f
arrayfun

Applies a function to each element of a array or matrix.

f
assertarray

Asserts that a value is a 1D array.

f
assertdimension

Asserts that a value is a valid dimension (0 or 1).

f
assertmatrix

Asserts that a value is a 2D matrix.

f
assertnormalizationflag

Asserts that a value is a valid normalization flag (0 or 1).

f
assertnumber

Asserts that a value is a number.

f
clock

Retrieves the current date and time as a date vector.

f
datenum

Convert date and time to a serial date number (Unix).

f
datestr

Convert Unix timestamp to string format.

f
datevec

Convert date and time to an array of components.

f
isarray

Checks if the input is a 1D array.

f
isempty

Checks if an array or matrix is empty.

f
isfunction

Checks if the input is a function.

f
isinteger

Checks if the input is an integer.

f
islogical

Checks if the input is a boolean.

f
ismatrix

True for matrix (2D array with consistent row lengths).

f
isnull

True for null values.

f
isnumber

True for number.

f
isscalar

Checks if the input is a scalar value.

f
issingular

Checks if a matrix is singular (non-invertible).

f
isstring

Checks if the input is a string.

f
isundefined

Checks if the input is undefined.

f
isvector

Checks if the input is a vector.

f
month

Extracts the month from a Unix timestamp.

f
now

Current date and time as a Unix timestamp.

f
randchar

Generates a random alphanumeric string.

f
strfind

Finds all occurrences of a substring within a string.

f
today

Gets the current date as a Unix timestamp.

f
vectorfun

Applies a function to each vector column or row of a matrix.

f
weekday

Gets the ISO weekday for a given Unix timestamp.

f
ceil

Round toward positive infinity.

f
cumdev

Cumulative mean deviation.

f
cummax

Cumulative maximum of array elements.

f
cummin

Cumulative minimum of array elements.

f
cumprod

Cumulative product of array elements.

f
cumsum

Cumulative sum of array elements.

f
diff

Differences between adjacent elements.

f
dot

Computes the dot product of two arrays.

f
eq

Checks for equality between two values or arrays.

f
floor

Rounds toward negative infinity.

f
ge

Greater than or equal comparison X >= Y.

f
gt

Greater than comparison X > Y.

f
ldivide

Left array division X .\ Y.

f
le

Less than or equal comparison X <= Y.

f
lt

Less than comparison X < Y.

f
minus

Subtraction X - Y.

f
mldivide

Matrix left division X \ Y.

f
mod

Modulus after division.

f
mpower

Matrix power X ^ Y.

f
mrdivide

Matrix right division X / Y.

f
mtimes

Matrix multiplication.

f
ne

Not equal comparison X ~= Y.

f
plus

Addition X + Y.

f
power

Element-wise power X .^ Y.

f
prod

Product of array elements.

f
rdivide

Right array division X. / Y.

f
rem

Remainder after division.

f
round

Round to nearest integer.

f
sum

Sum of array elements.

f
times

Element-wise multiplication of arrays, matrices, or numbers.

f
uminus

Unary minus -X.

f
unique

Unique values in an array or matrix.

f
abs

Absolute value.

f
erf

Error function.

f
erfc

Complementary error function.

f
erfcinv

Inverse complementary error function.

f
erfinv

Inverse error function.

f
exp

Computes the exponential value.

f
log

Computes the natural logarithm (base e).

f
sign

Computes the sign of a number.

f
sqrt

Computes the square root of a number, array, or matrix.

f
det

Matrix determinant.

f
inv

Computes the inverse of a square matrix.

f
linsolve

Solve a linear system of equations Ax = b.

f
lu

LU decomposition with partial pivoting.

f
cat

Concatenates arrays and matrices along the specified dimension.

f
clone

Create a clone of the input array or matrix.

f
colon

Generates an array of numbers from start to end with a specified step.

f
diag

Diagonal matrix creation and extraction of diagonals from a matrix.

f
end

Returns the last index in an array or matrix.

f
eye

Identity matrix.

f
falses

Creates an array or matrix filled with false.

f
find

Finds the indices of nonzero (true) elements in an array or matrix.

f
fix

Rounds numbers toward zero.

f
flatten

Flatten a matrix into an array.

f
flipdim

Flip the order of elements in an array or matrix.

f
fliplr

Flip a matrix left to right.

f
flipud

Flip a matrix upside down.

f
getcol

Get a column of a matrix.

f
getrow

Get a row of a matrix.

f
horzcat

Concatenate arrays or matrices horizontally.

f
ind2sub

Converts linear index to row and column subscripts.

f
iscolumn

Checks if the input is a column vector.

f
isrow

Checks if the input is a row vector.

f
issquare

Checks if the input is a square matrix.

f
length

Gets the length of a vector or the largest array dimension.

f
linspace

Create linearly spaced arrays.

f
logspace

Create logarithmically spaced arrays.

f
mergesort

Sort array in ascending or descending order.

f
ncols

Returns the number of columns in an array or matrix.

f
ndims

Number of array dimensions.

f
nrows

Returns the number of rows in an array or matrix.

