| Files Posted by Panagiotis |
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| Updated |
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File |
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Downloads (last 30 days) |
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| 26 Sep 2006 |
|
Multivariate NIG fit It fits a multivariate normal inverse gaussian distribution to your data
Author: Panagiotis Braimakis |
finance, modeling, analysis, mcmc, multivariate normal i... |
6 |
0 |
|
| 27 Sep 2005 |
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NIG MCMC fit This function implements the Gibbs scheme of Karlis and Lillestol (2004).
Author: Panagiotis Braimakis |
statistics, probability, normal inverse gaussi..., mcmc, gibbs |
4 |
0 |
|
| 28 Mar 2005 |
|
Simulation of stochastic processes and parameter estimation of 1-F interest rate models Completed as a part of an assignment by Dionysia Angelakopoulou, Melina Esoglou & PB
Author: Panagiotis Braimakis |
ewma, interest rate paramet..., analysis, finance, garch, brownian |
12 |
8 |
3.3 |
3 ratings
|
| 24 Mar 2005 |
|
MLE for two Normal Mixtures using EM- algorithm Illustration of EM algorithm for parameter estimation of Bimodal univariate distributions ...
Author: Panagiotis Braimakis |
statistics, probability, em, mle, miixtures, normal |
9 |
4 |
3.3 |
3 ratings
|
| 15 Jul 2003 |
|
EM Algorithm for Clustering (EMfc.m) EM for clustering ...
Author: Panagiotis Braimakis |
em, clustering, statistics, probability, segmentation |
39 |
10 |
3.6 |
7 ratings
|
| Files Tagged by Panagiotis |
View all
|
| Updated |
|
File |
Tags |
Downloads (last 30 days) |
Comments |
Rating |
| 26 Sep 2006 |
|
Multivariate NIG fit It fits a multivariate normal inverse gaussian distribution to your data
Author: Panagiotis Braimakis |
finance, modeling, analysis, mcmc, multivariate normal i... |
6 |
0 |
|
| 27 Sep 2005 |
|
NIG MCMC fit This function implements the Gibbs scheme of Karlis and Lillestol (2004).
Author: Panagiotis Braimakis |
statistics, probability, normal inverse gaussi..., mcmc, gibbs |
4 |
0 |
|
| 28 Mar 2005 |
|
Simulation of stochastic processes and parameter estimation of 1-F interest rate models Completed as a part of an assignment by Dionysia Angelakopoulou, Melina Esoglou & PB
Author: Panagiotis Braimakis |
ewma, interest rate paramet..., analysis, finance, garch, brownian |
12 |
8 |
3.3 |
3 ratings
|
| 24 Mar 2005 |
|
MLE for two Normal Mixtures using EM- algorithm Illustration of EM algorithm for parameter estimation of Bimodal univariate distributions ...
Author: Panagiotis Braimakis |
statistics, probability, em, mle, miixtures, normal |
9 |
4 |
3.3 |
3 ratings
|
| 15 Jul 2003 |
|
EM Algorithm for Clustering (EMfc.m) EM for clustering ...
Author: Panagiotis Braimakis |
em, clustering, statistics, probability, segmentation |
39 |
10 |
3.6 |
7 ratings
|
|