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