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

19629.592	4148.509	980	587	0.421	482	1.16	20.7	19.0	45.8	15.1	17.2	504	4.2	0.117	0.013	0.125	47.8	0.117	62.50	12.18	4.24	2.12	2.65	56.8	167	9.30	41	2.9	67	22	0.254	2.74	0.573	0.678	0.096	64.0
19630.503	4148.496	769	433	0.329	465	0.81	17.2	17.5	43.0	13.9	14.6	452	3.5	0.103	0.011	0.110	46.8	0.103	63.43	12.20	3.93	2.03	2.61	22.0	64	6.52	46	2.4	72	22	0.309	2.85	0.401	0.423	0.074	51.1
19631.509	4148.489	886	668	0.488	580	1.39	27.7	18.6	56.6	18.5	22.6	577	6.4	0.138	0.021	0.095	62.3	0.138	60.69	12.30	5.01	2.43	2.57	33.7	68	4.61	50	3.2	93	35	0.426	2.46	0.367	0.676	0.072	60.4
19618.499	4144.498	823	441	0.522	551	1.48	29.1	17.6	50.0	15.9	17.6	527	4.0	0.088	0.006	0.099	52.1	0.088	61.02	12.38	5.01	2.35	2.58	21.0	81	6.06	67	3.6	111	12	0.274	4.11	0.228	0.481	0.100	58.6
19610.472	4140.470	833	953	0.876	606	1.74	59.5	24.8	81.5	26.8	31.1	660	10.9	0.416	0.047	0.159	74.6	0.416	57.96	13.86	5.93	2.17	2.45	46.5	247	20.50	123	10.0	164	78	1.430	13.80	1.350	1.050	0.129	157.3
19610.498	4139.504	918	769	0.420	487	2.14	42.2	19.1	50.7	15.7	20.6	527	8.2	0.204	0.018	0.176	64.4	0.204	61.61	11.58	5.52	1.76	2.32	42.4	93	18.00	80	10.4	97	15	0.443	4.95	0.621	0.696	0.131	78.9
19618.498	4139.503	1247	806	0.585	651	2.18	32.2	19.0	56.5	18.2	18.0	587	4.9	0.212	0.049	0.158	56.2	0.212	59.75	12.26	5.18	2.50	2.58	54.9	108	20.90	120	6.2	82	46	0.684	4.68	1.530	0.935	0.134	103.3
19620.498	4139.498	958	805	0.427	651	2.53	41.7	18.8	64.6	20.0	22.2	657	8.1	0.230	0.031	0.119	61.6	0.230	58.65	12.29	5.74	2.79	2.55	56.7	74	8.15	121	7.7	86	20	0.526	5.62	0.839	0.841	0.112	116.2
19609.400	4138.655	586	532	0.300	470	0.81	48.1	19.0	53.4	15.1	22.3	475	6.3	0.290	0.027	0.118	61.7	0.290	63.28	11.83	5.11	1.60	2.24	41.5	134	7.01	87	10.6	85	11	0.752	7.71	0.643	0.301	0.063	72.2
19610.523	4138.495	985	860	0.525	487	2.45	42.6	18.8	52.0	16.0	22.4	518	8.5	0.212	0.019	0.136	70.7	0.212	62.76	11.41	5.25	1.76	2.24	42.7	100	29.20	77	7.5	101	18	0.574	5.35	0.793	0.931	0.123	80.5
19626.402	4148.453	1060	1194	0.643	650	2.96	34.2	21.3	72.9	25.6	28.1	707	8.1	0.270	0.042	0.175	69.5	0.270	58.42	13.42	5.32	2.82	2.72	69.8	126	14.20	65	5.4	141	32	1.540	5.22	0.865	0.981	0.181	105.8
19626.402	4147.220	982	791	0.927	622	2.53	42.6	22.4	71.3	23.7	27.2	683	8.3	0.237	0.188	0.158	72.3	0.237	58.10	13.34	5.27	2.79	2.70	64.4	129	9.10	85	7.0	133	36	0.991	5.10	0.690	0.879	0.238	126.6
19627.489	4147.277	926	836	0.836	649	4.09	49.8	20.4	72.4	21.7	30.0	700	7.3	0.192	0.025	0.137	70.2	0.192	59.06	13.28	5.43	2.77	2.70	39.7	112	11.00	97	7.1	119	57	0.920	4.14	0.374	1.480	0.251	135.1
