Brian Liswell

Last seen: 27 days ago | Active since 2014

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Submitted

Shape_Projection_Filter
Performs match based filtering to remove a varying magnitude shape from a vector

4 years ago | 1 download |

Submitted

HY_cov(tx,ty,x,y,blocksize,y_t_offset)
Implements the Hayashi-Yoshida Covariance (2005) for the two asynchronous time series x,y

7 years ago | 1 download |

Submitted

Fast Third Order Cross-Cumulant calculation
Performs a fast third order cross cumulant calculation between the three vectors (x,y,z).

9 years ago | 2 downloads |

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