Alphabetical List
By Category

ace | Computes alternative conditional expectation |

aceplot | Produces the aceplot to visualize the results of ace |

add2spm | Adds objects (personalized clickable multilegends and text labels) to the scatter plot matrix |

add2yX | Adds objects (personalized clickable multilegends and text labels) to the yXplot |

addt | Produces the t test for an additional explanatory variable |

avas | Computes additivity and variance stabilization for regression |

balloonplot | Creates a balloon plot of a contingency table |

barnardtest | Barnard's unconditional test |

barVariableWidth | Produces a bar plot with different widths and colors for each bar |

basicPower | Computes the basic power transformation |

bc | Returns the Binomial coefficient |

biplotFS | Calls biplotAPP.mlapp to show a dynamic biplot |

boxcoxR | Finds MLE of lambda in linear regression (and confidence interval) using Box Cox, YJ or extended YJ transformation |

boxplotb | Computes a bivariate boxplot |

boxtest | Performs Box test of equality of covariance matrices |

brushFAN | Displays a GUI which enables brushing in the fanplot |

brushRES | Displays a GUI which enables brushing in resfwdplot |

brushROB | Displays a GUI which enables brushing in resindexplot |

bwe | Estimates the bandwidth smoothing parameter for kernel density estimation |

cabc | Closes all open figures except the one in foreground (the current) |

carbikeplot | Produces the carbike plot to find best relevant clustering solutions |

carbikeplotGPCM | Carbikeplot produces the carbike plot to find best relevant clustering solutions |

cascade | Is a third party function used in FSDA demos and examples |

cdsplot | Produces the candlestick plot for robust model selection in linear regression |

CEVmodel | Computes price and instantaneous variance processes from the CEV model |

clickableMultiLegend | Hides/shows symbols inside all gplotmatrix subplots (or similar multi-plots) clicking on the legend |

ClusterRelabel | Enables to control the labels of the clusters which contain predefined units |

combsFS | Is an iterative algorithm equivalent to the MATLAB combs.m |

CorAna | Performs correspondence analysis |

CorAnaplot | Draws the Correspondence Analysis (CA) graphs with confidence ellipses |

corrNominal | Measures strength of association between two unordered (nominal) categorical variables |

corrOrdinal | Measures strength of association between two ordered categorical variables |

covplot | Plots the trajectories of the elements of the covariance (correlation) matrix monitored |

CressieRead | Computes the power divergence family |

crosstab2datamatrix | Recreates the original data matrix X from contingency table N |

ctlcurves | Computes Classification Trimmed Likelihood Curves |

ctlcurvesplot | Plots the output of routine ctlcurves |

ctsub | Computes numerical integration from x(1) to z(i) of y=f(x) |

dempk | Performs a merging of components found by tkmeans |

ellipse | Generates an ellipse given mu (location vector) and Sigma (scatter matrix) |

estregimeTAR | Estimate a regression model with OLS in one of the regimes of a TAR model |

exactcdf | Finds exact p-values |

existFS | Check if file exists and puts answer in a cached persistent variable |

fanBIC | Uses the output of FSRfan to choose the best value of the transformation parameter in linear regression |

fanBICpn | Uses the output of FSRfan called with input option family 'YJpn' to choose la_P and la_N |

fanplot | Plots the fan plot for transformation in linear regression |

FE_int_vol | Computes the integrated variance from a diffusion process via the Fourier estimator using Dirichlet kernel |

FE_int_vol_Fejer | Computes the integrated variance from a diffusion process via the Fourier estimator using Fejer kernel |

FE_spot_vol | Estimates the instantaneous variance of a diffusion process by the Fourier estimator with Dirichlet kernel |

FE_spot_vol_FFT | Estimates the instantaneous variance of a diffusion process by the Fourier estimator with Dirichlet kernel, using the FFT algorithm |

findDir | Finds recursively all directories in root |

findFile | Finds recursively all files in root |

forecastTS | Forecast for a time series with trend, time varying seasonal, level shift and irregular component |

