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updated 6 months ago

Constrained cubic spline approximation by Janos Abonyi

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




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updated 6 months ago

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

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 7 months 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 2 years ago

Kalman Filter Package by Brian Moore

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




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