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RainbowStats Command Reference
This page is generated from the RainbowStats command registry.
Tool Bar Buttons
TextField Area
The text field is where your program begins. Data is sourced from the St. Louis Federal Reserve (FRED). Enter commands here or select from the list.
Add Button
Submit the current command to your workspace. Pressing Enter performs the same action. Submitted commands appear below the toolbar.
Edit Button
Review and modify your script or scenario. After making changes, re-run the scenario.
Save Scenario
Save your scenario locally (browser storage). It will be available when you return. The server does not store this data.
Load Scenario
Load a previously saved scenario.
Copy Link
Generate a shareable link that reproduces your current scenario.
Import
Import a scenario into your workspace.
Clear
Clear the current scenario and start fresh.
Focus
Expand or contract the viewing panel.
POP
Display the raw server response for detailed inspection.
Chat GPT
Analyze the current table or HTML output using ChatGPT.
Clipboard
Copy the current viewing panel to the clipboard.
Clip Compact
Copy a compact version of the viewing panel.
Commands
Open the command reference panel.
List Commands
List
Create a DataSerieslist from one or more data series.
Math Commands
LOG
Log of a number or Series
ABS
Absolute Value of a Number or Series
Graph Commands
LINE_GRAPH_WITH_MEAN
Graph with a mean line
Run Example
Poisson_Chart
PLots the time distance between shock of x
Run Example
COMBINE
Combine graphs into one panel
BINARY_SPLIT
Run a Binary Split routine for regimse changes
Run Example
ROLL_BETA
Rolling Beta of x and y over N periods
Run Example
ROLL_CORR
Rolling Correlation of x and y over N periods
Run Example
ROLL_STD
Rolling Standard Deviation of x over N periods
Run Example
Area_Line_Chart
Graph of two series and the net line. Great for trade flows
Run Example
Data Manipulation
LogDiff
Create a Log Difference DataSerieslist or a series
Run Example
Log
Log of a series
Mean
Mean of a series or a list of series
STDDEV
Standard Deviation of a series or a list of series
Matrix Commands
COL_COUNT
Returns the number of columns in a matrix
Row_COUNT
Returns the number of rows in a matrix
COVVAR
Create Covariance Matrix from a list of series.
Run Example
Corr
Create Corellation Matrix from a list of series.
Run Example
CHOLSKEY
Create Cholesky Matrix from a list of series.
Run Example
Transpose
Transpose a Matrix from a list of series.
Run Example
Lag Regression Analysis
Transfer_Function
Returns the Transfer Function Between two series.
Run Example
PDL_REGRESSION
Returns a Polynomial Distributed Lag Regression.
Run Example
MVTransfer_Function
Returns a full MultiVariate Transfer Function Analysis.
Run Example
Regression Analysis
Regression
Execute a multivariate regression. The Y Variable is always the first variable
Run Example
CONSTRAINED_OLS
Execute a multivariate regression but constraining the sump of coefficient to X
Run Example
PRINC_COMPONENTS
Returns the Principal Components of a list of time series.
Run Example
PC_Analysis
Returns a full Principal Components Analysis of a list of time series.
Run Example
Distribution Functions
Normal_Dist
Creates a normal distribution with specified mean and standard deviation.
Run Example
Gamma_Dist
Creates a gamma distribution with specified shape and scale parameters.
Run Example
Exponential_Dist
Creates an exponential distribution with specified rate (lambda).
Run Example
Uniform_Dist
Creates a uniform distribution over the interval [min, max].
Run Example
CAUCHY_DIST
Creates a Cauchy distribution with specified location and scale parameters.
Run Example
Fit_DIST
Best Distribution Fit for a DataSeries
Run Example
Pricing Commands
Option Pricer
Pricing of Simple European/American Options
Run Example
Model Comparison using Characteristic Functions
Pricing of European Options Using Different Models
Run Example
US Government Bond Pricer
Pricing of U.S. Government Bonds
Run Example
US Corporate Bond Pricer
Pricing of U.S. Corporate Bonds
Run Example
US Convertible Bond Pricer
Pricing of U.S. Simple Convertible Corporate Bonds
Run Example
Structured Product Developer
In Development, a Tool for Evaluating Structured Products
Run Example
Cash Flow Defeasance -- In Progress
Defeasance of a Monthly Series of Cash Flows
Run Example
Spectral Barriers
Calculation of Barrier Options using Eigenfunctions
Run Example
Pages
MarketPage
View of Economic Data and Markets
Run Example
Analysis Commands
Series Analysis
Quick View of a Time Series
Run Example
Bid Analyzer
Competitive Bidding with Asymmetric Information - Wilson
Run Example
Dual Series Analysis
Analysis of Two Time Series, ScatterPlot,Regression etc
Run Example
Multivariate Series Analysis
Analysis of Mutivariate Time Series,Correlations,Regression etc
Run Example
Simulations
Series Simulator
Historical Time Series Simulation
Run Example
Normal Test
Testing the concept of user created simulations
Run Example
Interest Rate Calculations
US_ZERO
Create a Zero Coupon Bond equivalent series, handy for negative rates
Run Example
US_BOND_DURATION
Calculated the duration series , handy for negative rates
Run Example
MORT_PAYMENT
Calculated the Monthly Mortgage Payment
Run Example
MORT_DURATION
Calculated the Mortgage Duration
Run Example