楼主: qwaszxgecl
2555 3

求较新版的统计工具箱 [推广有奖]

  • 0关注
  • 0粉丝

高中生

65%

还不是VIP/贵宾

-

威望
0
论坛币
118 个
通用积分
0
学术水平
0 点
热心指数
0 点
信用等级
0 点
经验
184 点
帖子
25
精华
0
在线时间
31 小时
注册时间
2009-1-17
最后登录
2011-6-30

楼主
qwaszxgecl 发表于 2009-12-21 07:01:12 |AI写论文

+2 论坛币
k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群
赵安豆老师微信:zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

感谢您参与论坛问题回答

经管之家送您两个论坛币!

+2 论坛币
原来的Statistics Toolbox似乎太老了,想用的命令mvtpdf 和copulafit都没有,
谁有较新版本的,有这两命令的即可,可否发给我:qwaszxgecl@hotmail.com
谢谢了!
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

关键词:统计工具箱 统计工具 工具箱 Statistics copulafit 统计 工具箱

沙发
tmdxyz 发表于 2009-12-21 07:41:37
MVTPDF Multivariate t probability density function (pdf).
    Y = MVTPDF(X,C,DF) returns the probability density of the multivariate t
    distribution with correlation parameters C and degrees of freedom DF,
    evaluated at each row of X.  Rows of the N-by-D matrix X correspond to
    observations or points, and columns correspond to variables or
    coordinates.  Y is an N-by-1 vector.

    C is a symmetric, positive definite, D-by-D matrix, typically a
    correlation matrix.  If its diagonal elements are not 1, MVTPDF scales
    C to correlation form.  DF is a scalar, or a vector with N elements.
  
    Example:

       C = [1 .4; .4 1]; df = 2;
       [X1,X2] = meshgrid(linspace(-2,2,25)', linspace(-2,2,25)');
       X = [X1(:) X2(:)];
       p = mvtpdf(X, C, df);
       surf(X1,X2,reshape(p,25,25));

    See also mvnpdf, mvtcdf, mvtrnd, tpdf.

    Reference page in Help browser
       doc mvtpdf

藤椅
tmdxyz 发表于 2009-12-21 07:42:41
COPULAFIT Fit a parametric copula to data.
    RHOHAT = COPULAFIT('Gaussian', U) returns an estimate RHOHAT of the matrix
    of linear correlation parameters for a Gaussian copula, given data in U.  U
    is an N-by-P matrix of values in (0,1), representing N points in the
    P-dimensional unit hypercube.

    [RHOHAT, NUHAT] = COPULAFIT('t', U) returns an estimate RHOHAT of the matrix
    of linear correlation parameters for a t copula, and an estimate NUHAT of
    the degrees of freedom parameter, given data in U.  U is an N-by-P matrix of
    values in (0,1), representing N points in the P-dimensional unit hypercube.

    [RHOHAT, NUHAT, NUCI] = COPULAFIT('t', U) returns an approximate 95%
    confidence interval for the degrees of freedom parameter for a t copula,
    given data in U.

    PARAMHAT = COPULAFIT(FAMILY, U) returns an estimate PARAMHAT of the copula
    parameter for an Archimedean copula specified by FAMILY, given data in U.  U
    is an N-by-2 matrix of values in (0,1), representing N points in the unit
    square.  FAMILY is 'Clayton', 'Frank', or 'Gumbel'.

    [PARAMHAT, PARAMCI] = COPULAFIT(FAMILY, U) returns an approximate 95%
    confidence interval for the copula parameter from an Archimedean copula
    specified by FAMILY, given data in U.

    [...] = COPULAFIT(..., 'Alpha', ALPHA) returns an approximate 100(1-ALPHA)%
    confidence interval for the parameter estimate.

    COPULAFIT uses maximum likelihood to fit the copula to U.  When U contains
    data transformed to the unit hypercube by parametric estimates of their
    marginal cumulative distribution functions, this is known as the Inference
    Functions for Margins (IFM) method.  When U contains data transformed by
    the empirical CDF, this is known as Canonical Maximum Likelihood (CML).

    [...] = COPULAFIT('t', U, ..., 'Method', 'ApproximateML') fits a t copula by
    maximizing an objective function, as suggested by Bouye et al., that
    approximates the profile log-likelihood for the degrees of freedom parameter
    nu, for large sample sizes.  This method can be significantly faster than
    using maximum likelihood, however, it should be used with caution because
    the estimates and confidence limits may not be accurate for small or
    moderate sample sizes.  COPULAFIT('t', U, ..., 'Method', 'ML') is equivalent
    to the default maximum likelihood fit.

    [...] = COPULAFIT(..., 'Options', OPTIONS) specifies control parameters for
    the iterative algorithm used to compute estimates.  This argument can be
    created by a call to STATSET.  See STATSET('copulafit') for parameter names
    and default values.  This argument does not apply to the 'Gaussian' family.

    See also ecdf, copulacdf, copulapdf, copularnd.

    Reference page in Help browser
       doc copulafit

板凳
qwaszxgecl 发表于 2009-12-21 08:34:38
用法我知道啊,Matlab主页上也有,我想要相关函数!!就是相关M文件!!
谢谢

您需要登录后才可以回帖 登录 | 我要注册

本版微信群
加好友,备注cda
拉您进交流群
GMT+8, 2025-12-26 18:41