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Alexander


Last seen: circa un anno fa |  Attivo dal 2015

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Inviato


Sparse Grid Interpolation
Employs Smolyak styled grids for sparse interpolation which helps with the curse of dimensionality.

circa 7 anni fa | 6 download |

Inviato


KernelCondDensity
Multidimensional kernel density estimation with optimal and asymptotically optimal bandwidth choices

oltre 8 anni fa | 1 download |

Inviato


piecewise cubic spline interpolation
Obtains a piecewise cubic spline from a function, and a function to obtain derivatives is included.

oltre 8 anni fa | 3 download |

Inviato


Nonlinear Threshold Tests
Implements a Wald-like test for a nonlinear threshold model.

oltre 8 anni fa | 1 download |

Inviato


Levenberg-Marquardt toolbox
Levenberg-Marquardt algorithm with Broyden updates, box constraints and argument passing.

quasi 9 anni fa | 12 download |

Inviato


Monte-Carlo integration
MC integration of n-dimensional integral with stratified and antithetic sampling

quasi 9 anni fa | 13 download |

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Contractions - algorithm and example for nested fixed points
Contractions applies the iterative scheme to a fixed-point problem. Plus, there are some examples.

quasi 9 anni fa | 1 download |

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Jacobian toolbox
Includes three routines that yield Jacobian estimates.

quasi 9 anni fa | 10 download |

Inviato


integral2_adapt(f,varargin)
This function integrates over 2 dimensional domain with possibly infinite bounds.

quasi 9 anni fa | 3 download |