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

19617.429	4142.440	1065	899	0.546	606	1.27	46.6	20.8	65.4	21.4	23.5	652	5.8	0.207	0.075	0.157	62.0	0.207	58.57	12.49	5.51	2.67	2.71	74.9	277	7.85	161	6.9	111	21	0.925	4.25	0.803	0.840	0.174	103.3
19618.450	4141.481	753	438	0.280	541	0.68	39.2	18.1	53.6	18.0	19.4	563	4.3	0.100	0.007	0.106	62.9	0.100	60.55	12.48	5.54	2.52	2.62	22.0	120	3.10	100	4.6	83	17	0.228	6.19	0.115	0.356	0.060	64.4
19619.509	4141.465	783	744	0.420	624	0.94	37.2	20.1	65.7	20.8	25.0	654	6.4	0.166	0.027	0.121	74.4	0.166	59.19	12.91	5.82	2.76	2.68	60.3	115	4.18	103	5.1	98	19	0.411	6.96	0.188	0.375	0.066	98.5
19620.501	4141.496	731	504	0.357	560	0.86	26.1	17.3	52.1	16.0	18.7	539	4.3	0.117	0.010	0.166	61.3	0.117	61.79	12.14	5.24	2.38	2.57	31.0	49	3.42	60	3.4	85	30	0.296	4.42	0.116	0.500	0.102	58.1
19621.494	4140.535	1017	798	0.300	602	0.99	27.6	19.7	60.5	18.2	21.1	604	7.0	0.127	0.019	0.131	70.4	0.127	60.87	12.81	4.88	2.64	2.73	61.4	116	10.90	82	5.2	114	24	0.352	4.13	0.481	0.681	0.084	88.7
19631.476	4149.537	944	478	0.344	482	0.87	15.9	16.7	42.6	13.5	15.2	455	3.5	0.088	0.010	0.105	46.7	0.088	64.10	12.09	3.90	1.92	2.63	27.1	81	14.10	61	2.5	73	30	0.317	2.72	0.400	0.502	0.093	62.2
19630.439	4149.533	1036	602	0.392	559	2.41	28.2	18.6	58.8	19.1	22.1	584	7.4	0.151	0.013	0.115	55.0	0.151	60.24	12.51	4.97	2.52	2.62	26.5	71	12.70	47	3.1	99	27	0.589	3.60	0.375	0.850	0.094	64.4
19628.504	4148.504	1054	767	0.512	602	2.99	31.9	19.0	62.8	20.7	23.1	616	6.3	0.189	0.046	0.124	60.0	0.189	60.45	12.70	4.99	2.51	2.61	56.7	82	10.50	47	2.9	106	80	0.697	3.82	0.571	1.130	0.137	70.1
19619.502	4147.502	847	904	0.763	580	2.12	46.2	20.4	63.9	21.0	27.8	583	10.9	0.339	0.038	0.149	65.5	0.339	61.86	12.32	4.88	1.94	2.35	77.6	99	10.50	60	5.2	136	193	0.922	4.74	0.773	1.200	0.206	90.1
19628.500	4147.494	967	968	0.503	508	3.08	24.0	20.3	56.2	16.7	16.1	472	3.5	0.152	0.054	0.140	45.7	0.152	60.54	11.89	5.20	2.29	2.55	48.6	82	13.80	52	3.5	47	41	0.902	7.44	1.640	1.380	0.132	72.9
19629.486	4147.544	969	686	0.686	622	2.25	27.8	22.0	63.7	19.8	23.6	607	7.3	0.165	0.058	0.143	60.8	0.165	59.87	13.07	4.60	2.56	2.76	43.3	145	16.30	62	4.2	119	36	0.554	3.49	0.513	0.868	0.167	99.0
19613.507	4145.491	654	567	0.749	529	0.96	33.1	21.8	62.5	18.4	23.3	530	6.4	0.283	0.037	0.122	71.0	0.283	60.46	12.53	5.63	1.78	2.28	25.7	81	7.74	50	7.9	86	24	0.830	8.28	0.712	0.424	0.101	76.9
19629.555	4145.486	926	783	0.681	551	3.83	32.0	19.7	58.1	19.5	22.9	589	6.6	0.184	0.029	0.114	59.5	0.184	60.50	13.02	4.57	2.57	2.65	51.3	126	10.60	51	4.4	95	16	0.551	2.27	0.350	1.020	0.215	93.3
