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/362500/9995967
m figmerit.m
function [nas,nnas,sens,sel,nfnas] = figmerit(x,y,Rhat)
%FIGMERIT Analytical figures of merit for multivariate calibration
% Calculates analytical figures of merit for PLS and PCR models.
% The i
www.eeworm.com/read/361768/10036518
m o_mvgarch.m
function [parameters, Ht, stdresid, stderrors, A, B, weights, principalcomponets, cumR2]=o_mvgarch(data, numfactors,archP,garchQ);
% PURPOSE:
% Estimates a multivariate GARCH model using Ort
www.eeworm.com/read/361768/10036549
m full_bekk_t_mvgarch.m
function [parameters, loglikelihood, Ht, likelihoods, stdresid, stderrors, A, B, scores] = full_bekk_T_mvgarch(data,p,q, BEKKoptions);
% PURPOSE:
% To Estimate a full BEKK multivariate GARCH m
www.eeworm.com/read/270548/11033299
m normalizedata_min0.m
function [normData, shifts] = normalizeData_min0(data)
% Normalizes a multivariate dataset data (where each data vector is a row in data)
% by shifting such that in each column the min becomes 0.
www.eeworm.com/read/449504/7502684
m o_mvgarch.m
function [parameters, Ht, stdresid, stderrors, A, B, weights, principalcomponets, cumR2]=o_mvgarch(data, numfactors,archP,garchQ);
% PURPOSE:
% Estimates a multivariate GARCH model using Ort
www.eeworm.com/read/449504/7502706
m full_bekk_t_mvgarch.m
function [parameters, loglikelihood, Ht, likelihoods, stdresid, stderrors, A, B, scores] = full_bekk_T_mvgarch(data,p,q, BEKKoptions);
% PURPOSE:
% To Estimate a full BEKK multivariate GARCH m
www.eeworm.com/read/446117/7585302
c likelihood_mvgm.c
/* likelihood_mvgm
Compute the likelihood of a Multivariate Gaussian Mixture L(Z|x) where x = (M , S)
Usage L = likelihood_mvgm(Z , M , S , [P]);
------
Inputs
www.eeworm.com/read/198970/7900267
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
www.eeworm.com/read/198546/7928776
m o_mvgarch.m
function [parameters, Ht, stdresid, stderrors, A, B, weights, principalcomponets, cumR2]=o_mvgarch(data, numfactors,archP,garchQ);
% PURPOSE:
% Estimates a multivariate GARCH model using Ort
www.eeworm.com/read/198546/7928839
m full_bekk_t_mvgarch.m
function [parameters, loglikelihood, Ht, likelihoods, stdresid, stderrors, A, B, scores] = full_bekk_T_mvgarch(data,p,q, BEKKoptions);
% PURPOSE:
% To Estimate a full BEKK multivariate GARCH m