S-PLUS 8.1 - Exploratory Data Analysis
FeaturesTIBCO Spotfire S+
The practice of using analytics across all functional areas of the business enterprise is recognized as a key competitive advantage by market leaders across all industries.� While any company can look at the simple statistics of its day-to-day operations, industry leaders are utilizing predictive analytics to identify or create and exploit their advantages in operations, customer management, production and research.� That is why market leaders around the world use S-PLUS.
S-PLUS 8 continues to deliver the advantages of an open architecture, scalability and flexibility to integrate advanced analytics into your everyday business processes.� Superior graphic output and the ability to employ cutting edge statistics ensure you are armed with the knowledge to act at every critical decision point and clearly communicate to all audiences regardless of their level of technical expertise.
TIBCO Spotfire S+ enables statisticians and developers to create enterprise-class analytic applications and easily deploy them to business users, researchers, analysts, and other nontechnical audiences. Spotfire S+ is the only statistical programming platform that delivers a fully integrated development environment, a commercially supported analytic packaging system and the ability to scale your desktop to manipulate gigabyte class data sets.
See What's New in TIBCO Spotfire S+ 8.1
- Deliver Analytics within Business Processes
- Prototype, Test and Deploy Faster
- Import, Transform and Clean Data
- Communicate Effectively with Advanced Graphics and Reporting
DELIVER ANALYTICS WITHIN BUSINESS PROCESSES
Streamlining Development of Statistical Applications: Combining the most comprehensive library of statistical and mathematical algorithms available with a cross-platform IDE, Spotfire S+ is your best choice for creating, managing and deploying predictive analytics and reporting solutions.
Unlimited Scalability: Stream large data sets to analyze gigabytes of data on existing hardware without the need for additional RAM or for 64-bit operating systems.
Providing Enterprise-Wide Access to Analytics: Create statistical methods on the desktop, then deploy to the Spotfire S+ Server for reuse across your organization. Deliver your results and reports across your enterprise, within the TIBCO Spotfire platform or in other business applications.
PROTOTYPE, TEST AND DEPLOY FASTER
On The Shoulders of Giants: As the exclusive licensee of the ground-breaking S language, Spotfire S+ is the most flexible statistical programming platform commercially available. S+ developers can create new applications up to five times faster than with competing commercial systems.
Enhanced Development Tools: Spotfire S+ includes the S+ Workbench, an integrated development environment designed to enable development teams to create rigorous applications faster than ever before. Based on the industry-standard Eclipse™ framework, the S+ Workbench provides a syntax-aware code editor, tools for project and task management, code validation debugging and profiling.
Managing Large Projects: Integration with standard source control systems means the S+ Workbench allows development teams to reliably manage large projects when developing applications for integration within business processes. With the Spotfire S+ Package System you can deliver a complete analytic package with instructions, comments and data set definitions to ensure that your colleagues are receiving the right results without any second-guessing or lost time in redundant information exchange.
IMPORT, TRANSFORM AND CLEAN DATA
Access to Industry-Standard Data Sources: Spotfire S+ includes extensive data access capabilities, allowing for both interactive and scripted ETL from a variety of industry-standard data sources, including: ODBC, JDBC, SAS data files, other flat files and numerous native database drivers.
Dimension Reduction and Model Scoring: Focus data consumers on relevant data by reducing data dimensionality, or by augmenting data with the results of a model calculation.
Automated ETL for Data Preprocessing: Deploy data transformation processes to Spotfire S+ Server for scheduled batch execution, or triggered on-demand by data updates.
COMMUNICATE EFFECTIVELY WITH ADVANCED GRAPHICS AND REPORTING
Interactive Graphics: Spotfire S+ provides an interactive graphics system with a large and normalized palette for the creation of statistical charts to exacting, pixel-perfect specifications.
Customized, Automated Reports: XML and RTF reporting libraries speed development of customized reports incorporating statistical tables and publication-quality graphics.
Share Information Easily: Integration with popular desktop publishing tools ensures that end users can view and share analytic graphics in the format they use most.
New Features in S-PLUS 8.1
The S-PLUS Workbench enhancements: Building on our success with the 7.0 release we have added new capabilities to speed your development efforts and improve the quality of your code.
