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

19627.291	4138.569	1314	951	0.529	625	1.35	33.9	21.3	69.0	22.2	24.0	702	6.8	0.345	0.061	0.117	61.9	0.345	59.07	12.57	4.90	2.75	2.67	90.4	173	14.20	57	4.2	112	40	0.803	4.78	0.695	0.663	0.062	107.6
19628.498	4138.501	1070	799	0.483	678	1.00	28.1	22.8	69.0	21.4	25.3	671	7.7	0.194	0.044	0.122	67.0	0.194	60.77	13.06	4.71	2.69	2.72	52.2	119	9.64	67	4.9	108	48	0.636	4.43	0.587	0.555	0.129	107.2
19629.497	4138.500	1251	1112	0.539	555	1.19	39.1	20.4	60.2	18.5	22.4	622	7.6	0.247	0.117	0.157	58.0	0.247	62.24	12.31	4.19	2.27	2.56	122.0	254	37.30	54	4.3	97	122	0.830	5.56	0.705	0.613	0.088	102.5
19630.570	4138.478	1102	814	0.457	601	1.19	35.2	20.3	56.9	18.6	22.1	601	7.1	0.243	0.059	0.157	55.7	0.243	62.87	12.39	4.18	2.22	2.51	57.6	115	11.90	52	4.3	120	24	1.040	5.78	0.620	0.434	0.045	87.5
19620.501	4137.500	1042	1093	0.688	648	2.27	45.2	24.5	83.3	26.5	31.9	822	10.3	0.307	0.077	0.166	81.3	0.307	57.32	14.12	5.39	3.09	2.92	72.5	164	23.30	135	9.3	159	62	1.090	7.72	0.708	1.340	0.225	181.4
19621.525	4137.482	1180	1137	0.662	705	2.76	44.6	26.6	86.5	27.8	30.8	784	9.1	0.353	0.188	0.178	78.7	0.353	57.50	13.80	5.45	2.99	2.86	82.0	210	29.30	145	11.2	137	36	1.160	4.90	0.855	1.070	0.208	176.3
19622.464	4137.496	1064	982	0.560	676	2.56	34.9	25.6	84.9	26.6	30.4	782	10.0	0.342	0.257	0.162	73.1	0.342	56.96	13.88	5.43	3.06	2.84	62.3	113	12.40	138	9.7	167	47	1.020	5.19	0.792	0.834	0.154	180.2
19623.494	4137.425	861	876	0.662	804	1.62	43.3	23.9	82.0	26.2	32.5	804	11.4	0.371	0.145	0.132	83.8	0.371	57.48	13.88	5.52	2.91	2.83	54.0	151	12.00	139	8.2	166	134	1.110	6.26	0.369	0.537	0.169	158.2
19625.463	4137.475	1050	881	0.437	648	1.68	39.2	21.1	69.8	23.0	26.1	659	7.2	0.226	0.042	0.131	70.9	0.226	59.59	12.80	5.46	2.73	2.62	61.1	90	7.65	145	9.3	115	25	0.649	4.43	0.564	0.758	0.101	120.5
19626.601	4137.472	973	829	0.401	509	1.51	34.9	20.7	53.7	17.8	20.3	568	8.6	0.191	0.035	0.138	56.6	0.191	63.57	12.59	3.77	2.17	2.65	65.3	170	16.20	63	5.0	103	24	0.656	3.51	0.743	0.777	0.115	104.0
19627.324	4137.603	908	906	0.355	551	1.42	34.4	21.8	63.3	20.3	23.1	656	7.1	0.229	0.075	0.138	67.0	0.229	60.66	13.02	4.52	2.59	2.69	70.1	107	11.10	126	9.1	119	25	0.760	4.18	0.689	0.811	0.072	146.4
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
19629.496	4137.510	969	768	0.427	529	1.42	42.1	19.4	57.2	17.7	22.4	563	9.6	0.224	0.240	0.106	57.3	0.224	62.87	12.10	4.63	2.17	2.41	43.5	81	5.65	77	6.7	110	12	0.629	3.10	0.412	0.484	0.056	95.0
19620.493	4136.571	1350	1013	0.626	676	2.18	39.1	23.1	69.0	24.5	25.7	647	9.8	0.384	0.548	0.181	61.9	0.384	58.57	13.06	5.46	2.64	2.64	74.0	144	24.70	123	7.5	101	60	1.040	6.97	0.715	0.957	0.216	131.5
