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Alexander


Last seen: environ un an il y a |  Actif depuis 2015

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A soumis


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

environ 7 ans il y a | 6 téléchargements |

A soumis


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

plus de 8 ans il y a | 1 téléchargement |

A soumis


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

plus de 8 ans il y a | 3 téléchargements |

A soumis


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

plus de 8 ans il y a | 1 téléchargement |

A soumis


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

presque 9 ans il y a | 12 téléchargements |

A soumis


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

presque 9 ans il y a | 13 téléchargements |

A soumis


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

presque 9 ans il y a | 1 téléchargement |

A soumis


Jacobian toolbox
Includes three routines that yield Jacobian estimates.

presque 9 ans il y a | 10 téléchargements |

A soumis


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

presque 9 ans il y a | 3 téléchargements |