absBstdres | Block version of abs-stdres Absolute values of residuals of... |
absBstdresC | Block version of Absolute values of residuals of kernel... |
absBstdrhserC | Block version abs_stdrhser Absolute residuals kernel... |
abs_res | Absolute residuals of kernel regression of x on y. |
abs_stdapd | Absolute values of gradients (apd's) of kernel regressions of... |
abs_stdapdC | Absolute values of gradients (apd's) of kernel regressions of... |
abs_stdres | Absolute values of residuals of kernel regressions of x on y... |
abs_stdresC | Absolute values of residuals of kernel regressions of x on y... |
abs_stdrhserC | Absolute residuals kernel regressions of standardized x on y... |
abs_stdrhserr | Absolute values of Hausman-Wu null in kernel regressions of x... |
allPairs | Report causal identification for all pairs of variables in a... |
badCol | internal badCol |
bigfp | Compute the numerical integration by the trapezoidal rule. |
bootDom12 | bootstrap confidence intervals for (x2-x1) exact SD1 to SD4... |
bootGcLC | Compute vector of n999 nonlinear Granger causality paths |
bootGcRsq | Compute vector of n999 nonlinear Granger causality paths |
bootPair2 | Compute matrix of n999 rows and p-1 columns of bootstrap... |
bootPairs | Compute matrix of n999 rows and p-1 columns of bootstrap... |
bootPairs0 | Compute matrix of n999 rows and p-1 columns of bootstrap... |
bootQuantile | Compute confidence intervals [quantile(s)] of indexes from... |
bootSign | Probability of unambiguously correct (+ or -) sign from... |
bootSignPcent | Probability of unambiguously correct (+ or -) sign from... |
bootSummary | Compute usual summary stats of 'sum' indexes from bootPairs... |
bootSummary2 | Compute usual summary stats of 'sum' index in (-100, 100)... |
canonRho | Generalized canonical correlation, estimating alpha, beta,... |
causeAllPair | All Pair Version Kernel (block) causality summary paths from... |
causeSum2Blk | Block Version 2: Kernel causality summary of causal paths... |
causeSum2Panel | Kernel regressions based causal paths in Panel Data. |
causeSummary | Kernel causality summary of evidence for causal paths from... |
causeSummary0 | Older Kernel causality summary of evidence for causal paths... |
causeSummary2 | Kernel causality summary of evidence for causal paths from... |
causeSummary2NoP | No Print version Kernel causality summary of evidence for... |
causeSummBlk | Block Version 2: Kernel causality summary of causal paths... |
causeSumNoP | No print (NoP) version of causeSummBlk summary causal paths... |
cofactor | Compute cofactor of a matrix based on row r and column c. |
compPortfo | Compares two vectors (portfolios) using momentVote,... |
comp_portfo2 | Compares two vectors (portfolios) using stochastic dominance... |
da | internal da |
da2Lag | internal da2Lag |
decileVote | Function compares nine deciles of stock return distributions. |
depMeas | depMeas Signed measure of nonlinear nonparametric dependence... |
dif4 | order 4 differencing of a time series vector |
dif4mtx | order four differencing of a matrix of time series |
diff.e0 | Internal diff.e0 |
dig | Internal dig |
e0 | internal e0 |
EuroCrime | European Crime Data |
exactSdMtx | Exact stochastic dominance computation from areas above ECDF... |
GcRsqX12 | Generalized Granger-Causality. If dif>0, x2 Granger-causes... |
GcRsqX12c | Generalized Granger-Causality. If dif>0, x2 Granger-causes... |
GcRsqYX | Nonlinear Granger causality between two time series workhorse... |
GcRsqYXc | Nonlinear Granger causality between two time series workhorse... |
generalCorrInfo | generalCorr package description: |
get0outliers | Function to compute outliers and their count using Tukey's... |
getSeq | Two sequences: starting+ending values from n and blocksize... |
gmc0 | internal gmc0 |
gmc1 | internal gmc1 |
gmcmtx0 | Matrix R* of generalized correlation coefficients captures... |
gmcmtxBlk | Matrix R* of generalized correlation coefficients captures... |
gmcmtxZ | compute the matrix R* of generalized correlation... |
gmcxy_np | Function to compute generalized correlation coefficients... |
goodCol | internal goodCol |
heurist | Heuristic t test of the difference between two generalized... |
i | internal i |
ibad | internal object |
ii | internal ii |
j | internal j |
kern | Kernel regression with options for residuals and gradients. |
kern2 | Kernel regression version 2 with optional residuals and... |
kern2ctrl | Kernel regression with control variables and optional... |
kern_ctrl | Kernel regression with control variables and optional... |
mag | Approximate overall magnitudes of kernel regression partials... |
mag_ctrl | After removing control variables, magnitude of effect of x on... |
