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updated 4 years ago

Basic PCA based log-Likelihood Classifier by Dirk-Jan Kroon

PCA algorithm suitable for detection / recognition of 2D image "objects" (pca, classifier, likelihood)

[Lmean,Gmean,Cgppca,invCgppca,Vtot]=train_model(L,G)

[distanceL,distanceG,LogLikelihood]=apply_model(T,Lmean,G...

example_classifier_ms.m

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updated almost 6 years ago

Exact Negative Log-likelihood of ARMA models via Kalman Filtering by Statovic

Computation of the exact negative log-likelihood of ARMA models using the Kalman Filter (statistics, probability, arma)

arma_ACV(a, c, v, n)

arma_ConvertToSS(A, C, v)

arma_KalmanLikelihood(A, C, v, y, eps);

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