARCH Series GARCH2PA Automatic GARCH Two Pass Modeling GENGARCH Simulate GARCH and ARCH Models GETCHAR Unpack a string into Character Array GETDATA Simple Real*8 data Read routine GETDATA2 Simple Real*16 data Read routine GETR16 Unpack a string into Real*16 Array GETVPA Unpack a string into VPA Array GETR8 Unpack a string into Real*8 Array GLESJER Glesjer (1969) Heteroscedasticity Test GLS Cochrane & Orcutt GLS Estimation of AR(k) Model GLSDATA Transform x to x* given GLS rho vector GLS_ML GLS_ML Maximum Likelihood estimation of AR(1) Model GLS_2P Two Pass Generalized Least Squares for Order K GPH Geweke & Porter-Hudak (1983) Fractional Diff. Test G_QUANDT Goldfeld-Quandt Heteroscedasticity Test HET_TEST Heteroscedasticity Testing IACF Inverse ACF LASSO LASSO Shrinkage Approach MARSINFO Estimate of MARSPLINE Model GCV Info MCOVF Function for Covariance. See built in mcov( ) NORM NORM(X,i) of a matrix or vector NTOKIN Counts number of tokins in a string NW_SE Newey West SE Correction Calculation OLS_CON Constrained OLS Model P_L_EST Probit & Logit Estimation PANEL_LIB Panel Subroutine Library QR_SMALL Break Appart QR Factorization RIDGE Ridge Regression RNW_SE Run Newey West SE Correction for OLS Model SC_TEST Serial Correlation Tests SVD_OLS OLS Using SVD Approach SVD2_OLS OLS Using SVD Approach and LAPACK TLOGIT Tests Logit/Probit Model TS_TESTS Residual Specification tests TSALIGN Align Time Series Data UNDIF Undifference a series WALD Wald Test of restrictions +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ Commands listed by Function Character & String Subroutines CHTOHEX - Convert a character to its hex representation. CONTRACT - Contract a character array DISPLAYB - Displays a Buffer contents EXPAND - Expand a character array EVAL - Evaluate a Character Argument HEXTOCH - Concert hex to a character representation. IALEN - Get actual length of a buffer of character data IBFCLOSE - Close a file that was used for Binary I/O IBFOPEN - Open a File for Binary I/O IBFREADC - Reads from a binary file into Character*1 array IBFREADR - Reads from a binary file into Real*8 array IBFSEEK - Position Binary read/write pointer IBFWRITER - Write noncharacter buffer on a binary file IBFWRITEC - Write character buffer on a binary file IB34S11 - Parse a token using B34S11 parser IFILESIZE - Determine number of bites in a file IFILLSTR - Fill a string with a character IGETICHAR - Obtain ichar info on a character buffer IGETCHARI - Get character from ichar value IJUSTSTR - Left/Right/center a string ILCOPY - Move bites from one location to another ILOCATESTR - Locate a substring in a string - 200 length max ILOWER - Lower case a string - 200 length max INEXTR8 - Convert next value in string to real*8 variable INEXTR4 - Convert next value in string to real*4 variable INEXTSTR - Extract next blank deliminated sub-string from a string INEXTI4 - Convert next value in a string to integer. INTTOSTR - Convert integer to string using format IR8TOSTR - Convert real*8 value to string using format ISTRTOR8 - Convert string to real*8 ISTRTOINT - Convert string to integer IUPPER - Upper case a string - 200 length max Character Functions CHAR - Convect an integer in range 0-127 to character. CHTOR - Convert a character variable to a real variable. DATENOW - Date now in form dd/mm/yy EXTRACT - Extract elements of a character*1 variable. FIND - Finds location of a character string. ICHAR - Convect a character to integer in range 0-127. INLINE - Inline creation of a program MOVELEFT - Moves elements of character variable left. MOVERIGHT - Move elements of character variable right. NAMELIST - Creates a namelist. NOTFIND - Location