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