General
diag Returns a column vector with the diagonal elments of A
identity Identity matrix
min Minumum elements of the columns of a matrix
max Maximum elements of the column of a matrix
ones Matrix of ones
pi Number pi computed after Madhava-Leibniz's formula
rand Random number generator
sort Sorts the elements of a vector in ascending order
sum Sums the elements of each column of a matrix
zeros Matrix of zeros
Calculus
gamma Gamma function
Econometrics
RAS RAS method for data reconciliation
Linear Algebra
corrcoef Matrix of correlations of X
frobenius Frobenius norm of matrix A
kron Kronecker product of A(x)B
minors Leading principal minors of a square matrix
qr QR-decomposition of a square non-singular matrix A. Return Q and R, such that A=QR and Q'Q=I.
rank Maximum number of linearly independent vectors in a matrix A
svd SVD-decomposition of the full rank matrix A. Returns U, S, V such that A = USV', U'U=I and V'V=I. Invokes qr().
vec Converts a matrix A into a column vector
Statistics
chi2 Chi-squared probability
mean Mean value of the elements of each column of a matrix
normal Standard normal probability
ols Ordinary Least Squares estimator
snedecor Snedecor's F probability
student Student's t probability
variance Variance of the elements of each column of a matrix