FowlkesMallowsIndex | Computes the Fowlkes and Mallows index |

FSCorAnaeda | Performs forward search in correspondence analysis with exploratory data analysis purposes |

FSCorAnaenvmmd | Computes the empirical envelopes of Minimum MD outside subset during the search |

FSM | Computes forward search estimator in multivariate analysis |

FSMbonfbound | Computes Bonferroni bounds for each step of the search (in mult analysis) |

FSMbsb | Gives the units belonging to subset at step(s) msel of the forward search |

FSMeda | Performs forward search in multivariate analysis with exploratory data analysis purposes |

FSMedaeasy | Is exactly equal to FSMeda but it is much less efficient |

FSMenvmmd | Computes the theoretical envelopes of Minimum MD outside subset during the search |

FSMfan | Computes confirmatory lrt of a suggested transformation |

FSMinvmmd | Converts values of minimum Mahalanobis distance into confidence levels |

FSMmmd | Monitors minMD |

FSMmmdeasy | Is exactly equal to FSMmmd but it is much less efficient |

FSMmmdrs | Performs random start monitoring of minimum Mahalanobis distance |

FSMtra | Computes MLE of transformation parameters |

FSR | Computes forward search estimator in linear regression |

FSRaddt | Produces t deletion tests for each explanatory variable |

FSRB | Gives an automatic outlier detection procedure in Bayesian linear regression |

FSRBbsb | Returns the units belonging to the subset in each step of the Bayesian forward search |

FSRBeda | Enables to monitor several quantities in each step of the Bayesian search |

FSRBmdr | Computes minimum deletion residual and other basic linear regression quantities in each step of the Bayesian search |

FSRbonfbound | Computes Bonferroni bounds for each step of the search (in linear regression) |

FSRBr | Bayesian forward search in linear regression reweighted |

FSRbsb | Returns the units belonging to the subset in each step of the forward search |

FSRcp | Monitors Cp and AIC for all models of interest of size smallp |

FSReda | Enables to monitor several quantities in each step of the forward search |

FSRenvmdr | Computes the theoretical envelopes of Minimum Deletion Residual outside subset during the search |

FSRfan | Monitors the values of the score test statistic for each lambda |

FSRH | Gives an automatic outlier detection procedure in heteroskedastic linear regression |

FSRHbsb | Returns the units belonging to the subset in each step of the heteroskedastic forward search |

FSRHeda | Enables to monitor several quantities in each step of the forward search |

FSRHmdr | Computes minimum deletion residual and other basic linear regression quantities in each step of the heteroskedastic search |

FSRinvmdr | Converts values of minimum deletion residual into confidence levels |

FSRmdr | Computes minimum deletion residual and other basic linear regression quantities in each step of the search |

FSRmdrrs | Performs random start monitoring of minimum deletion residual |

FSRms | Performs robust model selection using flexible trimming in linear regression |

FSRr | Forward search in linear regression reweighted |

FSRts | Is an automatic adaptive procedure to detect outliers in time series |

FSRtsbsb | Returns the units belonging to the subset in each step of the forward search |

FSRtsmdr | Computes minimum deletion residual for time series models in each step of the search |

funnelchart | Displays a funnel chart |

genSigmaGPCM | Generates covariance matrix for the 14 Gaussian Parsimonious Clustering Models |

GowerIndex | Computes matrix of similarity indexes using Gower metric |

GUIconcentration | Shows the necessary calculations to obtain the GINI concentration index in a GUI |

GUIcov | Shows the necessary calculations to obtain the covariance in a GUI |

GUImad | Shows the necessary calculations to obtain MAD, S_M or S_Me in a GUI |

GUIpowermean | Shows the necessary calculations to obtain the power (generalized) mean in a GUI |

GUIquantile | Shows the necessary calculations to obtain $x_z$ quantile |

GUIregress | Shows the necessary calculations to obtain simple linear regression statistics in a GUI |

