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

U-E59264-Osman Buyukisik (Osman.Buyukisik@ae.ge.com)
Tue, 9 Sep 1997 10:54:38 -0400 (EDT)


Date: Tue, 9 Sep 1997 10:54:38 -0400 (EDT)
Message-Id: <199709091454.KAA18737@c0230.ae.ge.com>
From: U-E59264-Osman Buyukisik <Osman.Buyukisik@ae.ge.com>
To: r-help@stat.math.ethz.ch
Subject: R-beta: "Comparison of Mathematical Programs for Analysis"

Hi,
 I have just seen Stefan Steinhaus' web page : 
http://www.uni-frankfurt.de/~stst/ncrunch.html
(link corrected)

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
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