Web function | Short description of function |
MnApplyGeometricSpreadToSeries | Returns a series formed by applying a geometric spread to another series |
MnArithmeticallySpacedArray | Returns a series whose elements are equally spaced (arithmetically) |
MnBinomialCdf | Returns the value of the cumulative distribution function for the binomial distribution |
MnBinomialPmf | Returns the value of the probability mass function for the binomial distribution |
MnBivariateNormalDistribution | Returns the value of the cumulative unit bivariate normal distribution function |
MnBlendedPCAICA | Returns the blended principal components/independent components extracted from several simultaneous data series |
MnBoxCoxSeriesTransform | Returns the Box-Cox transform of a series |
MnChiDist | Returns the right tail cumulative distribution function (i.e. 1 - cdf) for the chi-squared distribution |
MnChiInv | Returns the right tail inverse cdf (i.e. quantile of 1-q) of the chi-squared distribution |
MnChiSqDistCdf | Returns the cumulative distribution function for the chi-squared distribution |
MnChiSqDistPdf | Returns the probability density function of the chi-squared distribution |
MnChiSqInv | Returns the inverse cdf, i.e. quantile, of the chi-squared distribution |
MnChiSqTest | Returns the confidence level applicable to a chi-squared statistical test |
MnChiSqTestDoF | Returns the number of degrees of freedom applicable to a chi-squared statistical test |
MnChiSqTestStatistic | Returns the test statistic of a chi-squared statistical test |
MnCholeskyDecomposition | Returns the Cholesky decomposition of a square matrix |
MnConfidenceLevelKurtApproxIfNormal | Returns the (approx) confidence level for sample skew, under null hypothesis that distribution is Normal |
MnConfidenceLevelSkewApproxIfNormal | Returns the (approx) confidence level for sample skew, under null hypothesis that distribution is Normal |
MnConfidenceNorm | Returns the confidence interval for a population mean, using a normal distribution |
MnConfidenceT | Returns the confidence interval for a population mean, using a Student's t distribution |
MnConvert2dIndexArrayToLogRelativeReturns | Returns an array of logged relative returns from an array of index values (for several different series simultaneously) |
MnConvert2dIndexArrayToLogReturns | Returns an array of logged returns from an array of index values (for several different series simultaneously) |
MnConvert2dIndexArrayToRelativeReturns | Returns an array of relative returns from an array of index values (for several different series simultaneously) |
MnConvert2dIndexArrayToReturns | Returns an array of returns from an array of index values (for several different series simultaneously) |
MnCorrelation | Returns the (Pearson) correlation coefficient between two series |
MnCorrelations | Returns an array corresponding to the m x m elements of the correlation matrix |
MnCovariance | Returns the (sample) covariance between two series |
MnCovariances | Returns an array corresponding to the m x m elements of the (sample) covariance matrix |
MnCumulativeNormal | Returns the value of the cumulative unit normal distribution function for a given distribution point |
MnCumulativeSeries | Returns the cumulative values of an ordered series |
MnDAAnovaOneAnalysis | Returns the results of a one factor Analysis of Variance |
MnDAAnovaOneSummary | Returns summary of input data applicable to a one factor Analysis of Variance |
MnDAAnovaTwoWithAnalysis | Returns the results of a two factor Analysis of Variance (with replication) |
MnDAAnovaTwoWithoutAnalysis | Returns the results of a two factor Analysis of Variance (without replication) |
MnDAAnovaTwoWithoutSummary | Returns summary of input data applicable to a two factor Analysis of Variance (without replication) |
MnDAAnovaTwoWithSummary | Returns summary of input data applicable to a two factor Analysis of Variance (with replication) |
MnDACorrelations | Returns the (lower triangular) correlation matrix between a collection of series |
MnDACovariances | Returns the (lower triangular) (population) covariance matrix between a collection of series |
MnDAExponentialSmoothing | Returns the result of applying an exponential smoothing to a data series |
MnDAFTest | Returns the result of applying an F test to two series |
MnDAMovingAverage | Returns the result of applying a moving average algorithm to a data series |
MnDATTestEqual | Returns the result of applying a Student's t test to test if two different data have means that differ by a set amount, assuming that they have equal variance |
MnDATTestPaired | Returns the result of applying a Student's t test to the difference of paired data |