- Debugger tool: The interactive debugger allows users to quickly debug S-PLUScode from within the S-PLUSworkbench. The application has modern debugging tools including step debugging and breakpoints.
- Profiler tool: The profiler provides an environment for writing and developing functions in S-PLUSthat allow profiling of time and memory allocation within S-PLUStasks.� You can now optimize the code�s execution by evaluating where bottlenecks may occur.
With the enhanced S-PLUSWorkbench, you can create reliable statistical applications for deployment across the enterprise with greater speed than ever before.
New graphic enhancements: Already a leading platform for graphics creation and delivery, in version 8 we have included a larger and normalized color palette as well as simplifying the code necessary to deliver complex graphs and charts. Whether you are creating graphics for submission to a regulatory agency, distributing to a group of executive decision-makers, or creating for publication, S-PLUS 8 Enterprise Developer makes this task easier and more time efficient.
New S-PLUSPackage System: With published packages available S-PLUS 8 Enterprise Developer provides a convenient framework for creating and distributing libraries for S-PLUSand for converting R packages for use in S-PLUS.
S� language extensions: Over one hundred new functions have been added in order to support the graphics enhancements, S-PLUSPackage System and to augment compatibility with S-PLUSopen source cousin; R. Types of functions that have been added include math, character, file manipulation and string manipulation.
| Life Science Solutions | Finance Solutions |
|---|---|
| Support all phases of pre-clinical and clinical development. | Help Banking, Insurance and Investment customers address the ever changing Risk and Investment Management challenges unique to each industry. |
| Meet the requirements of a validated environment while providing significant gains in productivity and efficiency. | Market Risk |
| Deliver the knowledge to act for effective drug development. | Credit Risk |
| Statistical Graphics | Risk Aggregation/Capital Management |
| Clinical Reporting, Data Review, Trial Design | Basel II |
| Clinical Safety Data Analysis | Solvency II for Insurance |
| Portfolio Optimization | |
| Trading Strategies | |
| Manufacturing Solutions | Telecommunications Solutions |
| Design and Analysis of Experiments | Business Performance Reporting |
| Reliability Analysis and Life Expectancy | Reduce Customer Churn |
| Field Failure Analysis and Reporting | Fraud Detection |
| Supply Chain Optimization | Data Quality Management |
| Demand Forecasting, Optimization and Reporting | Marketing Campaign Analysis |
| Statistical Process Control/Six Sigma | Customer Behavior Modeling | Academic Solutions | Government Solutions |
| Offers wide range of statistical data analysis and data mining products for administrators, faculty members, institutional researchers and students. | Provides rigorous analytical solutions, help to increase efficiencies, discover trends and reduce spending. |
COMPREHENSIVE ECONOMETRIC, TIME-SERIES AND ASSET PRICING ANALYSIS
Financial services organizations all over the world use TIBCO Spotfire S+FinMetrics® to better manage risk, optimize asset performance, and predict market conditions. All of this combined with the rapid prototyping and deployment capabilities of TIBCO Spotfire S+® means that organizations can make faster decisions and realize optimal results based on immediate access to market knowledge and predictive analysis.
Key Features
- Rolling estimation and backtesting strategies
- Includes three types of nonlinear, regime switching time series models (threshold autoregressive, smooth transition autoregressive, and Markov switching autoregressive models)
- The most efficient implementation of Kalman filtering and smoothing algorithms for state space models
- Univariate GARCH modeling for predicting volatility
- 18 types of parametric copula classes are implemented for visualization, estimation and simulation
- SIA standards for fixed income calculations Yield, conversion between spot rate, discount rate, forward rate, and yield curve estimation and interpolation.
- Estimation and simulation functions for two of the most popular classes of Affine Term Structure Models (ATSM), Vasicek and Cox-Ingersoll-Ross
- Standard and Exotic options pricing models for equity, fixed income and foreign currency
S+FinMetrics is the most comprehensive, cutting-edge software for modeling, analyzing, and visualizing financial market data. The software offers the most modern, and flexible analytic environment for reliable and robust, predictive econometric modeling.
