| dev.nm |
NMDEV numerical computing: a guide to the public API.
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| dev.nm.algebra.linear.matrix |
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| dev.nm.algebra.linear.matrix.doubles |
Real-valued matrices with one-based row and column indices.
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| dev.nm.algebra.linear.matrix.doubles.factorization.diagonalization |
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| dev.nm.algebra.linear.matrix.doubles.factorization.eigen |
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| dev.nm.algebra.linear.matrix.doubles.factorization.eigen.dqds |
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| dev.nm.algebra.linear.matrix.doubles.factorization.eigen.mr3 |
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| dev.nm.algebra.linear.matrix.doubles.factorization.eigen.mr3.getvec |
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| dev.nm.algebra.linear.matrix.doubles.factorization.eigen.qr |
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| dev.nm.algebra.linear.matrix.doubles.factorization.gaussianelimination |
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| dev.nm.algebra.linear.matrix.doubles.factorization.qr |
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| dev.nm.algebra.linear.matrix.doubles.factorization.svd |
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| dev.nm.algebra.linear.matrix.doubles.factorization.svd.mr3 |
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| dev.nm.algebra.linear.matrix.doubles.factorization.triangle |
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| dev.nm.algebra.linear.matrix.doubles.factorization.triangle.cholesky |
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| dev.nm.algebra.linear.matrix.doubles.linearsystem |
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| dev.nm.algebra.linear.matrix.doubles.matrixtype |
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| dev.nm.algebra.linear.matrix.doubles.matrixtype.dense |
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| dev.nm.algebra.linear.matrix.doubles.matrixtype.dense.diagonal |
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| dev.nm.algebra.linear.matrix.doubles.matrixtype.dense.triangle |
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| dev.nm.algebra.linear.matrix.doubles.matrixtype.mathoperation |
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| dev.nm.algebra.linear.matrix.doubles.matrixtype.mathoperation.multiplication |
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| dev.nm.algebra.linear.matrix.doubles.matrixtype.sparse |
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| dev.nm.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative |
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| dev.nm.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.nonstationary |
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| dev.nm.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.preconditioner |
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| dev.nm.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.stationary |
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| dev.nm.algebra.linear.matrix.doubles.operation |
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| dev.nm.algebra.linear.matrix.doubles.operation.householder |
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| dev.nm.algebra.linear.matrix.doubles.operation.positivedefinite |
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| dev.nm.algebra.linear.matrix.generic |
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| dev.nm.algebra.linear.matrix.generic.matrixtype |
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| dev.nm.algebra.linear.vector |
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| dev.nm.algebra.linear.vector.doubles |
Real-valued vectors with one-based component indices.
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| dev.nm.algebra.linear.vector.doubles.dense |
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| dev.nm.algebra.linear.vector.doubles.operation |
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| dev.nm.algebra.structure |
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| dev.nm.analysis.curvefit |
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| dev.nm.analysis.curvefit.interpolation |
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| dev.nm.analysis.curvefit.interpolation.bivariate |
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| dev.nm.analysis.curvefit.interpolation.multivariate |
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| dev.nm.analysis.curvefit.interpolation.univariate |
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| dev.nm.analysis.differentialequation |
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| dev.nm.analysis.differentialequation.ode.ivp.problem |
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| dev.nm.analysis.differentialequation.ode.ivp.solver |
Numerical solutions of ordinary differential equation initial-value problems.
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| dev.nm.analysis.differentialequation.ode.ivp.solver.extrapolation |
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| dev.nm.analysis.differentialequation.ode.ivp.solver.multistep.adamsbashforthmoulton |
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| dev.nm.analysis.differentialequation.ode.ivp.solver.rungekutta |
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| dev.nm.analysis.differentialequation.pde |
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| dev.nm.analysis.differentialequation.pde.finitedifference |
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| dev.nm.analysis.differentialequation.pde.finitedifference.elliptic.dim2 |
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| dev.nm.analysis.differentialequation.pde.finitedifference.hyperbolic.dim1 |
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| dev.nm.analysis.differentialequation.pde.finitedifference.hyperbolic.dim2 |
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| dev.nm.analysis.differentialequation.pde.finitedifference.parabolic.dim1.convectiondiffusionequation |
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| dev.nm.analysis.differentialequation.pde.finitedifference.parabolic.dim1.heatequation |
One-dimensional heat/diffusion problems with explicit initial and boundary data.