GUIskewness | Shows the necessary calculations to obtain the variance in a GUI |

GUIstd | Shows the necessary calculations to obtain the standard deviation in a GUI |

GUItrimmean | Shows the necessary calculations to obtain the trimmed mean in a GUI |

GUIvar | Shows the necessary calculations to obtain the variance in a GUI |

GYfilt | Computes the Gervini-Yohai univariate outlier identifier |

HAbdp | Finds the constant c associated to the supplied breakdown point |

HAc | Computes breakdown point and efficiency associated with constant c |

HAeff | Finds the tuning constant that guarrantees a requested asymptotic efficiency |

HApsi | Computes psi function using Hampel proposal |

HApsider | Computes derivative of psi function using Hampel proposal |

HApsix | Computes psi function using Hampel proposal times x |

HArho | Computes rho function using Hampel proposal |

HAwei | Computes weight function psi(u)/u using Hampel proposal |

histFS | Plots a histogram with the elements in each bin grouped according to a vector of labels |

htmlwriteFS | Is an obsolete function which will be removed in future releases. Use publishFS.m instead |

HUeff | Finds the constant c which is associated to the requested efficiency for Tukey biweight estimator |

HUpsi | Computes psi function (derivative of rho function) for Huber |

HUpsider | Computes derivative of psi function (second derivative of rho function) for Huber |

HUpsix | Computes psi function (derivative of rho function) times x for Huber |

HUrho | Computes rho function for Huber |

HUwei | Computes weight function psi(u)/u for Huber |

HYPbdp | Finds constant c which is associated to the requested breakdown point for hyp. tan. estimator |

HYPc | Computes breakdown point and efficiency associated with constant chyperbolic tangent estimator (for a given value of k=sup CVC) |

HYPck | Computes values of the scalars A, B, d for hyperbolic tangent estimator |

HYPeff | Finds constant c which is associated to the requested efficiency for hyperbolic estimator |

HYPk | Computes breakdown point and efficiency for hyp. tan. estimator |

HYPpsi | Computes psi function for hyperbolic tangent estimator |

HYPpsider | Computes derivative of psi function for hyperbolic tangent estimator |

HYPpsix | Computes psi function for hyperbolic tangent estimator times x |

HYPrho | Computes rho function using hyperbolic tangent estimator |

HYPwei | Computes weight function psi(u)/u for hyperbolic tangent estimator |

inversegamcdf | Computes inverse-gamma cumulative distribution function |

inversegaminv | Inversegampdf Inverse-gamma cumulative distribution function |

inversegampdf | Computes inverse-gamma probability density function |

isfunction | Checks if a function exists |

kdebiv | Computes (and optionally plots) a kernel smoothing estimate for bivariate data |

levfwdplot | Plots the trajectories of leverage along the search |

lexunrank | Gives the the $k$-combination of $n$ elements of position $N$ in the lexicographic order of all combinations |

lga | Performs linear grouping analysis |

logmvnpdfFS | Produces log of Multivariate normal probability density function (pdf) |

LTSts | Extends LTS estimator to time series |

LTStsVarSel | Does variable selection in the robust time series model LTSts |

LXS | Computes the Least Median of Squares (LMS) or Least Trimmed Squares (LTS) estimators |

mahalCorAna | MahalFS computes Mahalanobis distances (in squared units) for each row of matrix Y |

mahalFS | Computes Mahalanobis distances (in squared units) for each row of matrix Y |

makecontentsfileFS | Extends Matlab function makecontentsfile |

malfwdplot | Plots the trajectories of scaled Mahalanobis distances along the search |

malindexplot | Plots the Mahalanobis distances versus a selected variable |

mcd | Computes Minimum Covariance Determinant |

mcdCorAna | Computes Minimum Covariance Determinant in correspondence analysis |

mcdeda | Monitors Minimum Covariance Determinant for a series of values of bdp |

mdpd | Computes Minimum Distance Power Divergence statistics |

mdpdR | Allows to apply Minimum Density Power Divergence criterion to parametric regression problems |

mdpdReda | Allows to monitor Minimum Density Power Divergence criterion to parametric regression problems |

mdrplot | Plots the trajectory of minimum deletion residual (mdr) |

mdrrsplot | Plots the trajectory of minimum deletion residual from random starts |