MnDATTestUnequal | Returns the result of applying a Student's t test to test if two different data have means that differ by a set amount, assuming that they have unequal variance |
MnDAZTest | Returns the result of applying a z test to test if two different data have means that differ by a set amount, assuming that they have known variances |
MnDesmooth_AR1 | Returns an array of desmoothed values |
MnDesmooth_AR1_rho | Returns desmoothing parameter for an array |
MnDoesArrayHaveMode | Returns true if the array has a unique mode (i.e. a value which it takes more than any others), otherwise returns false |
MnExponDistCdf | Returns the cumulative distribution function of the exponential distribution |
MnExponDistPdf | Returns the probability density function of the exponential distribution |
MnFDistCdf | Returns the cumulative distribution function for the F distribution |
MnFDistPdf | Returns the probability density function of the F distribution |
MnFInv | Returns the inverse cdf, i.e. quantile, of the F distribution |
MnForecast | Returns the predicted value from a linear regression exercise |
MnFTest | Returns the result of an F-test to determine the probability of the F-statistic being less than the observed statistic |
MnGammaDistCdf | Returns the cumulative distribution function of the gamma distribution |
MnGammaDistPdf | Returns the probability density function of the gamma distribution |
MnGammaInv | Returns the inverse cdf, i.e. quantile, of the gamma distribution |
MnGauss | Returns the Gauss function, i.e. the cumulative (standard) normal function less 0.5 |
MnHaltonSequence | Returns a Halton quasi-random sequence |
MnHerfindahlHirschmanIndex | Returns the Herfindahl-Hirshmann Index (HHI) of an array of (non-negative) market shares |
MnIntercept | Returns the intercept from a linear regression exercise |
MnInverseNormal | Returns the inverse of the cumulative unit normal function |
MnKendalTauCoefficient | Returns the Kendal tau coefficientbetween two series |
MnKendalTauCoefficients | Returns an array corresponding to m x m Kendal tau coefficients between m series |
MnKurt | Returns the kurtosis of an array |
MnLeastSquaresGeneralisedCurveFit | Returns an array corresponding to values of a least squares generalised curve fit of input data |
MnLeastSquaresPolynomialCurveFit | Returns an array corresponding to values of a least squares polynomial curve fit of input data |
MnLognormDistCdf | Returns the cumulative distribution function of the lognormal distribution |
MnLognormDistPdf | Returns the probability density function of the lognormal distribution |
MnLognormInv | Returns the inverse cdf, i.e. quantile, of the lognormal distribution |
MnMaximumOfArray | Returns the maximum of an array of values |
MnMaximumOfDateArray | Returns the maximum of an array of dates |
MnMean | Returns the mean of an array |
MnMeanAbsDevVsMean | Returns the mean absolute deviation (versus the mean) of an array |
MnMeanAbsDevVsMedian | Returns the mean absolute deviation (versus the median) of an array |
MnMedian | Returns the median of an array |
MnMinimumOfArray | Returns the minimum of an array of values |
MnMinimumOfDateArray | Returns the minimum of an array of dates |
MnModeOfArray | Returns the mode of an array (if it exists) |
MnMultiplySeriesByConstant | Returns the result of multiplying two series term-by-term |
MnMultiplyTwoSeriesElementByElement | Returns the result of multiplying two series term-by-term |
MnNormaliseArray | Returns the Normalised equivalent of the input array |
MnNormaliseWeightedArray | Returns the (weighted) Normalised equivalent of the input array |
MnNormalMLFit | Returns maximum likelihood estimates of mean and standard devation of Normally distributed observations |
MnNormalTailFit | Returns least squares tail fit estimates of mean and standard devation of Normally distributed observations |
MnPercentile | Returns a given percentile point for an array with lowest value deemed to be 0'th percentile and highest 1'th percentile |
MnPercentileExc | Returns a given percentile point for an array with lowest value deemed to be 1/(n+1)'th percentile and highest n/(n+1)'th percentile |
MnPoissonCdf | Returns the cumulative distribution function of the poisson distribution |
MnPoissonPmf | Returns the probability mass function of the poisson distribution |
MnPopulationCovariance | Returns the population covariance between two series |
MnPopulationCovariances | Returns an array corresponding to the m x m elements of the population covariance matrix |
MnPopulationKurt | Returns the (population) (excess) kurtosis of an array |
MnPopulationSkew | Returns the (population) skew of an array |