where a character is not found. OBJECT - Put together character objects. PLACE - Places characters inside a character array. RTOCH - Copies a real*8 variable into character*8. TIMENOW - Time now in form hh:mm:ss Data Building, loading and Display Subroutines ACF_PLOT - Simple ACF Plot ADDCOL - Add a column to a 2d array or matrix. ADDROW - Add a row to a 2d array or matrix. AGGDATA - Aggregate Data under control of an ID Vector. ALIGN Align Series with Missing Data BJ_IDEN - ACF and PACF Listing and or Plotting BUILDLAG - Builds NEWY and NEWX for VAR Modeling CCFTEST - Display CCF Function of Prewhitened data CHAR1 - Place a string in a character*1 array. CHARACTER - Place a string in a character*1 array. CHECKPOINT - Save workspace in portable file. CLEARALL - Clears all objects from workspace. CLEARDAT - Clears data from workspace. CSUB - Call Subroutine CONSTRAIN - Subset data based on range of values. CSV - Read and Write a CSV file DATA_ACF - Calculate ACF and PACF Plots DATA2ACF - Calculate ACF and PACF Plots added argument DATAVIEW - View a Series Under Menu Control DATAFREQ - Data Frequency DELETECOL - Delete a column from a matrix or array. DELETEROW - Delete a row from a matrix or array. DES - Code / decode. DESCRIBE - Calculate Moment 1-4 and 6 of a series DIVIDE - Divide with an alternative return. DO_SPEC - Display Periodogram and Spectrum DO2SPEC - Display Periodogram and Spectrum added argument ESACF - Extended Sample Autocorrelation Function GET_FILE - Get a File Name GET_NAME - Get Name of a Matrix Variable GTEST - Tests output of a ARCH/GARCH Model GWRITE - Save Objects in GAUSS Format using one file GWRITE2 - Save Objects in GAUSS Format using two files FREE - Free a variable. LAGMATRIX - Builds Lag matrix. MELD - Form all possible combinations of vectors. QUANTILE - Calculate interquartile range. RTEST - Test Residuals of Model RTEST2 - Test Residuals of OLS Model - No RES and Y Plots SET - Set all elements of an object to a value. SETCOL - Set column of an object to a value. SETLABEL - Set the label of an object. SETNDIMV - Sets an element in an n dimensional object. SETROW - Set row of an object to a value. SETTIME - Sets the time info in an existing series SORT - Sort a real vector. SUBRENAME - Internally rename a subroutine. Data Building Functions AFAM - Change a matrix or vector to an array class object. ARRAY - Define a 1d or 2d array. C1ARRAY - Create a Character*1 array C8ARRAY - Create a Character*8 array CATCOL - Concatenates an object by columns. CATROW - Concatenates an object by rows. CFUNC - Call Function COMB - Combination of N objects taken M at a time. COMPLEX - Build a complex variable from two real*8 variables. CUSUM - Cumulative sum. CUSUMSQ - Cumulative sum squared. DABS - Absolute value of a real*8 variable. DARCOS - Arc cosine of a real*8 variable. DARSIN - Arc sine of a real*8 variable. DATAN - Arc tan of a real*8 variable. DATAN2 - Arc tan of x / y. Signs inspected. DBLE - Convert real*4 to real*8. DCONJ - Conjugate of complex argument. DCOS - Cosine of real*8 argument. DCOSH - Hyperbolic cosine of real*8 argument. DDOT - Inner product to two vectors. DEXP - Exponential of a real*8 argument. DFLOAT - Convert integer*4 to real*8. DGAMMA - Gamma function of real*8 argument. DINT - Extract integer part of real*8 number DNINT - Extract integer part of real*8 number DLGAMMA - Natural log of gamma function. DLOG - Natural log. DLOG10 - Base 10 log. DMAX - Largest element in an array. DMAX1 - Largest element between two arrays. DMIN - Smallest element in an array. DMIN1 - Smallest element between two arrays. DMOD - Remainder. DROPFIRST - Drops observations on top or array. DROPLAST - Drops observations on bottom of an array. DSIN - Calculates sine. DSINH - Hyperbolic sine. DSQRT - Square root of real*8 or complex*16 variable. DTAN - Tangent. DTANH - Hyperbolic tangent. EPSILON - Positive value such that 1.