19630.524	4147.354	1122	844	0.657	622	3.23	38.3	20.1	63.8	20.9	23.0	621	9.5	0.224	0.147	0.129	61.1	0.224	59.26	12.61	5.01	2.58	2.63	88.0	115	18.00	63	4.5	95	28	0.721	4.36	0.634	0.986	0.131	91.2
19627.535	4146.609	1159	835	0.831	597	4.25	32.0	19.6	63.7	20.4	25.0	643	6.6	0.192	0.046	0.127	63.2	0.192	59.04	12.97	5.06	2.66	2.67	80.2	133	23.00	54	4.4	115	25	0.650	3.49	0.470	1.180	0.253	110.1
19628.503	4146.504	1182	910	0.763	597	3.36	35.3	22.5	67.3	23.6	26.0	652	7.5	0.275	0.074	0.145	62.4	0.275	58.74	13.45	4.83	2.67	2.71	66.2	142	24.40	56	4.4	128	50	0.893	4.41	0.372	0.908	0.220	123.3
19629.479	4146.499	1226	836	0.758	573	5.66	38.4	21.6	63.5	21.0	23.2	614	7.9	0.230	0.123	0.139	63.2	0.230	59.67	12.66	4.87	2.58	2.60	55.2	121	17.40	64	5.8	96	19	0.638	3.57	0.516	1.150	0.235	100.5
19630.457	4146.555	1178	870	0.744	551	5.46	29.9	18.7	59.0	20.7	20.2	578	5.7	0.215	0.199	0.124	55.3	0.215	60.81	12.52	4.50	2.42	2.60	52.2	95	16.10	44	4.3	91	20	1.010	4.60	0.848	0.837	0.208	80.8
19614.474	4145.500	1133	1334	0.778	649	3.39	52.5	20.8	66.0	22.1	26.6	614	10.5	0.343	0.037	0.153	59.5	0.343	60.43	12.26	5.60	2.03	2.33	74.9	149	26.50	78	9.1	135	78	1.350	8.20	1.200	1.360	0.172	112.6
19621.500	4145.479	1057	884	0.787	737	4.86	34.5	24.8	77.6	26.9	30.9	752	9.9	0.230	0.092	0.160	69.1	0.230	57.68	13.82	5.01	3.04	2.84	79.9	152	12.60	77	6.8	188	34	1.320	4.89	0.518	1.510	0.277	149.1
19626.497	4145.526	926	667	0.700	597	3.45	49.3	20.1	66.5	21.7	26.3	641	9.5	0.192	0.059	0.132	63.7	0.192	60.19	12.73	5.03	2.64	2.58	39.1	106	10.60	59	5.3	124	47	0.544	3.30	0.517	1.000	0.235	99.7
19627.572	4145.631	908	848	0.749	622	4.09	46.4	22.4	70.5	23.3	27.4	667	8.6	0.235	0.048	0.140	65.4	0.235	60.02	13.08	5.06	2.72	2.63	43.8	168	10.80	78	7.5	116	39	0.679	4.35	0.495	1.900	0.296	119.0
19628.550	4145.502	1058	648	0.763	622	3.83	26.2	20.6	61.8	19.8	23.6	609	6.8	0.180	0.032	0.113	66.1	0.180	60.56	12.71	5.02	2.49	2.57	47.1	86	24.40	64	5.0	95	32	0.656	2.98	0.430	1.460	0.255	93.0
19630.186	4145.626	1136	1023	0.749	573	5.93	34.7	23.0	71.1	22.8	26.8	676	8.5	0.243	0.036	0.135	63.9	0.243	58.80	13.16	5.02	2.73	2.75	73.7	219	21.00	102	9.7	116	28	0.745	3.28	0.825	1.400	0.185	130.8
19628.497	4144.496	858	572	0.696	597	3.39	36.8	21.8	69.1	22.5	26.4	721	7.5	0.187	0.027	0.119	65.5	0.187	59.24	13.37	5.00	2.85	2.75	93.4	112	18.30	69	5.7	127	49	0.742	4.21	0.247	0.954	0.251	103.7
19612.503	4143.495	1597	1278	0.940	582	3.80	45.6	21.0	67.9	21.6	27.2	624	11.6	0.312	0.039	0.195	65.3	0.312	59.78	12.33	6.00	2.09	2.41	82.0	250	60.20	180	7.6	142	90	1.390	12.00	1.520	2.030	0.195	134.8
19620.488	4143.540	1018	957	0.933	751	2.48	52.5	25.4	84.3	27.3	32.9	825	9.6	0.270	0.105	0.171	79.8	0.270	56.40	14.21	5.46	3.20	2.94	62.9	191	14.10	92	6.5	178	46	1.190	6.16	0.534	1.020	0.238	140.1