MixSim | Generates k clusters in v dimensions with given overlap |

MixSimreg | Generates k regression hyperplanes in p dimensions with given overlap |

mmdplot | Plots the trajectory of minimum Mahalanobis distance (mmd) |

mmdrsplot | Plots the trajectories of minimum Mahalanobis distances from different starting points |

MMmult | Computes MM estimators in multivariate analysis with auxiliary S-scale |

MMmultcore | Computes multivariate MM estimators for a selected fixed scale |

MMmulteda | Computes MM estimators in multivariate analysis for a series of values of eff |

MMreg | Computes MM estimator of regression coefficients |

MMregcore | Computes MM regression estimators for a selected fixed scale |

MMregeda | Computes MM estimator in linear regression for a series of values of efficiency |

moonplot | Draws the Correspondence Analysis (CA) moonplot |

mreadFS | Enables to create a structure with InputArgs/OptArgs/OutArgs ... from .m function files (OBSOLETE FUNCTION REPLACED BY publishFS.m) |

Mscale | Finds the M estimator of the scale |

mtR | Generates the same random numbers produced by R software with Mersenne Twister mt19937ar |

mve | Computes Minimum volume ellipsoid |

mveeda | Monitors Minimum volume ellipsoid for a series of values of bdp |

nchoosekFS | Returns the Binomial coefficient or matrix containing all combinations |

ncpci | Non centrality parameter confidence interval (taken from effect_of_size_toolbox) |

ncx2mixtcdf | Cumulative distribution function (cdf) of a linear combination of non-central chi-square (+ sigma * N(0,1)) |

normBoxCox | Computes (normalized) Box-Cox transformation |

normYJ | Computes (normalized) Yeo-Johnson transformation |

normYJpn | NormYJ computes (normalized) extended Yeo-Johnson transformation |

openMatlabFileFromHTML | Enables to put in HTML an hypertextual link to a specific MATLAB file |

OPTbdp | Finds the constant c associated to the supplied breakdown point |

OPTc | Computes breakdown point and efficiency associated with constant c for Optimal rho function |

OPTeff | Finds the constant c which is associated to the requested efficiency |

OptimalCuttingFrequency | Computes the optimal cutting frequency for the Fourier estimator of integrated variance |

OPTpsi | Computes psi function (derivative of rho function) for optimal weight function |

OPTpsider | Computes derivative of psi function (second derivative of rho function) for optimal weight function |

OPTpsix | Computes psi function (derivative of rho function) times x |

OPTrho | Computes rho function for optimal weight function |

OPTwei | Computes weight function psi(u)/u for optimal weight function |

overlap | Computes the exact overlap given the parameters of the mixture |

overlapmap | Produces an interactive overlap map |

pcaFS | Performs Principal Component Analysis (PCA) on raw data |

PDbdp | Finds the constant alpha associated to the supplied breakdown point for minimum power divergence estimator |

PDc | Computes breakdown point and efficiency associated with tuning constant alpha for minimum power divergence estimator |

PDeff | Finds the constant alpha which is associated to the requested efficiency for minimum power divergence estimator |

PDpsi | Computes psi function (derivative of rho function) for minimum density power divergence estimator |

PDpsider | Computes derivative of psi function (second derivative of rho function) for minimum power divergence estimator |

PDpsix | Computes psi function (derivative of rho function) times x for minimum density power divergence estimator |

PDrho | Computes rho function for minimum density power divergence estimator |

PDwei | Computes weight function psi(u)/u for for minimum density power divergence estimator |

position | Controls the position of the open figures |

Powertra | Computes power transformation (Box-Cox or Yeo-Johnson) |

publishBibliography | Enables to create web page which contains the references inside the input .m files |

publishFS | Enables to create automatic HELP FILES from structured .m function files |

publishFunctionAlpha | Enables to create web page which contains the alphabetical list of functions |

publishFunctionCate | Enables to create web page which contains the categorical list of functions |

