代码搜索:Variance

找到约 2,271 项符合「Variance」的源代码

代码结果 2,271
www.eeworm.com/read/489084/6482584

m ip_07_10.m

% MATLAB script for Illustrative Problem 10, Chapter 7. echo on K=10;N=2*K;T=100;variance=1; noise=sqrt(variance)*randn(1,N); a=rand(1,36); a=sign(a-0.5); b=reshape(a,9,4); % Generate the 16QAM
www.eeworm.com/read/476907/6754316

m ip_07_10.m

% MATLAB script for Illustrative Problem 10, Chapter 7. clear echo on K=10;N=2*K;T=100;variance=1; noise=sqrt(variance)*randn(1,N); a=rand(1,36); a=sign(a-0.5); b=reshape(a,9,4); % Generate th
www.eeworm.com/read/400577/11572630

m pcaklm.m

%PCAKLM Principal Component Analysis/Karhunen-Loeve Mapping % (PCA or MCA of overall/mean covariance matrix) % % [W,FRAC] = PCAKLM(TYPE,A,N) % [W,N] = PCAKLM(TYPE,A,FRAC) % % INPUT % A
www.eeworm.com/read/400577/11573145

m var.m

%VAR Datafile overload % % [V,U] = VAR(A,W) % % Computes variance V and mean U in a single run for speed.
www.eeworm.com/read/400577/11573199

m klldc.m

%KLLDC Linear classifier built on the KL expansion of the common covariance matrix % % W = KLLDC(A,N) % W = KLLDC(A,ALF) % % INPUT % A Dataset % N Number of significant eigenvectors % AL
www.eeworm.com/read/154874/11921426

m ex2.m

dt=1; t=zeros(100,1); mean=zeros(100,1); var=zeros(100,1); for i=1:100 t(i)=i; end for j=1:100 r=randn(100,1); w=zeros(100,1); w(1)=w0; for i=2:100 w(i)=w(i-1)+sqrt(dt)*r(i);
www.eeworm.com/read/343762/11928510

m y2res.m

function [R]=y2res(Y) % Y2RES evaluates basic statistics of a data series % % R = y2res(y) % several statistics are estimated from each column of y % % OUTPUT: % R.N number of samples, NaNs ar
www.eeworm.com/read/343762/11928709

m hist2res.m

function [R]=hist2res(H,fun) % Evaluates Histogram data % [R]=hist2res(H) % % [y]=hist2res(H,fun) % estimates fun-statistic % % fun 'mean' mean % 'std' standard deviation % 'var' variance % 'sem' stan
www.eeworm.com/read/342008/12046772

m pca.m

%PCA Principal Component Analysis % % [W,alf] = pca(A,n) % [W,n] = pca(A,alf) % % A principal component analysis is performed on the joint % covarianve matrix of the data in A. If A is a labeled da
www.eeworm.com/read/152442/12113209

m gaussianmask.m

function M = gaussianMask(k,s) % k: the scaling factor % s: standard variance R = ceil(3*s); % cutoff radius of the gaussian kernal for i = -R:R, for j = -R:R, M(i+ R+1,j+R+1) =