robust_var_cov_matrix.asv

基于GM算法和QR分解实现的稳健奇异值分解算法

y=[19625.426	4125.540	682	431	0.800	606	1.75	40.6	19.9	66.1	22.4	31.4	652	12.4	0.170	0.062	0.127	66.3	0.170	57.25	11.50	8.27	2.29	2.29	34.6	141	6.11	216	17.3	87	15	0.671	1.96	0.284	0.360	0.131	94.4
19625.424	4124.608	652	790	0.727	580	1.48	47.6	20.6	65.7	21.8	28.7	664	11.9	0.175	0.014	0.135	71.3	0.175	57.61	11.67	7.39	2.17	2.37	53.4	193	3.51	129	9.0	105	13	0.566	2.47	0.504	0.381	0.071	106.5
19625.510	4148.548	800	828	0.662	676	2.44	45.3	23.2	85.5	27.9	35.3	820	11.3	0.253	0.034	0.170	79.4	0.253	55.46	14.29	5.69	3.15	2.91	57.0	173	5.76	131	8.3	196	430	1.240	7.50	0.370	0.794	0.138	185.2
19628.514	4137.503	843	663	0.365	470	1.09	28.1	19.2	52.8	17.9	20.1	578	5.6	0.162	0.029	0.097	61.6	0.162	62.38	12.23	4.63	2.29	2.52	44.1	62	5.51	100	7.1	105	15	0.494	3.13	0.330	0.400	0.104	103.3
19629.497	4136.501	894	780	0.462	509	1.51	35.8	21.6	58.8	18.8	23.1	579	7.9	0.253	0.053	0.124	64.4	0.253	60.91	12.07	5.66	2.21	2.43	67.7	162	6.07	85	6.7	82	15	0.744	3.46	0.693	0.500	0.117	107.2
19626.329	4135.356	845	686	0.474	471	1.16	38.5	18.3	54.4	18.3	23.4	565	9.6	0.161	0.032	0.117	65.1	0.161	59.28	11.56	6.90	2.18	2.32	32.2	106	5.56	132	10.1	89	12	0.525	2.48	0.456	0.515	0.041	83.7
19627.588	4134.683	1058	903	0.474	590	1.74	43.2	22.1	62.4	20.3	24.5	589	6.8	0.264	0.043	0.133	65.9	0.264	59.89	11.72	6.26	2.26	2.39	57.9	182	12.00	93	6.4	130	48	0.644	4.57	0.778	0.933	0.115	115.8
19625.470	4131.474	1031	561	0.647	566	1.07	33.3	20.8	63.2	21.1	24.4	592	8.9	0.232	0.050	0.126	64.8	0.232	59.00	12.21	6.30	2.38	2.53	40.0	236	4.37	86	6.2	70	17	0.644	2.79	0.508	0.582	0.110	93.0
19623.469	4130.586	879	686	0.638	544	1.18	45.4	21.2	58.5	19.6	25.1	573	9.8	0.191	0.043	0.122	62.2	0.191	60.53	11.77	5.94	2.11	2.37	45.9	177	10.20	93	7.7	73	26	0.570	3.11	0.460	0.694	0.086	105.8
19624.553	4130.543	647	544	0.628	613	1.66	51.3	19.6	60.4	20.5	26.9	608	11.8	0.168	0.027	0.114	63.4	0.168	56.34	11.42	8.51	2.18	2.22	29.5	90	2.04	208	11.8	75	13	0.544	2.92	0.234	0.485	0.075	99.4
19625.488	4130.514	837	640	0.647	589	1.46	50.6	21.3	64.8	21.8	27.5	635	11.8	0.199	0.025	0.147	67.8	0.199	57.15	11.70	7.61	2.23	2.37	40.0	174	5.20	136	10.8	82	16	0.619	3.52	0.648	0.503	0.078	103.9
19626.683	4130.497	843	737	0.546	613	1.29	38.6	21.3	66.2	23.5	26.9	641	9.1	0.202	0.265	0.123	67.6	0.202	58.59	12.79	6.03	2.48	2.57	52.2	157	10.40	89	7.7	76	12	0.669	4.20	0.801	0.620	0.071	99.0
19627.448	4130.538	935	597	0.580	613	1.10	38.4	19.5	62.5	20.7	24.3	598	11.9	0.193	0.095	0.120	62.5	0.193	60.20	12.18	5.69	2.33	2.51	54.0	131	5.40	89	6.6	100	47	0.818	6.03	0.381	0.604	0.066	123.7
