XploRe
| XploRe | |
|---|---|
| Basic data
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| developer | MD * Tech - Method and Data Technologies |
| Current version | 4.8 (2007) |
| operating system | Windows |
| category | Mathematics , econometrics , statistics , financial market analysis |
| License | own |
| German speaking | No |
| XploRe | |
XploRe is a former commercial statistics - Software that the Berlin firm MD * Tech ( Wolfgang Härdle developed), which is freely accessible but today. The software and the associated source code can be obtained from the website. The current version number is 4.8, but the software is no longer being developed. The user interacts with the software via the XploRe language, a programming language based on C. Individual XploRe programs, the so-called Quantlets , are combined in libraries ( Quantlibs ).
Range of functions
Apart from standard functions for one- and multi-dimensional data analysis, the focus of the algorithms provided by XploRe is on non-parametric and semi-parametric statistics as well as financial market statistics. XploRe offers functions for
- Kernel density estimation ( English kernel density estimation ) and regression ( kernel regression )
- Single index models
- Generalized Linear Models (GLMs) and Generalized Additive Models (GAMs)
- Value at Risk (VaR) and implied volatilities ( English implied volatilities )
XploRe Quantlet Client
In addition to a local installation, the XploRe Quantlet Client offers the option of running XploRe as a Java applet in the browser. The applet forwards the user input via a TCP / IP-based communication protocol to an XploRe Quantlet server , which carries out the necessary calculations and sends them back to the client.
literature
- Härdle, Klinke, Müller. XploRe Learning Guide. Jumper. ISBN 3-540-66207-3
- Härdle, Klinke, Müller. XploRe Applications Guide. Jumper. ISBN 3-540-67545-0
- Janetzko. Professional statistics - briefly introduced, c't 4/00, page 103