19613.488	4144.517	1085	1197	0.831	677	4.54	52.5	20.9	70.0	21.8	26.6	594	10.7	0.343	0.064	0.131	59.7	0.343	62.09	11.81	5.19	1.94	2.28	79.3	122	22.90	73	9.1	133	70	1.300	8.89	1.830	1.570	0.196	105.5
19615.508	4144.487	890	522	0.527	649	1.89	39.7	19.0	60.0	18.7	22.6	603	4.8	0.095	0.008	0.104	61.0	0.095	60.10	12.56	5.81	2.64	2.60	26.8	75	9.76	110	5.8	86	29	0.611	7.83	0.275	0.785	0.110	72.2
19616.481	4144.577	815	486	0.469	529	1.81	29.8	17.8	47.8	14.9	16.5	503	3.9	0.111	0.010	0.105	47.3	0.111	62.07	12.33	4.73	2.25	2.60	25.7	65	6.52	68	3.6	68	14	0.295	4.30	0.244	0.570	0.111	60.4
19617.479	4144.494	980	868	0.508	677	4.73	35.9	19.3	61.5	20.3	21.8	644	6.1	0.183	0.033	0.113	57.2	0.183	59.31	12.78	5.32	2.64	2.69	77.3	118	18.40	91	5.2	110	24	0.647	5.87	0.654	0.929	0.136	87.6
19621.594	4144.459	917	759	0.816	737	3.20	45.8	22.2	77.3	25.4	29.0	731	9.0	0.211	0.065	0.146	70.2	0.211	57.85	13.41	5.36	2.99	2.73	56.4	110	18.10	71	5.8	170	33	0.843	4.16	0.362	0.899	0.298	122.3
19611.500	4143.501	1174	1191	1.140	659	4.68	65.3	21.8	82.4	27.0	32.8	764	12.8	0.395	0.045	0.166	71.7	0.395	56.68	13.37	6.58	2.27	2.49	170.0	271	32.60	159	10.2	178	62	1.680	11.70	1.860	1.890	0.270	178.4
19613.486	4143.495	804	509	0.617	606	0.91	42.2	19.6	56.3	19.0	22.7	582	6.1	0.115	0.009	0.126	63.4	0.115	60.70	12.58	5.25	2.40	2.55	28.3	92	5.06	115	6.5	115	58	0.465	4.31	0.209	0.614	0.138	90.1
19616.559	4143.548	1155	1024	0.792	632	4.00	30.3	20.8	64.7	21.4	24.0	674	8.2	0.219	0.115	0.168	62.6	0.219	58.58	13.10	5.22	2.79	2.79	82.0	260	24.50	142	8.4	121	33	0.675	5.14	0.901	1.520	0.179	113.3
19617.473	4143.548	770	457	0.497	582	0.58	22.6	16.8	48.2	17.3	18.5	533	4.2	0.110	0.008	0.122	56.9	0.110	61.02	12.44	5.03	2.37	2.63	20.0	119	3.44	120	5.1	81	10	0.334	2.87	0.165	0.307	0.035	71.1
19618.499	4143.497	969	915	0.736	659	3.49	35.9	21.6	64.6	20.6	23.4	667	6.8	0.183	0.052	0.155	64.8	0.183	58.77	13.48	4.92	2.86	2.83	74.9	114	10.40	71	4.5	141	54	0.924	5.51	0.480	1.240	0.193	113.7
19619.314	4143.665	874	603	0.582	582	1.63	33.6	19.7	55.6	18.5	19.6	562	5.4	0.188	0.038	0.130	59.6	0.188	60.96	12.69	4.66	2.45	2.66	47.4	120	4.52	66	3.6	113	14	0.548	3.35	0.397	0.617	0.129	78.3
19628.495	4143.505	1025	805	0.673	688	3.25	34.5	20.7	74.6	23.1	28.1	736	8.9	0.203	0.032	0.149	69.7	0.203	59.45	13.18	5.12	2.92	2.75	60.0	162	8.96	101	8.1	120	24	0.619	3.74	0.652	0.986	0.106	111.9
19612.494	4142.499	956	785	0.567	632	1.50	32.1	19.6	65.4	21.3	25.3	657	6.3	0.169	0.013	0.138	67.0	0.169	58.28	13.36	5.57	2.71	2.75	45.6	127	19.00	144	8.3	140	34	0.981	7.37	0.546	0.847	0.138	114.8
19616.505	4142.367	1007	825	0.518	606	3.47	41.3	19.7	55.7	18.5	20.1	569	5.1	0.168	0.063	0.163	56.6	0.168	60.71	12.32	4.93	2.45	2.61	70.1	153	15.30	120	6.4	102	21	0.458	3.49	0.848	1.190	0.166	88.3