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| dev.nm.analysis.differentialequation.pde.finitedifference.parabolic.dim2 |
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| dev.nm.analysis.differentiation |
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| dev.nm.analysis.differentiation.differentiability |
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| dev.nm.analysis.differentiation.multivariate |
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| dev.nm.analysis.differentiation.univariate |
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| dev.nm.analysis.function |
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| dev.nm.analysis.function.matrix |
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| dev.nm.analysis.function.polynomial |
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| dev.nm.analysis.function.polynomial.root |
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| dev.nm.analysis.function.polynomial.root.jenkinstraub |
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| dev.nm.analysis.function.rn2r1 |
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| dev.nm.analysis.function.rn2r1.univariate |
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| dev.nm.analysis.function.rn2rm |
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| dev.nm.analysis.function.special |
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| dev.nm.analysis.function.special.beta |
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| dev.nm.analysis.function.special.gamma |
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| dev.nm.analysis.function.special.gaussian |
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| dev.nm.analysis.function.tuple |
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| dev.nm.analysis.integration.univariate |
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| dev.nm.analysis.integration.univariate.riemann |
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| dev.nm.analysis.integration.univariate.riemann.gaussian |
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| dev.nm.analysis.integration.univariate.riemann.gaussian.rule |
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| dev.nm.analysis.integration.univariate.riemann.newtoncotes |
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| dev.nm.analysis.integration.univariate.riemann.substitution |
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| dev.nm.analysis.root.multivariate |
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| dev.nm.analysis.root.univariate |
Scalar root-finding algorithms.
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| dev.nm.analysis.sequence |
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| dev.nm.combinatorics |
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| dev.nm.dsp.univariate.operation.system.doubles |
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| dev.nm.geometry |
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| dev.nm.geometry.polyline |
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| dev.nm.graph |
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| dev.nm.graph.algorithm.shortestpath |
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| dev.nm.graph.algorithm.traversal |
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| dev.nm.graph.community |
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| dev.nm.graph.type |
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| dev.nm.interval |
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| dev.nm.misc |
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| dev.nm.misc.algorithm |
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| dev.nm.misc.algorithm.bb |
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| dev.nm.misc.algorithm.iterative |
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| dev.nm.misc.algorithm.iterative.monitor |
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| dev.nm.misc.algorithm.iterative.tolerance |
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| dev.nm.misc.algorithm.stopcondition |
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| dev.nm.misc.datastructure |
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| dev.nm.misc.datastructure.time |
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| dev.nm.misc.parallel |
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| dev.nm.number |
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| dev.nm.number.big |
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| dev.nm.number.complex |
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| dev.nm.number.doublearray |
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| dev.nm.root.univariate |
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| dev.nm.root.univariate.bracketsearch |
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| dev.nm.solver |
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| dev.nm.solver.multivariate.constrained |
Constrained minimization: translating a mathematical problem into solver inputs.
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| dev.nm.solver.multivariate.constrained.constraint |
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| dev.nm.solver.multivariate.constrained.constraint.general |
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| dev.nm.solver.multivariate.constrained.constraint.linear |
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| dev.nm.solver.multivariate.constrained.convex.sdp.pathfollowing |
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| dev.nm.solver.multivariate.constrained.convex.sdp.problem |
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| dev.nm.solver.multivariate.constrained.convex.sdp.socp.interiorpoint |
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| dev.nm.solver.multivariate.constrained.convex.sdp.socp.problem |
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| dev.nm.solver.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization |
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| dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp |
Quadratic programming with explicit objective and constraint conventions.
