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

19618.517	4136.484	2143	1692	1.650	1517	2.36	67.8	47.3	84.6	61.7	52.0	619	14.5	1.128	0.323	0.217	68.4	1.128	55.95	15.96	3.08	3.06	2.52	98.1	246	74.60	55	4.5	113	1519	6.520	53.20	0.851	1.700	0.651	184.9
19619.528	4136.159	1364	1105	0.575	622	3.05	43.8	24.3	67.6	37.2	25.8	659	7.6	0.453	0.094	0.150	62.7	0.453	58.54	13.05	5.49	2.67	2.66	74.9	166	16.90	101	7.9	106	74	5.040	7.09	0.763	0.970	0.115	122.9
19610.496	4135.501	1080	1353	0.672	551	4.93	55.4	20.0	62.6	20.2	24.0	622	11.5	0.294	0.036	0.137	74.3	0.294	61.29	12.25	5.59	1.99	2.33	95.7	126	16.30	129	13.1	113	37	0.764	4.45	1.050	1.250	0.127	128.0
19614.491	4135.514	1189	990	0.478	551	2.79	36.6	22.0	64.0	23.0	23.0	653	8.2	0.360	0.109	0.165	63.2	0.360	58.96	12.83	5.62	2.61	2.60	59.7	145	16.90	72	5.2	110	29	0.560	2.01	0.386	1.800	0.144	123.0
19615.500	4135.503	1707	1091	0.822	666	2.75	43.3	27.5	75.8	26.6	26.5	684	9.2	0.527	0.286	0.171	69.6	0.527	57.19	12.74	6.21	2.68	2.52	87.7	173	18.20	85	5.7	106	50	1.070	4.50	0.899	1.810	0.163	112.3
19616.497	4135.500	1487	1302	1.020	721	4.85	33.9	33.1	84.5	32.2	29.5	730	15.4	0.782	0.376	0.299	66.0	0.782	56.57	12.98	6.53	2.70	2.47	85.9	181	14.30	118	7.4	116	95	1.360	6.55	1.630	2.300	0.227	146.6
19617.487	4135.457	1126	986	0.954	721	3.73	52.1	26.6	80.8	27.5	29.1	744	10.6	0.658	0.163	0.219	72.3	0.658	55.73	13.04	6.56	2.88	2.62	81.7	171	11.90	126	9.9	125	68	1.380	4.41	0.855	1.950	0.147	146.6
19618.499	4135.497	1369	1118	0.838	721	4.46	45.8	29.5	83.1	30.2	28.3	746	10.5	0.597	0.190	0.181	70.7	0.597	56.19	13.29	6.19	2.89	2.63	87.7	246	12.70	133	10.5	125	74	1.480	6.74	1.000	1.970	0.152	141.6
19619.492	4135.499	1156	1146	0.629	721	2.86	39.5	23.8	72.9	29.4	26.7	690	8.6	0.384	0.119	0.158	72.0	0.384	57.63	13.39	5.52	2.86	2.76	69.8	180	8.08	117	6.2	126	35	1.530	3.16	0.419	1.120	0.194	120.1
19620.478	4135.446	1430	1074	1.180	640	3.14	39.1	22.9	63.3	22.3	23.6	643	10.2	0.413	0.093	0.151	63.8	0.413	56.72	12.66	6.61	2.66	2.61	91.3	302	24.60	111	8.0	72	27	0.684	5.50	0.556	1.060	0.241	87.9
19614.492	4134.476	4644	1871	1.990	1385	2.02	47.5	53.5	76.6	213.0	43.6	466	14.6	1.016	0.304	0.303	201.0	1.016	57.51	15.25	1.73	2.21	2.37	110.0	261	65.60	12	2.3	115	80	30.000	56.60	1.560	1.560	0.757	145.5
19615.497	4134.500	1516	1211	0.807	666	2.66	38.7	26.0	70.9	26.5	24.4	635	8.6	0.586	0.206	0.269	65.3	0.586	57.82	12.69	5.82	2.61	2.46	78.1	148	24.50	98	6.5	94	59	1.460	6.27	0.981	1.950	0.105	131.6
19617.505	4134.505	1056	876	0.776	693	2.22	43.6	22.4	74.8	24.3	27.6	677	10.7	0.357	0.083	0.187	70.2	0.357	57.68	12.87	6.25	2.77	2.53	64.1	169	10.60	133	8.9	109	44	0.688	2.91	0.663	0.922	0.144	126.0
