源码文件
/* Change this to reflect the apropriate header file */ #include #include "mex.h" /* * garchcore.c - * This is a helper fu…
HT-IDE3000 源代码
汇集 HT-IDE3000 相关的电路原理图、PCB工程文件、单片机/FPGA源代码、数据手册与应用设计方案。
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源码文件
/* Change this to reflect the apropriate header file */ #include "mex.h" #include /* * garchcore.c - * This is a helper fu…
源码文件
/* Change this to reflect the apropriate header file */ #include #include "mex.h" // #include "c:\matlabr12\extern\include\mex…
源码文件
/* Change this to reflect the apropriate header file */ #include #include "mex.h" /* * garchcore.c - * This is a helper fu…
源码文件
/* Change this to reflect the apropriate header file */ #include #include "mex.h" /* * egarchcore.c - * This is a helper f…
源码文件
function [LLF,likelihoods,Ht]=scalar_bekk_likelihood(parameters,errors,p,q,k,k2,t); % PURPOSE: % To Estimate a scalar BEKK …
源码文件
function [LLF,likelihoods,Ht]=diagonal_bekk_likelihood(parameters,errors,p,q,k,k2,t); % PURPOSE: % To Estimate a full BEKK …
源码文件
function [LLF,likelihoods,Ht]=diagonal_bekk_likelihood(parameters,errors,p,q,k,k2,t); % PURPOSE: % To Estimate a diagonal BE…
源码文件
function [data, Ht] = scalar_bekk_simulate(t,k,parameters,p,q); % PURPOSE: % To simulate a scalar BEKK multivariate GARCH mo…
源码文件
function [data, Ht] = diagonal_bekk_simulate(t,k,parameters,p,q); % PURPOSE: % To simulate a diagonal BEKK multivariate GARC…