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/375212/9369088
m pcr.m
function [t,p,b,ssq,eigs] = pcr1(x,y,pc)
%PCR Principal components regression for multivariate y.
% The inputs are the matrix of predictor variables (x),
% vector or matrix of predicted variable
www.eeworm.com/read/362246/10009854
pl references.pl
{
"Anderson62" =>"T.W.Anderson and R.R.Bahadur. Classification into two
multivariate normal distributions with differrentia covariance matrices.
Anals of Mathematical Statistics, 33:420--431, Ju
www.eeworm.com/read/361768/10036519
m scalar_bekk_mvgarch_likelihood.m
function [LLF,likelihoods,Ht]=scalar_bekk_likelihood(parameters,errors,p,q,k,k2,t);
% PURPOSE:
% To Estimate a scalar BEKK multivariate GARCH likelihood.
%
%
% USAGE:
% [LLF,likeliho
www.eeworm.com/read/361768/10036521
m full_bekk_mvgarch_likelihood.m
function [LLF,likelihoods,Ht]=diagonal_bekk_likelihood(parameters,errors,p,q,k,k2,t);
% PURPOSE:
% To Estimate a full BEKK multivariate GARCH likelihood.
%
% USAGE:
% [LLF,likelihoods,
www.eeworm.com/read/361768/10036523
m diagonal_bekk_mvgarch_likelihood.m
function [LLF,likelihoods,Ht]=diagonal_bekk_likelihood(parameters,errors,p,q,k,k2,t);
% PURPOSE:
% To Estimate a diagonal BEKK multivariate GARCH likelihood.
%
% USAGE:
% [LLF,likelihood
www.eeworm.com/read/361768/10036541
m diagonal_bekk_t_likelihood.m
function [LLF,likelihoods,Ht]=diagonal_bekk_likelihood(parameters,errors,p,q,k,k2,t);
% PURPOSE:
% To Estimate a diagonal BEKK multivariate GARCH likelihood.
%
% USAGE:
% [LLF,likeliho
www.eeworm.com/read/361768/10036545
m diagonal_bekk_t_est_likelihood.m
function [LLF,likelihoods,Ht]=diagonal_bekk_likelihood(parameters,errors,p,q,k,k2,t);
% PURPOSE:
% To Estimate a diagonal BEKK multivariate GARCH likelihood.
%
%
% USAGE:
% [LLF,like
www.eeworm.com/read/360995/10069938
m fastmcd.m
function [res,raw]=fastmcd(data,options);
% version 22/12/2000, revised 19/01/2001, new reweighted correction factors and old cutoff 9/07/2001
%
% FASTMCD computes the MCD estimator of a multivariate
www.eeworm.com/read/281020/10272156
m snn.m
% SNN - Creates forecasts of a time series on t+1 using multivariate nearest neighbor algorithm.
%
% REQUIRES MREGRESS.M FILE available at http://www.mathworks.com/matlabcentral/fileexchange/l
www.eeworm.com/read/280595/10311495
pl references.pl
{
"Anderson62" =>"T.W.Anderson and R.R.Bahadur. Classification into two
multivariate normal distributions with differrentia covariance matrices.
Anals of Mathematical Statistics, 33:420--431, Ju