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/393518/8281138
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/411674/11233522
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/265721/11255764
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/237675/13939074
m ce_mvgm.m
function [loglt , M_opt , S_opt , p_opt ] = ce_mvgm(Z , option);
% Stochastic Maximum Likelihood optimization with a Cross Entropy (CE) algorithm for
% a Multivariate Gaussian mixture estimation a
www.eeworm.com/read/204456/15339286
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/361768/10036525
m scalar_bekk_simulate.m
function [data, Ht] = scalar_bekk_simulate(t,k,parameters,p,q);
% PURPOSE:
% To simulate a scalar BEKK multivariate GARCH model.
%
% USAGE:
% [data, Ht] = scalar_bekk_simulate(t,paramet
www.eeworm.com/read/361768/10036526
m diagonal_bekk_simulate.m
function [data, Ht] = diagonal_bekk_simulate(t,k,parameters,p,q);
% PURPOSE:
% To simulate a diagonal BEKK multivariate GARCH model.
%
% USAGE:
% [data, Ht] = diagonal_bekk_simulate(t,p
www.eeworm.com/read/361768/10036540
m full_bekk_t_est_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 with T errors.
%
% USAGE:
% [LL
www.eeworm.com/read/361768/10036551
m full_bekk_t_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 with T errors.
%
% USAGE:
% [LL
www.eeworm.com/read/360995/10070114
m gausspdf.m
function [y,d2] = gausspdf(x,mu,sigma,lambda)
%GAUSSPDF Multivariate Gaussian probability density function
%
% Y = GAUSSPDF(X,MU,SIGMA)
%
% High dimensional version of normpdf. Given the mean MU an