19620.490	4129.463	807	754	0.522	589	1.77	38.5	20.3	62.5	19.7	26.2	622	10.9	0.192	0.062	0.133	70.7	0.192	59.92	12.11	6.60	2.31	2.38	53.1	123	7.23	94	7.6	96	15	0.562	3.49	0.359	0.670	0.064	105.1
19621.477	4129.527	802	777	0.483	544	1.52	48.2	22.2	63.5	20.8	28.2	630	12.0	0.209	0.080	0.148	68.2	0.209	57.70	11.97	7.46	2.28	2.33	67.7	136	7.86	86	7.5	92	82	0.565	3.44	0.406	0.525	0.068	103.0
19622.491	4129.532	763	764	0.570	502	1.35	51.6	19.0	61.7	21.1	27.3	603	11.1	0.223	0.033	0.146	69.5	0.223	60.04	11.69	6.89	2.07	2.31	50.4	168	18.30	79	5.7	97	21	0.687	3.65	0.609	0.483	0.071	100.1
19623.463	4129.474	719	646	0.575	544	1.35	51.3	19.5	62.0	22.1	27.1	602	12.1	0.225	0.173	0.133	71.7	0.225	59.12	11.73	7.03	2.07	2.29	32.8	148	4.79	118	8.2	89	11	0.796	2.89	0.462	0.385	0.041	90.8
19624.504	4129.507	1046	840	0.729	510	1.64	50.3	20.9	61.2	19.4	27.5	582	10.5	0.224	0.107	0.136	74.0	0.224	59.89	11.61	6.62	2.05	2.31	40.6	225	30.60	88	6.3	96	33	0.629	3.71	0.846	0.503	0.104	96.9
19626.482	4129.481	675	574	0.469	625	1.67	60.2	20.1	64.1	21.8	28.9	641	11.7	0.179	0.030	0.115	73.7	0.179	57.28	11.42	8.08	2.17	2.28	35.5	117	5.50	160	8.4	82	16	0.667	4.20	0.512	0.357	0.077	97.2
19627.437	4129.574	992	501	0.556	576	1.48	53.0	20.5	62.7	20.8	27.7	616	11.6	0.164	0.043	0.138	71.4	0.164	57.55	11.29	8.21	2.13	2.32	33.1	168	21.60	180	8.1	79	14	0.635	2.36	0.459	0.363	0.095	92.2
19619.531	4128.536	969	569	0.618	544	1.80	53.6	21.7	64.1	20.9	28.5	615	11.4	0.141	0.017	0.144	68.9	0.141	57.93	11.29	7.81	2.24	2.29	54.6	219	40.80	117	7.6	80	19	0.558	2.11	0.832	0.550	0.095	91.5
19620.514	4128.589	767	657	0.580	566	1.69	55.5	20.8	61.8	21.7	29.3	624	12.1	0.131	0.012	0.134	74.3	0.131	57.50	11.62	7.85	2.25	2.25	41.5	127	22.10	83	7.0	113	15	0.567	2.85	0.515	0.455	0.127	95.1
19621.514	4128.496	760	728	0.560	502	1.69	48.9	20.8	60.2	21.0	27.1	611	11.2	0.220	0.033	0.141	72.1	0.220	60.15	11.97	6.43	2.06	2.33	38.5	184	12.60	87	7.0	97	17	0.658	3.46	0.506	0.538	0.074	97.2
19622.479	4128.467	646	694	0.667	523	1.44	52.6	18.6	64.3	21.2	27.9	634	11.7	0.172	0.033	0.092	74.3	0.172	58.06	11.67	7.92	2.16	2.27	31.9	146	2.83	125	7.8	95	12	0.479	2.75	0.255	0.365	0.057	88.7
19623.502	4128.641	749	822	0.623	490	1.42	58.8	22.3	64.7	20.6	28.1	618	10.8	0.268	0.117	0.143	69.9	0.268	58.91	11.78	6.98	2.10	2.30	49.2	173	4.22	131	9.9	92	13	0.624	2.81	0.456	0.423	0.075	109.4
19624.522	4128.488	724	721	0.686	553	1.50	58.2	19.9	63.6	21.1	27.0	613	11.4	0.251	0.073	0.110	74.2	0.251	59.76	11.94	6.90	2.05	2.32	36.5	152	3.47	118	8.8	112	12	0.608	2.71	0.358	0.386	0.095	102.8
19625.532	4128.593	894	872	0.638	576	2.20	48.5	20.8	69.4	23.1	29.0	663	20.5	0.230	0.139	0.111	73.3	0.230	58.04	12.16	6.88	2.35	2.39	62.3	112	7.43	129	6.8	111	15	0.705	4.06	0.909	0.823	0.075	125.8
