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Zdravko Botev


University of New South Wales

Last seen: 2 mesi fa |  Attivo dal 2015

Followers: 3   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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Kernel Density Estimator for High Dimensions
fast multivariate kernel density estimation for high dimensions

oltre 8 anni fa | 6 download |

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

oltre 8 anni fa | 4 download |

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

oltre 8 anni fa | 4 download |

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

quasi 9 anni fa | 2 download |

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Truncated Normal Generator
truncated normal generator

quasi 9 anni fa | 4 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 9 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 9 anni fa | 1 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 9 anni fa | 5 download |

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

circa 9 anni fa | 31 download |

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

circa 9 anni fa | 22 download |

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

oltre 9 anni fa | 4 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 9 anni fa | 2 download |

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

oltre 9 anni fa | 3 download |

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