Description: A series of .c and .m files which allow one to perform univariate and bivariate wavelet analysis of discrete time series. Noother wavelet package is necessary -- everything is contained in this archive. The C-code computes the DWT and maximal overlap DWT. MATLAB routines are then used to compute such quantities as the wavelet variance, covariance, correlation, cross-covariance and cross-correlation. Approximate confidence intervals are available for all quantities except the cross-covariance and cross-correlation.
A set of commands is provided. For a description of this example, please see http://www.eurandom.tue.nl/whitcher/software/. Platform: |
Size: 38711 |
Author:yupenghui |
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Description: A series of .c and .m files which allow one to perform univariate and bivariate wavelet analysis of discrete time series. Noother wavelet package is necessary -- everything is contained in this archive. The C-code computes the DWT and maximal overlap DWT. MATLAB routines are then used to compute such quantities as the wavelet variance, covariance, correlation, cross-covariance and cross-correlation. Approximate confidence intervals are available for all quantities except the cross-covariance and cross-correlation.
A set of commands is provided. For a description of this example, please see http://www.eurandom.tue.nl/whitcher/software/. -A series of. C and. M files which allow one to perform univariate and bivariate wavelet analysis of discrete time series. Noother wavelet package is necessary- everything is contained in this archive. The C-code computes the DWT and maximal overlap DWT. MATLAB routines are then used to compute such quantities as the wavelet variance, covariance, correlation, cross-covariance and cross-correlation. Approximate confidence intervals are available for all quantities except the cross-covariance and cross-correlation.A set of commands is provided . For a description of this example, please see http://www.eurandom.tue.nl/whitcher/software/. Platform: |
Size: 37888 |
Author:yupenghui |
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Description: 时间序列copula工具箱，包含密度函数，分布函数，对数似然函数等等，主要正对二元copula-This zip file contains a collection of Matlab functions for research on copulas for financial time series. Some simple example code is given in copula_example_code.m . A table of contents is given in contents.xls . Briefly, the toolbox contains CDFs, PDFs, log-likelihoods and random number generators for many common bivariate copulas, including the Clayton, Gumbel, Normal, Student s t, Frank, Plackett and symmetrised Joe-Clayton (SJC) copulas. Basic code for time-varying Normal, Gumbel and SJC copulas is included. Platform: |
Size: 1191936 |
Author:吴云 |
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Description: 本文件包含Metropolis算法对函数进行抽样;显示生成样本的相关图和直方图. 其中文件：metropolis_hastings.m该文件包含4个示例，用于通过Metropolis-Hastings算法对复杂函数进行抽样，显示生成样本的相关图和直方图。metropolis_hastings2.m
包含一个例子，用于通过Metropolis-Hastings算法对双变量高斯PDF进行采样，显示生成样本的相关图和直方图，以及其轮廓和边缘PDF的函数等。(This program develops a very basic example, for the sampling of functions by means of Metropolis algorithm; showing the correlograms and the histogram of the generated samples. metropolis_hastings.m. This file contains four examples, for the sampling of complex functions by means of Metropolis-Hastings algorithm, showing the correlograms and the histograms of the generated samples. In this case the proposals PDF its no longer symmetric. Additionally, the burn-in period, the lag period and the Geweke test have been implemented.It needs the "MH_routine.m" function.
metropolis_hastings2.m. This file contains one example, for the sampling of a bivariate Gaussian PDF by means of Metropolis-Hastings algorithm, showing the correlograms and the histograms of the generated samples, and the function with its contours and marginals PDF. Additionally, the burn-in period, the lag period and the Geweke test have been implemented.) Platform: |
Size: 11264 |
Author:3Radiant
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Description: 生成一元分布随机数、蒙特卡洛方法；正态总体参数的检验；描述性统计量等(Generating a bivariate distribution, random numbers, Monte Carlo methods, testing of normal population parameters, descriptive statistics, etc.) Platform: |
Size: 290816 |
Author:ferryman
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Description: 计算matlab相关，可以使用，调试成功(this code is used for calculating copula of multivariate or bivariate cases.) Platform: |
Size: 177152 |
Author:胡夏夏
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Description: 对于双变量H-fox的计算举例，在文章的最后，给出了关于双变量H-fox函数的计算的MATLAB代码。(For the example of the calculation of bivariate H-fox, at the end of the article, we give the MATLAB code for the calculation of the bivariate H-fox function.) Platform: |
Size: 473088 |
Author:jhoe
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