Qn | Robust estimator of scale (first quartile of interpoint distances $|x_i-x_j|$) |

qqplotFS | Qqplot of studentized residuals with envelopes |

quickselectFS | Finds the k-th order statistic |

RandIndexFS | Calculates Rand type Indices to compare two partitions |

randsampleFS | Generates a random sample of k elements from the integers 1 to n (k<=n) |

rcontFS | Generates a random two-way table with given marginal totals |

regressB | Computes Bayesian estimates of regression parameters |

regressH | Fits a multiple linear regression model with heteroskedasticity |

regressHart | Fits a multiple linear regression model using ART heteroskedasticity |

regressHhar | Fits a multiple linear regression model with Harvey heteroskedasticity |

regressts | Computes estimates of regression parameters for a time series models |

removeExtraSpacesLF | Removes extra spaces and selected carriage returns from input string |

repDupValWithMean | Replaces values of y which have non unique elements in vector x with local means |

resfwdplot | Plots the trajectories of the monitored scaled (squared) residuals |

resindexplot | Plots the residuals from a regression analysis versus index number or any other variable |

restrdeter | Computes determinant restriction |

restrdeterGPCM | Applies determinat restrictions for the 14 GPCM |

restreigen | Computes eigenvalues restriction (without Dykstra algorithm) |

restreigeneasy | Computes eigenvalues restriction (without Dykstra algorithm) |

restreigenmemopt | Computes eigenvalues restriction (without Dykstra algorithm) |

restrshapeExact | Computes constrained Gamma (shape) matrix with exact constraints |

restrshapeGPCM | Produces the restricted shape matrix for the 14 GPCM |

restrSigmaGPCM | Computes constrained covariance matrices for the 14 GPCM specifications |

RKbdp | Finds the constants c associated to the supplied breakdown point and asymptotic rejection point |

RKeff | Finds the constants c and M which are associated to the requested efficiency and ARP |

RKpsi | Computes psi function for Rocke (translated Tukey's) biweight |

RKpsider | Computes derivative of psi function (second derivative of rho function) for Rocke (translated Tukey's) biweight |

RKpsix | Computes psi function times x for Rocke (translated Tukey's) biweight |

RKrho | Computes rho function for Rocke (translated Tukey's) biweight |

RKwei | Computes weight function psi(u)/u for Rocke (translated Tukey's) biweight |

rlga | Performs robust linear grouping analysis |

rlsmo | Computes a running-lines smoother with global cross-validation |

RobCov | Computes covariance matrix of robust regression coefficients |

RobRegrSize | Provides proper threshold for robust estimators to obtain an empirical size close to 1 per cent nominal size |

rthin | Applies independent random thinning to a point pattern |

scatterboxplot | Creates scatter diagram with marginal boxplots |

Score | Computes the score test for transformation |

ScoreYJ | Computes the score test for Yeo and Johnson transformation |

ScoreYJall | Computes all the 4 score tests for YJ transformation |

ScoreYJmle | Computes the likelihood ratio test fof H_0=lambdaP=lambdaP0 and lambdaN=lambdaN0 |

ScoreYJpn | Computes the score test for YJ transformation for pos and neg observations |

SDest | Computes Stahel-Donoho robust estimator of dispersion-location |

SETARX | Implements Threshold autoregressive models with two regimes |

setdiffFS | Finds the positive integers in a which are not present in the positive integers in b |

shuffling | Does a random permutation of the elements of input vector |

simdataset | Simulates and-or contaminates a dataset given the parameters of a finite mixture model with Gaussian components |

simdatasetreg | Simulates a regression dataset given the parameters of a mixture regression model |

simulateLM | Simulates linear regression data with prespecified values of statistical indexes |

simulateTS | Simulates a time series with trend, time varying seasonal, level shift and irregular component |

smothr | Produces smoothed values with constraints |

Smult | Computes S estimators in multivariate analysis |

Smulteda | Computes S estimators in multivariate analysis for a series of values of bdp |

