Ox help
Content
Index
Getting Started:
An overview
Language tutorial
Introduction to Ox
What's new
Ox Reference:
Class reference
Function summary
Function reference
--- examples
Graphics reference
Predefined constants
Standard packages
Syntax reference
PcFiml,PcGive,CATS
Ox Manuals (pdf):
Ox reference manual
Developer's manual
Installation paths
Tables:
print()
scan()
Lines and symbols
Escape sequences
Hungarian notation
Operator precedence
Links:
Download Ox
Online docs
oxrun.dev
OxMetrics
©
JA Doornik
x
a
acf()
acos()
Additive expressions
Address operator
aggregatec()
aggregater()
Anonymous functions
any()
Append (Database)
Arfima package
arglist()
Arma package
arma0()
armaforc()
armagen()
armavar()
array()
Array constants
array_base pragma
arrays (tutorial)
asin()
Assignment expressions
Asymp (PcFimlDgp)
Asymp (RanPcNaive)
atan()
Automatic variables
Automatic variables
Availability
b
Benchmarks
bessel()
betafunc()
binand()
bincomp()
binomial()
binor()
binpop()
binvec()
binxor()
break
c
cabs()
Canonical loops
catch, try, throw
cdiv()
ceil()
cerf()
cexp()
Character constants
chdir()
CheckDist (RanMC)
choleski()
Choleski (RanMC)
Citation
Classes
classname()
ClearEstimation (Modelbase)
ClearModel (Modelbase)
clog()
clone()
CloseDrawWindow()
CMaxControl class
cmul()
Color model (saved PDF/PostScript)
columns()
Comma expression
Command line options
Comment
Compiling Ox programs
Concatenation expressions
Conditional compilation
Conditional expression
const (external variable declarations)
const (function declaration)
Constant expressions
constant()
Constants
Constants (predefined)
Constructor and destructor functions
Constructor functions
continue
correlation()
cos()
cosh()
Covar (Modelbase)
countc()
countr()
Create (Database)
Create (PcFimlDgp)
csqrt()
cumprod()
cumsum()
cumulate()
d
Data formats
Database class
Database data members
Database function members
Database (Database)
date()
dawson()
dayofcalendar()
dayofeaster()
dayofmonth()
dayofweek()
DbDrawTMatrix (Modelbase)
DBL_...
Debug mode
decl (external variable declarations)
decl
Declaration statements
decldl()
decldlband()
declu()
decmgs()
decqr()
decqrmul()
decqrupdate()
decschur()
decschurgen()
decsvd()
#define
delete
deletec()
deleteifc()
deleteifr()
deleter()
densbeta()
densbinomial()
denscauchy()
denschi()
densexp()
densextremevalue()
densf()
densgamma()
densgeometric()
densgh()
densgig()
denshypergeometric()
densinvgaussian()
denskernel()
denslogarithmic()
denslogistic()
denslogn()
densmises()
densn()
densnegbin()
denspareto()
denspoisson()
denst()
densweibull()
Derived classes
Description
DeSelect (Database)
DeSelectByIndex (Database)
DeSelectByName (Database)
Destructor functions
determinant()
Deterministic (Database)
dfft()
diag()
diagcat()
diagonal()
diagonalize()
diff()
diff0()
Difference with ANSI C and C++
diffpow()
DiscardZ (PcFimlDgp)
DiscardZ (PcNaiveDgp)
discretize()
Division
do
DoEstimation (Modelbase)
Double constants
double()
double()
DPD package
Draw()
DrawAcf()
DrawAdjust()
DrawAxis()
DrawAxisAuto()
DrawBoxPlot()
DrawCorrelogram()
DrawDensity()
DrawHistogram()
DrawLegend()
DrawLine()
DrawMatrix()
DrawPLine()
DrawPSymbol()
DrawPText()
DrawQQ()
DrawSpectrum()
DrawSymbol()
DrawT()
DrawText()
DrawTitle()
DrawTMatrix()
DrawX()
DrawXMatrix()
DrawXYZ()
DrawZ()
dropc()
dropr()
Dynamic link syntax
Dynamic linking
e
eigen()
eigensym()
eigensymgen()
else (and equality expression)
else
#else
EmmPack package
Empty (Database)
#endif
Enumerations
eprint()
Equality expressions
erf()
Escape sequence
Estimate (Modelbase)
exclusion()
exit()
exp()
