代码搜索:copula
找到约 29 项符合「copula」的源代码
代码结果 29
www.eeworm.com/read/436836/7761975
m cds_copula.m
%Returns fair rate of CDS
clear all;
global alpha;
global T;
global currentobligor;
global target_value;
global defTime;
alpha=0.01:0.01:20; %hazard rate coefficients corresponding to indexi
www.eeworm.com/read/284259/8952285
html sbgcop.package.html
R: Semiparametric Bayesian Gaussian copula estimation
www.eeworm.com/read/284259/8952314
description
Package: sbgcop
Title: Semiparametric Bayesian Gaussian copula estimation
Version: 0.95
Date: 2007-03-09
Author: Peter Hoff
Maintainer: Peter Hoff
Description: This pa
www.eeworm.com/read/284258/8952377
description
Package: sbgcop
Title: Semiparametric Bayesian Gaussian copula estimation
Version: 0.95
Date: 2007-03-09
Author: Peter Hoff
Maintainer: Peter Hoff
Description: This packa
www.eeworm.com/read/165322/10067435
m copulastat.m
function tau = copulastat(type,param)
%COPULASTAT Kendall's rank correlation for a copula.
% TAU = COPULAPARAM('Gaussian',RHO) returns Kendall's rank correlation
% TAU corresponding to a Gaussi
www.eeworm.com/read/165322/10067437
m copularnd.m
function u = copularnd(type,varargin)
%COPULARND Random values from a copula.
% U = COPULARND('Gaussian',RHO,N) returns a matrix U of random values
% generated from a Gaussian copula with corre
www.eeworm.com/read/165322/10067444
m copulaparam.m
function param = copulaparam(type,tau)
%COPULAPARAM Copula parameter, given Kendall's rank correlation.
% RHO = COPULAPARAM('Gaussian',TAU) returns the linear correlation
% parameter RHO corres
www.eeworm.com/read/205035/15329025
m copulastat.m
function tau = copulastat(type,param)
%COPULASTAT Kendall's rank correlation for a copula.
% TAU = COPULAPARAM('Gaussian',RHO) returns Kendall's rank correlation
% TAU corresponding to a Gaussi
www.eeworm.com/read/205035/15329027
m copularnd.m
function u = copularnd(type,varargin)
%COPULARND Random values from a copula.
% U = COPULARND('Gaussian',RHO,N) returns a matrix U of random values
% generated from a Gaussian copula with corre
www.eeworm.com/read/205035/15329030
m copulaparam.m
function param = copulaparam(type,tau)
%COPULAPARAM Copula parameter, given Kendall's rank correlation.
% RHO = COPULAPARAM('Gaussian',TAU) returns the linear correlation
% parameter RHO corres