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