19621.521	4136.483	1118	987	0.565	676	2.24	36.1	22.9	79.1	25.4	30.2	766	8.3	0.281	0.075	0.163	75.3	0.281	58.80	13.71	5.04	2.84	2.87	84.3	167	19.30	118	8.3	156	37	1.000	5.76	0.665	0.941	0.101	172.0
19622.635	4136.644	1082	974	0.514	705	1.83	45.9	22.6	76.8	25.2	30.3	734	9.7	0.273	0.038	0.146	70.3	0.273	57.93	13.43	5.54	2.96	2.81	75.5	120	14.80	126	6.9	159	38	0.787	3.85	0.483	0.770	0.075	142.9
19623.577	4136.508	795	660	0.350	509	0.98	26.1	17.2	47.3	15.0	17.1	515	4.7	0.131	0.024	0.086	50.6	0.131	63.00	12.11	4.18	2.15	2.60	47.1	95	5.53	56	4.1	102	22	0.449	3.19	0.270	0.543	0.081	80.1
19627.505	4136.627	958	734	0.376	452	1.21	31.0	20.5	52.3	17.0	19.9	569	5.9	0.195	0.063	0.102	62.9	0.195	63.81	12.79	3.73	2.23	2.63	43.7	98	12.40	62	5.8	109	24	0.487	3.53	0.364	0.642	0.068	108.4
19628.501	4136.498	1051	893	0.498	597	2.00	38.4	21.9	62.9	21.0	24.6	612	8.1	0.286	0.084	0.133	64.2	0.286	62.04	12.49	4.78	2.32	2.48	69.2	91	11.30	66	6.0	86	22	0.734	3.77	0.754	0.613	0.074	106.4
19621.481	4135.527	1620	1193	0.660	590	2.02	38.3	24.1	63.8	20.7	20.7	609	7.2	0.351	0.200	0.265	73.5	0.351	61.01	12.54	4.71	2.36	2.60	91.6	167	21.60	55	4.9	108	32	0.566	4.60	1.100	1.040	0.100	128.7
19622.506	4135.613	1018	1008	0.551	541	1.66	25.6	20.3	56.9	19.4	20.4	575	8.5	0.252	0.081	0.113	60.4	0.252	60.38	12.99	4.51	2.43	2.68	41.2	101	4.25	62	5.2	108	46	0.568	2.50	0.369	0.726	0.133	109.4
19625.461	4135.495	1077	1047	0.497	615	1.52	36.2	23.3	69.2	21.6	25.5	643	7.9	0.285	0.084	0.143	66.3	0.285	60.47	12.78	5.09	2.54	2.63	81.7	174	9.18	82	7.4	101	20	0.636	2.73	0.707	1.070	0.092	131.6
19627.531	4135.677	1186	1164	0.582	541	1.99	42.4	23.8	61.9	19.8	22.0	614	7.4	0.320	0.077	0.136	66.6	0.320	62.41	12.65	4.31	2.32	2.52	72.8	125	10.30	66	6.0	112	19	0.576	3.49	0.698	0.859	0.074	112.3
19620.450	4134.497	1083	1135	0.698	749	2.75	40.9	24.7	81.9	27.6	30.6	790	10.3	0.330	0.080	0.173	75.5	0.330	57.02	13.69	5.74	2.95	2.86	78.7	244	16.70	107	8.0	156	50	0.845	4.44	0.676	1.040	0.163	148.4
19622.495	4134.487	1328	1142	0.629	666	2.13	39.4	22.9	62.5	21.6	23.7	615	8.2	0.281	0.063	0.144	64.3	0.281	58.97	12.44	5.77	2.40	2.60	81.1	171	11.00	82	5.7	107	31	0.708	4.10	0.644	0.837	0.126	123.7
19625.504	4134.569	823	571	0.443	518	0.94	38.2	16.7	64.1	17.1	19.3	498	7.0	0.150	0.089	0.134	63.7	0.150	61.12	11.51	6.39	2.00	2.36	30.4	139	10.30	89	5.0	82	14	0.414	2.25	1.960	0.372	0.062	70.1
19623.655	4133.500	1107	707	0.636	615	2.25	39.3	22.0	60.7	20.1	24.3	590	9.6	0.261	0.091	0.135	56.2	0.261	61.31	11.97	4.83	2.26	2.52	44.7	268	13.00	53	4.7	90	15	0.481	2.17	0.325	0.588	0.150	93.7
