Location:
Search - boxcox
Search list
Description: 在matlab环境下编写的boxcox金融计算方法。-Matlab environment in the preparation of the financial boxcox calculation.
Platform: |
Size: 2048 |
Author: thomas du |
Hits:
Description: 这个小程序可以简单的选取回归分析中box-cox变换的lambda值，通过matlab强大的矩阵运算功能可以通过简单比较RSS值的方式来得到lambda，使用时只需要输入实验值矩阵X和Y即可，然后输入minRSS（X，Y）就能简单明了的看到最优变换参数
（这个程序虽然小但是学习回归分析的初学者学习时都会经过这个算法，上载时因为不到1KB所以我又放了个文本格式的）-This little program can select a simple regression analysis of box-cox transformation of lambda values, through the powerful matlab function matrix calculation can be relatively simple way of RSS to get the value of lambda, the use of only need to enter the experimental data matrix X and Y can be , and then enter the minRSS (X, Y) will be able to see the simple optimal transformation parameters
Platform: |
Size: 1024 |
Author: 片羽的精灵 |
Hits:
Description: 课堂作业boxcox变换。在金融中应用广泛。提供给大家参考。-Classwork boxcox transformations. Widely used in finance. Provided for your reference.
Platform: |
Size: 1024 |
Author: wmh |
Hits:
Description: matlab面板数据多元回归方程 boxcox转换代码-boxcox transform code in M-file
Platform: |
Size: 9216 |
Author: 陈祎 |
Hits: