tsXsquared.tar.gz
- take the Chi-Square of two time series, and has the manual
page tsXsquared.txt.
tsavg.tar.gz
- take the average of a time series, and has the manual page
tsavg.txt.
tsavgwindow.tar.gz
- take the windowed average of a time series, and has the
manual page tsavgwindow.txt.
tsbinomial.tar.gz
- generate a binomial distribution time series, and has the
manual page tsbinomial.txt.
tsblack.tar.gz
- black noise generator-generates a time series, and has the
manual page tsblack.txt.
tsbrownian.tar.gz
- brownian noise generator-generates a time series, and has
the manual page tsbrownian.txt.
tscauchy.tar.gz
- cauchy distributed generator-generates a time series, and
has the manual page tscauchy.txt.
tschangewager.tar.gz
- change the unfair returns of a time series, and has the
manual page tschangewager.txt.
tscoin.tar.gz
- generate an unfair coin toss time series, and has the
manual page tscoin.txt.
tscoins.tar.gz
- generate an unfair coins toss time series, and has the
manual page tscoins.txt.
tsderivative.tar.gz
- take the derivative of a time series, and has the manual
page tsderivative.txt.
tsdeterministic.tar.gz
- determine if a time series is deterministic, and has the
manual page tsdeterministic.txt.
tsdft.tar.gz
- Discrete Fourier Transform (power spectrum) of a time
series, and has the manual page tsdft.txt.
tsdlogistic.tar.gz
- discreet logistic function generator-generates a time
series, and has the manual page tsdlogistic.txt.
tsfBm.tar.gz
- fractional brownian noise generator-generates a time
series, and has the manual page tsfBm.txt.
tsfraction.tar.gz
- take the fraction of change of a time series, and has the
manual page tsfraction.txt.
tsfractional.tar.gz
- fractional brownian noise generator-generates a time
series, and has the manual page tsfractional.txt.
tsgain.tar.gz
- find the gain of a time series, and has the manual page tsgain.txt.
tsgainwindow.tar.gz
- find the windowed gain of a time series, and has the
manual page tsgainwindow.txt.
tsgaussian.tar.gz
- gaussian noise generator-generates a time series, and has
the manual page tsgaussian.txt.
tshcalc.tar.gz
- calculate the H parameter for a one variable fBm time
series, and has the manual page tshcalc.txt.
tshurst.tar.gz
- calculate the Hurst coefficient for a time series, and has
the manual page tshurst.txt.
tsinstant.tar.gz
- take the instantaneous fraction of change of a time
series, and has the manual page tsinstant.txt.
tsintegers.tar.gz
- consecutive integer generator-generates a time series, and
has the manual page tsintegers.txt.
tsintegrate.tar.gz
- take the integral of a time series, and has the manual
page tsintegrate.txt.
tskurtosis.tar.gz
- find the coefficient of excess kurtosis of a time series,
and has the manual page tskurtosis.txt.
tskurtosiswindow.tar.gz
- find the windowed coefficient of excess kurtosis of a time
series, and has the manual page tskurtosiswindow.txt.
tslogistic.tar.gz
- logistic function generator-generates a time series, and
has the manual page tslogistic.txt.
tslogreturns.tar.gz
- take the logarithmic returns of a time series, and has the
manual page tslogreturns.txt.
tslsq.tar.gz
- make a least squares fit time series from a time series,
and has the manual page tslsq.txt.
tsmarket.tar.gz
- simulate a multiple company industrial market time series,
and has the manual page tsmarket.txt.
tsmath.tar.gz
- mathamatical operations on a time series, and has the
manual page tsmath.txt.
tsnormal.tar.gz
- make a histogram or frequency plot of a time series, and
has the manual page tsnormal.txt.
tsnumber.tar.gz
- number the records of a time series, and has the manual
page tsnumber.txt.
tspink.tar.gz
- pink noise generator-generates a time series, and has the
manual page tspink.txt.
tspole.tar.gz
- single pole filter a time series, and has the manual page
tspole.txt.
tsrms.tar.gz
- take the root mean square of a time series, and has the
manual page tsrms.txt.
tsrmswindow.tar.gz
- take the windowed root mean square of a time series, and
has the manual page tsrmswindow.txt.
