iloveyou21 发表于 2011-9-13 14:17
不知道比6.1有了什么更新,程序估计方面
New features and fixed problems in OX version 6.2
1.New: Added hyper_2F1(a, b, c, z) to compute the Gauss Hypergeometric function 2F1 with real parameters a, b, c and real argument z.
2.Improved: exit now exits with the specified return code (in a console)
3.Improved: polygamma now allows negative arguments
4.Improved: xlsx: allow reading of strings created through a formula
5.Improved: xlsm can be read as xlsx
6.Fixed: Save graph as PDF: hats on symbols showed next to the symbol; large ellipses were squeezed in the middle.
7.Fixed: xlsx: column labelling error when > 26 columns. Reading file written by OxMetrics works, but there are gaps. Reading file written in Excel will result in skipped columns.
8.Fixed: There was a bug in some quantile functions that could lead to return of wrong value in some rare cases. This could affect quantiles of F, Beta and Inverse Gaussian.
9.Fixed: Chrome/Safari/Opera frame loading fixed (was entering infinite reload loop). Improved default browser detection under Windows. Improved Chrome/Safari jumping to help item.
New features in GARCH version 6.1
1.G@RCH 6.1 allows the estimation of some of the most widespread multivariate GARCH models, including the scalar BEKK, diagonal BEKK(Engle and Kroner, 1995), RiskMetrics (J.P.Morgan, 1996), CCC (Bollerslev, 1990), DCC (Engle, 2002 and Tse and Tsui, 2002), DECO (Engle and Kelly, 2007), OGARCH (Kariya, 1988 and Alexander and Chibumba, 1997) and GOGARCH models (van der Weide, 2002 and Boswijk and van der Weide, 2006).
2.G@RCH 6.1 also allows the estimation of univariate and multivariate non-parametric estimators of the quadratic variation and the integrated volatility. These estimators include the realized volatility, bi-power-variation and realized outlyingness weighted variance. Several tests for daily and intradaily tests for jumps and intraday periodicity filters are also provided.