U-E59264-Osman Buyukisik

1997-Sep-09 14:54 UTC

### R-beta: "Comparison of Mathematical Programs for Analysis"

Hi, I have just seen Stefan Steinhaus' web page : http://www.uni-franfurt.de/~stst/ncrunch.html I think it would be nice to include "R" as well. I have taken Forrest Young's email on stat-lisp list and changed the stuff for "R" :) Here it is: (someone please check this so we can also send it to Stefan Steinhaus. ---------------------------------------------------------------------- The features are the rows of the table. I have included my (initial) rating of R using the testreport's rating categories of "+", "-", or "m". "+" means the feature is supported "-" means not supported "m" means it is available in an additional module (i.e., in code not included in the original distribution of R, but available from the net). I've added "?" in places I'm not sure about my rating. I've added a few random comments. I'd appreciate anyone else's additions/corrections, especially about whether "-"s should be "m"s. Then I'll send it to Stefan Steinhaus. =-=-=-=-=-=- 2.1 Standard Mathematical Functions Trig functions + Gamma function + Poly Gamma -(?) Log-Gamma functions + Beta function + 2.2 Linear Algebra Eigenvalues + Eigenvectors + Cholesky Decomposition + Crout Decomposition - LU Decomposition + Singular Value Decomposition + Upper Hessenberg form - Toeplitz matrix - Schur form of quadratic matrix - Optimization (Unconstr. / Constr.) +/- (?) Linear equation solver + Non-linear equation solver -(?) Ordinary Differential Equation solver - Partial Differential Equation solver - Sparse matrices handling - Moore-Penrose pseudo-inverse - 2.3 Analysis Numerical integration (m) Double integration (m) Triple integration (m) Numerical differentiation - Fourier transf. (1D / 2D /multidim.) +/+/- Inverse Fourier transformation (1D / 2D / multidim.) +/+/- 2.4 Numerical Mathematics - Classical Interpolation + k-Spline Interpolation ? B-Spline Interpolation ? Newton method for finding roots + Bisection - Runge Kutta method for solving ODE - 2.5 Stochastic Markov models - Mean + Median + Mode - Variance + Beta Distribution + + + Chi-Squared Distribution + + + Gamma Distribution + + + Log-Normal Normal Distribution + + + Poisson Distribution + + + Uniform Distribution + + + More Distribution 2.6 Statistics Linear regression + Polynomial regression m Nonlinear regression + Loess regression - LOGIT regression ? PROBIT regression ? PSN regression - Event count models + Duration models - Goodness of fit test + T-Test + F-Test + Q-Test - Z-Test - Maximum Likelihood m ARIMA m Time series analysis m GARCH models - Wavelets m Cluster analysis m Survival analysis m 2.7 Other Mathematics - Does anyone know of functions/methods that have been written for any of these? Cointegration models Black Scholes model Dynamic rational expectation models Linear rational expectation models Non-linear rational expectation models Social network models Kalman filter Neuronal networks Regressive-autoregressive models Portfolio analysis State-space models 3.0 Graphics - It seems to me this is a woefully inadequate classification 2D Graphics Bar charts + Other charts + Error charts + High-Low-Average plot + Histograms + Log Plot + Log-Log Plot + Polar Plot ? XY Plot + 3D Graphics Charts - Contour Plot + Error bars -? Height Colors ? Surface Plot - XYZ plot - Special Graphics Animations - Bollinger bands - Box & Whisker Plots + Candlestick charts - Cluster graphs m Dendograms - Periodograms m QQ Plot + 4.0 Functionality of the Programming Environment Editing Features Built-in Editor - External Editor Configurable + Source code formatting ? (depends on the external editor) Syntax highlighting ? (depending on the editor used) Debugging Breakpoints + Function Tracer + ? Line Tracing Profiler Stack inspection Variable inspection + Language Features API interface - DDE support - GUI programming - N-dimensional arrays + Object Oriented programming + OLE support ? P code compiling - (If this means Byte-Code compiling) Language Interfaces Assembler - C/C++ + FORTRAN + GAUSS - LISP + ? Macsyma - Maple - Mathematica - Matlab - MuPAD - Q-Matrix - Ox - S-Plus - DLL-Calls - 5.0 Data Import-Export none except ASCII 6.0 Available Operating Systems Convex + (if this means unix) Cray + (if this means unix) DEC + + - HP 9000 + - IBM RISC + Intel Dos + Intel OS/2 + Intel Win 3.1x/95,NT + + Intel Linux + Motorola (Mac OS/Nextstep) + - SGI-Irix + SUN (solaris) + COST Free Copyright GPL =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=

Paul Gilbert

1997-Sep-09 18:09 UTC

### R-beta: "Comparison of Mathematical Programs for Analysis"

Some corrections to Stefan Steinhaus' "Comparison of Mathematical Programs for Analysis" for R. These also apply for S and Splus. The following are handled by my DSE library available on statlib and at http://www.bank-banque-canada.ca/pgilbert. I will try to make the version for R available shortly after R 0.50 is release as beta. State-space models (m) Kalman filter (m) autoregressive models (m) (and also autoregressive moving-average models and VAR models) Numerical differentiation (m) Cointegration models (m - models yes, but not yet cointegration tests ) The following can be done with an interface from my DSE library which runs Troll (a commercially available product) from S or R and returns the results. Dynamic rational expectation models (m) Linear rational expectation models (m) Non-linear rational expectation models (m) 5.0 Data Import-Export There is also an interface (used by my DSE library) which allows access to Fame databases and potentially any other database supporting the PADI protocol explained at the above mentioned web site. =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=

Bill Venables

1997-Sep-09 21:48 UTC

### R-beta: "Comparison of Mathematical Programs for Analysis"

U-E59264-Osman Buyukisik writes: > Hi, I have just seen Stefan Steinhaus' web page : > http://www.uni-franfurt.de/~stst/ncrunch.html > > I think it would be nice to include "R" as well. > > .... > > The features are the rows of the table. Not having seen the web-page (and unable to do so right now) I am not about to pan it outright, but I must say I am largely unimpressed by these comparisons of software on the basis of what features they do or do not have, simply because they usually ignore (or at least downgrade the value of) extensibility. For example R and S+ do lack built-in polygamma functions, but it is trivial to write very effective polygamma functions and suddenly they are available. (See, for example, the digamma and trigamma functions in the MASS library.) For other software systems doing the same thing is a major undertaking or even actually impossible unless the vendors do it for you. That's a major difference that these comparisons usually hide completely. Bill Venables. -- Bill Venables, Head, Dept of Statistics, Tel.: +61 8 8303 5418 University of Adelaide, Fax.: +61 8 8303 3696 South AUSTRALIA. 5005. Email: Bill.Venables at adelaide.edu.au =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=