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Alexander
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Submitted
Sparse Grid Interpolation
Employs Smolyak styled grids for sparse interpolation which helps with the curse of dimensionality.
ongeveer 7 jaar ago | 6 downloads |
Submitted
KernelCondDensity
Multidimensional kernel density estimation with optimal and asymptotically optimal bandwidth choices
meer dan 8 jaar ago | 1 download |
Submitted
piecewise cubic spline interpolation
Obtains a piecewise cubic spline from a function, and a function to obtain derivatives is included.
meer dan 8 jaar ago | 3 downloads |
Submitted
Nonlinear Threshold Tests
Implements a Wald-like test for a nonlinear threshold model.
meer dan 8 jaar ago | 1 download |
Submitted
Levenberg-Marquardt toolbox
Levenberg-Marquardt algorithm with Broyden updates, box constraints and argument passing.
bijna 9 jaar ago | 12 downloads |
Submitted
Monte-Carlo integration
MC integration of n-dimensional integral with stratified and antithetic sampling
bijna 9 jaar ago | 13 downloads |
Submitted
Contractions - algorithm and example for nested fixed points
Contractions applies the iterative scheme to a fixed-point problem. Plus, there are some examples.
bijna 9 jaar ago | 1 download |
Submitted
Jacobian toolbox
Includes three routines that yield Jacobian estimates.
bijna 9 jaar ago | 10 downloads |
Submitted
integral2_adapt(f,varargin)
This function integrates over 2 dimensional domain with possibly infinite bounds.
bijna 9 jaar ago | 3 downloads |