19619.503	4134.499	1082	1169	0.745	640	2.61	32.2	25.0	72.9	25.7	27.4	708	8.7	0.381	0.126	0.165	81.2	0.381	57.14	13.19	5.95	2.83	2.73	74.0	274	12.20	105	7.7	105	43	0.757	5.39	0.607	1.170	0.095	119.8
19616.482	4133.462	991	883	0.636	518	1.66	46.6	23.2	57.7	21.7	22.9	577	8.6	0.372	0.134	0.141	59.5	0.372	61.22	12.80	4.39	2.30	2.52	51.2	138	4.94	77	7.2	106	35	0.700	2.37	0.336	0.901	0.100	111.9
19619.473	4133.479	981	1014	0.621	749	2.52	47.2	23.4	77.4	25.2	30.2	740	9.8	0.321	0.055	0.174	73.5	0.321	57.19	13.29	5.77	2.93	2.72	63.8	162	8.28	129	10.1	130	29	0.628	2.97	0.321	0.889	0.087	126.6
19620.525	4133.498	864	857	0.582	693	3.00	40.1	24.4	80.4	27.5	32.4	788	10.7	0.287	0.087	0.179	77.6	0.287	55.24	13.92	6.03	3.09	2.85	61.1	129	19.20	123	8.6	143	19	0.614	2.32	0.316	0.759	0.150	131.6
19614.495	4131.515	1057	925	0.954	666	4.54	46.9	23.9	67.5	24.0	30.4	655	11.9	0.290	0.074	0.164	74.1	0.290	58.78	12.50	6.20	2.46	2.42	54.9	149	17.10	119	13.3	105	46	0.663	3.95	0.432	1.390	0.270	131.6
19615.490	4145.517	929	1129	0.792	649	4.60	66.0	21.4	67.9	23.4	29.1	644	12.2	0.301	0.031	0.138	61.3	0.301	59.61	12.75	5.65	2.17	2.40	88.3	125	20.30	93	9.9	131	111	1.040	9.74	0.722	1.650	0.203	131.9
19612.486	4144.498	1102	1258	0.946	737	3.05	47.2	22.8	75.4	26.4	32.1	727	11.3	0.405	0.044	0.159	67.1	0.405	57.15	13.53	5.93	2.29	2.63	186.0	331	40.40	96	8.1	168	84	1.530	12.50	1.240	1.200	0.205	171.2
19622.551	4144.509	806	805	0.739	737	4.18	39.3	22.5	76.7	26.4	30.5	786	9.1	0.202	0.047	0.135	71.0	0.202	56.42	13.87	5.48	3.23	2.92	65.9	113	4.82	114	9.5	162	45	0.870	6.15	0.275	0.974	0.201	144.1
19627.545	4144.522	993	771	0.725	597	7.76	27.4	21.4	61.0	20.9	22.9	623	6.6	0.237	0.076	0.122	58.3	0.237	59.00	12.75	5.02	2.84	2.68	59.4	140	9.87	61	7.1	97	20	0.838	3.28	0.816	1.220	0.218	100.5
19621.521	4143.518	986	843	0.792	659	2.46	33.9	21.4	65.8	23.3	24.3	670	8.1	0.241	0.088	0.137	68.5	0.241	58.87	13.47	4.90	2.83	2.77	57.6	140	6.92	68	4.9	147	28	0.892	3.93	0.361	0.938	0.163	118.3
19625.589	4143.506	1154	763	0.778	688	4.71	35.5	21.4	69.5	21.3	25.6	678	8.1	0.183	0.050	0.125	68.8	0.183	60.19	12.89	4.94	2.79	2.66	79.6	94	12.10	78	5.6	124	27	0.612	4.53	0.342	1.610	0.208	91.9
19623.503	4142.446	999	897	0.708	688	2.89	51.2	22.1	75.2	24.0	27.2	694	6.9	0.197	0.042	0.149	71.8	0.197	57.89	13.29	5.63	2.97	2.79	66.5	129	9.86	109	7.3	122	32	0.869	4.94	0.596	0.898	0.126	127.6
19612.535	4141.491	939	982	0.834	751	3.36	58.2	25.4	84.1	26.9	34.0	801	11.3	0.327	0.041	0.166	82.5	0.327	55.93	14.08	6.06	2.87	2.76	73.1	136	16.10	182	9.2	168	45	1.110	5.94	0.807	1.320	0.157	172.4