19626.490	4128.458	702	725	0.556	600	1.21	48.2	20.9	61.9	20.4	26.8	599	10.2	0.186	0.018	0.113	66.8	0.186	58.71	11.63	7.60	2.09	2.27	33.1	134	3.33	132	8.5	93	10	0.560	5.53	0.371	0.319	0.121	91.5
19627.526	4128.558	689	587	0.594	553	1.50	54.1	19.7	61.1	20.7	28.2	645	10.0	0.130	0.018	0.101	71.5	0.130	59.67	12.00	6.47	2.29	2.50	36.4	407	3.83	121	9.2	124	49	0.474	3.24	0.480	0.639	0.122	106.9
19618.390	4127.553	724	745	0.517	553	1.64	51.0	21.9	64.7	21.5	29.7	657	13.2	0.186	0.025	0.114	75.3	0.186	58.00	11.67	7.75	2.27	2.33	45.0	169	6.79	140	7.2	86	16	0.688	2.89	0.537	0.410	0.076	94.4
19619.492	4127.316	816	734	0.464	553	1.58	48.9	19.8	58.0	18.7	25.9	589	14.1	0.208	0.060	0.103	66.2	0.208	61.04	11.88	6.19	2.00	2.24	37.3	97	5.54	97	6.8	97	15	0.558	4.51	0.234	0.401	0.078	99.0
19620.497	4127.498	652	644	0.618	490	1.67	46.6	20.3	58.7	19.2	26.1	582	11.9	0.197	0.055	0.102	67.1	0.197	58.60	11.34	8.20	1.99	2.19	33.1	126	2.73	184	9.4	99	11	0.470	2.49	0.360	0.369	0.107	86.5
19621.500	4127.503	886	916	0.681	553	1.96	56.0	27.6	66.6	22.7	29.9	650	14.0	0.282	0.309	0.128	78.4	0.282	59.62	12.16	6.69	2.16	2.36	54.6	186	9.25	117	7.8	106	17	0.821	3.56	0.733	0.555	0.127	117.3
19622.498	4127.497	848	766	0.604	576	1.34	39.5	20.4	59.5	19.5	25.6	585	11.7	0.221	0.040	0.113	66.8	0.221	60.56	11.46	6.57	2.01	2.26	33.4	130	5.62	97	8.2	97	11	0.586	2.68	0.512	0.410	0.063	93.0
19623.496	4127.498	638	577	0.744	625	1.72	51.5	20.7	64.0	21.8	30.1	642	11.7	0.144	0.023	0.104	75.8	0.144	57.72	11.74	7.70	2.23	2.30	26.0	180	3.34	134	10.4	124	18	0.485	2.01	0.443	0.353	0.149	108.7
19624.502	4127.505	786	810	0.633	510	1.45	57.5	22.5	65.5	21.6	28.2	629	14.2	0.251	0.104	0.142	71.4	0.251	60.87	12.14	5.88	2.07	2.40	37.9	225	7.08	97	7.4	106	14	0.680	2.55	0.565	0.383	0.094	104.4
19625.499	4127.497	689	728	0.565	510	1.29	55.2	19.8	57.6	19.9	27.4	593	12.3	0.212	0.031	0.113	66.9	0.212	60.90	11.84	6.52	2.03	2.29	33.1	123	3.69	112	8.1	108	16	0.535	2.15	0.253	0.367	0.120	90.1
19619.392	4126.691	1601	911	0.691	510	1.72	45.3	23.4	70.5	23.3	28.0	629	11.3	0.262	0.091	0.171	82.5	0.262	57.99	11.58	7.75	2.13	2.31	82.0	294	66.40	178	9.4	78	30	0.881	4.59	2.080	0.667	0.121	106.5
19621.363	4126.769	886	922	0.667	652	1.85	56.6	22.3	64.4	23.0	26.8	629	11.7	0.276	0.063	0.126	72.1	0.276	58.69	11.81	7.08	2.16	2.33	61.1	205	10.20	101	8.5	98	17	0.612	2.81	0.721	0.728	0.120	114.4
19622.549	4126.484	719	740	0.522	576	1.61	46.1	21.8	66.5	21.8	29.8	649	12.2	0.232	0.045	0.132	74.2	0.232	58.28	12.07	7.51	2.12	2.34	39.5	125	4.11	123	9.6	136	13	0.695	2.88	0.332	0.328	0.091	107.3
