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GAS_factor_copula_toolbox_17feb16
- 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 c
metropolis_hastings
- 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
《MATLAB统计分析与应用1》
- 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, descr iptive statistics, etc.)
copula-master
- 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.)
B_Copula_density
- matlab code for Bivariate Clayton Copula, Bivariate Frank Copula, Bivariate Gaussian Copula, Bivariate Gumbel Copula, Bivariate Student Copula with plot