+x ne 1. EXP - Exponential of real*8 or complex*16 variable. FLOAT - Converts integer*4 to real*4. FREQ - Gets frequency of a time series. FYEAR - Gets fraction of a year from julian date. GETIDIM - Obtain value from an n dimensional object. GMFAC - LU factorization of n by m matrix GMINV - Inverse of General Matrix using LAPACK GMSOLV - Solve Linear Equations system using LAPACK GOODCOL - Deletes all columns where there is missing data. GOODROW - Deletes all rows where there is missing data. GRID - Defines a real*8 array with a given increment. HUGE - Largest number of type IAMAX - Largest abs element in 1 or 2D object IAMIN - Smallest abs element in 1 or 2D object IMAX - Largest element in 1 or 2D object IMIN - Smallest element in 1 or 2D object INTEGER8 - Load an Integer*8 object from a string I4TOI8 - Move an object from integer*4 to integer*8 I8TOI4 - Move an object from integer*8 to integer*4 ICOLOR - Sets Color numbers. Used with Graphp. IDINT - Converts from real*8 to integer*4. IDNINT - Converts from real*8 to integer*4 with rounding. IMAG - Copy imaginary part of complex*16 number into real*8. INDEX - Define integer index vector. INFOGRAPH - Obtain Interacter Graphics INFO INT - Copy real*4 to integer*4. INTEGERS - Generate an integer vector with given interval. IQINT - Converts from real*16 to integer*4. IQNINT - Converts from real*16 to integer*4 with rounding. ISMISSING - Sets to 1.0 if variable is missing KEEPFIRST - Given k, keeps first k observations. KEEPLAST - Given k, keeps last k observations. KIND - Returns kind of an object in integer. KINDAS - Sets kind of second argument to kind first arg. KLASS - Returns klass of an object in integer. LABEL - Returns label of a variable. LAG - Lags variable. Missing values propagated. LOWERT - Lower triangle of matrix. MCOV - Consistent Covariance Matrix MASKADD - Add if mask is set. MASKSUB - Subtract if mask is set. MATRIX - Define a matrix. MFAM - Set 1d or 2d array to vector or matrix. MISSING - Returns missing value. NEAREST Nearest distinct number of a given type NOCOLS - Gets number of columns of an object. NOELS - Gets number of elements in an object. NOROWS - Gets number of rows of an object. NORMDIST - 1-norm, 2-norm and i-norm distance. PI - Pi value. QCOMPLEX - Build complex*32 variable from real*16 inputs. QINT - Extract integer part of real*16 number QNINT - Extract nearest integer part of real*16 number QREAL - Obtain real*16 part of a complex*32 number. RANKER - Index array that ranks a vector. REAL - Obtain real*8 part of a complex*16 number. R8TOR16 - Convert Real*8 to Real*16 R16TOR8 - Convert Real*16 to Real*8 REAL16 - Input a Real*16 Variable REC - Rectangular random number. RECODE - Recode a real*8 or chartacter*8 variable RN - Normally distributed random number. SEXTRACT - Takes data out of a field. SFAM - Creates a scalar object. SNGL - Converts real*8 to real*4. SPACING Absolute spacing near a given number SUBMATRIX - Define a Submatrix SUBSET - Subset 1d, 2d array, vector or matrix under a mask. SUM - Sum of elements. SUMCOLS - Sum of columns of an object. SUMROWS - Sum of rows of an object. SUMSQ - Sum of squared elements of an object. TIMEBASE - Obtains time base of an object. TIMESTART - Obtains time start of an object. TINY Smallest number of type TO_RMATRIX - Convert Object to Row-Matrix TO_CMATRIX - Convert Object to Col-Matrix TO_RARRAY - Convert Object to Row-Array