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