代码搜索:multivariate

找到约 564 项符合「multivariate」的源代码

代码结果 564
www.eeworm.com/read/361768/10036510

m dcc_mvgarch.m

function [parameters, loglikelihood, Ht, Qt, stdresid, likelihoods, stderrors, A,B, jointscores]=dcc_mvgarch(data,dccP,dccQ,archP,garchQ) % PURPOSE: % Estimates a multivariate GARCH model us
www.eeworm.com/read/361768/10036520

m scalar_bekk_mvgarch.m

function [parameters, loglikelihood, Ht, likelihoods, stdresid, stderrors, A, B, scores] = scalar_bekk_mvgarch(data,p,q,BEKKoptions); % PURPOSE: % To Estimate a scalar BEKK multivariate GARCH m
www.eeworm.com/read/361768/10036522

m full_bekk_mvgarch.m

function [parameters, loglikelihood, Ht, likelihoods, stdresid, stderrors, A, B, scores] = full_bekk_mvgarch(data,p,q, BEKKoptions); % PURPOSE: % To Estimate a full BEKK multivariate GARCH mod
www.eeworm.com/read/361768/10036535

m scalar_bekk_t_mvgarch.m

function [parameters, loglikelihood, Ht, likelihoods, stdresid, stderrors, A, B, scores] = scalar_bekk_T_mvgarch(data,p,q,BEKKoptions); % PURPOSE: % To Estimate a scalar BEKK multivariate GARCH
www.eeworm.com/read/361768/10036543

m diagonal_bekk_t_mvgarch.m

function [parameters, loglikelihood, Ht, likelihoods, stdresid, stderrors, A, B, scores] = diagonal_bekk_T_mvgarch(data,p,q,BEKKoptions); % PURPOSE: % To Estimate a diagonal BEKK multivariate G
www.eeworm.com/read/353337/10453886

m minimize.m

function [X, fX, i] = minimize(X, f, length, varargin); % Minimize a continuous differentialble multivariate function. Starting point % is given by "X" (D by 1), and the function named in the string
www.eeworm.com/read/449504/7502677

m dcc_mvgarch.m

function [parameters, loglikelihood, Ht, Qt, stdresid, likelihoods, stderrors, A,B, jointscores]=dcc_mvgarch(data,dccP,dccQ,archP,garchQ) % PURPOSE: % Estimates a multivariate GARCH model us
www.eeworm.com/read/449504/7502686

m scalar_bekk_mvgarch.m

function [parameters, loglikelihood, Ht, likelihoods, stdresid, stderrors, A, B, scores] = scalar_bekk_mvgarch(data,p,q,BEKKoptions); % PURPOSE: % To Estimate a scalar BEKK multivariate GARCH m
www.eeworm.com/read/449504/7502688

m full_bekk_mvgarch.m

function [parameters, loglikelihood, Ht, likelihoods, stdresid, stderrors, A, B, scores] = full_bekk_mvgarch(data,p,q, BEKKoptions); % PURPOSE: % To Estimate a full BEKK multivariate GARCH mod
www.eeworm.com/read/449504/7502698

m scalar_bekk_t_mvgarch.m

function [parameters, loglikelihood, Ht, likelihoods, stdresid, stderrors, A, B, scores] = scalar_bekk_T_mvgarch(data,p,q,BEKKoptions); % PURPOSE: % To Estimate a scalar BEKK multivariate GARCH