com.imsl.stat |
|
Basic Statistics |
|
PooledCovariances |
Computes the pooled variance-covariance matrix from one
or more sets of observations. |
|
RandomSamples |
Generates a simple pseudorandom sample from a finite
population, a sample of indices, or a permutation of an array
of indices. |
com.imsl.stat.distributions |
|
Probability Distributions and Parameter Estimation |
|
ContinuousUniformPD |
The continuous uniform probability distribution |
|
ExponentialPD |
The exponential probability distribution |
com.imsl.datamining |
|
Data Mining |
|
BootstrapAggregation |
Added new methods to get out-of-bag predictions.
|
|
BootstrapAggregation |
Added new method to get variable importance measures
based on out-of-bag predictions.
|
|
PredictiveModel |
Added new methods to set and get maximum iterations. |
|
PredictiveModel |
Added new method to get estimated class probabilities. |
com.imsl.datamining.decisionTrees |
|
Decision Trees |
|
RandomTrees |
Performs a random forest ensemble method for decision trees. |
com.imsl.datamining.supportvectormachine |
|
Support Vector Machines |
|
SupportVectorMachine |
Abstract class for support vector machines |
|
SVClassification |
Performs support vector machine optimization and prediction
for classification problems. |
|
SVRegression |
Performs support vector machine optimization and prediction
for regression problems. |
|
SVOneClass |
Performs support vector machine optimization and prediction
for the one-class problem. |
|
Kernel |
Abstract class for kernel functions used in support
vector machines |
|
LinearKernel |
The linear kernel function |
|
PolynomialKernel |
The polynomial kernel function |
|
RadialBasisKernel |
The radial basis kernel function |
|
SigmoidKernel |
The sigmoid kernel function |
com.imsl.math |
|
Optimization |
|
MinUnconMultiVar.getNumberOfThreads |
Returns the number of Thread s used for parallel
processing. |
|
MinUnconMultiVar.setNumberOfThreads |
Sets the number of Thread s to be used for
parallel processing. |
|
NonlinLeastSquares.getNumberOfThreads |
Returns the number of Thread s used for parallel
processing. |
|
NonlinLeastSquares.setNumberOfThreads |
Sets the number of Thread s to be used for
parallel processing. |
|
MinConGenLin.getNumberOfThreads |
Returns the number of Thread s used for parallel
processing. |
|
MinConGenLin.setNumberOfThreads |
Sets the number of Thread s to be used for
parallel processing. |
|
BoundedLeastSquares.getNumberOfThreads |
Returns the number of Thread s used for parallel
processing. |
|
BoundedLeastSquares.setNumberOfThreads |
Sets the number of Thread s to be used for
parallel processing. |
|
MinConNLP.getNumberOfThreads |
Returns the number of Thread s used for parallel
processing. |
|
MinConNLP.setNumberOfThreads |
Sets the number of Thread s to be used for
parallel processing. |
|
MinConNLP.getOptimalValue |
Returns the optimal value of the objective function. |
|
QuadraticProgramming.getOptimalValue |
Returns the optimal value of the objective function. |
com.imsl.stat |
|
Basic Statistics |
|
Summary.getNumberOfObservations |
Returns the number of non-missing observations. |
|
Summary.numberOfObservations |
Returns the number of non-missing observations in the given
data set. |
|
Time Series and Forecasting |
|
AutoCorrelation.getNumberOfThreads |
Returns the number of Thread s used for parallel
processing. |
|
AutoCorrelation.setNumberOfThreads |
Sets the number of Thread s to be used for
parallel processing. |
|
HoltWintersExponentialSmoothing |
Implements Holt-Winters triple exponential smoothing for a
univariate time series. |
|
TimeSeries |
Describes data as a time series. |
|
TimeSeriesOperations |
Provides methods to perform operations on TimeSeries
objects. |
|
VectorAutoregression |
Provides methods for vector autoregression (VAR). |
|
Multivariate Analysis |
|
ClusterKNN |
Performs a k-Nearest Neighbor classification. |
|
Probability Distribution Functions and
Inverses |
|
Cdf.complementaryNoncentralF |
Evaluates the complementary noncentral F cumulative
distribution function. |
com.imsl.stat.distributions |
|
Probability Distributions and Parameter
Estimation |
|
ProbabilityDistribution |
Abstract class for univariate probability distributions |
|
PDFGradientInterface |
Interface for a ProbabilityDistribution which provides a pdf
gradient |
|
PDFHessianInterface |
Interface for a ProbabilityDistribution which provides a pdf
hessian |
|
MaximumLikelihoodEstimation |
Computes maximum likelihood estimates for univariate
probability distributions. |
|
BetaPD |
The beta probability distribution |
|
GammaPD |
The gamma probability distribution |
|
NormalPD |
The normal or Gaussian probability distribution |
com.imsl.finance |
|
Finance |
|
DayCountBasis.setEOM |
Specifies whether to use the End-Of-Month rule. |
|
Bond.price |
Evaluates the price of an odd first period (long and short)
coupon bond, given its yield. |
|
Bond.price |
Evaluates the price of an odd last period (long and short)
coupon bond, given its yield. |
|
Bond.yield |
Evaluates the yield of a security with an odd first (long
and short) coupon period that pays periodic interest, given its price. |
|
Bond.yield |
Evaluates the yield of a security with an odd last (long and
short) coupon period that pays periodic interest, given its price. |
com.imsl.datamining |
|
Datamining |
|
Apriori |
Implements the Apriori algorithm. |
|
Itemsets |
Describes the sets of items discovered by the Apriori
algorithm. |
|
AssociationRule |
Describes the association rules generated by the Apriori
algorithm. |
|
Kohonen Self Organizing Map |
|
KohonenSOM |
Describes a Kohonen map. |
|
KohonenSOMTrainer |
Abstract class for training a Kohonen network |
|
Predictive Models |
|
PredictiveModel |
Abstract class for predictive models |
|
BootstrapAggregation |
Performs bootstrap aggregation for predictive models. |
|
CrossValidation |
Performs cross validation for predictive models. |
com.imsl.datamining.decisionTree |
|
Decision Tree |
|
Decision Tree Chapter Introduction |
Details decision tree analysis. |
|
ALACART |
Implements the ALACART method for generating a decision
tree. |
|
C45 |
Implements the C45 method for generating a decision tree.
