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 | - |