19620.307	4132.426	1172	898	0.606	590	2.36	42.0	23.1	66.3	21.8	23.9	614	9.6	0.326	0.162	0.164	62.7	0.326	59.90	12.70	5.04	2.46	2.53	73.4	165	34.50	77	7.0	92	20	0.517	2.60	0.604	0.696	0.127	123.7
19622.618	4132.491	1026	780	0.551	615	1.62	35.7	20.6	69.5	22.3	27.0	666	11.3	0.250	0.035	0.154	68.9	0.250	59.17	12.57	5.87	2.54	2.58	69.1	227	18.60	103	8.0	103	30	0.519	3.70	0.661	0.638	0.102	120.0
19623.589	4132.453	1157	862	0.520	640	2.30	36.7	21.5	65.9	21.8	26.2	630	8.2	0.153	0.051	0.162	63.9	0.153	59.28	12.60	5.80	2.55	2.56	62.0	125	24.40	93	7.1	86	27	0.423	2.92	0.460	0.841	0.096	102.2
19624.492	4132.516	960	686	0.459	640	1.49	36.6	21.8	68.7	21.7	27.9	638	8.8	0.163	0.024	0.139	65.7	0.163	58.38	12.44	5.94	2.58	2.55	44.7	125	10.00	107	8.2	99	37	0.380	3.87	0.392	0.479	0.090	109.4
19616.509	4131.492	1210	959	0.954	640	4.43	56.0	25.4	73.4	26.0	32.2	697	11.5	0.350	0.111	0.168	67.0	0.350	56.79	12.54	6.50	2.54	2.47	80.2	186	32.70	106	10.2	122	27	0.720	2.60	0.596	1.310	0.258	144.4
19619.479	4131.495	953	983	0.667	565	1.69	40.8	22.3	62.2	21.4	24.3	603	10.1	0.275	0.189	0.137	58.0	0.275	59.79	12.32	5.67	2.33	2.46	73.1	177	13.90	70	6.9	89	16	0.576	2.36	0.416	0.764	0.092	112.3
19620.659	4131.563	946	818	0.609	589	1.83	43.3	21.1	60.8	21.0	24.9	607	9.9	0.248	0.052	0.126	67.2	0.248	61.09	12.72	4.90	2.37	2.53	61.1	112	4.58	61	5.9	95	15	0.586	3.45	0.312	0.851	0.157	125.1
19624.501	4131.682	850	627	0.590	639	1.12	46.1	20.0	65.1	21.2	26.8	617	8.5	0.149	0.021	0.125	66.8	0.149	59.01	12.48	6.19	2.53	2.46	38.5	107	3.58	77	6.5	82	18	0.502	3.56	0.305	0.615	0.063	103.0
19626.319	4131.371	912	761	0.623	639	1.18	43.7	20.9	65.4	22.7	25.6	629	8.3	0.289	0.048	0.133	65.1	0.289	58.51	12.45	6.29	2.71	2.58	54.0	117	4.95	96	9.5	65	43	0.980	4.88	0.388	0.919	0.135	108.0
19617.483	4130.446	987	818	0.497	615	1.69	39.8	21.2	62.7	21.6	27.4	621	12.5	0.261	0.063	0.139	66.4	0.261	60.03	12.45	5.87	2.32	2.41	49.8	110	5.25	96	8.1	107	35	0.571	3.06	0.278	0.586	0.082	109.4
19618.581	4130.540	964	825	0.652	666	1.88	41.3	22.1	63.5	21.3	28.1	613	14.2	0.391	0.060	0.156	63.8	0.391	58.88	11.95	6.74	2.37	2.36	41.2	181	11.90	97	11.0	82	33	0.620	3.01	0.288	1.410	0.091	103.7
19620.638	4130.590	934	813	0.672	639	1.49	69.5	23.6	63.6	23.0	27.8	631	11.5	0.264	0.054	0.138	70.1	0.264	59.31	12.53	5.84	2.46	2.45	52.2	125	4.49	79	7.9	98	17	0.696	3.71	0.237	0.941	0.063	131.6
19630.459	4144.566	975	728	0.862	632	6.19	48.8	23.7	70.2	22.6	26.5	662	8.2	0.152	0.064	0.163	65.2	0.152	60.07	13.14	4.84	2.72	2.71	61.1	197	19.40	93	8.2	114	55	0.695	3.25	0.512	1.280	0.243	118.0