expint()
Explicit type conversion
Expressions
extern (external variable declarations)
extern (function declaration)
External declarations
External variable declarations
f
fabs()
factorial
factorial, log of
FALSE
falsy
fclose()
fcopy()
feof()
fexists()
fflush()
fft()
fft1d()
File inclusion
File names
Financial Numerical Recipes
find
findsample
FindSelection (Database)
FindZero
First Ox program
FixPar (Modelbase)
floor()
fmod()
fopen()
for
foreach
for loops (tutorial)
ForceSelSample (Database)
ForceSelSampleByIndex (Database)
format()
fprint()
fprintln()
Fractional differencing
fread()
FreePar (Modelbase)
fremove()
fscan()
fseek()
fsize()
fsplit()
ftime()
Function arguments
Function calls
Function declarations
Function definitions
Function reference
Function return values
Functions and function arguments (tutorial)
fwrite()
g
G2ox
gammafact()
gammafunc()
G@RCH package
Gauss
Gauss (appendix)
Generate (PcFimlDgp)
Generate (PcNaiveDgp)
Generate (Simulator)
GenerateBreakTo (PcNaiveDgp)
GenerateBreakTo (RanPcNaive)
GenerateTo (PcNaiveDgp)
GenerateTo (RanPcNaive)
GenerateU (PcFimlDgp)
GenerateU_t (PcFimlDgp)
GenerateV (PcFimlDgp)
GenerateV_t (PcFimlDgp)
GenerateY (PcFimlDgp)
GenerateY_t (PcFimlDgp)
GenerateZ (PcFimlDgp)
GenerateZ_t (PcFimlDgp)
GetAll (Database)
GetAllNames (Database)
GetDateByIndex (Database)
GetDates (Database)
GetDbName (Database)
GetcDfLoss (Modelbase)
GetCovar (Modelbase)
GetCovarRobust (Modelbase)
GetcT (Modelbase)
getcwd()
GetcX (Modelbase)
GetcY (Modelbase)
GetcYlag (Modelbase)
getenv()
getfiles()
GetFixedZValue (RanPcNaive)
getfolders()
GetForecastData (Modelbase)
GetFreePar (Modelbase)
GetFreeParCount (Modelbase)
GetFreeParNames (Modelbase)
GetFrequency (Sample)
GetGroup (Database)
GetGroupLag (Database)
GetGroupLagNames (Database)
GetGroupNames (Database)
GetIndex (Sample)
GetIndexByDate (Database)
GetIndexByDates (Database)
GetLogLik (Modelbase)
GetMaxControl()
GetMaxControlEps()
GetMaxGroupLag (Database)
GetMaxSelLag (Database)
GetMethod (Modelbase)
GetMethodLabel (Modelbase)
GetModelLabel (Modelbase)
GetModelStatus (Modelbase)
GetObsLabel (Database)
GetPackageName (Modelbase)
GetPackageVersion (Modelbase)
GetPar (Modelbase)
GetParCount (Modelbase)
GetParNames (Modelbase)
GetParStatus (Modelbase)
GetParTypes (Modelbase)
GetPeriod1 (Sample)
GetPeriod2 (Sample)
GetPrint (Modelbase)
GetResiduals (Modelbase)
GetResult (Modelbase)
GetResVar (Modelbase)
GetSample (Database)
GetSampleByIndex (Database)
GetSelEnd (Database)
GetSelInfo (Database)
GetSelSample (Database)
GetSelSampleMode (Database)
GetSelStart (Database)
GetSize (Sample)
GetStdErr (Modelbase)
GetStdErrRobust (Modelbase)
GetU (PcFimlDgp)
GetU (PcNaiveDgp)
GetV (PcFimlDgp)
GetVar (Database)
GetVarCount (Database)
GetVarByIndex (Database)
GetVarChoices (Database)
GetVarChoicesByIndex (Database)
GetVarIndex (Database)
GetVarNameByIndex (Database)
GetVarType (Database)
GetVarTypeByIndex (Database)
GetX (Modelbase)
GetY (Modelbase)
GetY (PcFimlDgp)
GetY (PcNaiveDgp)
GetYear1 (Sample)
GetYear2 (Sample)
GetZ (PcFimlDgp)
GetZ (PcNaiveDgp)
Global variables
GnuDraw package
goto
Graphics function reference
Grow (Database)
Grow (Modelbase)
h
HasFixedZ (RanPcNaive)
headc
Hungarian notation (tutorial)
hyper_2F1
i
Identifiers
idiv()
if statement (tutorial)
if (and equality expression)
if
#ifdef
#ifndef
imod()
Import of modules
#import
#import (OxGauss)
#import (tutorial)
#include
#include (tutorial)
Index
Indexing
Indexing vector and array types
Infinity
Info (Database)
Init (Modelbase)
InitData (Modelbase)
InitPar (Modelbase)
INT_...
