Page SoftwareFrameworkLibs

Attempt of an objective comparison

COLT

The Matrix Toolkits for Java (MTJ)

JMulti

Gretl


Algorithm/MechanismSorted descending 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

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Topic revision: r1 - 21 Sep 2007, ChristopherHase - This page was cached on 19 Jun 2025 - 19:43.

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