yesyrup

Score: 196
Uploads: 5
Downloads: 4
Create time: 2020-08-01 22:38:47

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multiple imputation.rar - r语言multiple imputation
jackknife.rar - jackknife and n out of n的函数
bootstrap.rar - 用r语言进行bootstrap的几个例子
method.rar - R语言下完全随机缺失条件下分类随机变量数据缺失插补方法的比较
electricity system.rar - 模拟简易的宿舍电费收缴过程,包含触发器过程。

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m_break.zip - his is a direct and complete translation of the Gauss codes of Bai, J. and P. Perron (1998) Estimating and Testing Linear Models with Multiple Structural Changes Econometrica, vol 66, 47-78 and Bai, J. and P. Perron (2003) Computation and Analysis of Multiple Structural Change Models Journal of Applied Econometrics, 18, 1-22, provided by Pierre Perron (version 3, October 11, 2004). All the notice in the original Gaiss codes remain valid. For users, run brcode.m . The procedure is explained in the same m file and in each function file. June 20, 2012 Yohei Yamamoto Email: yohei.yamamoto@econ.hit-u.ac.jp
ICSS-master.zip - Inclan和 Tiao提出了迭代累积平方和算法(Iterative Cumulative Sums of Squares,ICSS)。该算法假定均值残差服 从正态独立同分布,通过构造刀统计量,对时间序列中的多个方差结构性变点进行测量。
ICSS.rar - 累计迭代平方和,运用于icss算法的实现,matlab软件直接运行即可
ICSS.zip - 时间序列模型icss算法找到方差结构突变点得到变点的位置和个数

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