Version 3.0 (R2006a) Financial Toolbox Software
This table summarizes new features in Version 3.0 (R2006a).
| New Features and Changes | Version
Compatibility Considerations | Fixed Bugs and Known Problems | Related 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
Continuous 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
| mvnrfish | Fisher information matrix for multivariate normal or least-squares
regression |
| mvnrmle | Multivariate normal regression (ignore missing data) |
| mvnrobj | Log-likelihood function for multivariate normal regression
without missing data |
| mvnrstd | Evaluate standard errors for multivariate normal regression
model |
Multivariate Normal Regression With Missing Data (Expectation
Conditional Maximization)
| ecmmvnrfish | Fisher information matrix for multivariate normal regression
model |
| ecmmvnrmle | Multivariate normal regression with missing data |
| ecmmvnrobj | Log-likelihood function for multivariate normal regression
with missing data |
| ecmmvnrstd | Evaluate standard errors for multivariate normal regression
model |
Least Squares Regression With Missing Data (Expectation Conditional
Maximization)
| ecmlsrmle | Least-squares regression with missing data |
| ecmlsrobj | Log-likelihood function for least-squares regression with missing
data |
Financial Model Transformation Function
| convert2sur | Convert a multivariate normal regression model into a seemingly
unrelated regression model |
 | Version 3.1 (R2006b) Financial Toolbox Software | | Version 2.5 (R14SP3) Financial Toolbox Software |  |
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