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

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Last modified: 1/2/2003