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updated 1 year ago

Constrained cubic spline approximation by Janos Abonyi

Janos Abonyi (view profile)

Algorithm for incorporating prior knowledge into spline-smoothing of interrelated multivariate data (splinesmoothing, quadratic programming..., multivariate data)




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updated 1 year ago

Multi-dimensional kernel density estimates over periodic domains by Dylan Muir

Dylan Muir (view profile)

This function performs multi-variate kernel density estimates over optionally periodic domains (circular statistics, kernel density estima..., multivariate data)

circ_ksdensityn(mfObservations, mfPDFSamples, mfDomains, ...

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updated 1 year ago

Akaike Causality - Noise Contribution Ratio and Generalized Partial Directed Coherence by Kinfoon Wong

This function plots the Noise Contribution Ratio and the Generalized Partial Directed Coherence. (time series, multivariate data, causality)


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updated 3 years ago

Kalman Filter Package by Brian Moore

Brian Moore (view profile)

Implements Kalman Filter, Extended Kalman Filter, Dual Kalman Filter, and Square Root Kalman Filters (kalman filtering, adaptive filters, signal processing)




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