19626.485	4141.531	941	779	0.701	699	2.90	43.7	25.1	83.2	28.5	31.1	814	10.0	0.260	0.054	0.144	75.6	0.260	56.05	14.05	5.13	3.14	3.05	79.3	267	20.30	73	5.0	187	63	1.340	5.49	1.150	0.841	0.204	164.9
19624.508	4140.479	856	807	0.673	699	3.25	50.0	25.7	94.4	30.5	36.2	907	10.3	0.261	0.036	0.137	87.5	0.261	53.69	14.40	5.81	3.57	3.16	94.9	244	11.60	108	7.9	215	67	1.270	7.44	0.720	1.310	0.218	211.6
19625.663	4141.469	1075	885	0.624	624	2.66	39.3	23.6	73.1	23.9	25.8	696	8.1	0.433	0.132	0.137	68.1	0.433	57.60	13.22	5.30	2.87	2.70	67.4	182	13.60	109	7.9	111	29	0.682	3.68	0.693	1.150	0.118	121.7
19626.572	4140.310	1210	840	0.476	602	2.11	46.2	22.2	69.7	24.7	26.4	669	8.9	0.283	0.059	0.173	67.1	0.283	58.88	12.75	5.23	2.73	2.68	70.4	133	16.90	118	8.1	109	29	0.639	3.79	0.883	0.986	0.100	113.9
19612.497	4139.497	980	978	0.799	727	3.90	43.5	25.5	88.8	29.4	33.9	832	10.7	0.356	0.071	0.140	76.9	0.356	56.18	14.04	5.41	3.10	2.91	111.0	234	20.60	146	11.1	173	50	1.180	6.90	0.889	1.070	0.157	227.5
19613.488	4133.512	1591	1022	0.822	810	4.23	56.5	25.3	76.8	27.9	30.3	716	10.8	0.610	0.097	0.163	70.2	0.610	56.08	12.28	6.70	3.23	2.45	69.2	178	21.10	176	10.5	80	49	1.270	7.43	0.382	2.220	0.128	140.1
19614.480	4133.481	1050	819	0.683	590	2.36	49.2	21.4	59.6	21.1	22.4	587	6.4	0.312	0.084	0.136	56.2	0.312	59.41	12.36	5.30	2.55	2.50	44.7	81	7.37	72	4.6	76	16	0.431	2.29	0.273	1.130	0.074	80.1
19615.493	4133.485	1021	847	0.606	640	2.19	50.3	23.5	72.8	24.7	27.4	678	7.9	0.345	0.078	0.160	65.5	0.345	57.63	12.74	6.14	2.75	2.57	71.0	122	7.83	156	11.7	94	44	0.757	4.57	0.464	1.000	0.083	123.7
19612.506	4132.516	1007	842	0.791	565	3.42	55.8	22.8	66.2	22.5	26.8	634	10.2	0.290	0.060	0.155	64.4	0.290	60.34	11.76	5.33	2.34	2.34	48.6	158	16.50	121	14.1	94	53	0.692	4.10	0.857	2.100	0.167	112.6
19613.501	4132.508	1014	831	1.070	666	3.64	48.9	24.1	70.6	24.5	31.0	702	11.9	0.353	0.065	0.155	73.1	0.353	57.80	12.56	6.30	2.56	2.44	63.2	165	4.51	101	8.5	118	35	0.727	4.39	0.396	1.430	0.138	131.6
19615.483	4132.481	1011	1093	0.845	640	3.11	50.8	27.0	79.5	27.9	33.2	753	12.7	0.382	0.067	0.163	72.9	0.382	55.58	13.27	6.75	2.74	2.59	71.6	219	5.73	153	11.4	136	57	1.100	4.87	0.510	1.160	0.115	156.6
19612.534	4131.495	946	804	0.737	666	2.70	40.6	22.1	65.9	24.0	29.0	644	10.7	0.321	0.079	0.156	72.3	0.321	58.70	12.55	6.30	2.39	2.43	60.3	178	11.80	89	7.5	100	39	0.569	3.73	0.305	1.030	0.292	125.8
19613.528	4131.458	1334	985	1.250	666	4.91	44.4	24.5	73.1	26.2	29.4	670	11.9	0.435	0.199	0.176	67.4	0.435	57.03	12.27	6.81	2.58	2.48	104.0	369	37.20	99	8.3	90	72	0.750	4.05	0.807	1.630	0.347	134.1