19630.548	4143.518	955	929	0.841	632	3.08	45.3	24.2	71.7	24.7	29.0	711	11.8	0.410	0.105	0.136	71.0	0.410	58.86	13.34	5.13	2.85	2.68	62.3	121	4.68	99	9.0	118	32	0.825	3.72	0.423	1.570	0.216	139.4
19631.486	4143.441	992	1052	1.020	659	4.85	46.1	23.3	77.2	25.3	29.2	719	9.7	0.517	0.140	0.146	73.4	0.517	58.47	13.42	5.22	2.87	2.66	84.4	144	4.15	109	11.0	115	40	0.828	5.16	0.621	1.260	0.220	144.8
19629.497	4142.492	1109	864	0.715	632	3.00	39.7	23.2	74.6	24.3	27.3	731	8.8	0.524	0.089	0.143	67.7	0.524	58.24	13.25	5.14	3.08	2.77	70.1	200	10.20	98	10.1	109	26	0.742	4.12	0.747	1.110	0.140	126.9
19630.372	4142.438	971	865	0.827	632	2.62	35.1	22.6	67.7	22.5	25.3	645	8.9	0.381	0.135	0.147	64.9	0.381	60.26	12.94	5.05	2.63	2.59	57.3	113	2.11	77	6.9	105	23	0.775	4.12	0.403	0.891	0.116	120.5
19629.600	4141.527	1090	1018	0.687	624	2.03	43.9	24.3	76.0	26.4	26.2	716	7.9	0.464	0.772	0.169	67.8	0.464	57.66	13.12	5.35	2.91	2.68	82.0	171	16.60	109	10.1	127	34	0.798	4.08	0.950	0.925	0.149	141.3
19626.412	4139.536	1027	894	0.596	706	1.50	60.4	23.2	77.1	23.4	27.1	719	8.2	0.259	0.049	0.139	69.9	0.259	58.07	13.00	5.40	2.84	2.73	76.1	68	10.30	89	6.4	131	25	0.491	4.20	0.980	0.774	0.074	118.2
19625.422	4138.498	1104	923	0.590	651	1.99	37.8	22.4	72.9	21.8	24.3	613	7.7	0.357	0.193	0.136	66.5	0.357	59.09	12.50	5.56	2.67	2.52	91.7	143	14.90	89	7.5	88	31	0.664	4.75	1.010	1.000	0.128	116.8
19625.464	4136.490	962	962	0.462	597	1.86	44.9	22.8	75.7	23.6	29.2	703	8.9	0.295	0.054	0.136	71.8	0.295	58.77	13.20	5.63	2.88	2.69	73.1	124	9.13	136	9.0	108	27	0.819	4.09	0.456	0.921	0.084	131.1
19623.490	4134.429	1491	1024	0.598	615	1.86	37.2	23.7	61.6	21.2	21.8	614	7.4	0.315	0.107	0.132	63.0	0.315	59.85	12.34	5.51	2.49	2.56	85.9	162	12.50	71	5.8	105	35	0.699	3.15	0.576	0.871	0.097	89.4
19621.602	4133.635	1147	846	0.528	590	1.91	39.5	23.7	62.2	22.1	24.5	601	9.8	0.320	0.159	0.176	58.6	0.320	60.67	12.82	4.78	2.41	2.54	66.5	185	6.35	129	10.0	141	24	0.815	3.01	0.279	0.608	0.104	166.6
19622.503	4133.495	805	843	0.636	749	2.17	39.6	23.6	83.5	28.4	32.9	798	10.7	0.211	0.072	0.151	75.4	0.211	56.20	13.89	5.93	3.03	2.88	45.3	157	8.23	163	11.1	146	46	0.852	5.85	0.210	0.467	0.139	155.2
19624.538	4133.462	948	701	0.358	721	0.99	35.0	18.8	60.5	18.1	21.9	599	6.5	0.168	0.022	0.129	61.0	0.168	59.02	12.53	5.85	2.56	2.62	43.5	207	15.30	109	6.6	77	21	0.315	2.50	0.518	0.470	0.100	93.7
19616.486	4132.430	1154	954	1.050	640	3.14	54.7	32.9	87.4	27.9	31.2	688	11.1	0.545	0.162	0.205	69.9	0.545	55.49	12.57	7.23	2.70	2.50	71.0	379	18.30	159	13.6	73	44	1.010	3.56	1.970	1.560	0.154	144.8
19618.501	4132.502	1014	964	0.559	749	2.65	54.9	23.5	76.4	26.0	30.9	743	12.1	0.285	0.087	0.176	75.3	0.285	57.72	13.43	5.48	2.92	2.72	63.8	115	10.60	131	10.8	127	23	0.612	2.36	0.248	0.934	0.100	135.9
