ARMAKalman
所属分类:matlab编程
开发工具:matlab
文件大小:4KB
下载次数:68
上传日期:2009-08-14 02:47:54
上 传 者:
whitenoise
说明: Several functions for evaluating the exact negative log-likelihood of ARMA models in O(n) time using the Kalman Filter
文件列表:
arma_ACV.m (1430, 2008-07-23)
arma_ConvertToSS.m (1080, 2008-07-23)
arma_KalmanLikelihood.m (3618, 2008-07-23)
kalman_example.m (1057, 2008-07-23)
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