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

Tue Sep 9 16:54:38 CEST 1997

```Hi,
I have just seen Stefan Steinhaus' web page :
http://www.uni-franfurt.de/~stst/ncrunch.html

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).

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 -
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