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Zdravko Botev


University of New South Wales

Last seen: 11 mois il y a Actif depuis 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

plus de 8 ans il y a | 3 téléchargements |

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

plus de 8 ans il y a | 7 téléchargements |

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

plus de 8 ans il y a | 4 téléchargements |

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

plus de 8 ans il y a | 1 téléchargement |

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Truncated Normal Generator
truncated normal generator

plus de 8 ans il y a | 8 téléchargements |

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Truncated Normal and Student's t-distribution toolbox
Perfect simulation from the truncated (multivariate) normal and student's t-distribution.

presque 9 ans il y a | 5 téléchargements |

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Fractional Brownian field or surface generator
Fast simulation of fractional Brownian surface on unit disk, with Hurst parameter 'H'.

presque 9 ans il y a | 5 téléchargements |

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Circulant Embedding method for generating stationary Gaussian field
Fast simulation of Gaussian random fields via the Fast Fourier Transform

presque 9 ans il y a | 1 téléchargement |

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

presque 9 ans il y a | 43 téléchargements |

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A soumis


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

presque 9 ans il y a | 23 téléchargements |

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

environ 9 ans il y a | 2 téléchargements |

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Multivariate normal cumulative distribution (QMC)
state-of-the-art algorithm for computing the multivariate normal cdf in medium dimensions

environ 9 ans il y a | 2 téléchargements |

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A soumis


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

environ 9 ans il y a | 3 téléchargements |

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