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Alexander


Last seen: etwa ein Jahr vor |  Aktiv seit 2015

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Gesendet


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

etwa 7 Jahre vor | 6 Downloads |

Gesendet


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

mehr als 8 Jahre vor | 1 Download |

Gesendet


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

mehr als 8 Jahre vor | 3 Downloads |

Gesendet


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

mehr als 8 Jahre vor | 1 Download |

Gesendet


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

fast 9 Jahre vor | 12 Downloads |

Gesendet


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

fast 9 Jahre vor | 13 Downloads |

Gesendet


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

fast 9 Jahre vor | 1 Download |

Gesendet


Jacobian toolbox
Includes three routines that yield Jacobian estimates.

fast 9 Jahre vor | 10 Downloads |

Gesendet


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

fast 9 Jahre vor | 3 Downloads |