19622.458	4143.458	977	827	0.687	785	3.30	46.9	21.1	73.2	22.8	27.6	722	7.6	0.198	0.043	0.155	69.1	0.198	58.06	13.59	5.32	3.02	2.86	56.5	129	13.40	86	6.7	143	34	0.753	5.04	0.474	1.150	0.184	116.3
19624.557	4143.518	931	832	0.673	751	3.74	48.4	21.4	80.6	24.4	30.0	734	8.2	0.201	0.055	0.150	75.4	0.201	57.39	13.44	5.55	3.06	2.81	67.1	137	4.81	91	6.6	136	28	0.862	5.37	0.931	1.390	0.173	116.9
19626.355	4143.487	1059	849	0.862	719	4.39	46.0	24.1	78.8	25.3	28.2	777	8.7	0.217	0.044	0.155	71.8	0.217	57.96	13.63	5.18	3.07	2.89	34.3	103	6.89	51	4.4	118	14	0.416	3.01	0.290	0.810	0.164	77.6
19627.378	4143.269	1057	862	0.827	751	4.68	42.8	23.4	77.1	25.9	27.8	749	8.9	0.248	0.061	0.153	72.5	0.248	58.64	13.50	5.05	2.98	2.86	82.0	202	14.10	107	8.0	158	70	0.845	4.99	0.707	1.310	0.139	131.2
19619.519	4142.526	972	770	0.750	632	1.53	53.1	20.2	60.6	20.2	22.7	607	5.7	0.228	0.059	0.130	63.4	0.228	59.80	13.00	4.96	2.62	2.64	37.3	89	9.00	49	3.0	110	25	0.669	5.54	0.376	0.817	0.144	80.4
19621.459	4142.505	1074	980	0.610	688	1.87	36.6	21.3	69.2	21.1	23.3	657	7.0	0.234	0.048	0.141	68.0	0.234	59.08	12.97	5.14	2.78	2.74	62.3	184	7.48	98	6.5	113	29	0.498	3.82	0.726	1.140	0.099	114.0
19624.504	4142.469	810	600	0.666	659	1.87	40.5	20.7	68.1	21.3	27.7	640	7.0	0.196	0.033	0.126	72.7	0.196	59.82	12.81	5.55	2.85	2.65	39.7	114	3.81	76	6.7	91	16	0.548	2.71	0.269	0.947	0.067	108.7
19627.695	4142.500	868	577	0.567	606	1.50	38.8	18.6	61.6	18.6	22.5	639	8.2	0.139	0.026	0.122	64.5	0.139	60.50	12.77	5.11	2.63	2.64	27.7	81	3.18	69	4.5	103	15	0.385	2.98	0.320	0.552	0.067	89.7
19628.504	4142.505	834	632	0.413	536	1.09	20.8	20.2	51.1	15.4	19.1	568	4.9	0.171	0.026	0.100	57.8	0.171	62.76	12.59	4.08	2.36	2.69	36.1	157	5.87	39	2.6	115	14	0.282	2.23	0.377	0.489	0.073	66.9
19621.491	4141.514	1070	885	0.280	673	1.48	31.0	20.4	71.2	23.3	26.7	707	9.0	0.201	0.080	0.140	72.6	0.201	58.40	13.16	5.43	2.92	2.72	54.0	78	16.20	101	6.6	139	27	0.631	4.16	0.445	0.902	0.092	104.0
19622.494	4141.408	1037	452	0.504	648	1.59	39.1	19.7	68.9	23.0	28.0	680	7.0	0.136	0.016	0.110	70.0	0.136	59.35	13.31	5.47	2.86	2.72	36.4	77	20.50	123	8.8	117	26	0.466	4.65	0.213	0.642	0.107	95.0
19623.478	4141.491	868	781	0.680	699	3.31	41.3	23.2	78.5	24.7	30.0	739	8.7	0.209	0.042	0.164	80.6	0.209	57.28	13.45	5.83	3.08	2.82	66.2	111	13.60	72	4.4	134	47	0.751	5.44	0.722	0.759	0.116	114.2
19625.505	4141.545	977	651	0.511	602	2.45	35.7	22.5	68.7	22.8	25.9	705	7.1	0.287	0.050	0.130	67.6	0.287	57.28	13.41	5.19	2.98	2.78	102.0	105	13.30	173	12.2	147	27	0.945	4.69	0.517	0.933	0.127	129.2
