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/448350/7534368
m gausprod.m
function [g,u,k]=gausprod(m,c,e)
%GAUSPROD calculates a product of gaussians [G,U,K]=(M,C)
% calculates the product of n d-dimensional multivariate gaussians
% this product is itself a gaussian
%
www.eeworm.com/read/448350/7534515
m lognmpdf.m
function p=lognmpdf(x,m,v)
%LOGNMPDF calculate pdf of a multivariate lognormal distribution P=(X,M,V)
%
% Inputs: X(N,D) are the points at which to calculate the pdf (one point per row)
%
www.eeworm.com/read/440750/7682127
m gausprod.m
function [g,u,k]=gausprod(m,c,e)
%GAUSPROD calculates a product of gaussians [G,U,K]=(M,C)
% calculates the product of n d-dimensional multivariate gaussians
% this product is itself a gaussian
%
www.eeworm.com/read/440750/7682273
m lognmpdf.m
function p=lognmpdf(x,m,v)
%LOGNMPDF calculate pdf of a multivariate lognormal distribution P=(X,M,V)
%
% Inputs: X(N,D) are the points at which to calculate the pdf (one point per row)
%
www.eeworm.com/read/299459/7849883
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/198546/7928777
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/198546/7928780
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/198546/7928786
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/198546/7928821
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/198546/7928831
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