min.e0 | internal min.e0 |
minor | Function to do compute the minor of a matrix defined by row r... |
momentVote | Function compares Pearson Stats and Sharpe Ratio for a matrix... |
mtx | internal mtx |
mtx0 | internal mtx0 |
mtx2 | internal mtx2 |
n | internal n |
nall | internal nall |
nam.badCol | internal nam.badCol |
nam.goodCol | internal nam.goodCol |
nam.mtx0 | internal nam.mtx0 |
napair | Function to do pairwise deletion of missing rows. |
naTriple | Function to do matched deletion of missing rows from x, y and... |
naTriplet | Function to do matched deletion of missing rows from x, y and... |
NLhat | Compute fitted values from kernel regression of x on y and y... |
out1 | internal out1 |
outOFsamp | Compare out-of-sample portfolio choice algorithms by a... |
outOFsell | Compare out-of-sample (short) selling algorithms by a... |
p1 | internal p1 |
Panel2Lag | Function to compute a vector of 2 lagged values of a variable... |
PanelLag | Function for computing a vector of one-lagged values of xj, a... |
parcorBijk | Block version of generalized partial correlation coefficients... |
parcorBMany | Block version reports many generalized partial correlation... |
parcorHijk | Generalized partial correlation coefficients between Xi and... |
parcorHijk2 | Generalized partial correlation coefficients between Xi and... |
parcor_ijk | Generalized partial correlation coefficients between Xi and... |
parcor_ijkOLD | Generalized partial correlation coefficient between Xi and Xj... |
parcor_linear | Partial correlation coefficient between Xi and Xj after... |
parcorMany | Report many generalized partial correlation coefficients... |
parcorMtx | Matrix of generalized partial correlation coefficients,... |
parcor_ridg | Compute generalized (ridge-adjusted) partial correlation... |
parcorSilent | Silently compute generalized (ridge-adjusted) partial... |
parcorVec | Vector of generalized partial correlation coefficients... |
parcorVecH | Vector of hybrid generalized partial correlation... |
parcorVecH2 | Vector of hybrid generalized partial correlation... |
pcause | Compute the bootstrap probability of correct causal... |
pillar3D | Create a 3D pillar chart to display (x, y, z) data coordinate... |
prelec2 | Intermediate weighting function giving Non-Expected Utility... |
probSign | Compute probability of positive or negative sign from... |
rank2return | Compute the portfolio return knowing the rank of a stock in... |
rank2sell | Compute the portfolio return knowing the rank of a stock in... |
rhs1 | internal rhs1 |
rhs.lag2 | internal rhs.lag2 |
ridgek | internal ridgek |
rij | internal rij |
rijMrji | internal rijMrji |
rji | internal rji |
rrij | internal rrij |
rrji | internal rrji |
rstar | Function to compute generalized correlation coefficients... |
sales2Lag | internal sales2Lag |
salesLag | internal salesLag |
seed | internal seed |
sgn.e0 | internal sgn.e0 |
silentMtx | No-print kernel-causality unanimity score matrix with... |
silentMtx0 | Older kernel-causality unanimity score matrix with optional... |
silentPair2 | kernel causality (version 2) scores with control variables |
silentPairs | No-print kernel causality scores with control variables... |
silentPairs0 | Older version, kernel causality weighted sum allowing control... |
siPair2Blk | Block Version of silentPair2 for causality scores with... |
siPairsBlk | Block Version of silentPairs for causality scores with... |
some0Pairs | Function reporting detailed kernel causality results in a... |
someCPairs | Kernel causality computations admitting control variables. |
someCPairs2 | Kernel causality computations admitting control variables... |
someMagPairs | Summary magnitudes after removing control variables in... |
somePairs | Function reporting kernel causality results as a 7-column... |
somePairs2 | Function reporting kernel causality results as a 7-column... |
sort.abse0 | internal sort.abse0 |
sort.e0 | internal sort.e0 |
sort_matrix | Sort all columns of matrix x with respect to the j-th column. |
stdres | Residuals of kernel regressions of x on y when both x and y... |
stdz_xy | Standardize x and y vectors to achieve zero mean and unit... |
stochdom2 | Compute vectors measuring stochastic dominance of four... |
sudoCoefParcor | Pseudo regression coefficients from generalized partial... |
sudoCoefParcorH | Peudo regression coefficients from hybrid generalized partial... |
summaryRank | Compute ranks of rows of matrix and summarize them into a... |
symmze | Replace asymmetric matrix by max of abs values of [i,j] or... |
wtdpapb | Creates input for the stochastic dominance function stochdom2 |
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