Sn | Robust estimator of scale (robust version of Gini's average difference) |

SparseTableTest | Computes independence test for large and sparse contingency tables |

spmplot | Produces an interactive scatterplot matrix with boxplots or histograms on the main diagonal and possibly robust bivariate contours |

Sreg | Computes S estimators in linear regression |

Sregeda | Computes S estimators in linear regression for a series of values of bdp |

subsets | Creates a matrix of indexes where rows are distinct p-subsets extracted from a set of n elements |

suplabel | Places text as a title, xlabel, or ylabel on a group of subplots |

supsmu | Smooths scatterplots using Friedman's supersmoother algorithm |

tabulateFS | Creates frequency table of unique values of x, excluding possible 0 counts |

Taureg | Computes Tau estimators in linear regression |

TBbdp | Finds the constant c associated to the supplied breakdown point for Tukey's biweight |

TBc | Computes breakdown point and efficiency associated with constant c for Tukey's biweight |

TBeff | Finds the constant c which is associated to the requested efficiency for Tukey's biweight |

tBothSides | Allows users to transform both sides of a (nonlinear) regression model |

TBpsi | Computes psi function (derivative of rho function) for Tukey's biweight |

TBpsider | Computes derivative of psi function (second derivative of rho function) for Tukey's biweight |

TBpsix | Computes psi function (derivative of rho function) times x for Tukey's biweight |

TBrho | Computes rho function for Tukey's biweight |

TBwei | Computes weight function psi(u)/u for Tukey's biweight |

tclust | Computes trimmed clustering with scatter restrictions |

tclusteda | Computes tclust for a series of values of the trimming factor |

tclustIC | Computes tclust for different number of groups k and restriction factors c |

tclustICgpcm | Computes tclust for different number of groups k and restr. factors $c_{det}$ and $c_{shw}$ |

tclustICplot | Plots information criterion as a function of c and k |

tclustICplotGPCM | Plots information criterion as a function of $c_{det}$, $c_{shw}$, $c_{shb}$ and $k$ |

tclustICsol | Extracts a set of best relevant solutions |

tclustICsolGPCM | Extracts a set of best relevant solutions from 3D array computed using function tclustICgpcm |

tclustreg | Performs robust linear grouping analysis |

tclustregeda | Performs robust linear grouping analysis for a series of values of the trimming factor |

tclustregIC | Computes tclustreg for different number of groups k and restriction factors c |

tkmeans | Computes trimmed k-means |

triu2vec | Extracts in a vector the linear indexes or the elements on and above the k-th diagonal of a square matrix |

twdcdf | Computes the cumulative distribution function of the Tweedie distribution |

twdpdf | Twopdf computes the probability density function of the Tweedie distribution |

twdrnd | Generates random variates from the Tweedie distribution |

unibiv | Has the purpose of detecting univariate and bivariate outliers |

upperfracpos | Positions two figures on the upper part of the screen |

verLessThanFS | Compares version of MATLAB to specified version number |

vervaatrnd | Simulates random variates from the Vervaat perpetuity distribution |

vervaatsim | Returns a Vervaat perpetuity |

vervaatxdf | Returns the pdf and cdf of a Vervaat perpetuity |

VIOM | Computes weights estimates under Variance-Inflation Model |

waterfallchart | Creates a waterfall chart |

wedgeplot | Generates the double wedge plot of a time series |

winsor | Returns a winsorized copy of input |

WNChygepdf | Returns Wallenius' non-central hypergeometric probability density values |

wraptextFS | Formats long strings into wrapped text of specified width |

wthin | Thins a uni/bi-dimensional dataset |

xmlcreateFS | Creates an XML file passing through publishFS |

yXplot | Produces an interactive scatterplot of y against each variable of X in the input dataset |

zscoreFS | Computes (robust) standardized z scores |