19612.415	4140.478	1126	1138	0.490	602	3.25	40.1	22.8	70.9	23.3	27.4	693	9.6	0.265	0.075	0.171	67.1	0.265	58.50	13.28	5.57	2.72	2.68	92.5	141	29.00	107	5.4	134	78	0.950	6.18	0.633	1.470	0.126	98.2
19613.498	4140.494	1105	895	0.462	624	2.72	36.4	20.6	67.4	22.3	25.2	648	11.0	0.216	0.040	0.167	66.2	0.216	58.80	12.89	5.39	2.77	2.65	64.4	141	28.00	102	5.9	114	23	0.702	4.90	0.681	1.110	0.120	104.8
19622.516	4140.508	822	604	0.378	581	1.07	30.8	20.6	58.8	19.7	21.0	615	5.0	0.141	0.019	0.123	61.0	0.141	59.89	12.93	5.31	2.73	2.68	33.7	91	7.51	98	6.8	134	16	0.421	3.28	0.297	0.503	0.070	83.6
19623.523	4140.545	1019	817	0.588	727	1.82	40.0	22.7	78.3	25.7	29.3	719	10.7	0.234	0.079	0.144	76.3	0.234	57.73	13.16	5.74	3.01	2.78	82.6	169	14.60	111	7.0	131	31	0.639	3.48	0.718	0.778	0.159	130.3
19611.520	4139.477	1040	1011	0.778	560	6.10	52.5	22.7	69.2	22.4	29.6	655	11.2	0.223	0.040	0.196	66.1	0.223	60.42	12.49	5.26	2.23	2.40	76.4	112	30.80	93	10.0	130	75	0.792	4.70	1.130	1.640	0.178	133.9
19623.562	4139.536	902	876	0.560	735	1.23	44.7	22.6	78.1	25.0	29.6	757	8.3	0.200	0.087	0.149	72.8	0.200	57.89	13.61	5.78	2.97	2.84	72.2	133	8.83	125	7.7	138	30	1.300	4.30	1.380	0.483	0.133	116.6
19624.429	4139.481	1324	1013	0.678	766	3.95	37.6	21.3	63.0	20.7	21.7	623	6.0	0.266	0.053	0.132	62.4	0.266	60.08	12.66	4.90	2.64	2.65	80.8	174	25.20	70	5.4	90	28	0.557	5.81	0.357	1.340	0.115	86.4
19625.493	4139.564	1470	1171	0.683	706	3.58	43.8	26.7	70.2	22.2	25.4	661	11.4	0.458	0.119	0.135	70.1	0.458	58.95	12.48	5.50	2.73	2.51	96.9	138	25.20	93	8.9	91	32	1.460	5.85	0.805	1.310	0.107	112.7
19611.501	4138.497	899	766	0.582	505	3.58	52.6	19.8	60.1	19.4	27.3	613	10.7	0.155	0.025	0.138	66.7	0.155	61.48	12.27	5.24	2.12	2.38	81.4	93	17.70	95	8.1	144	22	0.664	4.72	0.536	0.973	0.115	113.5
19612.844	4138.608	932	815	0.736	673	3.31	45.8	23.2	74.0	23.7	29.4	711	9.4	0.266	0.073	0.117	70.0	0.266	57.82	13.24	5.46	2.95	2.70	68.6	132	8.23	103	8.1	128	39	0.486	5.00	0.433	1.040	0.144	126.4
19613.500	4138.478	918	687	0.722	602	2.19	51.9	20.7	74.8	25.0	29.4	719	8.0	0.212	0.036	0.124	67.4	0.212	58.02	13.15	5.57	2.94	2.69	48.3	115	15.50	104	6.6	136	23	0.627	4.83	0.773	0.869	0.143	134.7
19615.503	4138.826	939	603	0.519	651	1.99	38.2	21.3	66.5	21.9	24.7	658	6.5	0.187	0.038	0.115	64.3	0.187	59.36	12.88	5.27	2.72	2.67	34.0	116	10.40	90	6.0	112	21	0.688	4.42	0.506	0.737	0.122	110.3
19618.503	4138.490	1238	1066	0.713	766	2.34	40.3	23.8	70.3	23.5	25.9	658	7.9	0.429	0.125	0.151	68.6	0.429	59.22	13.21	4.97	2.75	2.70	82.3	129	9.31	74	5.9	102	31	0.389	3.81	0.318	1.350	0.222	133.5
19619.497	4138.500	1021	848	0.785	799	2.15	42.5	24.1	81.9	28.2	28.9	704	8.8	0.380	0.161	0.147	74.1	0.380	58.25	13.58	5.45	2.96	2.72	59.7	91	9.44	166	10.0	111	27	0.609	4.99	0.855	1.430	0.249	178.6
