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matlab-econometric-toolbox
“Applied Econometrics using MATLAB”配套的计量经济Matlab包(MATLAB code for:
1. least-squares, simultaneous systems (2SLS,3SLS, SUR)
2. limited dependent variable (logit, probit, tobit) and Bayesian variants
3. time-series (VAR, BVAR, ECM) estimation and accompanying forecasting functions
4. ridge, Theil-goldberger, switching regimes, robust regression
5. regression diagnostics, e.g. Belsley, Kuh Welsch, Cook-Weisberg
6. cointegration testing
7. statistical distributions (CDF, PDF and random deviate generation)
8. Bayesian Gibbs sampling estimation and MCMC convergence diagnostics
9. maximum likelihood and Bayesian spatial econometrics functions
10. lots of other stuff, over 350 functions)
- 2012-05-06 11:36:11下载
- 积分：1
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featureSelection
利用保留交叉验证(hold-out)的特征选择，有筛选排序的功能，并最终可以输出对应特征下标。(The use of cross-validation reserved (hold-out) feature selection, there is sort of filtering function, and eventually you can output the corresponding feature subscript.)
- 2013-08-11 10:26:17下载
- 积分：1
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blocklms
块LMS算法 相对于逐点计算的LMS算法，块LMS算法具有相对较高的计算效率，同时在一定程度上提高了算法的收敛稳定性(LMS algorithm block-by-point LMS algorithm for computing the block LMS algorithm has a relatively high computational efficiency, while a certain extent, to improve the stability of the algorithm convergence)
- 2015-01-26 11:33:30下载
- 积分：1
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3spots_curve-route_BP-
轻微曲线少量变速条件下的SAR成像算法，3点成像(SAR imaging algorithm curve transmission conditions, 3:00 imaging)
- 2013-04-30 23:20:10下载
- 积分：1
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eye-diagrams
eye diagrams in communication
- 2011-05-18 04:08:14下载
- 积分：1
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p3x
计算大气折射修正，利用分段模型，采用matlab软件编程计算(matlab caculate the refraction of atmoshpere)
- 2021-04-23 20:48:47下载
- 积分：1
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standard KF
标准卡尔曼滤波。在动态 GPS 定位中，Kalman 滤波是最常用的数据处理算法，它是基于观测噪声和动力学模型噪声均是高斯白噪声建立的。(standard KF is common data processing algorithms)
- 2017-09-26 16:30:29下载
- 积分：1
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kmeans
algoritm de calcul kamens
- 2011-04-23 04:26:25下载
- 积分：1
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PFCCM320percent98k50
this is an PFC demo file2.
- 2012-05-14 11:20:34下载
- 积分：1
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kalmanintroduction
In his 1960 famous publication (“A new approach to linear filtering and prediction problems”, Trans.ASME J. Basic Engineering., vol 82, March 1960, pp 34-45), Rudolf Kalman based the construction of the state estimation filter on probability theory, and more specifically, on the properties of conditional Gaussian
random variables. The criterion he proposed to minimize is the state vector covariance norm, yielding to the classical recursion : the new state estimate is deduced from the previous estimation by addition of a correction term proportional to the prediction error (or the innovation of the measured signal).
- 2010-07-08 02:26:01下载
- 积分：1
