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updated 3 years ago

Nonparametric Estimation of Regime Switching Data by Moeti Ncube

Methodology from simulated data without any modeling assumptions (markov chain, simulation, nonparametric)

[alpha,beta]=getparams(c,st)

discretesample(p, n)

markovchainmodel.m

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updated almost 6 years ago

Sampling from a discrete distribution by Dahua Lin

The function is to draw samples from an arbitrary discrete distribution. (monte carlo, simulation, sampling)

discretesample(p, n)

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