结果：找到“Cholesky decomposition”相关内容6个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
求助Least squares computations based on the cholesky decomposition of the correl
1 个回复 - 823 次查看 【作者(必填)】J.H. Maindonald 【文题(必填)】Least squares computations based on the cholesky decomposition of the correlation matrix 【年份(必填)】1977 【全文链接或数据库名称(选填)】Journal o ...2014-12-31 22:24 - 霞丽东林 - 求助成功区
1 个回复 - 823 次查看 【作者(必填)】J.H. Maindonald 【文题(必填)】Least squares computations based on the cholesky decomposition of the correlation matrix 【年份(必填)】1977 【全文链接或数据库名称(选填)】Journal o ...2014-12-31 22:24 - 霞丽东林 - 求助成功区
Cholesky decomposition in data step
0 个回复 - 1218 次查看 The Cholesky decomposition can be used in a data step by defined it within fcmp. Also see http://bbs.pinggu.org/thread-1129334-1-1.html proc fcmp outlib=sasuser.funcs.temp;; subroutine Choles ...2012-3-30 10:33 - bobguy - SAS专版
0 个回复 - 1218 次查看 The Cholesky decomposition can be used in a data step by defined it within fcmp. Also see http://bbs.pinggu.org/thread-1129334-1-1.html proc fcmp outlib=sasuser.funcs.temp;; subroutine Choles ...2012-3-30 10:33 - bobguy - SAS专版
请问Excel中怎么对covariance做 Cholesky decomposition和eigensystem decomposition
1 个回复 - 5366 次查看 例如给出10只股票在过去10年中的每月平均价格变动百分比，对其做covariance matrics后，对得出的这个matrics要做Cholesky decomposition和eigensystem decomposition分解，请问在Excel中怎么操作呢？ 另外能否请求 ...2011-9-11 03:57 - wanglizero - 统计软件培训班VIP答疑区
1 个回复 - 5366 次查看 例如给出10只股票在过去10年中的每月平均价格变动百分比，对其做covariance matrics后，对得出的这个matrics要做Cholesky decomposition和eigensystem decomposition分解，请问在Excel中怎么操作呢？ 另外能否请求 ...2011-9-11 03:57 - wanglizero - 统计软件培训班VIP答疑区
Cholesky decomposition algorithm
1 个回复 - 3598 次查看 One of useful applications of Choleshk decompostion in a simulation study is to generate random variables with a given covariance structure. In following example, Cholesky decomposition algorithm is w ...2011-7-4 09:13 - bobguy - SAS专版
1 个回复 - 3598 次查看 One of useful applications of Choleshk decompostion in a simulation study is to generate random variables with a given covariance structure. In following example, Cholesky decomposition algorithm is w ...2011-7-4 09:13 - bobguy - SAS专版
Random generation with a given cov structure(Cholesky decomposition)
0 个回复 - 1162 次查看 Note: some features may need SAS 9.2 IMLplus matrix A is a given COV. x1, x2, x3 (col1 col2 col3) are randomly generated having the given COV. proc iml; A = {25 0 5, 0 4 6, ...2011-6-27 08:25 - bobguy - SAS专版
0 个回复 - 1162 次查看 Note: some features may need SAS 9.2 IMLplus matrix A is a given COV. x1, x2, x3 (col1 col2 col3) are randomly generated having the given COV. proc iml; A = {25 0 5, 0 4 6, ...2011-6-27 08:25 - bobguy - SAS专版
[求助]Cholesky decomposition
6 个回复 - 7226 次查看 想对四个变量按一定顺序通过Cholesky decomposition 得到四个Cholesky 因子，在什么统计软件上可以实现？2007-7-15 02:37 - xwmhwj - 计量经济学与统计软件
6 个回复 - 7226 次查看 想对四个变量按一定顺序通过Cholesky decomposition 得到四个Cholesky 因子，在什么统计软件上可以实现？2007-7-15 02:37 - xwmhwj - 计量经济学与统计软件