19609.482	4137.493	727	795	0.606	533	3.09	52.7	18.2	56.0	18.5	25.1	545	9.5	0.202	0.058	0.102	56.9	0.202	62.35	11.74	5.37	1.94	2.27	88.0	141	9.23	79	11.3	117	40	0.856	6.48	0.665	1.270	0.089	87.9
19610.469	4137.173	849	1013	0.806	651	2.15	55.7	22.5	80.9	27.1	35.4	774	13.0	0.306	0.046	0.139	77.5	0.306	56.50	13.93	6.05	2.48	2.72	81.4	524	17.70	145	13.7	177	47	1.180	7.97	0.663	0.945	0.109	193.9
19612.514	4137.535	1201	935	0.565	601	4.29	44.3	24.3	72.2	21.6	25.9	678	8.6	0.281	0.098	0.141	62.4	0.281	60.37	12.59	5.16	2.66	2.58	65.9	99	24.53	119	11.0	113	27	0.599	4.95	1.060	1.100	0.085	124.8
19614.522	4137.495	1025	815	0.590	577	2.11	40.3	22.3	62.1	20.8	23.4	592	7.0	0.263	0.054	0.142	62.1	0.263	62.00	12.50	4.47	2.36	2.53	57.6	142	15.30	67	6.5	104	25	1.020	3.86	0.795	0.892	0.078	110.7
19615.457	4137.448	1120	872	0.708	512	2.07	37.5	24.7	68.0	23.4	24.3	631	8.5	0.502	0.096	0.163	64.2	0.502	58.16	12.73	5.87	2.49	2.50	53.4	139	10.70	118	7.5	106	25	0.983	3.35	0.712	0.895	0.068	117.4
19616.337	4137.472	1117	604	0.550	489	1.74	41.5	26.4	57.3	20.3	21.0	549	7.0	0.376	0.297	0.123	58.6	0.376	61.68	12.22	4.90	2.24	2.64	31.9	992	14.00	81	7.6	73	45	1.090	3.53	0.634	1.500	0.073	98.2
19617.601	4137.312	1599	1229	0.621	597	2.33	41.8	28.2	74.7	24.8	25.3	703	7.1	0.575	0.116	0.200	66.0	0.575	58.56	13.35	5.07	2.76	2.71	82.0	177	30.20	99	8.4	131	46	1.030	5.89	1.420	1.140	0.095	152.3
19618.386	4137.293	1312	1164	0.724	529	2.15	37.6	31.6	84.4	28.4	30.1	748	9.7	0.680	0.181	0.172	73.5	0.680	58.22	13.88	5.06	2.80	2.68	95.7	114	17.20	90	7.3	132	102	1.250	5.34	1.050	1.510	0.100	150.0
19611.499	4136.507	1017	907	0.519	651	3.05	40.6	21.3	68.5	21.9	26.1	691	8.1	0.257	0.045	0.136	64.3	0.257	58.79	12.98	5.49	2.70	2.65	73.1	157	13.20	91	7.7	118	56	0.444	4.00	0.553	1.060	0.084	121.7
19614.473	4136.476	1405	1147	0.729	625	5.07	45.3	25.2	66.7	24.2	24.2	639	9.9	0.439	0.131	0.149	62.3	0.439	59.60	12.57	5.26	2.73	2.48	99.3	149	17.40	119	13.3	95	55	0.964	5.04	0.845	2.040	0.084	128.4
19615.525	4136.504	1035	944	0.739	533	2.75	38.6	22.0	71.2	24.0	23.8	630	7.4	0.417	0.079	0.148	69.4	0.417	59.16	12.43	5.50	2.40	2.52	64.1	145	7.97	104	6.8	126	25	1.700	2.97	1.380	1.100	0.059	112.3
19616.343	4136.357	1562	941	0.662	573	1.59	44.4	32.7	77.6	27.4	24.7	616	8.7	0.907	0.312	0.200	66.5	0.907	58.55	12.70	5.77	2.43	2.65	55.2	616	18.80	121	8.1	85	176	1.110	3.33	1.400	0.922	0.126	112.3
19617.609	4136.433	1176	3111	2.140	597	1.30	54.4	57.0	101.7	27.0	22.1	501	10.5	2.721	0.153	0.630	72.4	2.721	47.02	10.37	9.03	3.42	1.99	80.8	1120	29.10	350	29.2	14	9751	2.560	11.90	7.540	10.300	0.315	78.1