Last modified: 2002 Feb 11
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Common Procedures
Instructions:
These procedures can be downloaded
individually, or together as one zip file: common.zip . Place all files (including
declaration files ending in ".dec") into your
"/gauss/src" directory.
Individual Programs:
- adjba.g Adjust quotes to full fractions
- annret.g Annualize returns
- bicubint.g & bicubint.dec Bivariate cubic interpolation
- bilinint.g Bivariate linear interpolation
- bipad.g Bivariate padding routine
- blibound.g Bivariate interpolation which can handle target points out of range of data
- cartmat.g Create 2-column cartesian grid matrix
- cartmatx.g Create cartesian grid using data limits
- daydiff.g Count # of days between dates
- dayf.g Return day of month from yymmdd date
- fappend.gCreate new file which appends 1 file onto another.
- firstdif.g Estimate 1st der. using simple 1st differencing
- gls.g & gls.dec Generalized Least Squares routines
- graphs.g equivalent to "cd\gauss\graphs"
- grid1.g Univariate grid search routine
- grid2.g Bivariate grid search routine
- home.g equivalent to cd\gauss
- linspace.g Nice alternative to seqa
- linsplin.g Linear spline routine
- lnormpdf.g Log-normal pdf function
- minelap.g Report minutes elapsed between times
- mm.g Returns min,max,mean,median of data
- momcorr.g Moment correction for continuous compounding
- mpasthr.g Calculate minutes past a certain hour
- nummiss.g Count number of missing obs's in each column of data
- openf.g Open, load into a specific matrix, and close file
- parbound.g Bound parameters (used for optimization routines)
- pdfedge.g Edgeworth expansion type pdf function
- pdfmatch.g Match an empirical pdf to an edgeworth expansion pdf
- percent.g Calculate percentiles from data
- ptran.g Transform parameters (used for optimization routines)
- rc.g Report # of rows and columns of a matrix
- rndgam.g Random gamma generator
- rndgams.g Random gamma generator with seed
- sgrid1.g & sgrid1.dec Smart univariate grid search routine
- src.g Eqivalent to "cd\gauss\src\"
- surfvec.g Set up data for surface graphing
- udest.g & udest.dec Nonparametric univariate density estimation.
- uncubint.g Univariate Cubic interpolation
- unpad.g Univariate padding routine
- urowind.g Creates row indices for a file
- writef.g opens, writes and closes a file