tsrootmean.tar.gz
- find the root mean of a time series, and has the manual
page tsrootmean.txt.
tsrootmeanscale.tar.gz
- find the root mean of a time series, and has the manual
page tsrootmeanscale.txt.
tsscalederivative.tar.gz
- take the derivative of a time series, and has the manual
page tsscalederivative.txt.
tsrunlength.tar.gz
- find the run lengths of zero free intervals, and has the
manual page tsrunlength.txt.
tsrunmagnitude.tar.gz
- find the magnitude of the run lengths in a time series,
and has the manual page tsrunmagnitude.txt.
tssample.tar.gz
- sample a time series, and has the manual page tssample.txt.
tsshannon.tar.gz
- calculate the probability, given the Shannon information
capacity, and has the manual page tsshannon.txt.
tsshannonaggregate.tar.gz
- Calculate the aggregate Shannon probability, and has the
manual page tsshannonaggregate.txt.
tsshannonfundamental.tar.gz
- find the fundamental Shannon probability of a time series,
and has the manual page tsshannonfundamental.txt.
tsshannonmax.tar.gz
- returns of a time series with unfair weights, and has the
manual page tsshannonmax.txt.
tsshannonstock.tar.gz
- simulate the optimal gains of a stock investment using
Shannon probability, and has the manual page tsshannonstock.txt.
tsshannonvolume.tar.gz
- find the Shannon probability, based on trading volume, of
a time series, and has the manual page tsshannonvolume.txt.
tsshannonwindow.tar.gz
- find the windowed Shannon probability of a time series,
and has the manual page tsshannonwindow.txt.
tsstatest.tar.gz
- make a statistical estimation of a time series, and has
the manual page tsstatest.txt.
tsstock.tar.gz
- simulate the optimal gains of a stock investment, and has
the manual page tsstock.txt.
tsstocks.tar.gz
- simulate the optimal gains of multiple stock investments,
and has the manual page tsstocks.txt.
tsstockwager.tar.gz
- simulate the portfolio gains time series of a stock, and
has the manual page tsstockwager.txt.
tstrade.tar.gz
- optimal trade of multiple concurrent stock investments,
and has the manual page tstrade.txt.
tstradesim.tar.gz
- generate a time series for the tstrade program, and has
the manual page tstradesim.txt.
tsunfairbrownian.tar.gz
- unfair returns of a time series, and has the manual page
tsunfairbrownian.txt.
tsunfairfractional.tar.gz
- unfair returns of a time series, and has the manual page
tsunfairfractional.txt.
tsunfraction.tar.gz
- make a cumulative sum of the fraction of change of a time
series, and has the manual page tsunfraction.txt.
tsunshannon.tar.gz
- shannon information capacity calculation, given the
Shannon probability, and has the manual page tsunshannon.txt.
tswhite.tar.gz
- white noise generator-generates a time series, and has the
manual page tswhite.txt.
tslaplacian.tar.gz
- Laplacian noise generator-generates a time series, and has the
manual page tslaplacian.txt.
tslognormal.tar.gz
- make a log-normal/leptokurtotic distribution of a time
series' increments, and has the manual page tslognormal.txt.
tskalman.tar.gz
- take the Kalman filtered average of a time series, and has
the manual page tskalman.txt.
tsroot.tar.gz
- find the root of a time series, and has the manual page tsroot.txt.
A license is hereby granted to reproduce this software
source code and to create executable versions from this source
code for personal, non-commercial use. The copyright notice
included with the software must be maintained in all copies
produced.
THIS PROGRAM IS PROVIDED "AS IS". THE AUTHOR PROVIDES NO
WARRANTIES WHATSOEVER, EXPRESSED OR IMPLIED, INCLUDING
WARRANTIES OF MERCHANTABILITY, TITLE, OR FITNESS FOR ANY
PARTICULAR PURPOSE. THE AUTHOR DOES NOT WARRANT THAT USE OF
THIS PROGRAM DOES NOT INFRINGE THE INTELLECTUAL PROPERTY
RIGHTS OF ANY THIRD PARTY IN ANY COUNTRY.
So there.
Copyright © 1994-2011, John Conover, All Rights
Reserved.