19618.498	4142.502	972	829	0.799	719	1.87	39.2	21.5	68.2	21.7	26.4	661	7.0	0.224	0.155	0.155	69.6	0.224	59.67	12.91	5.19	2.79	2.70	56.4	139	3.62	76	5.0	108	25	0.635	3.30	0.401	1.020	0.084	101.9
19622.529	4142.476	815	859	0.729	821	2.30	50.1	25.4	85.9	28.6	34.2	831	9.2	0.199	0.038	0.219	81.4	0.199	55.22	14.00	6.12	3.28	2.96	54.0	146	4.20	101	6.2	192	41	0.991	8.76	0.349	0.840	0.164	151.2
19613.502	4141.499	1182	1023	0.588	659	2.22	49.3	21.4	66.6	21.3	24.2	650	9.4	0.381	0.062	0.159	66.0	0.381	59.81	12.95	5.06	2.64	2.67	82.3	131	22.00	107	6.6	122	28	0.600	5.37	0.801	1.030	0.129	106.4
19616.469	4141.581	1010	859	0.385	541	1.61	23.7	19.0	51.5	16.5	17.9	550	4.5	0.158	0.030	0.149	59.1	0.158	61.81	12.87	4.41	2.38	2.71	98.4	169	21.30	58	3.4	92	18	0.269	4.09	0.693	0.785	0.073	74.2
19617.493	4141.562	1099	892	0.420	624	3.33	42.7	21.7	70.0	20.4	24.4	680	7.1	0.193	0.049	0.134	68.4	0.193	58.69	12.96	5.55	2.80	2.68	59.7	96	18.40	89	4.8	118	41	0.450	5.43	0.992	0.975	0.111	102.1
19627.606	4141.984	1024	703	0.476	581	1.85	39.5	20.0	70.3	20.8	21.6	629	7.0	0.198	0.026	0.141	62.5	0.198	60.08	12.54	4.87	2.63	2.66	51.6	127	14.00	77	5.3	104	27	0.614	4.39	1.550	0.732	0.212	97.0
19628.536	4141.529	791	582	0.406	624	1.12	35.9	21.7	68.9	22.3	27.6	713	7.6	0.178	0.048	0.103	65.5	0.178	58.88	13.05	5.27	2.85	2.73	27.4	124	4.89	91	6.1	141	105	0.518	2.78	0.230	0.615	0.077	105.2
19614.512	4140.489	1313	1178	0.624	673	2.93	35.8	22.4	77.3	23.1	26.6	690	8.5	0.318	0.085	0.177	68.3	0.318	58.23	13.06	5.48	2.75	2.72	198.0	215	35.80	120	5.1	133	111	1.060	8.33	1.400	1.310	0.147	98.9
19617.527	4140.525	1239	926	0.638	648	4.26	40.6	20.5	67.8	21.8	24.4	687	6.9	0.295	0.104	0.145	72.1	0.295	58.51	12.92	5.55	2.88	2.62	52.5	87	21.10	78	5.0	118	25	0.605	5.21	0.600	1.060	0.171	98.9
19618.499	4140.496	1165	881	0.202	602	2.56	33.4	19.7	57.1	18.7	21.3	585	5.5	0.201	0.034	0.131	65.9	0.201	61.31	12.48	4.98	2.48	2.56	68.9	65	20.20	88	4.5	94	44	0.348	6.48	0.595	0.962	0.103	85.6
19619.492	4140.503	987	814	0.680	560	2.21	36.4	18.7	55.2	17.6	18.9	575	7.1	0.148	0.031	0.137	55.3	0.148	61.13	12.49	4.86	2.51	2.59	80.5	66	11.50	64	4.4	88	21	0.504	5.64	0.507	0.969	0.138	81.7
19620.520	4140.498	775	498	0.209	454	0.53	12.7	17.8	35.7	10.7	12.3	409	2.8	0.111	0.010	0.146	82.3	0.111	66.75	11.98	3.66	1.82	2.48	22.0	73	7.28	63	4.0	62	11	0.102	3.12	0.309	0.278	0.062	42.8
19614.469	4139.528	1044	895	0.546	581	3.66	40.9	21.8	63.9	20.7	23.3	643	6.5	0.251	0.051	0.129	60.2	0.251	58.43	12.85	5.25	2.70	2.72	83.5	183	9.26	68	4.5	116	35	0.408	4.52	0.648	1.120	0.128	98.5
