Attempt of an objective comparison
| Algorithm/Mechanism | COLT | MTJ | JMulti | Gretl |
|---|---|---|---|---|
| Matrices | ||||
| invert | X | |||
| multiply | X | |||
| dense | X | |||
| sparse | X | |||
| eigenvectors/-values | X | |||
| Linear Algebra | ||||
| BLAS | X | |||
| Time Series Analysis | ||||
| ARIMA | - | X | X | |
| GARCH | - | X | X | |
| Unit root test | - | X | X | |
| Cointegration test | - | X | X | |
| VAR (Vector autoregression) | - | X | X | |
| Multivariate GARCH | - | X | - |