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/237675/13939021

c mvgmmrnd.c

/* mvgmmrnd.c Draw samples from a mixture of multivariate Gaussian PDF usage: [Z , index] = mvgmmrnd(N , mu , sigma , p , [n1] , ... , [nl]) mu : Mean vector (d x 1 x M x
www.eeworm.com/read/373627/9445835

html cov.trob.html

R: Covariance Estimation for Multivariate t Distribution
www.eeworm.com/read/361768/10036538

m scalar_bekk_t_est_likelihood.m

function [LLF,likelihoods,Ht]=scalar_bekk_T_mvgarch_likelihood(parameters,errors,p,q,k,k2,t); % PURPOSE: % To Estimate a scalar BEKK multivariate GARCH likelihood with T-dist errors. % % USA
www.eeworm.com/read/361768/10036546

m scalar_bekk_t_likelihood.m

function [LLF,likelihoods,Ht]=scalar_bekk_T_mvgarch_likelihood(parameters,errors,p,q,k,k2,t); % PURPOSE: % To Estimate a scalar BEKK multivariate GARCH likelihood with T-dist errors. % % USA
www.eeworm.com/read/449504/7502699

m scalar_bekk_t_est_likelihood.m

function [LLF,likelihoods,Ht]=scalar_bekk_T_mvgarch_likelihood(parameters,errors,p,q,k,k2,t); % PURPOSE: % To Estimate a scalar BEKK multivariate GARCH likelihood with T-dist errors. % % USA
www.eeworm.com/read/449504/7502704

m scalar_bekk_t_likelihood.m

function [LLF,likelihoods,Ht]=scalar_bekk_T_mvgarch_likelihood(parameters,errors,p,q,k,k2,t); % PURPOSE: % To Estimate a scalar BEKK multivariate GARCH likelihood with T-dist errors. % % USA
www.eeworm.com/read/446117/7585301

c em_ghmm.c

/* em_ghmm : Expectation-Maximization algorithm for a HMM with Multivariate Gaussian measurements Usage ------- [logl , PI , A , M , S] = em_ghmm(Z , PI0 , A0 , M0 , S0 , [optio
www.eeworm.com/read/198546/7928811

m scalar_bekk_t_est_likelihood.m

function [LLF,likelihoods,Ht]=scalar_bekk_T_mvgarch_likelihood(parameters,errors,p,q,k,k2,t); % PURPOSE: % To Estimate a scalar BEKK multivariate GARCH likelihood with T-dist errors. % % USA
www.eeworm.com/read/198546/7928835

m scalar_bekk_t_likelihood.m

function [LLF,likelihoods,Ht]=scalar_bekk_T_mvgarch_likelihood(parameters,errors,p,q,k,k2,t); % PURPOSE: % To Estimate a scalar BEKK multivariate GARCH likelihood with T-dist errors. % % USA
www.eeworm.com/read/343762/11928522

m mvaar.m

function [x,e,Kalman,Q2] = mvaar(y,p,UC,mode,Kalman) % Multivariate (Vector) adaptive AR estimation base on a multidimensional % Kalman filer algorithm. A standard VAR model (A0=I) is implemented. The