MnPopulationStdev | Returns the (population) standard deviation of an array |
MnPopulationVariance | Returns the (population) variance of an array |
MnPrincipalComponents | Returns the principal components extracted from several simultaneous data series |
MnPrincipalComponentsSizes | Returns the sizes of the principal components extracted from several simultaneous data series |
MnPrincipalComponentsWeights | Returns the weights ascribed to the principal components extracted from several simultaneous data series |
MnQuartile | Returns a given quantile point for an array (quart = 0, 1, 2, 3 or 4) with lowest value deemed to be 0'th percentile and highest 1'th percentile |
MnQuartileExc | Returns a given quantile point for an array (quart = 1, 2, 3) with lowest value deemed to be 1/(n+1)'th percentile and highest n/(n+1)'th percentile |
MnRand | Returns a uniform random number between 0 and 1 |
MnRandBetween | Returns a uniform (integral) random number between bottom and top |
MnRelativeVolUsingCorr | Returns the relative risk (volatility) of a portfolio versus a benchmark from correlations |
MnRelativeVolUsingCov | Returns the relative risk (volatility) of a portfolio versus a benchmark from covariances |
MnReorderSeries | Returns InputArray but reordered as per IndexArray |
MnRSq | Returns the r-squared for a regression between known y's and known x's |
MnSkew | Returns the skewness of an array |
MnSlope | Returns the slope from a linear regression exercise |
MnSpearmanRankCorrelation | Returns the Spearman rank correlation coefficient between two series |
MnSpearmanRankCorrelations | Returns an array corresponding to the m x m elements of the Spearman rank correlation matrix |
MnStandardisedNormalQuantiles | Returns an array of standardised normal quantile points |
MnStandardWeightedCubicQuantileFit | Returns an array giving a 'standard' weighted cubic quantile fit to a series of values |
MnStandardWeightedCubicQuantileFitInclEnds | Returns an array giving a 'standard' weighted cubic quantile fit to a series of values |
MnStdev | Returns the (sample) standard deviation of an array |
MnTDistCdf | Returns the cumulative distribution function of the Student's t distribution |
MnTDistPdf | Returns the probability density function of the Student's t distribution |
MnTInv | Returns the inverse cdf, i.e. quantile, of the Student's t distribution |
MnTrailingVolatilityAdjustArray | Returns a new array derived by adjusting the InputArray by the volatility (stdev) of the preceding TrailPeriod entries |
MnUnitNormalDensity | Returns the unit normal density (i.e. mass) function. The unit Normal distribution has a mean of 0 (zero) and a standard deviation of 1 (one) |
MnVariance | Returns the (sample) variance of an array |
MnWeightedCorrelation | Returns the weighted correlation between two series |
MnWeightedCorrelations | Returns an array consisting of the m x m entries in the weighted correlation coefficient matrix |
MnWeightedCovariance | Returns the weighted (sample) covariance between two series |
MnWeightedCovariances | Returns an array consisting of the m x m entries in the weighted (sample) covariance matrix |
MnWeightedDesmooth_AR1 | Returns an array of desmoothed values (giving different weights to different observations) |
MnWeightedDesmooth_AR1_rho | Returns desmoothing parameter for an array (giving different weights to different observations) |
MnWeightedMean | Returns the weighted mean of an array |
MnWeightedMeanAbsDevVsMean | Returns the weighted mean absolute deviation (versus the mean) of an array |
MnWeightedMeanAbsDevVsMedian | Returns the weighted mean absolute deviation (versus the median) of an array |
MnWeightedMedian | Returns the weighted median of an array |
MnWeightedPercentile | Returns the weighted percentile of an array |
MnWeightedPopulationCovariance | Returns the weighted population covariance matrix between two series |
MnWeightedPopulationCovariances | Returns an array consisting of the m x m entries in the weighted population covariance matrix |
MnWeightedPopulationKurt | Returns the weighted population (excess) kurtosis of an array |
MnWeightedPopulationSkew | Returns the weighted population skew of an array |
MnWeightedPopulationStdev | Returns the weighted population standard deviation of an array |
MnWeightedPopulationVariance | Returns the weighted population variance of an array |
MnWeightedSkew | Returns the weighted skew of an array |
MnWeightedSpearmanRankCorrelation | Returns the weighted Spearman rank correlation coefficient between two series |
MnWeightedStdev | Returns the weighted (sample) standard deviation of an array |
MnWeightedVariance | Returns the weighted (sample) variance of an array |