All functions |
|
---|---|
Brownian Motion |
|
Kernel estimation of ??? |
|
Distribution function of the first eigenvalue of Wishart distribution by Mathematica |
|
Distribution function of the first eigenvalue of Wishart distribution by R |
|
ARCH model |
|
AR model |
|
Cosine model |
|
Epnaechnikov kernel |
|
Exponential AR model |
|
Kernel estimation |
|
Kernel estimation of ??? |
|
GARCH model |
|
Kernel estimation of ??? |
|
Computation of the optimal bandwidth |
|
Stock price data |
|
Kernel estimation of ??? |
|
Logistic model |
|
Data-driven local Lyapunov exponent |
|
Generate LLE-LLE plot |
|
lle plot (modified version to avoid some errors) |
|
Logistic model with noise |
|
Critical value at critical level alpha of Erlang(k, 1) |
|
Critical value at critical level alpha of the first eigenvalue of Wishart distribution by Mathematica |
|
Critical value at critical level alpha of the first eigenvalue of Wishart distribution by R |
|
Moving Average Weight (of size 3) |
|
Funtions to plot Tokyo and the surrounding prefectures |
|
Funtions to generate weights |