19615.510	4139.514	1197	946	0.413	648	3.85	50.2	20.2	72.4	21.9	27.4	693	7.7	0.258	0.092	0.164	70.5	0.258	58.14	12.77	5.54	2.89	2.62	74.0	103	19.00	154	8.4	126	48	0.452	7.76	1.020	1.130	0.091	153.5
19616.571	4139.464	1175	934	0.590	577	2.90	36.1	21.0	62.1	19.6	21.3	633	6.0	0.239	0.062	0.141	58.4	0.239	60.84	12.72	4.92	2.56	2.59	53.7	121	14.70	73	4.8	109	29	0.763	5.18	0.760	0.975	0.158	84.4
19617.509	4139.466	1359	971	0.616	625	3.47	36.3	21.3	65.4	21.0	23.8	658	8.0	0.321	0.084	0.136	62.7	0.321	58.74	12.76	5.23	2.79	2.61	76.1	93	16.20	80	5.8	101	36	0.457	5.49	1.210	1.010	0.107	105.6
19618.507	4139.495	1336	905	0.462	601	1.92	32.1	20.9	60.7	18.4	20.2	598	5.5	0.221	0.071	0.172	55.9	0.221	59.50	12.40	5.30	2.64	2.60	50.1	135	19.70	108	6.0	83	16	0.689	4.96	0.736	0.841	0.153	102.1
19622.562	4139.465	753	715	0.493	706	0.89	36.1	20.5	66.0	21.1	25.7	679	6.5	0.151	0.025	0.125	72.0	0.151	59.35	13.01	5.67	2.78	2.73	35.5	92	3.46	91	4.9	124	22	1.090	4.17	1.050	0.350	0.109	96.2
19614.491	4138.497	991	691	0.525	581	2.90	41.6	21.1	61.9	21.2	23.5	646	6.1	0.277	0.055	0.140	61.3	0.277	58.63	12.84	4.85	2.76	2.65	88.3	104	9.52	65	5.4	120	19	0.514	3.12	0.385	0.933	0.168	111.9
19616.569	4138.487	1188	1046	0.749	678	2.56	47.3	27.3	81.6	27.3	29.9	778	9.3	0.566	0.164	0.155	71.0	0.566	57.05	13.64	5.41	3.08	2.73	78.7	126	10.80	84	8.0	124	41	0.441	5.07	1.090	1.690	0.117	141.7
19617.530	4138.545	1348	953	0.831	678	2.41	51.2	28.1	77.9	26.6	26.1	667	9.5	0.649	0.185	0.169	63.5	0.649	57.43	13.35	5.51	2.74	2.62	71.0	200	15.00	108	8.5	79	37	0.423	5.83	0.659	1.390	0.149	152.3
19623.497	4138.469	1056	685	0.683	678	1.23	46.0	22.1	69.6	22.5	25.8	694	7.5	0.184	0.088	0.138	64.9	0.184	59.90	12.85	5.51	2.68	2.66	40.3	91	16.30	90	5.5	126	24	0.699	6.39	0.412	0.718	0.159	87.2
19613.503	4137.478	897	845	0.555	555	2.30	32.1	20.1	57.8	20.3	21.8	619	6.4	0.203	0.026	0.114	60.5	0.203	60.38	12.65	5.11	2.49	2.55	51.0	92	4.99	70	6.2	113	23	0.898	4.34	0.321	0.639	0.071	98.5
19624.553	4137.559	714	492	0.268	434	0.59	23.9	16.3	40.7	13.5	13.8	448	3.4	0.091	0.006	0.086	44.4	0.091	64.46	11.91	4.15	2.12	2.56	19.0	104	3.38	58	3.4	71	10	0.202	2.76	0.197	0.346	0.079	57.3
19608.519	4136.488	646	777	0.816	651	2.37	56.0	30.0	95.4	31.5	37.3	781	14.7	0.479	0.066	0.206	78.1	0.479	54.27	14.63	6.75	2.22	2.53	68.9	207	9.36	189	17.1	196	41	1.440	23.50	1.680	0.667	0.122	194.7
19607.455	4135.548	881	974	0.626	597	1.18	53.4	21.5	67.2	21.8	28.2	611	9.7	0.263	0.027	0.197	65.0	0.263	60.90	12.81	5.45	1.90	2.30	93.4	257	23.50	126	11.4	100	33	0.903	5.01	1.720	0.984	0.102	122.9
19608.473	4135.482	1012	1157	0.657	622	2.36	44.3	20.6	65.3	19.7	25.7	591	9.9	0.340	0.041	0.139	66.7	0.340	61.67	12.00	5.50	1.85	2.33	93.4	257	23.50	126	11.4	100	33	0.903	5.01	1.720	0.984	0.102	122.9
