Zdravko Botev

University of New South Wales

Last seen: 3 mesi fa | Attivo dal 2015

Followers: 1 Following: 0

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

Statistiche

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

oltre 7 anni fa | 5 download |

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

oltre 7 anni fa | 8 download |

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

quasi 8 anni fa | 3 download |

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

quasi 8 anni fa | 1 download |

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Truncated Normal Generator
truncated normal generator

quasi 8 anni fa | 5 download |

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

circa 8 anni fa | 5 download |

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

circa 8 anni fa | 4 download |

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

circa 8 anni fa | 3 download |

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

oltre 8 anni fa | 34 download |

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

oltre 8 anni fa | 21 download |

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

oltre 8 anni fa | 5 download |

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

oltre 8 anni fa | 1 download |

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

oltre 8 anni fa | 1 download |

Zdravko Botev

University of New South Wales

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