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