搜索资源列表
covar
- 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.
covar
- 飞行器轨迹仿真算法的研究中的GPS程序
COVAR
- matlab source code from mathworks
fit_mix_2D_gaussian
- 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
CoVaR-Copula
- 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
代码--运行前阅读readme
- 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)
Copula-CoVaR R 操作说明 zhang
- GARCH-Copula-VaR R代码操作说明(GARCH-Copula-VaR R code)
Copula-CoVaR操作说明
- Copula-CoVaR操作说明,多种copula都可