TO_CARRAY - Convert Object to Col-Matrix TO_VECTOR - Convert Object to Vector TO_ARRAY - Convert Object to Array UPPERT - Upper Triangle of matrix. VECTOR - Create a vector. VFAM - Convert a 1d array to a vector. ZDOTC - Conjugate product of two complex*16 objects. ZDOTU - Product of two complex*16 objects. ZEROL - Zero lower triangle. ZEROU - Zero upper triangle. Data Filtering Subroutines CSPECTRAL - Do cross spectral analysis. SPECTRAL - Spectral analysis of a vector or 1d array. LOESS_MV - Multivariate Loess Smoothing LOESS_SA - Seasonal Adjustment using LOESS Method. LOESS_SPS - Scatter Plot Smoothing using LOESS Method. FFT - Fast fourier transform. PPEXP - Two-dimensional exploratory projection pursuit PPEXP_P - Plot and save ppexp output PPREG - Projection Pursuit Regression RANFOREST - Call the Random Forest Capability RCOVER - Recursive Covering DART/HYESS SPECTRUM - Returns spectrum of a 1d object. VAREST - VAR Modeling WAVELET - Calculate Wavelets Date and Time Functions CHARDATE - Convert julian variable into character date dd\mm\yy. CHARDATEMY - Convert julian variable into character data mm\yyyy. CHARTIME - Converts julian variable into character date hh:mm:ss COPYTIME - Copy time info from series 1 to series 2 CWEEK - Name of the day in character. FDAYHMS - Gets fraction of a day. GETDAY - Obtain day of year from julian series. GETHOUR - Obtains hour of the day from julian date. GETMINUTE - Obtains minute of the day from julian date. GETMONTH - Obtains month from julian date. GETQT - Obtains quarter of year from julian date. GETSECOND - Obtains second from julian date. GETYEAR - Obtains year. IWEEK - Sets 1. for monday etc. JULDAYDMY - Given day, month, year gets julian value. JULDAYQY - Given quarter and year gets julian value. JULDAYY - Given year gets julian value. MAKEJUL - Make a Julian date from a time series Estimation and residual testing Subroutines ARMA - ARMA estimation using ML and MOM. AUTOBJ - Automatic Estimation of Box-Jenkins Model BDS - BDS Nonlinearity test. BESTREG - Best OLS REGRESSION BPFILTER - Baxter-King Filter. DF - Calculate Dickey-Fuller Unit Root Test. GAMFIT - Generalized Additive Model Estimation GAMFORE - Forecast a GAM Model GAMPLOT - Display GAMFIT Results GARCHEST - Estimate ARCH/GARCH model. IRF - Impulse Response Functions of VAR Model KEENAN - Keenan Nonlinearity test KSWTEST - K Period Stock Watson Test KSWBOOTS - Critical values for output from KSWTEST KSWTESTM - Moving Period Stock Watson Test LAGTEST - 3-D Graph to display RSS for OLS Lags LAGTEST2 - 3-D Graph to display Rss for MARS Lags LM - Engle Lagrange Multiplier ARCH test. MINIMAX - Estimate MINIMAX with MAXF2 OLSQ - Estimate OLS, MINIMAX and L1 models. OLSPLOT - Plot of Fitted and Actual Data & Res POLYFIT - Fit an nth degree polynomial POLYVAL - Evaluate an nth degree polynomial PP - Calculate Phillips Peron Unit Root test PROBIT - Estimate Probit (0-1) Model. QUANTREG - Quantile Regression Program RESET - Calculate Ramsey(1969) regression specification test. RESET77 - Thursby - Schmidt Regression Specification Test REVERSE - Test a real*8 vector for reversibility in Freq. Domain ROTHMAN - Test a real*8 vector for reversibility in Time Domain RRPLOTS - Plots Recursive Residual Data RRPLOTS2 - Plots Recursive Residual Coef SIMULATE - Dynamically Simulate OLS Model SMOOTH - Do exponential smoothing. SWARTEST - Stock-Watson VAR Test STEPWISE - Stepwise OLS Regression TRIPLES - Calculate Triples Reversability Test TSAY - Calculate Tsay nonlinearity test. TSD - Interface to TSD Data set Estimation and residual testing and Spline Functions BOOTI - Calculate integers to be used with