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| dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.lp |
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| dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.lp.exception |
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| dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.lp.problem |
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| dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.lp.simplex |
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| dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.pivoting |
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| dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.solution |
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| dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.solver |
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| dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.problem |
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| dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.solver |
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| dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.solver.activeset |
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| dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.solver.socp |
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| dev.nm.solver.multivariate.constrained.general.box |
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| dev.nm.solver.multivariate.constrained.general.penaltymethod |
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| dev.nm.solver.multivariate.constrained.general.sqp.activeset |
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| dev.nm.solver.multivariate.constrained.general.sqp.activeset.equalityconstraint |
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| dev.nm.solver.multivariate.constrained.integer |
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| dev.nm.solver.multivariate.constrained.integer.bruteforce |
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| dev.nm.solver.multivariate.constrained.integer.linear.bb |
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| dev.nm.solver.multivariate.constrained.integer.linear.cuttingplane |
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| dev.nm.solver.multivariate.constrained.integer.linear.problem |
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| dev.nm.solver.multivariate.constrained.problem |
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| dev.nm.solver.multivariate.geneticalgorithm |
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| dev.nm.solver.multivariate.geneticalgorithm.minimizer.deoptim |
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| dev.nm.solver.multivariate.geneticalgorithm.minimizer.deoptim.constrained |
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| dev.nm.solver.multivariate.geneticalgorithm.minimizer.local |
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| dev.nm.solver.multivariate.geneticalgorithm.minimizer.simplegrid |
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| dev.nm.solver.multivariate.geneticalgorithm.minimizer.simplegrid.firstgeneration |
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| dev.nm.solver.multivariate.initialization |
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| dev.nm.solver.multivariate.minmax |
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| dev.nm.solver.multivariate.unconstrained |
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| dev.nm.solver.multivariate.unconstrained.annealing |
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| dev.nm.solver.multivariate.unconstrained.annealing.acceptanceprobabilityfunction |
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| dev.nm.solver.multivariate.unconstrained.annealing.annealingfunction |
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| dev.nm.solver.multivariate.unconstrained.annealing.temperaturefunction |
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| dev.nm.solver.multivariate.unconstrained.c2 |
Local minimization of real-valued multivariate objectives.
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| dev.nm.solver.multivariate.unconstrained.c2.conjugatedirection |
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| dev.nm.solver.multivariate.unconstrained.c2.linesearch |
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| dev.nm.solver.multivariate.unconstrained.c2.quasinewton |
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| dev.nm.solver.multivariate.unconstrained.c2.steepestdescent |
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| dev.nm.solver.problem |
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| dev.nm.stat.cointegration |
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| dev.nm.stat.covariance |
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| dev.nm.stat.covariance.covarianceselection |
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| dev.nm.stat.covariance.covarianceselection.lasso |
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| dev.nm.stat.covariance.nlshrink |
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| dev.nm.stat.covariance.nlshrink.quest |
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| dev.nm.stat.descriptive |
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| dev.nm.stat.descriptive.correlation |
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| dev.nm.stat.descriptive.covariance |
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| dev.nm.stat.descriptive.moment |
Batch and incremental sample moments.
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| dev.nm.stat.descriptive.moment.weighted |
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| dev.nm.stat.descriptive.rank |
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| dev.nm.stat.distribution.discrete |
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| dev.nm.stat.distribution.multivariate |
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| dev.nm.stat.distribution.multivariate.exponentialfamily |
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| dev.nm.stat.distribution.univariate |
Univariate probability distributions, densities, and quantiles.
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| dev.nm.stat.distribution.univariate.exponentialfamily |
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| dev.nm.stat.dlm.multivariate |
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| dev.nm.stat.dlm.univariate |
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| dev.nm.stat.evt.cluster |
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| dev.nm.stat.evt.evd.bivariate |
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| dev.nm.stat.evt.evd.univariate |
Univariate extreme-value distributions.