19623.236	4126.383	666	547	0.647	600	1.96	55.2	20.5	63.9	21.4	29.4	611	14.4	0.166	0.027	0.109	67.9	0.166	55.83	11.15	9.11	2.27	2.17	71.9	103	5.53	169	11.6	70	18	0.605	2.17	0.358	0.382	0.112	96.5
19624.484	4126.498	954	843	0.749	652	1.48	48.5	20.4	65.0	22.0	27.8	618	13.4	0.261	0.073	0.131	69.5	0.261	59.80	11.69	6.79	2.10	2.37	55.2	351	18.00	135	11.1	94	14	0.677	3.50	0.792	0.554	0.093	97.2
19625.287	4126.872	677	721	0.604	600	1.56	51.2	19.7	58.5	19.6	26.9	586	15.3	0.212	0.050	0.122	69.5	0.212	59.71	11.64	7.08	1.95	2.23	39.4	116	3.09	124	7.3	105	12	0.532	2.31	0.270	0.341	0.074	97.2
19624.403	4125.443	712	810	0.660	606	1.28	43.4	20.5	62.8	22.3	29.1	657	12.1	0.177	0.029	0.141	65.7	0.177	57.68	11.68	7.80	2.19	2.29	34.6	153	3.37	137	10.5	96	20	0.638	2.37	0.352	0.356	0.084	96.2
19621.732	4124.539	873	930	0.732	555	1.52	49.1	20.6	61.6	20.0	28.5	626	10.5	0.207	0.017	0.136	64.3	0.207	59.68	11.80	6.80	2.01	2.30	55.2	351	18.00	135	11.1	94	14	0.677	3.50	0.792	0.554	0.093	97.2
19623.481	4124.504	662	511	0.696	555	1.35	44.6	19.9	64.6	21.8	29.7	652	11.2	0.156	0.021	0.138	65.9	0.156	56.78	11.34	8.39	2.13	2.38	53.4	193	3.51	129	9.0	105	13	0.566	2.47	0.504	0.381	0.071	106.5
19624.610	4124.668	643	591	0.556	580	1.55	44.7	19.8	62.1	21.7	29.0	634	11.6	0.165	0.023	0.126	63.4	0.165	57.42	11.54	8.11	2.20	2.26	48.0	139	3.73	122	9.1	90	11	0.550	1.81	0.353	0.359	0.152	93.0
19625.506	4129.519	703	664	0.541	553	1.50	55.0	21.7	65.2	22.9	28.9	653	15.9	0.211	0.064	0.114	67.7	0.211	59.07	12.02	7.03	2.21	2.36	32.5	143	3.95	107	7.9	111	13	0.658	3.57	0.237	0.265	0.063	98.0
19620.481	4126.547	679	753	0.546	553	1.58	56.2	20.6	59.3	19.6	26.8	591	10.9	0.198	0.068	0.109	69.3	0.198	58.86	11.43	7.90	2.06	2.23	35.8	139	6.14	140	7.0	98	18	0.501	2.33	0.407	0.469	0.094	90.1
19627.236	4140.856	1171	717	0.904	581	1.46	30.4	22.7	138.0	22.7	23.9	649	9.6	0.302	0.070	0.155	63.3	0.302	60.55	12.58	4.71	2.58	2.60	72.2	97	16.40	84	6.1	112	26	0.788	5.17	5.000	0.810	0.198	91.1
19627.493	4139.499	1103	848	0.442	555	1.46	25.2	20.6	60.7	20.2	22.2	626	6.4	0.274	0.126	0.115	63.6	0.274	60.63	12.80	4.95	2.63	2.61	40.3	131	6.42	76	5.3	106	41	0.940	3.93	0.866	0.702	0.140	94.6
19619.499	4137.498	1000	991	0.632	676	2.36	43.9	26.0	82.6	27.8	31.1	760	9.6	0.413	0.214	0.170	75.2	0.413	57.05	14.13	4.96	3.01	2.87	75.8	160	9.38	112	8.9	151	44	1.180	5.43	0.552	0.796	0.191	172.4
19626.550	4136.758	798	625	0.283	417	0.86	22.8	16.4	42.4	13.6	14.0	436	4.6	0.155	0.030	0.185	44.7	0.155	69.96	11.68	2.46	1.57	2.55	38.5	162	15.20	29	3.0	85	15	0.541	2.55	0.671	0.567	0.057	73.0
19622.678	4130.716	940	812	0.638	613	1.46	39.9	21.0	70.2	22.7	26.6	638	10.9	0.295	0.069	0.143	66.3	0.295	58.84	12.87	5.74	2.51	2.63	62.3	361	19.60	95	7.5	77	40	0.744	4.89	1.120	0.766	0.072	115.8
