Estimation of Multivariate Generalized Hyperbolic
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Estimation of Multivariate Generalized Hyperbolic Ranking & Summary
File size:
Platform:
Linux / Mac OS / BSD / Solaris
License:
Freeware
Price:
Freeware
Downloads:
26
Date added:
2007-08-15
Publisher:
Saket Sathe
Estimation of Multivariate Generalized Hyperbolic description
Estimation of Multivariate Generalized Hyperbolic is a program that uses a multi-cycle Expectation-Conditional Maximization algorithm to estimate parametes. This code has been tested for a 15-dim MGHD PDF. Please take a look at the README for further details.
Requirements:
- MATLAB Release: R13
- Statistics Toolbox
Estimation of Multivariate Generalized Hyperbolic Screenshot
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Estimation of Multivariate Generalized Hyperbolic Keywords
Multivariate Generalized Hyperbolic
Conditional Maximization
Multivariate Generalized
Multivariate Generalized Hyperbolic Distributions
generalized hyperbolic distributions
financial modeling analysis
Hyperbolic Distributions
to estimate
multivariate
generalized
hyperbolic
estimation
distributions
uses
Estimation of Multivariate Generalized Hyperbolic
Estimation of Multivariate Generalized Hyperbolic
Bookmark Estimation of Multivariate Generalized Hyperbolic
Estimation of Multivariate Generalized Hyperbolic Copyright
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