bootstrap. BOOTV - Bootstraps a vector with replacement. BOXCOX - Box-Cox Transformation of a series given lamda. MLSUM - Sums log of elements of a 1d object. Spline Related Commands ACEFIT - Alternating Conditional Expectation Model Estimation BSNAK - Compute Not a Knot Sequence BSOPK - Compute optimal spline knot sequence BSINT - Compute 1-D spline interpolant given knots BSINT2 - Compute 2-D spline interpolant given knots BSINT3 - Compute 3-D spline interpolant given knots BSDER - Compute 1-D spline values/derivatives given knots BSDER2 - Compute 2-D spline values/derivatives given knots BSDER3 - Compute 3-D spline values/derivatives given knots BSITG - Compute 1-D spline integral given knots BSITG2 - Compute 2-D spline integral given knots BSITG3 - Compute 3-D spline integral given knots CSPLINEFIT - Fit a 1 D Cubic Spline using alternative models CSPLINE - Calculate a cubic spline for 1 D data CSPLINEVAL - Calculate spline value given spline CSPLINEDER - Calculate spline derivative given spline value CSPLINEITG - Calculate integral of a cubic spline GAMFIT - Generalized Additive Model Estimation GAMFORE - Forecast a GAM Model GAMPLOT - Display GAMFIT Results MARS - Multivariate Autoregressive Spline Models MARSPLINE - Updated MARS Command using Hastie-Tibshirani code MARS_VAR - Joint Estination of VAR Model using MARS Approach PISPLINE - Pi Spline Nonlinear Model Building Integration Subroutines DQDAG - Integrate a function using Gauss-Kronrod rules DQDNG - Integrate a smooth function using a nonadaptive rule. DQDAGI - Integrate a function over infinite/semi-infinite interval. DQDAGP - Integrate a function with singularity points given DQDAGS - Integrate a function with end point singularities DQAND - Multiple integration of a function DTWODQ - Two Dimensional Iterated Integral IO routines Subroutines BACKSPACE - Backspace a unit CLOSE - Close a logical unit. COPYLOG - Copy file to log file. COPYOUT - Copy file to output file. COPYF - Copy a file from one unit to another. DMFGET - Load data froma DMF Save file DMFPUT - Place data in a DMF save file DMFMERGE - Merge two DMF save files ECHOOFF - Turn off listing of execution. ECHOON - Turn on listing of execution. EPPRINT - Print to log and output file. EPRINT - Print to log file. ERASE - Erase file(s). FORMS - Build Control Forms FPRINT - Formatted print facility. GET - Gets a variable from b34s. GETDMF - Gets a data from a b34s DFM file. GETKEY - Gets a key GETMATLAB - Gets data from matlab. GETRATS - Reads RATS Portable file. GETSCA - Reads SCA FSAVE and portable portable files HEADER - Turn on header ISEXTRACT - Place data in a structure. LOADDATA - Load Data from b34s into MATRIX command. MAKEDATA - Place data in a b34s data loading structure. MAKEDMF - Place Data in a b34s DMF file MAKEFAIR - Make Fair-Parke Data Loading File MAKEMAD - Makes SCA *.MAD datafile from vectors MAKEMATLAB - Place data in a file to be loaded into Matlab. MAKERATS - Make RATS portable file. MAKESCA - Make SCA FSV portable file. MENU - Put up user Menu for input MESSAGE - Put up user message and allow a decision. NOHEADER - Turn off header OPEN - Open a file and attach to a unit. PRINT - Print text and data objects. PRINTALL - Lists all variables in storage. PRINTOFF - Turn off Printing PRINTON - Turn on Printing (This is the default) READ - Read data directly into MATRIX workspace from a file. RESTORE - Load data back in MATRIX facility from external save file. REWIND - Rewind logical unit. RMATLAB - Runs Matlab SAVE - Save current workspace in portable file format. TABULATE - List vectors in a table. WRITE - Write an object to an external file. Matrix Functions DERIVATIVE - Analytic derivative of a vector. DET - Determinate of a matrix. DIAG - Place diagonal of a matrix in an array. DIAGMAT - Create diagonal matrix. EIGENVAL - Eigenvalue of matrix. Alias EIG. INV - Inverse of a real*8 or complex*16 matrix. KPROD - Kronecker Product of two matrices. PDFAC - Cholesky factorization of PD matrix. PDFACDD - Downdate Cholesky factorization. PDFACUD - Update Cholesky factorization. PDINV - Inverse of a PD matrix. PDSOLV - Solution of a PD matrix given right hand side. PERMUTE - Reorder Square Matrix PINV - Generalized Inverse. PROD - Product of elements of a vector. QR - Obtain Cholesky R via QR method using LAPACK. QRFAC - Obtain Cholesky R via QR method. QRSOLVE - Solve OLS using QR. RCOND - 1 / Condition of a Matrix. ROLLDOWN - Moves rows of a 2d object down. ROLLLEFT - Moves cols of a 2d object left. ROLLRIGHT - Moves cols of a 2d object right. ROLLUP - Moves rows of a 2d object up. SCHUR - Performs Schur decomposition SEIGENVAL - Eigenvalues of a symmetric matrix. Alias SEIG. SVD - Singular value decomposition of an object. TRACE - Trace of a matrix. TRANSPOSE - Transpose of a matrix. ZDOTC - Conjugate product of two complex*16 objects. ZDOTU - Product of two complex*16 objects. Miscellaneous Subroutines BREAK - Set User Program Break Point. COMPRESS - Compress workspace. COPY - Copy an object to another object LAPACK - Sets Key LAPACK parameters LOAD - Load a Subroutine from a library. MAKEGLOBAL - Make a variable global (seen at all levels). MAKELOCAL - Make a variable seen at only local level. MANUAL - Place MATRIX command in manual mode. NAMES - List names in storage. LRE - McCullough Log Relative Error PCOPY - Copy an object from one pointer address to another REAL16INFO - Obtain Real16 info REAL16OFF - Turn off Real16 add REAL16ON - Turn on extended accuracy REAL32OFF - Turn off Real32 add REAL16ON - Turn on Real*32 extended accuracy RUN - Terminates the matrix command being in "manual" mode. SETLEVEL - Set level. SETWINDOW - Set window to main(1), help(2) or error(3). SIGD - Set print digits. Default g16.8 STOP - Stop execution of a matrix command. TESTARG - Lists what is passed to a subroutine or function. TIMER - Gets CPU time. VOCAB - List built-in subroutine vocabulary. Miscellaneous Functions ARGUMENT - Unpack character argument at run-time FACT - Factorial LEVEL - Returns current level. POINTER - Machine address of a variable. POLYROOT - Solution of a polynomial. POLYDV - Division of polynomials. POLYMULT - Multiply two polynomials VOCAB - List built in functions. Nonlinear Estimation Capability Subroutines CMAXF1 - Constrained maximization of function using zxmwd. CMAXF2 - Constrained maximization of function using dbconf/g. CMAXF3 - Constrained maximization of function using db2pol. BGARCH Calculate function for a BGARCH model. GARCH - Calculate function for a ARCH/GARCH model. GARCHEST - Estimate ARCH/GARCH model. LPMAX - Solve Linear Programming maximization problem. LPMIN - Solve Linear Programming minimization problem. MAXF1 - Maximize a function using IMSL ZXMIN. MAXF2 - Maximize a function using IMSL DUMINF/DUMING. MAXF3 - Maximize a function using simplex method (DU2POL). NLEQ - Jointly solve a number of nonlinear equations. NLLSQ - Nonlinear Least Squares Estimation. NL2SOL - Alternative Nonlinear Least Squares Estimation. NLPMIN1 - Nonlinear Programming fin. diff. grad. DN2CONF. NLPMIN2 - Nonlinear Programming user supplied grad. DN2CONG. NLPMIN3 - Nonlinear Programming user supplied grad. DN0ONF. NLSTART - Generate starting values for NL routines. QPMIN - Quadratic Programming. SOLVEFREE - Set frequency of freeing temp variables. Random Number