|
|
CHAID |
Implements the CHAID method for generating a decision tree.
|
|
QUEST |
Implements the QUEST method for generating a decision tree.
|
|
DecisionTree |
Abstract class for generating decision trees |
|
DecisionTreeInfoGain |
Extends DecisionTree for methods which use an information
gain criteria. |
|
Tree |
The decision tree structure |
|
TreeNode |
A DecisionTree node which may be used as a child node of
Tree |
General |
|
|
|
|
Made various grammatical and typographical corrections to
the documentation. |
|
|
The product is no longer license-managed for users who have
purchased the product. |
com.imsl.math |
|
Linear Systems |
|
ComplexMatrix |
Added new exception handling for parallel processing. |
|
Matrix |
Added new exception handling for parallel processing. |
|
SuperLU |
Resolved missing warning message in message resource file.
|
|
Eigensystem Analysis |
|
SymEigen |
Adjustments were made to the calculation of the scaling
factor. |
|
SymEigen |
Corrected eigenvalue and eigenvector calculation. |
|
Optimization |
|
MinUnconMultiVar |
Class has been parallelized. |
|
NonlinLeastSquares |
Class has been parallelized. |
|
NonlinLeastSquares |
Changed exception to a warning and added a test to break
out of a while loop to prevent a possible infinite loop.
|
|
MinConGenLin |
Class has been parallelized. |
|
MinConNLP |
Class has been parallelized. |
|
BoundedLeastSquares |
Class has been parallelized. |
|
BoundedLeastSquares |
Changed exception to a warning and added a test to break
out of a while loop to prevent a possible infinite loop.
|
|
BoundedLeastSquares.getJacobian |
Now returns the Jacobian whether specified by the user or
not. |
|
Special Functions |
|
Sfun.logGammaCorrection |
Deprecated. |
com.imsl.finance |
|
Bond.price |
Updated the price calculation when the number of coupons
n=1. |
|
Bond.yield |
Improved the zero root finder in the yield calculation. |
|
Bond.yield |
Relaxed the lower bound of 0 from the yield calculation.
|
com.imsl.stat |
|
Basic Statistics |
|
Summary.maximum |
Corrected bug which causes incorrect values to be returned
when input has NaNs. |
|
Summary.minimum |
Corrected bug which causes incorrect values to be returned
when input has NaNs. |
|
NormOneSample.setConfidenceMean |
Updated the documentation. |
|
NormTwoSample |
Updated the documentation.
|
|
NormTwoSample |
Enhanced the treatment of missing values.
|
|
NormTwoSample |
Corrected bug which causes incorrect values
to be returned when update methods are used.
|
|
NormTwoSample.getTTestDF |
Corrected bug which calculates the degrees of freedom
incorrectly when a sample has only one observation.
|
|
Covariances |
Corrected bug producing incorrect results for constant
variables. |
|
Sort |
Updated the documentation. |
|
TableMultiWay |
Updated the documentation. |
|
TableMultiWay |
Corrected bug in applying user defined frequencies in
unbalanced tables. |
|
Regression |
|
NonlinearRegression |
Changed exception to a warning and added a test to break
out of a while loop to prevent a possible infinite loop.
|
|
Nonparametric Statistics |
|
WilcoxonRankSum |
Enhanced the treatment of missing values.
|
|
WilcoxonRankSum |
Added the exact p-values calculation. |
|
WilcoxonRankSum |
Modified the use of a correction term so that negative
p-values do not occur. |
|
WilcoxonRankSum |
Switched to using tabulated p-values for small sample sizes
to avoid a state where an access violation could occur. |
|
Time Series and Forecasting |
|
AutoCorrelation |
Class has been parallelized. |
|
ARAutoUnivariate |
Improved memory usage. |
|
ARMA |
Corrected under allocation of space for unconstrained
nonlinear least squares solver. |
|
ARMA |
Added check to confirm the number of parameters is less
than or equal to the number of squared residuals for the
unconstrained nonlinear least squares |
|
ARMA |
Changed exception to a warning and added a test to break
out of a while loop to prevent a possible infinite loop.
|
|
GARCH.getAR |
Deprecated. |
|
GARCH.getMA |
Deprecated. |
|
GARCH.getGARCH |
Returns the estimated values of the GARCH coefficients. |
|
GARCH.getARCH |
Returns the estimated values of the ARCH coefficients. |
|
GARCH.getX |
Updated the documentation. |
|
LackOfFit |
Corrected bug in calculating p-value. |
com.imsl.io |
|
Input/Output |
|
AbstractFlatFile |
Created empty methods to implement new interface methods in
ResultSet for JDK 1.6 and 1.7. |
|
FlatFile |
Created empty methods to implement new interface methods in
ResultSet for JDK 1.6 and 1.7. |