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Zdravko Botev


University of New South Wales

13 total contributions since 2015

Professional Interests: Monte Carlo methods and algorithms; For more info, see http://web.maths.unsw.edu.au/~zdravkobotev/

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Submitted


Kernel Density Estimator for High Dimensions
fast multivariate kernel density estimation for high dimensions

6 months ago | 89 downloads |

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adaptive kernel density estimation in one-dimension
fast and reliable adaptive kernel density estimator

6 months ago | 25 downloads |

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Fractional Brownian motion generator
Generates fractional Brownian motion with a given Hurst parameter using the FFT.

7 months ago | 56 downloads |

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Normal Quantile with Precision
computes the normal quantile function with high precision for extreme values in the tail

9 months ago | 3 downloads |

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Truncated Normal Generator
truncated normal generator

9 months ago | 121 downloads |

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Truncated Normal and Student's t-distribution toolbox
Perfect simulation from the truncated (multivariate) normal and student's t-distribution.

12 months ago | 43 downloads |

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Fractional Brownian field or surface generator
Fast simulation of fractional Brownian surface on unit disk, with Hurst parameter 'H'.

12 months ago | 26 downloads |

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Circulant Embedding method for generating stationary Gaussian field
Fast simulation of Gaussian random fields via the Fast Fourier Transform

1 year ago | 38 downloads |

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kernel density estimation
fast and accurate state-of-the-art bivariate kernel density estimator

1 year ago | 265 downloads |

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Kernel Density Estimator
Reliable and extremely fast kernel density estimator for one-dimensional data

1 year ago | 243 downloads |

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Truncated Multivariate Normal Generator
(perfect) sampling from the truncated multivariate normal density

1 year ago | 13 downloads |

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Multivariate normal cumulative distribution (QMC)
state-of-the-art algorithm for computing the multivariate normal cdf in medium dimensions

1 year ago | 6 downloads |

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Multivariate normal cumulative distribution
state-of-the-art algorithm for computing the multivariate normal cdf in high dimensions

1 year ago | 5 downloads |

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