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/449504/7502702
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/445211/7597976
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/441245/7672650
m gauss.m
%GAUSS Generation of a multivariate Gaussian dataset
%
% A = GAUSS(N,U,G,LABTYPE)
%
% INPUT (in case of generation a 1-class dataset in K dimensions)
% N Number of objects to be generated (d
www.eeworm.com/read/198546/7928762
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/198546/7928778
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/198546/7928783
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/198546/7928806
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/198546/7928826
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/400577/11572614
m gauss.m
%GAUSS Generation of a multivariate Gaussian dataset
%
% A = GAUSS(N,U,G,LABTYPE)
%
% INPUT (in case of generation a 1-class dataset in K dimensions)
% N Number of objects to be generated (d
www.eeworm.com/read/374411/9407223
m ksizemsp.m
function h = ksizeMSP(npd,noIQR)
% "Maximal Smoothing Principle" estimate (Terrel '90)
% Modified similarly to ROT for multivariate densities
% Use ksizeMSP(X,1) to force use of stddev. instead of