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sova0
- This function implememts Soft Output Viterbi Algorithm in trace back mode Input: rec_s: scaled received bits. rec_s(k) = 0.5 * L_c(k) * y(k) L_c = 4 * a * Es/No, reliability value of the channel y: received bits g: encoder generato
VaR、ES
- VaR和ES计算的计量经济学方法,VaR的计算得方法以及ES的计算方法(> da=read.table("d-ibm-0110.txt",header=T) > xt=-log(da$return+1) > install.packages("fGarch") > library(fGarch) > m1=garchFit(~garch(1,1),data=xt,trace=F) > m1)