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| dev.nm.stat.evt.evd.univariate.fitting |
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| dev.nm.stat.evt.evd.univariate.fitting.acer |
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| dev.nm.stat.evt.evd.univariate.fitting.acer.empirical |
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| dev.nm.stat.evt.evd.univariate.fitting.pot |
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| dev.nm.stat.evt.evd.univariate.rng |
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| dev.nm.stat.evt.exi |
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| dev.nm.stat.evt.function |
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| dev.nm.stat.evt.markovchain |
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| dev.nm.stat.evt.timeseries |
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| dev.nm.stat.factor.factoranalysis |
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| dev.nm.stat.factor.implicitmodelpca |
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| dev.nm.stat.factor.pca |
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| dev.nm.stat.hmm |
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| dev.nm.stat.hmm.discrete |
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| dev.nm.stat.hmm.mixture |
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| dev.nm.stat.hmm.mixture.distribution |
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| dev.nm.stat.markovchain |
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| dev.nm.stat.random |
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| dev.nm.stat.random.rng |
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| dev.nm.stat.random.rng.concurrent.cache |
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| dev.nm.stat.random.rng.concurrent.context |
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| dev.nm.stat.random.rng.multivariate |
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| dev.nm.stat.random.rng.multivariate.mcmc.hybrid |
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| dev.nm.stat.random.rng.multivariate.mcmc.metropolis |
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| dev.nm.stat.random.rng.multivariate.mcmc.proposalfunction |
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| dev.nm.stat.random.rng.univariate |
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| dev.nm.stat.random.rng.univariate.beta |
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| dev.nm.stat.random.rng.univariate.exp |
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| dev.nm.stat.random.rng.univariate.gamma |
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| dev.nm.stat.random.rng.univariate.normal |
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| dev.nm.stat.random.rng.univariate.normal.truncated |
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| dev.nm.stat.random.rng.univariate.poisson |
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| dev.nm.stat.random.rng.univariate.uniform |
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| dev.nm.stat.random.rng.univariate.uniform.linear |
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| dev.nm.stat.random.rng.univariate.uniform.mersennetwister |
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| dev.nm.stat.random.rng.univariate.uniform.mersennetwister.dynamiccreation |
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| dev.nm.stat.random.sampler.resampler |
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| dev.nm.stat.random.sampler.resampler.bootstrap |
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| dev.nm.stat.random.sampler.resampler.bootstrap.block |
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| dev.nm.stat.random.sampler.resampler.multivariate |
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| dev.nm.stat.random.variancereduction |
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| dev.nm.stat.regression |
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| dev.nm.stat.regression.linear |
Linear regression problems, fitted coefficients, and diagnostics.
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| dev.nm.stat.regression.linear.glm |
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| dev.nm.stat.regression.linear.glm.distribution |
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| dev.nm.stat.regression.linear.glm.distribution.link |
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| dev.nm.stat.regression.linear.glm.modelselection |
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| dev.nm.stat.regression.linear.glm.quasi |
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| dev.nm.stat.regression.linear.glm.quasi.family |
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| dev.nm.stat.regression.linear.lasso |
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| dev.nm.stat.regression.linear.lasso.lars |
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| dev.nm.stat.regression.linear.logistic |
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| dev.nm.stat.regression.linear.ols |
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| dev.nm.stat.regression.linear.panel |
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| dev.nm.stat.regression.linear.residualanalysis |
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| dev.nm.stat.stochasticprocess.multivariate.random |
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| dev.nm.stat.stochasticprocess.multivariate.sde |
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| dev.nm.stat.stochasticprocess.multivariate.sde.coefficients |
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| dev.nm.stat.stochasticprocess.multivariate.sde.discrete |
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| dev.nm.stat.stochasticprocess.timegrid |
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| dev.nm.stat.stochasticprocess.univariate.filtration |
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| dev.nm.stat.stochasticprocess.univariate.integration |
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| dev.nm.stat.stochasticprocess.univariate.random |
