Version 3.0 (R2006a) Financial Toolbox™ Software

This table summarizes new features in Version 3.0 (R2006a).

New Features and ChangesVersion Compatibility ConsiderationsFixed Bugs and Known ProblemsRelated Documentation at Web Site
Yes
Details below
No

Bug Reports

No

New features and changes introduced in this version are:

Financial Time Series Toolbox Incorporated

As of this release the functionality previously available in Financial Time Series Toolbox has been incorporated into Financial Toolbox™ software. Financial Toolbox documentation has been modified to include the documentation previously available in the Financial Time Series User's Guide.

Because use of Financial Time Series Toolbox required the purchase and installation of Financial Toolbox software, all customers previously licensed for Financial Time Series Toolbox will continue to have access to it.

Financial Time Series Frequency Conversion Functions Modified

The suite of time series frequency conversion functions (todaily, toweekly, tomonthly, tosemi, and toannual) has been extensively modified. Consult the function references in the Financial Toolbox User's Guide for specifics.

Continuous Compounding Option Removed from plyd2zero

Continous compounding is no longer available for pyld2zero. Compounding for this function is now consistent with compounding for the function zero2pyld. An error message is generated if you attempt to use continuous compounding with these functions.

New Statistical Functions

The new functions in Version 3.0 of Financial Toolbox software fall into these four categories:

Multivariate Normal Regression Without Missing Data

mvnrfishFisher information matrix for multivariate normal or least-squares regression
mvnrmleMultivariate normal regression (ignore missing data)
mvnrobjLog-likelihood function for multivariate normal regression without missing data
mvnrstdEvaluate standard errors for multivariate normal regression model

Multivariate Normal Regression With Missing Data (Expectation Conditional Maximization)

ecmmvnrfishFisher information matrix for multivariate normal regression model
ecmmvnrmleMultivariate normal regression with missing data
ecmmvnrobjLog-likelihood function for multivariate normal regression with missing data
ecmmvnrstdEvaluate standard errors for multivariate normal regression model

Least Squares Regression With Missing Data (Expectation Conditional Maximization)

ecmlsrmleLeast-squares regression with missing data
ecmlsrobjLog-likelihood function for least-squares regression with missing data

Financial Model Transformation Function

convert2surConvert a multivariate normal regression model into a seemingly unrelated regression model

  


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