Esitmation of Multivariate Generalized Hyperbolic Distributions (MGHD)

Versione 1.0.0.0 (6,4 KB) da Saket Sathe
This program uses a multi-cycle Expectation-Conditional Maximization algorithm to estimate parametes
2.7
(7)
2,2K download
Aggiornato 19 giu 2006

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I have tested this code for a 15-dim MGHD PDF. Please take a look at the README for further details.

Cita come

Saket Sathe (2025). Esitmation of Multivariate Generalized Hyperbolic Distributions (MGHD) (https://it.mathworks.com/matlabcentral/fileexchange/11458-esitmation-of-multivariate-generalized-hyperbolic-distributions-mghd), MATLAB Central File Exchange. Recuperato .

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Creato con R13
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multiGHD_mcecm/

Versione Pubblicato Note della release
1.0.0.0