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| dev.nm.stat.stochasticprocess.univariate.sde |
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| dev.nm.stat.stochasticprocess.univariate.sde.coefficients |
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| dev.nm.stat.stochasticprocess.univariate.sde.discrete |
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| dev.nm.stat.stochasticprocess.univariate.sde.process |
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| dev.nm.stat.stochasticprocess.univariate.sde.process.ou |
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| dev.nm.stat.test |
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| dev.nm.stat.test.distribution |
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| dev.nm.stat.test.distribution.kolmogorov |
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| dev.nm.stat.test.distribution.normality |
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| dev.nm.stat.test.distribution.pearson |
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| dev.nm.stat.test.mean |
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| dev.nm.stat.test.rank |
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| dev.nm.stat.test.rank.wilcoxon |
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| dev.nm.stat.test.regression.linear.heteroskedasticity |
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| dev.nm.stat.test.timeseries.adf |
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| dev.nm.stat.test.timeseries.adf.table |
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| dev.nm.stat.test.timeseries.portmanteau |
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| dev.nm.stat.test.variance |
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| dev.nm.stat.timeseries.datastructure |
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| dev.nm.stat.timeseries.datastructure.multivariate |
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| dev.nm.stat.timeseries.datastructure.multivariate.realtime |
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| dev.nm.stat.timeseries.datastructure.multivariate.realtime.inttime |
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| dev.nm.stat.timeseries.datastructure.univariate |
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| dev.nm.stat.timeseries.datastructure.univariate.realtime |
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| dev.nm.stat.timeseries.datastructure.univariate.realtime.inttime |
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| dev.nm.stat.timeseries.linear.multivariate |
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| dev.nm.stat.timeseries.linear.multivariate.arima |
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| dev.nm.stat.timeseries.linear.multivariate.stationaryprocess |
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| dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma |
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| dev.nm.stat.timeseries.linear.univariate |
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| dev.nm.stat.timeseries.linear.univariate.arima |
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| dev.nm.stat.timeseries.linear.univariate.sample |
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| dev.nm.stat.timeseries.linear.univariate.stationaryprocess |
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| dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma |
ARMA model fitting and forecasting from an ordered observation history.
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| dev.nm.stat.timeseries.linear.univariate.stationaryprocess.armagarch |
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| dev.nm.stat.timeseries.linear.univariate.stationaryprocess.garch |
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| tech.nmfin.meanreversion.cointegration |
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| tech.nmfin.meanreversion.cointegration.check |
|
| tech.nmfin.meanreversion.daspremont2008 |
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| tech.nmfin.meanreversion.elliott2005 |
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| tech.nmfin.meanreversion.hvolatility |
|
| tech.nmfin.meanreversion.volarb |
|
| tech.nmfin.portfoliooptimization |
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| tech.nmfin.portfoliooptimization.clm |
|
| tech.nmfin.portfoliooptimization.corvalan2005 |
|
| tech.nmfin.portfoliooptimization.corvalan2005.constraint |
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| tech.nmfin.portfoliooptimization.corvalan2005.diversification |
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| tech.nmfin.portfoliooptimization.lai2010 |
|
| tech.nmfin.portfoliooptimization.lai2010.ceta |
|
| tech.nmfin.portfoliooptimization.lai2010.ceta.maximizer |
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| tech.nmfin.portfoliooptimization.lai2010.ceta.npeb |
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| tech.nmfin.portfoliooptimization.lai2010.ceta.npeb.resampler |
|
| tech.nmfin.portfoliooptimization.lai2010.fit |
|
| tech.nmfin.portfoliooptimization.lai2010.optimizer |
|
| tech.nmfin.portfoliooptimization.markowitz |
Mean-variance portfolio construction from supplied return and covariance estimates.
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| tech.nmfin.portfoliooptimization.markowitz.constraints |
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| tech.nmfin.portfoliooptimization.nmsaam |
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| tech.nmfin.portfoliooptimization.socp.constraints |
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| tech.nmfin.portfoliooptimization.socp.constraints.ybar |
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| tech.nmfin.returns |
Converting price changes to absolute, simple, or logarithmic returns.
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| tech.nmfin.returns.moments |
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| tech.nmfin.signal.infantino2010 |
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| tech.nmfin.trend.dai2011 |
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| tech.nmfin.trend.kst1995 |
|