Generation and Testing - IMSL Names preserved I_RNGET - Gets seed used in IMSL Random Number generators. I_RNSET - Sets seed used in IMSL Random Number generators. I_RNOPG - Gets the type of generator currently in use. I_RNOPT - Selects the type of uniform (0,1) generator. I_DRNSES - Initializes the table used by shuffled generators. I_DRNGES - Get the table used in the shuffled generators. I_DRNUN - Uniform (0,1) Generator I_DRNNOR - Random Normal Distribution I_RNBIN - Random integers from binomial distribution I_DRNGDA - Random integers from discrete distribution alias approach I_DRNGDT - Random integers from discrete using table lookup I_RNGEO - Random integers from Geometric distribution I_RNHYP - Random integers from Hypergeometric distribution. I_RNNBN - Negative binomial distribution I_DRNBET - Random numbers from beta distribution I_DRNCHI - Random numbers from Chi-squared distribution I_DRNCHY - Random numbers from Cauchy distribution I_DRNEXP - Random numbers from standard exponential I_DRNEXT - Random numbers from mixture of two exponential distributions I_DRNGAM - Random numbers from standard gamma distribution I_DRNGCT - Random numbers from general continuous distribution I_DRNLNL - Random numbers from lognormal distribution I_DRNNOA - Random normal numbers using acceptance/rejection I_DRNNOR - Random normal numbers using CDF method I_DRNSTA - Random numbers from stable distribution I_DRNTRI - Random numbers from triangular distribution I_DRNVMS - Random numbers from Von Mises distribution I_DRNWIB - Random numbers from Weibull distribution I_RNMTN - Random numbers from multinomial distribution I_DRNMVN - Random numbers from multivariate normal I_DRNSPH - Random numbers on the unit circle I_RNPER - Random perturbation of integers I_RNSRI - Index of random sample without replacement Screen I/O and Plot Subroutines CLS - Clear screen. FPLOT - Plot a Function GRAPH - High Resolution graph. GRAPHP - Multi-Pass Graphics Programing Capability GRCHARSET - Set Character Set for Graphics GRREPLAY - Graph replay and reformat command. OUTDOUBLE - Display a Real*8 value at a x, y on screen. OUTINTEGER - Display an Integer*4 value at a x, y on screen. OUTSTRING - Display a string value at a x, y point on screen. PLOT - Line-Printer Graphics SCREENCLOSE - Turn off Display Manager SCREENOPEN - Turn on Display Manager SCREENOUTOFF - Turn screen output off. SCREENOUTON - Turn screen output on. Statistical Functions BETAPROB - Calculate a beta probability. BINDF - Evaluate Binomial Distribution Function BINPR - Evaluate Binomial Probability Function BJ_IDEN - ACF and PACF Listing and or Plotting BLUS - BLUS Residual Analysis CHISQPROB - Calculate chi-square probability. DERF - Error function of real*8/real*16 argument. DERFC - Inverse of error function. FPROB - Probability of F distribution. HYPDF - Evaluate Hypergeometric Distribution Function HYPPR - Evaluate Hypergeometric Probability Function INVBETA - Inverse beta distribution. INVCHISQ - Inverse Chi-square distribution. INVFDIS - Inverse F distribution. INVTDIS - Inverse t distribution. MEAN - Average of a 1d object.vector. MEDIAN - Median of a real*8 object. NCCHISQ - Non central chi-square probability. NORMDEN - Normal density. POIDF - Evaluate Poisson Distribution Function POIPR - Evaluate Poisson Probability Function PROBIT - Inverse normal distribution. PROBNORM - Probability of normal distribution. PROBNORM2 - Bivariate probability of Nornal distribution. Q1 - Q1 of a real*8 object Q3 - Q3 of a real*8 object TDEN - t distribution density. TPROB - t distribution probability. VARIANCE - Variance of an object. System Subroutines DODOS - Execute