Key Benefits
- Modern, flexible econometric analysis
- Sophisticated modeling optimizes complex, dynamic trading systems
- Reliable, proven performance including rolling estimate and backtesting strategies
TIBCO Spotfire S+NuOPT is a cutting-edge software package capable of solving very large optimization problems. Designed for analysts and decision makers, Spotfire S+NUOPT is used for a wide range of applications including portfolio optimization, nonlinear and robust statistical modeling, and circuit optimization. No other package can match this combination of powerful statistics and graphics with large-scale optimization problem solving, including:
Figure 1: S+NuOPT allows you to explore different portfolio optimization methods and build in features that reflect real-world constraints. The above figure displays optimized weights computed using two different methods. The weights on the left are rebalanced during each time period independently of the weights during the previous time period. The weights on the right are constrained to smoothly evolve from one time period to the next, resulting in a more stable portfolio allocation.
- Linear programming
- Mixed integer programming
- Transportation
- Quadratic programming
- Unconstrained nonlinear optimization
- Multi-objective programming
SAMPLE APPLICATIONS
Portfolio Optimization
- Optimize portfolios of assets incorporating a variety of realistic constraints, going well beyond the classical Mean-Variance (Markowitz) formulation.
- Build complex models that combine different classes of assets and subgroups of assets simultaneously.
- Solve problems involving large portfolios efficiently.
Nonlinear and Robust Statistical Modeling
- Apply new penalized and robust regression methods, traditionally only applicable to small data sets, to very large problems.
- Find better parameter estimates for nonparametric models using global fitting criterion.
Applications of Mixed Integer Programming in Quantitative Finance
- Basket Selection: given an initial portfolio, select basket of trades given that only a maximum number of trades are allowed (along with other turnover constraints).
- Cardinality Constraints (number of names constraints): given the asset universe, portfolio managers often need to limit the total number of holdings (both long and short) in their final portfolio.
- Buy In Threshold Constraints: some assets can only be purchased or sold at certain minimum levels, or overly small holdings or trades may need to be excluded in an optimum portfolio.
- Round Lots: restrictions defining the basic investment unit. For instance, investors are only allowed to make transactions in integer multiples of these round lots.
Lower Partial Moments Optimization: Instead of using variance as a risk measure, it is sometimes desirable to optimize on downside deviation. The ability to declare and use integer variables makes it easy to formulate the problem elegantly and therefore solve more efficiently.
THE PREMIER PACKAGE FOR THE DESIGN, MONITORING, AND ANALYSIS OF CLINICAL TRIALS
S+SeqTrial is an S-PLUS software library for designing, monitoring, and analyzing clinical trials using group sequential methods. In a classical fixed sample design, the sample size is set in advance of collecting any data. In sequential design, data are monitored throughout the collection, and the data may be analyzed after a block of data is accrued. This is especially beneficial if electronic data capture (EDC) methods are used for data collection.
Key Benefits
- Reduced clinical trial costs using group sequential methods
- Improved study design and comprehensive design and evaluation tools
- Flexible monitoring methods
- Advanced visualization tools for analyzing and interpreting results
Featured List and System Requirements:
Improved Study Design
- Reduce costs and bring drugs to market sooner with sequential studies
- Interactive interface makes it easy to explore tradeoffs between designs
Comprehensive Design and Evaluation Tools
- Sequential designs in unified family of Kittelson and Emerson, including all commonly used group sequential designs
- Family of designs based on error spending function of Lan and DeMets
- Comprehensive evaluation tools, including power, conditional power, sample size distribution, inference at the boundaries, and Bayesian analyses
Completely Extensible
- Powerful S language for extending functionality to fit your needs; from small to large projects, from simple to complex analyses
Flexible Monitoring Methods
- Implementation of stopping rules based on error spending functions or constrained boundaries
Easily Analyze and Interpret Your Results
- Exact p-values
- Exact confidence intervals
- Bias adjusted estimates of treatment effect
Easy to Learn
- State-of-the art GUI (Graphical User Interface)
- Documentation designed for the clinical trialist
- Fully integrated with S-PLUS data analysis software
Advanced Visualization Tools
- Comprehensive set of specialized plots for designing studies, including power curves, ASN (average sample size) curves, and stopping probabilities
- Trellis graphics for powerful and effective comparison of designs
Powerful Validation Techniques
- Results validated against standard designs in the group sequential literature
S+SeqTrial System Requirements
- S+SeqTrial Module
- S-PLUS® 2000 or S-PLUS 8 for Windows
Supported Platforms
- Microsoft® Windows only
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