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/422591/10626990
rd binning.rd
\name{binning}
\alias{binning}
\title{Linear binning for multivariate data}
\description{
Linear binning for 1- to 4-dimensional data.
}
\usage{
binning(x, H, h, bgridsize, xmin, xmax, supp=3.7)
}
www.eeworm.com/read/451547/7461987
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
www.eeworm.com/read/449504/7502692
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/449504/7502693
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/449504/7502700
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/449504/7502707
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/198546/7928792
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/198546/7928795
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/198546/7928816
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/198546/7928842
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