int()
int()
Integer constants
Integration
Interactive mode
intersection()
Introduction to Ox (book)
insertc()
insertr()
invert()
inverteps()
invertgen()
invertsym()
isarray()
isclass()
IsDated (Database)
isdotfeq()
isdotinf()
isdotmissing()
isdotnan()
isdouble()
IsEmpty (Database)
iseq()
isfeq()
isfile()
isfunction()
isint()
ismatrix()
ismember()
ismissing()
isnan()
isstring()
IsUnivariate (Modelbase)
Iteration statements
j,k
jump statements
keywords
kronecker product
kurtosis
l
Labels
lag()
lag0()
Language tutorial
Lapack package
Lexical conventions
Lambda functions
limits()
link pragma
Linking Ox files
Linking using #import
Load (Database)
LoadCsv (Database)
LoadDht (Database)
LoadDta (Database)
LoadFmtVar (Database)
LoadIn7 (Database)
loadmat()
LoadObs (Database)
loadsheet()
LoadVar (Database)
LoadXls (Database)
LoadXlsx (Database)
Local variables
Loess package
log()
log10()
logdet()
loggamma()
Logical dot-AND expressions
Logical dot-OR expressions
Logical negation
Logical-AND expressions
Logical-OR expressions
Loops
lower()
Lvalue
m
M_...
main
MapParToFree (Modelbase)
Matrix constants
Matrix programming (tutorial)
matrix()
matrix()
max()
maxc()
maxcindex()
maxr()
MaxBFGS()
MaxControl()
MaxControlEps()
MaxConvergenceMsg()
MaxNewton()
MaxScalarBrent
MaxScalarPowell
MaxSimplex()
MaxSQP()
MaxSQPF()
meanc()
meanr()
Member function definitions
Member reference
Member scope
min()
minc()
mincindex()
minr()
Missing values
Modelbase class
Modelbase data members
Modelbase function members
Modelbase (Modelbase)
modelforc()
moments()
MSVAR package
Multiple assignment
Multiple files (tutorial)
Multiple returns
Multiplicative expressions
n
.NaN
Namespace
nans()
new
Newline character
Nonlinear equations
norm()
Not a Number
nullspace()
Num1Derivative()
Num1Derivative_parallel()
Num2Derivative()
Num2Derivative_parallel()
Numerical differentiation
Numerical integration
NumJacobian()
o
Object-oriented programming (tutorial)
Objects
ObsPeriod (Sample)
ObsYear (Sample)
ols2c()
ols2r()
olsc()
olsr()
ones()
Operations programming (tutorial)
Optimizing for speed (tutorial)
outer()
Output (Modelbase)
OutputHeader (Modelbase)
OutputLogLik (Modelbase)
OutputMax (Modelbase)
OutputPar (Modelbase)
Ox Developer's manual
Ox overview
Ox-users discussion list
OX5PATH
oxfilename()
OxGauss
oxl.exe
oxrun.exe
oxprintlevel()
oxrunerror()
oxversion()
oxwarning()
p
pacf()
Packages
Parallel loops
Path names
PcFiml class
PcFiml function members
PcFimlDgp class
PcFimlDgp function members
PcFimlDgp (PcFimlDgp)
PcNaive
PcNaiveDgp class
PcNaiveDgp function members
PcNaiveDgp (PcNaiveDgp)
periodogram()
pi (3.1415...)