19620.499	4142.495	951	688	0.553	558	1.63	27.6	20.1	51.9	14.9	18.2	531	4.5	0.150	0.245	0.109	69.1	0.150	62.06	12.60	4.63	2.39	2.62	37.6	128	6.81	47	2.9	90	16	0.453	4.41	0.459	0.757	0.079	64.7
19627.518	4149.412	1057	942	0.614	676	2.73	32.9	21.9	66.3	21.2	25.6	642	7.9	0.174	0.027	0.159	66.4	0.174	59.15	12.73	5.37	2.69	2.62	44.7	79	10.40	107	5.4	113	121	0.723	3.50	0.643	1.140	0.132	97.2
19627.650	4148.620	1157	698	0.551	650	5.28	32.8	19.4	65.4	19.3	21.3	580	6.6	0.171	0.022	0.141	58.1	0.171	60.46	12.50	4.93	2.45	2.62	39.4	108	12.00	44	3.4	84	60	0.710	3.94	0.768	1.730	0.120	136.9
19617.498	4147.481	796	731	0.821	559	2.73	42.4	19.6	60.9	20.3	26.8	578	9.7	0.216	0.023	0.121	60.6	0.216	61.96	11.87	5.02	1.89	2.32	51.0	88	12.60	56	5.0	141	187	0.703	5.14	0.389	1.810	0.109	90.1
19616.496	4146.431	1156	1071	0.758	626	4.49	41.7	21.2	64.9	22.1	27.6	628	11.7	0.246	0.033	0.143	68.2	0.246	60.68	12.35	5.48	2.04	2.40	84.4	126	23.90	61	5.1	157	45	0.804	7.05	0.852	1.610	0.131	106.5
19617.494	4146.459	967	1088	0.932	650	3.69	44.9	24.4	76.2	26.0	32.5	688	12.8	0.323	0.115	0.153	69.7	0.323	58.24	13.39	5.39	2.24	2.57	91.0	256	40.10	81	7.4	155	48	1.400	9.93	1.030	1.560	0.181	148.7
19619.499	4146.499	643	974	0.816	704	2.06	43.3	23.5	78.7	27.1	36.7	709	14.2	0.341	0.045	0.145	75.8	0.341	58.83	13.79	5.30	2.23	2.53	59.1	125	8.87	116	9.3	200	38	1.480	8.71	0.535	1.100	0.139	166.2
19624.506	4145.558	1119	947	0.922	737	8.75	56.7	26.3	83.4	27.3	30.8	734	9.3	0.374	0.143	0.158	66.9	0.374	57.99	13.60	5.19	2.90	2.75	92.8	203	13.90	87	8.1	128	29	1.410	4.98	1.480	1.550	0.368	151.6
19614.524	4143.532	981	719	0.891	632	3.97	50.3	19.5	65.4	20.5	23.8	650	7.4	0.219	0.032	0.138	62.7	0.219	58.54	13.17	5.24	2.79	2.74	97.8	150	8.59	150	10.1	109	21	0.729	3.81	0.506	1.360	0.277	105.1
19623.433	4143.482	837	802	0.884	719	3.03	39.4	22.3	78.9	25.6	30.4	741	8.4	0.198	0.040	0.161	73.7	0.198	57.92	13.44	5.63	3.05	2.83	57.6	130	4.20	77	5.4	130	48	0.921	5.80	0.369	1.110	0.194	132.3
19614.520	4142.497	1176	1031	0.806	659	4.82	32.6	21.3	66.2	20.9	24.9	659	9.0	0.256	0.044	0.160	67.4	0.256	59.88	12.70	5.28	2.67	2.62	91.0	221	16.60	141	6.1	95	59	0.814	5.70	0.599	1.550	0.173	102.6
19625.507	4142.493	1036	935	0.778	719	3.97	33.7	23.8	80.3	26.5	30.5	774	9.0	0.423	0.096	0.163	75.3	0.423	57.46	13.87	5.02	3.11	2.89	88.0	167	10.30	95	7.7	145	33	0.936	5.35	0.572	1.220	0.258	134.4
19626.539	4142.254	1112	865	0.757	688	3.91	41.2	23.6	74.5	24.7	26.5	728	8.8	0.210	0.070	0.161	77.3	0.210	58.96	13.46	4.89	2.85	2.79	62.9	156	11.50	96	6.9	167	38	0.958	5.94	0.726	1.020	0.196	121.6
