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