Platforms
Plot (Simulator)
peakc()
polydiv()
polyeval()
polygamma()
polymake()
polymul()
polyroots()
Postfix expressions
Postfix incrementation
PostScript colour model
pow()
Power expressions
#pragma
pragmas
Predefined constants
Prefix incrementation
Prepare (Simulator)
Preprocessing
Primary expressions
print()
Print (PcFimlDgp)
Print (RanPcNaive)
println()
PrintTestVal (Modelbase)
Probability package
probbeta()
probbinomial()
probbvn()
probcauchy()
probchi()
probexp()
probextremevalue()
probf()
probgamma()
probgeometric()
probhypergeometric()
probinvgaussian()
problogistic()
problogarithmic()
problogn()
probmises()
probmvn()
probn()
probnegbin()
probpareto()
probpoisson()
probweibull()
probt()
prodc()
prodr()
protected
public
q
QuadPack
Quadratic programming
quanbeta()
quanbinomial()
quancauchy()
quanchi()
quanexp()
quanextremevalue()
quanf()
quangamma()
quangeometric()
quanhypergeometric()
quaninvgaussian()
quanlogarithmic()
quanmises()
quanlogistic()
quanlogn()
quann()
quannegbin()
quanpareto()
quanpoisson()
quant()
quanweibull()
Quantile regression
quantilec()
quantiler()
r
ranbeta()
ranbinomial()
ranbrownianmotion()
rancauchy()
ranchi()
randirichlet()
RanDist (RanMC)
RanDist1 (RanMC)
Random numbers (non-standard)
Random numbers (uniform)
ranexp()
ranextremevalue()
ranf()
rangamma()
range()
rangeometric()
rangh()
rangig()
ranhypergeometric()
ranindex()
raninvgaussian()
rank()
ranlogarithmic()
ranlogistic()
ranlogn()
ranloopseed()
RanMC class
RanMC function members
ranmises()
ranmultinomial()
rann()
rannegbin()
ranpareto()
RanPcNaive class
RanPcNaive function members
RanPcNaive (RanPcNaive)
ranpoisson()
ranpoissonprocess()
ranseed()
ranshuffle()
ranstable()
ransubsample()
rant()
ranu()
ranuorder()
ranweibull()
ranwishart()
Raw string constants
Recode (Database)
reflect()
Relational expressions
Remove (Database)
RemoveObsIf (Database)
Rename (Database)
Renew (Database)
RenewBlock (Database)
replace()
ResetFixedPar (Modelbase)
reshape()
return
reversec()
reverser()
round()
rows()
Running Ox programs
s
Sample class
Sample function members
Sample data members
Save (Database)
SaveCsv (Database)
SaveDrawWindow()
SaveFmtVar (Database)
SaveIn7 (Database)
savemat()
SaveObs (Database)
savesheet()
SaveVar (Database)
SaveXls (Database)
SaveXlsx (Database)
scan()
Schur decomposition
scope (tutorial)
scope
Seasonal differencing
Select (Database)
SelectByIndex (Database)
selectc()
selectifc()
selectifr()
Selection statements
selectr()
selectrc()
setbounds()
SetDates (Database)
SetDbName (Database)
SetCoefNames (Simulator)
SetDistribution (PcFimlDgp)
SetDistribution (RanPcNaive)
setdiagonal()
SetDraw()
SetDrawWindow()
SetFixedZ (PcFimlDgp)
SetFixedZ (RanPcNaive)
SetFixedZValue (RanPcNaive)
SetForecasts (Modelbase)
SetFreePar (Modelbase)
SetInit (PcFimlDgp)
SetInit (RanPcNaive)
setlower()
SetMethod (Modelbase)
SetModelStatus (Modelbase)
SetNewFixedZValue (RanPcNaive)
SetPar (Modelbase)
SetParCount (Modelbase)
SetPlotRep (Simulator)
SetPrint (Modelbase)
SetRecursive (Modelbase)
SetRecursive (Simulator)
SetResult (Modelbase)
SetSelInfo (Database)
SetSelDates (Database)
SetSelSample (Database)
SetSelSampleByDates (Database)
