Visualizing the Propagation of Risk

Versione 1.0.0.0 (12,6 KB) da Attilio Meucci
Square-root rule diffusion for location-dispersion ellipsoid
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Aggiornato 12 mag 2011

Visualizza la licenza

To walk through the code and for a thorough description, refer to
A. Meucci (2010), "Visualizing the Propagation of Risk: Square-Root Rule, Covariances and Ellipsoids"
Latest version of article and code available at http://symmys.com/node/137

Cita come

Attilio Meucci (2025). Visualizing the Propagation of Risk (https://www.mathworks.com/matlabcentral/fileexchange/31425-visualizing-the-propagation-of-risk), MATLAB Central File Exchange. Recuperato .

Compatibilità della release di MATLAB
Creato con R2010b
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Meucci_MultivariatePropagation/

Versione Pubblicato Note della release
1.0.0.0