// Example of using a function

#include <oxstd.h>


summary_stats(const x)
{
decl q;
print("min = ",min(x),"\n");
print("max = ",max(x),"\n");
print("mean = ",meanc(x),"\n");
print("stdev = ",sqrt(varc(x)),"\n");
print("var = ",varc(x),"\n");
print("Quantiles .01, .05, .10, .5, .90, .95, 99\n");
q=quantilec(x,<.01,.05,.10,.5,.90,.95,.99>);
print(q);
print("\n");

}



main()
{
decl d,r,z,z1,q;


d=loadmat("vwretd1.mat");

r=d[][3];
print(r[0:10]);
	


summary_stats(r);

// standardize data z = (r-mean)/stdev
z=standardize(r);
// get summary stats for stadardized data
summary_stats(z);

// Is the function "standardize(r)" doing what we think it should. Lets check
z1=(r-meanc(r))/sqrt(varc(r));
summary_stats(z1);

//compare quantiles from data with N(0,1), t(15), t(6) distributions
print("Qunatiles from Data, N(0,1), t(15), t(6) distributions");
// set a vector of desired quantiles for the associated probs
q=<.01,.05,.10,.5,.90,.95,.99>;
print(q'~quantilec(z,q)~quann(q)'~quant(q,15)'~quant(q,6)');



}