a command string if under dos/windows. DOUNIX - Execute a command string if under unix. SYSTEM - Issue a system command. Time Series Functions ACF - Calculate autocorrelation function of a 1d object. CCF - Calculate the cross correlation function on two objects. DIF - Difference a series. FRACDIF - Fractional Differencing. GENARMA - Generate an ARMA series given parameters. MAKEJUL - Make a Julian date from a time series Variable Precision Math Subroutines and Functions Subroutines VPASET - Set Variable Precision Math Options Functions VPA - Variable Precision Math calculation Listing of Alias function names Name Replaced by LOG DLOG LN DLOG LOG10 DLOG10 EXP DEXP MOD DMOD MAX DMAX MAX1 DMAX1 MIN DMIN MIN1 DMIN1 INVERSE INV SIN DSIN COS DCOS R4TOR8 DFLOAT R8TOR4 FLOAT SQRT DSQRT SINH DSINH GAMMA DGAMMA COSH DCOSH CONJ DCONJ ATAN DATAN ATAN2 DATAN2 ARSIN DARSIN ARCOS DARCOS ABS DABS R8TOR4 SNGL R4TOR8 DBLE Index of Toolkit Routines contained in matrix2.mac Index of programs, subroutines and Functions ACF_PLOT - Simple ACF Plot AUTOCOV - Autocovariance BPF - Baxter - King MA Filter BPFM - Baxter - King MA Filter with missing data CFREQ - Determine Cumulative Frequency Distribution CATS - Cointegration Test using Johansen Method COINT2 - Cointegration Tests of Two Series COINT2LM - Cointegration Tests of Two Series, OLS, L1, MM COINT2M - Moving Cointegration of Two Series COINT2ME - Moving Cointegration of Two Series - Extended Args. COINT2M2 - Moving Cointegration of Two Series OLS, L1, MM COINT3 - Cointegration Tests of Three Series COINT3ME - Moving Cointegration of Three Series COINT_SW Stock-Watson DOLS Analysis DATA_ACF - Calculate ACF and PACF Plots DATA2ACF - Calculate ACF and PACF Plots added argument DATAVIEW - View a Series Under Menu Control DO_SPEC - Display Periodogram and Spectrum DO2SPEC - Display Periodogram and Spectrum added argument DUD - Derivative Free Nonlinear Estimation FDIFINFO - Fractional Differencing Information FILTER - High Pass / Low Pass Filter using Real FFT FILTERC - High Pass / Low Pass Filter using Complex FFT FORPLOT - Forecast Plot using GRAPHP GARCH2P - Two Pass GARCH Using ARMA Command GARCH2PF - Two pass GARCH using ARMA Command with forecasting GTEST - Tests output of a ARCH/GARCH Model GWRITE - Save Objects in GAUSS Format using one file GWRITE2 - Save Objects in GAUSS Format using two files HP_BP_1 - Baxter-King & Hodrick-Prescott Filtering HP_BP_2 - Baxter-King & Hodrick-Prescott Filtering Moving Window HP_2 - Hodrick & Prescott Filtering of a Moving Window IRF - Impulse Response Functions of VAR Model LMTEST - Engle (1982) test for ARCH for a range of lags MARSPLOT - Automatically plot MARS Curves and Surface Plots MCLEODLI - McLeod-Li (1983) Linearity test MARQ - Estimation of a Nonlinear Model using Derivatives MINIMAX - Estimate MINIMAX with MAXF2 MISSPLOT - Plot of a series with Missing Data MQSTAT - Multivariate Q Statistic MOVEAVE - Moving average of a vector MOVEBJ - Moving Arima Forecast using AUTOBJ MOVEH82 - Moving Hinich 82 test MOVEH96 - Moving Hinich 96 test MOVEOLS - Moving OLS Calculation MOVEVAR - Moving Variance NLVARCOV - Calculates NLLSQ Variance Covariance OLSPLOT - Plot of Fitted and Actual Data & Res PAD - Pad a 1D Real*8 Series on both ends PVALUE_1 - Present value of $1 recieved at end of n years PVALUE_2 - Present Value of an Annuity of $1 PVALUE_3 - Present value of $1 recieved throughout year RTEST - Test Residuals of Model RTEST2 - Test Residuals of Model - No RES and Y Plots QUANTREG - Quantile Regression Program RESET77 - Thursby - Schmidt Regression Specification Test SUBSET - Subset 1d, 2d array, vector or matrix under a mask.