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Zdravko Botev


University of New South Wales

Last seen: 9 giorni fa Attivo dal 2015

Followers: 4   Following: 0

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Professional Interests: Monte Carlo methods and algorithms; For more info, see http://web.maths.unsw.edu.au/~zdravkobotev/

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Inviato


Kernel Density Estimator for High Dimensions
fast multivariate kernel density estimation for high dimensions

oltre 9 anni fa | 3 download |

5.0 / 5
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adaptive kernel density estimation in one-dimension
fast and reliable adaptive kernel density estimator

oltre 9 anni fa | 4 download |

5.0 / 5
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Inviato


Fractional Brownian motion generator
Generates fractional Brownian motion with a given Hurst parameter using the FFT.

oltre 9 anni fa | 3 download |

5.0 / 5
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Inviato


Normal Quantile with Precision
computes the normal quantile function with high precision for extreme values in the tail

oltre 9 anni fa | 1 download |

0.0 / 5
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Inviato


Truncated Normal Generator
truncated normal generator

oltre 9 anni fa | 2 download |

4.6 / 5
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Inviato


Truncated Normal and Student's t-distribution toolbox
Perfect simulation from the truncated (multivariate) normal and student's t-distribution.

oltre 9 anni fa | 4 download |

5.0 / 5
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Inviato


Fractional Brownian field or surface generator
Fast simulation of fractional Brownian surface on unit disk, with Hurst parameter 'H'.

oltre 9 anni fa | 1 download |

5.0 / 5
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Inviato


Circulant Embedding method for generating stationary Gaussian field
Fast simulation of Gaussian random fields via the Fast Fourier Transform

quasi 10 anni fa | 1 download |

5.0 / 5
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Inviato


kernel density estimation
fast and accurate state-of-the-art bivariate kernel density estimator

quasi 10 anni fa | 17 download |

4.4 / 5
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Inviato


Kernel Density Estimator
Reliable and extremely fast kernel density estimator for one-dimensional data

quasi 10 anni fa | 14 download |

4.7 / 5
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Inviato


Truncated Multivariate Normal Generator
(perfect) sampling from the truncated multivariate normal density

circa 10 anni fa | 1 download |

5.0 / 5
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Inviato


Multivariate normal cumulative distribution (QMC)
state-of-the-art algorithm for computing the multivariate normal cdf in medium dimensions

circa 10 anni fa | 2 download |

0.0 / 5
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Inviato


Multivariate normal cumulative distribution
state-of-the-art algorithm for computing the multivariate normal cdf in high dimensions

circa 10 anni fa | 2 download |

5.0 / 5
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