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Description: 用协方差方法估计AR模型参数，进而实现功率谱估计。- Estimates the AR model parameter with 鍗忔柟宸?the method,
then realization power spectrum estimate.
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Size: 22924 |
Author: lkz |
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Description: 飞行器轨迹仿真算法的研究中的ＧＰＳ程序
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Size: 1873 |
Author: tianxingjian |
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Description: 用协方差方法估计AR模型参数，进而实现功率谱估计。- Estimates the AR model parameter with 鍗忔柟宸?the method,
then realization power spectrum estimate.
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Size: 22528 |
Author: lkz |
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Description: 飞行器轨迹仿真算法的研究中的ＧＰＳ程序
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Size: 2048 |
Author: tianxingjian |
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Description: matlab source code from mathworks
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Size: 1024 |
Author: razibaz |
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Description: fit_mix_2D_gaussian - fit parameters for a 2D mixed-gaussian distribution using EM algorithm
format: [u,covar,t,iter] = fit_mix_2D_gaussian( X,M )
input: X - input samples, Nx2 vector
M - number of gaussians which are assumed to compose the distribution
output: u - fitted mean for each gaussian (each mean is a 2x1 vector)
covar - fitted covariance for each gaussian. this is a 2x2xM matrix.
t - probability of each gaussian in the complete distribution
iter - number of iterations done by the function-fit_mix_2D_gaussian - fit parameters for a 2D mixed-gaussian distribution using EM algorithm
format: [u,covar,t,iter] = fit_mix_2D_gaussian( X,M )
input: X - input samples, Nx2 vector
M - number of gaussians which are assumed to compose the distribution
output: u - fitted mean for each gaussian (each mean is a 2x1 vector)
covar - fitted covariance for each gaussian. this is a 2x2xM matrix.
t - probability of each gaussian in the complete distribution
iter - number of iterations done by the function
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Size: 2048 |
Author: resident e |
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Description: 关于CoVaR和Copula的R代码，大部分Copula都可以通过此代码计算对应的CoVaR-You can use this package to estimate the CoVaR based on various copulas
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Size: 25600 |
Author: INSPIRATION001 |
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Description: This paper proposes a novel method of performance assessment for load control system of thermal
power unit. Load control system is the most important multivariable control system. It is necessary to
monitor and uate the performance of it. The performance uation index system based on covar-
iance is defi ned, and the performance uation rules are given. In MATLAB, the double input and
double output object model of the load control system is established, and the dynamic characteristics of-This paper proposes a novel method of performance assessment for load control system of thermal
power unit. Load control system is the most important multivariable control system. It is necessary to
monitor and uate the performance of it. The performance uation index system based on covar-
iance is defi ned, and the performance uation rules are given. In MATLAB, the double input and
double output object model of the load control system is established, and the dynamic characteristics of
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Size: 1143808 |
Author: Gomaa Haroun |
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Description: 单个金融机构系统性风险测度，进而计算市场风险(Systematic Risk Measurement of a Single Financial Institution)
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Size: 343040 |
Author: douchenhui |
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Description: GARCH-Copula-VaR R代码操作说明(GARCH-Copula-VaR R code)
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Size: 44032 |
Author: 高山流水ls |
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Description: 条件在险价值CoVaR介绍。传统风险管理方
法VaR方法定义为金融机构i在1-q的置信水平下
面临的损失价值，即 Pr（Xi
≤ ）=q。如上文所
述，传统VaR方法虽然较好地衡量了一个机构极端
情况下面临的损失，但无法衡量风险的传染扩散程
度及其影响大小。Adian和Brunnermeier（2011）提出
CoVaR 模型，他们将其定义为：在 1-q 的置信水平
下，金融机构 i 损失为 时，金融机构面临的条
件损失价值
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Size: 1096565 |
Author: 1742947707@qq.com |
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