f
numel

Number of elements in an array or matrix.

f
ones

Create an array of all ones.

f
rand

Uniformly distributed pseudorandom numbers.

f
repmat

Replicate and tile an array or matrix.

f
reshape

Reshape an array or matrix into a new matrix of given dimensions.

f
setcol

Set a column of a matrix.

f
setrow

Set a row of a matrix.

f
size

Size of an N-D array.

f
sort

Sorts an array or matrix in ascending or descending order.

f
squeeze

Removes singleton dimensions from arrays or matrices.

f
sub2ind

Converts 2D subscripts to linear indices.

f
subset

Extract a subset of an array or matrix based on row and column indices.

f
subsetlin

Extracts elements from an array or matrix based on linear indexing.

f
tomat

Converts a number, boolean, or array into a matrix.

f
transpose

Transpose a matrix or array.

f
trues

Creates an array filled with true values.

f
vertcat

Concatenates arrays or matrices vertically.

f
zeros

Create an array or matrix of all zeros.

f
jbtest

Performs the Jarque-Bera test for normality.

f
normcdf

Computes the cumulative distribution function (CDF) of a normal distribution.

f
norminv

Computes the inverse of the normal cumulative distribution function (CDF).

f
normpdf

Computes the probability density function (PDF) of a normal distribution.

f
activereturn

Computes the active return.

f
adjsharpe

Computes the Adjusted Sharpe Ratio.

f
annadjsharpe

Computes the Annualized Adjusted Sharpe Ratio.

f
annreturn

Computes the annualized return.

f
annrisk

Computes the Annualized Risk (Standard Deviation).

f
avgdrawdown

Computes the Average Drawdown.

f
burkeratio

Computes the Burke Ratio.

f
cagr

Compound Annual Growth Rate.

f
calmarratio

Calmar Ratio.

f
cdrawdown

Computes the Continuous Drawdown.

f
downsidepot

Downside Potential.

f
downsiderisk

Downside Risk.

f
drawdown

Drawdown.

f
histcondvar

Historical Conditional Value-At-Risk (CVaR).

f
histvar

Historical Value-At-Risk.

f
hurst

Hurst index/exponent.

f
inforatio

Information Ratio.

f
irr

Internal rate of return on an investment based on a series of periodic cash flows.

f
jensenalpha

Jensen alpha.

f
m2sortino

M-squared for Sortino.

f
martinratio

Martin Ratio.

f
mdietz

Modified Dietz Return.

f
modigliani

Modigliani-Modigliani measure (M2).

f
montecarlovar

Monte Carlo Value-At-Risk.

f
omegaratio

Omega Ratio.

f
painindex

Pain Index.

f
painratio

Pain Ratio.

f
paramcondvar

Parametric Conditional Value-At-Risk.

f
paramvar

Parametric Value-At-Risk.

f
percpos

Percentage of positive values in array or matrix.

f
ret2tick

Convert a return series to a value series with a start value.

f
ror

Simple Rate of Return.

f
sharpe

Computes the Sharpe Ratio.

f
sortino

Sortino Ratio.

f
sterlingratio

Sterling Ratio.

f
tick2ret

Convert price series to returns.

f
tomonthly

Convert a return series to a monthly series.

f
toweekly

Convert a time series to a weekly frequency.

f
trackerr

Tracking Error (ex-post).

f
treynor

Treynor Ratio.

f
twr

True Time-weighted return.

f
ulcerindex

Ulcer Index.

f
upsidepot

Upside Potential.

f
interp1

Linear interpolation.

f
linearreg

Linear regression of Y on X.

f
corrcoef

Correlation coefficients of arrays.

f
cov

Covariance matrix.

f
histc

Histogram count.

f
iqr

Interquartile range.

f
kurtosis

Computes the kurtosis of a dataset.

f
mad

Mean absolute deviation.

f
max

Largest element in array.

f
mean

Average value of array or matrix.

f
median

Median value of array.

f
min

Smallest element in array.

f
mode

Most frequent value in an array.

f
moment

Computes the central moment of a dataset.

f
pdist

Pairwise distance between two sets of observations.

f
prctile

Percentiles of a sample.

f
quantile

Quantiles of a sample.

f
quartile

Quartiles of a sample.

f
range

Range of values.

f
skewness

Computes the skewness of a dataset.

f
std

Computes the standard deviation.

f
varc

Computes the variance.

f
xkurtosis

Excess kurtosis.

f
zscore

Standardized Z score.

T
array

Represents a one-dimensional array of numbers.

T
Dimension

Dimension parameter for matrix operations

I
FinancialOptions

Options for quantitative finance calculations

T
matrix

Represents a two-dimensional array of numbers.

I
MatrixOperationOptions

Common options for matrix operations

T
MatrixResult

Two-dimensional matrix result

T
NormalizationFlag

Normalization flag for statistical calculations

T
numarraymatrix

Union type for numeric, array, or matrix values

T
NumericResult

Union of all possible numeric result types

T
ScalarResult

Single numeric value result

I
StatisticsOptions

Options for statistical calculations

T
VectorResult

One-dimensional array result