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mcmc的matlab代码

于 2020-12-04 发布文件大小:15KB

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下载积分: 1 下载次数: 16

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代码说明：

马尔科夫链蒙特卡洛模拟，用于金融数学模型的参数估计等作用。(markov chain monte carlo simulation is used to be parameter estimation for financial mathematical models.)

文件列表：

mcmc的matlab代码\About_MCMC.html, 1479, 1999-02-22
mcmc的matlab代码\betalpr.m, 399, 1999-02-22
mcmc的matlab代码\Contents.m, 3085, 1999-02-22
mcmc的matlab代码\Copyright, 487, 1999-02-22
mcmc的matlab代码\gamlpr.m, 360, 1999-02-22
mcmc的matlab代码\index.html, 1479, 1999-02-22
mcmc的matlab代码\invwishirnd.m, 851, 1999-02-22
mcmc的matlab代码\invwishlpr.m, 842, 1999-02-22
mcmc的matlab代码\invwishpdf.m, 1251, 1999-02-22
mcmc的matlab代码\invwishrnd.m, 842, 1999-02-22
mcmc的matlab代码\ltindex.m, 689, 1999-02-22
mcmc的matlab代码\ltvec.m, 554, 1999-02-22
mcmc的matlab代码\mcmcacf.m, 346, 1999-02-22
mcmc的matlab代码\mcmcdemo.m, 1426, 1999-02-22
mcmc的matlab代码\mcmcgr.m, 731, 1999-02-22
mcmc的matlab代码\mcmclt.m, 786, 1999-02-22
mcmc的matlab代码\mcmcsumm.m, 2722, 1999-02-22
mcmc的matlab代码\mcmctrace.m, 777, 1999-02-22
mcmc的matlab代码\metrop.m, 860, 1999-02-22
mcmc的matlab代码\mvnormlpr.m, 641, 1999-02-22
mcmc的matlab代码\mvnormrnd.m, 898, 1999-02-22
mcmc的matlab代码\randrand.m, 504, 1999-02-22
mcmc的matlab代码\veclt.m, 601, 1999-02-22
mcmc的matlab代码\Version, 29, 1999-02-22
mcmc的matlab代码\wishirnd.m, 771, 1999-02-22
mcmc的matlab代码\wishrnd.m, 1454, 1999-02-22
mcmc的matlab代码

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