19621.513	4132.484	1086	933	0.520	615	3.60	38.1	22.4	68.7	23.6	27.1	682	9.7	0.274	0.109	0.141	64.5	0.274	56.47	12.78	6.48	2.71	2.61	75.2	192	16.70	135	10.9	112	39	0.612	3.51	0.505	0.669	0.085	143.7
19625.480	4132.518	977	733	0.281	590	1.67	29.1	19.4	60.1	18.6	22.6	606	8.2	0.148	0.024	0.129	54.5	0.148	59.07	12.38	5.76	2.56	2.63	60.8	138	19.50	113	8.2	90	20	0.473	3.31	0.352	0.726	0.077	98.0
19615.491	4131.513	997	811	0.907	693	3.44	48.5	23.3	64.5	23.0	28.4	638	10.7	0.309	0.063	0.154	71.6	0.309	59.66	12.45	5.90	2.36	2.42	56.4	223	13.10	89	9.6	98	21	0.529	2.53	0.413	1.150	0.205	130.1
19621.650	4131.447	824	768	0.609	639	1.58	37.6	23.0	68.2	24.3	28.4	683	11.2	0.238	0.046	0.126	68.1	0.238	58.43	13.36	5.21	2.64	2.69	58.3	128	4.86	122	10.1	120	28	0.737	4.47	0.266	0.715	0.125	134.6
19622.448	4131.407	947	734	0.536	566	1.10	24.3	20.1	55.2	17.1	20.5	547	6.2	0.171	0.038	0.157	60.4	0.171	60.38	12.46	5.23	2.33	2.52	45.3	78	6.56	54	3.8	70	27	0.391	3.87	0.331	0.631	0.106	94.4
19623.670	4131.596	909	734	0.536	693	2.60	38.6	21.2	73.7	24.8	28.7	673	9.1	0.211	0.071	0.139	69.5	0.211	57.82	12.93	6.17	2.76	2.62	49.8	131	4.18	149	12.4	91	34	0.707	4.12	0.341	0.859	0.127	135.1
19627.374	4131.370	873	645	0.546	544	1.55	35.1	19.4	57.7	20.1	23.0	656	6.6	0.177	0.033	0.134	68.9	0.177	58.54	12.49	5.98	2.73	2.61	49.8	82	7.36	91	8.1	80	20	0.637	4.84	0.271	0.718	0.138	110.1
19619.516	4130.451	1148	856	0.681	544	1.72	46.0	21.0	63.0	21.5	25.7	605	10.0	0.313	0.086	0.150	69.9	0.313	61.41	12.46	5.71	2.28	2.39	55.8	107	20.10	69	6.5	80	15	0.596	4.05	0.465	0.874	0.107	109.4
19621.462	4130.574	929	617	0.590	566	0.96	41.7	21.4	59.6	19.3	23.9	588	8.1	0.181	0.036	0.117	61.6	0.181	61.06	12.39	5.05	2.30	2.50	61.1	118	4.09	66	5.5	82	21	0.494	3.23	0.223	0.542	0.144	104.4
19618.497	4129.512	831	696	0.575	613	2.82	46.9	23.0	67.0	22.9	28.5	641	13.5	0.347	0.120	0.150	69.7	0.347	56.61	11.83	7.90	2.54	2.31	38.5	216	16.00	98	7.3	83	18	0.729	3.70	0.362	0.988	0.095	114.4
19619.523	4129.445	1146	1082	0.594	589	2.43	44.5	24.0	69.6	23.9	29.4	657	15.1	0.385	0.083	0.162	76.9	0.385	56.99	11.94	7.49	2.44	2.28	85.3	133	16.60	112	10.2	103	22	0.597	3.35	0.666	0.985	0.116	136.6
19618.473	4128.553	1143	1054	0.643	722	2.88	48.5	23.5	77.5	25.8	31.6	755	14.5	0.322	0.093	0.177	78.0	0.322	55.48	12.76	7.56	2.61	2.54	101.0	192	20.30	124	9.1	137	29	0.858	6.07	0.700	1.100	0.097	156.2
19621.501	4146.472	1013	993	0.705	602	7.77	42.6	22.5	71.7	21.9	27.9	673	10.4	0.329	0.066	0.152	67.7	0.329	58.31	12.88	5.22	2.68	2.62	85.9	158	16.50	93	9.3	114	33	1.020	4.68	0.950	2.410	0.308	116.5