19614.480	4141.494	1317	1030	0.708	648	4.09	36.3	22.4	74.0	23.7	26.4	686	8.5	0.305	0.074	0.154	69.8	0.305	58.57	12.71	5.57	2.81	2.60	121.0	173	21.30	94	5.9	96	30	0.541	3.25	0.905	1.460	0.179	102.9
19615.483	4141.472	1203	969	0.209	581	3.17	46.3	19.2	64.8	21.1	22.4	624	6.8	0.202	0.052	0.174	63.2	0.202	59.91	12.51	5.17	2.63	2.56	84.1	99	32.40	102	5.6	97	32	0.548	4.66	0.934	1.300	0.111	97.4
19615.508	4140.484	1150	929	0.434	624	3.66	42.9	20.4	59.6	19.8	22.8	609	6.1	0.174	0.040	0.153	61.5	0.174	60.04	12.31	5.03	2.62	2.55	60.3	65	17.60	78	5.0	103	30	0.373	4.28	0.589	1.000	0.106	84.8
19616.587	4140.463	1028	930	0.315	581	3.60	42.9	22.0	64.9	20.0	25.3	645	6.7	0.160	0.041	0.144	71.4	0.160	58.79	12.81	5.53	2.82	2.67	79.9	113	14.60	91	5.5	107	27	0.502	5.09	0.480	1.100	0.136	98.9
19609.507	4136.422	1081	1225	0.826	678	2.53	52.5	23.5	74.8	24.7	31.3	694	14.2	0.464	0.028	0.189	66.3	0.464	58.75	12.93	6.04	2.18	2.43	109.0	223	27.10	135	13.8	171	81	1.260	9.50	1.410	1.290	0.104	164.5
19610.505	4136.510	951	1038	0.760	577	1.58	54.7	20.8	67.0	22.1	28.8	621	10.6	0.270	0.026	0.131	64.0	0.270	60.44	12.39	5.70	2.09	2.38	86.2	176	27.90	96	10.7	146	154	1.100	8.43	0.900	1.070	0.104	135.4
19621.503	4150.533	797	1028	0.913	733	3.27	45.5	23.2	80.4	27.3	35.0	685	13.1	0.310	0.043	0.214	70.7	0.310	58.92	13.41	5.37	2.27	2.52	53.1	142	17.50	155	7.4	153	192	1.840	8.64	1.230	1.200	0.225	161.2
19620.517	4150.514	669	967	0.990	764	3.15	59.2	26.2	89.8	31.9	41.5	838	15.9	0.356	0.053	0.135	79.4	0.356	54.36	14.74	6.43	2.48	2.67	51.6	192	7.46	169	11.1	220	81	1.500	9.67	0.471	1.030	0.287	242.0
19619.512	4150.500	633	984	0.821	650	1.71	44.9	22.5	68.3	23.4	32.1	666	11.3	0.381	0.043	0.125	72.3	0.381	58.21	13.23	6.05	2.15	2.42	43.8	139	3.75	115	10.1	172	700	0.866	6.54	0.671	0.787	0.217	150.2
19619.490	4149.509	752	1285	1.000	832	2.73	56.7	27.5	94.0	33.2	42.8	927	17.4	0.422	0.032	0.187	81.5	0.422	52.66	15.08	6.98	2.49	2.71	78.4	229	10.10	231	10.6	258	132	1.350	10.40	0.533	0.799	0.211	287.4
19622.501	4148.486	641	1073	0.754	602	1.71	49.7	23.0	73.3	25.4	33.4	693	11.2	0.297	0.017	0.145	70.7	0.297	59.23	13.63	5.38	2.40	2.59	42.1	127	5.01	99	6.4	169	66	1.010	9.50	0.248	0.576	0.171	151.6
19621.502	4147.483	622	616	0.585	626	1.58	42.7	22.5	74.2	22.5	32.1	695	10.4	0.188	0.017	0.123	69.6	0.188	58.47	13.29	5.70	2.49	2.60	39.1	121	5.20	101	7.0	153	33	1.050	7.00	0.289	0.707	0.101	116.5
19622.538	4147.484	771	770	0.768	676	2.86	40.7	24.3	79.1	27.4	31.8	778	9.9	0.350	0.059	0.156	75.6	0.350	56.64	13.90	5.37	3.04	2.81	61.7	114	2.97	87	7.3	173	231	1.380	4.80	0.287	1.180	0.239	152.3
19622.410	4146.317	1058	963	0.763	764	11.51	39.0	24.9	82.9	27.2	30.6	778	11.2	0.302