SetSelSampleByIndex (Database)
SetSelSampleMode (Database)
SetStartPar (Modelbase)
SetStore (Simulator)
SetTestNames (Simulator)
SetTextWindow()
SetRecursive (Simulator)
SetUParameter (RanPcNaive)
setupper()
SetVar (Database)
SetVarChoices (Database)
SetVarChoicesByIndex (Database)
SetVarType (Database)
SetVarTypeByIndex (Database)
SetYParameter (PcFimlDgp)
SetYParameter (RanPcNaive)
SetYParameterEcm (RanPcNaive)
SetZCustom (RanPcNaive)
SetZParameter (PcFimlDgp)
SetZParameter (RanPcNaive)
shape()
ShowBanner (Modelbase)
ShowDrawWindow()
Shrink (Database)
Simulation class
Simulation function members
Simulator class
Simulator function members
sin()
sinh()
sizec()
sizeof()
sizer()
sizerc()
skewness
solveldl()
solveldlband()
solvelu()
SolveNLE()
SolveQP()
solvetoeplitz()
SortBy (Database)
sortbyc()
sortbyr()
sortc()
sortcindex()
sortr()
Specifiers
Speed (tutorial)
spline()
sprint()
sprintbuffer()
sqr()
sqrt()
sscan()
SSFPack package
standardize()
Statements
static (external variable declarations)
Static members
StoreInDatabase (RanPcNaive)
STR2 package
strfind()
strfindr()
strifind()
strifindr()
String constants
String constants (raw)
string()
strings()
string()
strlwr()
strtrim()
struct
strupr()
Style (tutorial)
submat()
sumc()
sumsqrc()
sumsqrr()
sumr()
SVPack package
switch
switch_single
Syntax
systemcall()
t
Tabulate (Database)
tailc()
tailchi()
tailf()
tailn()
tailt()
tan()
tanh()
TestRestrictions (Modelbase)
thinc()
thinr()
this
throw, try, catch
time()
timeofday()
timer()
timespan()
timestr()
timing()
today()
toeplitz()
TRUE
Tutorial (short)
Tutorial (book)
trace()
Transpose
trunc()
truncf()
try, catch, throw
Type conversion
Type conversion
Types
Types (tutorial)
u
Unary expressions
Unary minus
Unary plus
Unary power (and minus)
#undef
union()
unique()
unit()
Unix
unvech()
Update
upper()
UseObsLoop (PcFimlDgp)
v
va_arglist()
varc()
Variable length argument list
Variables
Variables (tutorial)
variance()
varr()
vec()
vech()
vecindex()
vecr()
vecrindex()
Version
virtual
w,z
while
while loops (tutorial)
Windows
WriteDist (RanMC)
zeros()
Zip file
symbols
!=
is not equal to
!
logical negation
'
transpose
()
function call
()
parentheses
**
Kronecker product
*
multiplication
++
postfix incrementation
++
prefix incrementation
+
addition
,
commaexpression
--
postfix decrementation
--
prefix decrementation
->
member reference
-
subtraction
.!=
isnot dot equal to
.*
dotmultiplication
...
variable arguments
./
dotdivision
.<
dot less than
.<=
dot less than or equal to
.==
is dot equal to
.>
dot greater than
.>=
dot greater than or equal to
.? .:
dot conditional expression
.&&
logical dot-AND
.^
dot power
.||
logical dot-OR
.Inf
Infinity
.NaN
Not a Number (missing value)
/* */
comment
//
comment
/
division
::
class operator
::
scope operator
::
scope operator
<=
less than or equal to
<>
matrix constant
<
less than
==
is equal to
=
assignment
>=
greater than or equal to
>
greater than
? :
conditional expression
[]
indexing
[]
part of matrix constant
[]
Multiple assignment
&&
logical AND
&
address operator
{}
array constant
{}
array expression
~
horizontal concatenation
^
power
||
logical OR
|
vertical concatenation