19609.501	4135.505	1211	1138	0.606	509	2.94	45.8	19.1	58.8	18.7	24.9	544	10.0	0.238	0.025	0.133	62.6	0.238	62.43	11.54	5.52	1.84	2.26	83.2	178	28.30	134	14.1	94	79	0.855	6.14	1.400	1.050	0.121	98.5
19612.515	4135.490	1412	891	0.575	551	3.63	41.0	23.0	68.1	23.1	24.4	698	9.1	0.324	0.284	0.145	64.8	0.324	59.51	13.34	5.03	2.70	2.75	79.9	206	10.00	66	3.6	143	53	0.755	4.30	0.567	1.970	0.232	125.8
19613.507	4135.524	867	616	0.468	551	1.42	39.5	18.6	61.0	19.5	21.9	652	5.9	0.178	0.023	0.184	63.7	0.178	60.10	12.45	5.49	2.57	2.56	45.3	89	7.52	64	3.6	122	169	0.525	2.00	0.352	1.080	0.119	80.1
19623.603	4135.394	906	939	0.544	666	1.16	36.0	18.8	64.9	21.0	25.2	726	7.0	0.152	0.021	0.137	69.2	0.152	59.47	12.86	5.68	2.73	2.70	56.7	99	4.80	83	5.2	159	26	0.583	4.29	0.442	0.454	0.137	137.3
19612.510	4134.506	1208	923	0.452	705	1.30	31.6	19.7	57.0	17.7	19.8	600	6.9	0.252	0.036	0.132	62.7	0.252	60.40	12.59	5.30	2.27	2.51	80.5	123	29.40	69	3.5	105	46	0.438	2.87	0.828	1.190	0.102	91.2
19616.494	4134.502	1289	929	0.876	693	2.83	42.4	25.1	72.1	26.1	25.9	671	8.0	0.495	0.220	0.190	67.1	0.495	58.14	13.13	5.82	2.69	2.54	66.8	104	10.60	59	4.1	111	62	0.949	3.55	0.716	1.720	0.135	120.1
19624.415	4134.337	817	683	0.319	615	0.77	32.8	19.3	54.7	16.5	20.6	662	5.3	0.116	0.015	0.097	62.1	0.116	61.75	12.38	5.17	2.46	2.59	51.6	73	5.26	91	5.2	156	14	0.307	2.33	0.127	0.436	0.070	85.1
19617.501	4133.507	1307	896	0.606	541	2.46	30.8	22.8	60.9	20.7	22.8	606	7.4	0.308	0.096	0.152	62.0	0.308	60.89	12.61	4.68	2.41	2.54	51.3	120	16.80	94	8.6	98	23	0.726	3.63	0.551	0.868	0.057	125.8
19626.346	4133.491	696	501	0.544	565	1.59	43.2	19.0	55.6	19.0	24.0	554	8.9	0.144	0.017	0.114	59.4	0.144	58.33	11.58	6.92	2.22	2.40	71.6	232	7.70	159	9.3	84	190	0.410	1.90	0.351	0.542	0.150	86.5
19626.524	4132.719	1086	795	0.420	518	0.84	22.3	18.5	47.6	14.3	15.1	524	4.6	0.129	0.014	0.100	52.7	0.129	61.68	12.03	4.74	2.36	2.58	44.7	118	10.90	60	3.3	70	11	0.187	2.90	0.545	0.576	0.087	63.6
19627.319	4132.604	1085	779	0.435	615	1.12	37.3	20.5	64.6	20.5	25.3	667	6.9	0.159	0.016	0.121	63.0	0.159	58.45	12.26	6.00	2.74	2.58	48.9	66	12.00	105	5.9	94	56	0.370	4.14	0.206	0.525	0.122	93.7
19628.748	4149.727	722	558	0.421	519	0.97	28.1	17.6	53.5	17.1	21.4	543	5.1	0.130	0.006	0.122	53.1	0.130	62.03	12.24	4.56	2.26	2.62	30.7	120	5.58	41	2.1	98	23	0.360	2.80	0.422	0.439	0.076	85.1
19629.463	4149.463	800	603	0.508	650	1.83	32.2	21.4	69.7	21.7	28.9	682	9.3	0.154	0.013	0.142	68.5	0.154	58.01	13.16	5.56	2.75	2.76	34.6	107	6.49	65	3.7	137	119	0.710	3.68	0.329	0.875	0.095	95.8