Maxima

Economists can use computer algebra systems to manipulate symbolic models, derive numerical computations, and analyze empirical relationships among variables. Maxima is an open-source multi-platform computer algebra system that rivals proprietary software. Maxima’s symbolic and computational capabilities enable economists and financial analysts to develop a deeper understanding of models by allowing them to explore the implications of differences in parameter values, providing numerical solutions to problems that would be otherwise intractable, and by providing graphical representations that can guide analysis.

This book provides a unified exposition of some fundamental theoretical problems in high-dimensional statistics. It specifically considers the canonical problems of detection and support estimation for sparse signals observed with noise. Novel phase-transition results are obtained for the signal support estimation problem under a variety of statistical risks. Based on a surprising connection to a concentration of maxima probabilistic phenomenon, the authors obtain a complete characterization of the exact support recovery problem for thresholding estimators under dependent errors.

by Todd Keene Timberlake (Author), J. Wilson Mixon.Jr. (Author)
Introduces students to the use of a leading open-source computer algebra system
The text groups input and output so that students see precisely how Maxima commands are implemented
Accompanied by a set of Maxima files that allow students to replicate all of the text's material and to build on that analysis

Differential equations with "maxima"—differential equations that contain the maximum of the unknown function over a previous interval—adequately model real-world processes whose present state significantly depends on the maximum value of the state on a past time interval.