19631.383	4142.559	1020	921	0.792	688	3.52	42.9	23.5	71.8	23.1	27.4	668	11.3	0.466	0.104	0.177	72.1	0.466	59.37	12.67	5.56	2.71	2.51	73.1	125	4.98	106	10.2	86	43	0.692	4.66	0.780	1.710	0.207	120.1
19630.472	4141.474	1110	913	0.518	624	1.51	43.5	22.1	72.1	22.5	26.4	703	8.5	0.251	0.052	0.125	71.0	0.251	58.86	12.99	5.55	2.83	2.62	66.5	104	12.00	114	8.1	118	22	0.573	4.57	0.658	0.712	0.112	118.6
19628.508	4140.542	1417	1111	0.588	673	2.14	49.5	29.7	89.2	27.0	27.9	751	8.5	0.704	0.204	0.154	76.5	0.704	56.41	13.40	5.62	3.00	2.73	93.7	258	37.50	123	9.7	120	48	1.310	6.97	2.310	0.913	0.117	141.7
19629.497	4140.515	1175	801	0.553	673	1.69	46.2	23.4	111.0	28.7	29.7	764	8.4	0.337	0.107	0.161	73.6	0.337	56.92	13.27	5.53	2.99	2.74	74.0	159	28.30	125	8.8	140	41	1.190	3.14	3.680	0.735	0.152	135.1
19621.502	4139.498	918	783	0.575	625	1.58	34.0	19.7	58.0	18.7	22.3	621	6.9	0.192	0.028	0.117	60.0	0.192	59.47	13.02	4.95	2.70	2.75	51.9	144	8.78	78	5.0	105	31	0.737	4.81	0.639	1.110	0.109	102.9
19628.500	4139.506	1132	922	0.493	706	1.88	42.2	25.8	79.6	26.2	28.6	774	8.5	0.356	0.101	0.142	68.6	0.356	58.04	13.56	5.23	2.95	2.77	70.1	127	7.28	86	7.2	139	25	0.633	4.46	0.739	0.644	0.153	124.8
19629.502	4139.497	1165	842	0.642	601	1.42	36.2	22.3	76.7	26.0	28.9	773	9.3	0.263	0.061	0.135	70.4	0.263	57.61	13.45	5.24	2.95	2.80	73.7	149	27.60	146	10.8	132	25	0.703	3.94	0.561	0.547	0.099	109.5
19630.591	4139.457	967	861	0.534	555	1.08	31.2	20.5	56.7	17.8	21.3	601	8.2	0.235	0.055	0.150	62.3	0.235	62.50	12.25	4.32	2.24	2.52	62.3	107	9.15	52	4.6	118	19	0.757	4.04	0.694	0.492	0.105	96.6
19620.482	4138.500	1295	1078	0.734	678	2.26	31.9	24.9	73.0	26.0	28.1	689	8.1	0.468	0.196	0.144	67.1	0.468	57.24	13.12	5.57	2.89	2.61	93.7	108	16.00	107	9.2	95	34	0.775	5.71	0.366	0.735	0.156	119.7
19621.504	4138.534	1310	1032	0.785	735	2.64	50.2	27.3	90.4	29.3	31.6	768	10.0	0.462	0.124	0.220	75.1	0.462	55.17	14.11	5.85	3.23	2.94	99.0	463	28.40	114	10.1	94	39	0.888	8.27	0.354	1.050	0.251	141.3
19622.607	4138.512	824	731	0.683	766	1.50	48.7	21.1	69.9	23.5	27.3	698	8.4	0.192	0.139	0.129	62.8	0.192	58.95	12.97	5.37	2.80	2.78	64.1	256	6.06	104	6.6	130	29	0.862	3.80	0.742	0.696	0.184	116.6
19624.508	4138.451	927	636	0.442	577	1.19	32.4	18.6	56.5	19.5	20.8	583	5.4	0.162	0.024	0.117	56.7	0.162	61.22	12.68	4.74	2.52	2.65	42.1	106	6.31	58	3.4	113	15	0.747	4.33	0.635	0.545	0.119	78.1
19626.541	4138.390	1126	1267	0.616	735	1.42	35.1	22.0	68.7	21.7	25.1	647	9.7	0.269	0.053	0.130	63.6	0.269	59.81	12.61	5.06	2.62	2.67	98.1	127	16.30	109	7.2	104	34	1.190	3.33	0.560	0.882	0.143	131.9