• Spinterp

  • Referenced in 38 articles [sw00902]
  • recover or approximate smooth multivariate functions, sparse grids are superior to full grids...
  • MitISEM

  • Referenced in 4 articles [sw23111]
  • Importance Sampling and Expectation Maximization. Flexible multivariate function approximation using adapted Mixture of Student...
  • TNPACK

  • Referenced in 39 articles [sw00970]
  • FORTRAN package of subprograms for minimizing multivariate functions without constraints by a truncated Newton algorithm ... number of variables. Truncated Newton methods allow approximate, rather than exact, solutions to the Newton...
  • SPLINTER

  • Referenced in 3 articles [sw15719]
  • SPLine INTERpolation) is a library for multivariate function approximation with splines. The library...
  • CMA-ES

  • Referenced in 102 articles [sw05063]
  • candidate solutions are sampled according to a multivariate normal distribution in the mathbb ... distribution. This is particularly useful, if the function f is ill-conditioned. Adaptation ... model of the underlying objective function similar to the approximation of the inverse Hessian matrix...
  • gcmr

  • Referenced in 26 articles [sw07433]
  • multivariate normal errors. Inference is performed through a likelihood approach. While the likelihood function ... responses, in the non-continuous setting numerical approximations are used. Residual analysis and a specification ... validating the adequacy of the assumed multivariate model. Methodology is implemented in a R package...
  • Orthants

  • Referenced in 11 articles [sw14755]
  • approximation of the latter. The approach allows more efficient accurate evaluation of the multivariate normal ... cumulative distribution function than previously, for many situations where the original distribution arises from...
  • NLCertify

  • Referenced in 4 articles [sw08786]
  • involving transcendental multivariate functions. The tool exploits sparse semialgebraic optimization techniques with approximation methods...
  • mvdens

  • Referenced in 1 article [sw22349]
  • Approximating multivariate posterior distribution functions from Monte Carlo samples for sequential Bayesian inference. An important ... case, it is necessary to estimate a functional description of the posterior probability from ... Monte Carlo samples, in a multivariate context. To approximate the posterior distribution...
  • KBAL

  • Referenced in 3 articles [sw36072]
  • general ensure equal multivariate densities of the treated and control groups. Treatment effect estimates made ... specification choices, and are biased if any function of the covariates influencing the outcome ... weights derived by kernel balancing (1) achieve approximate mean balance on a large class ... smooth functions of the covariates, and (2) approximately equalize the multivariate densities of the treated...
  • Sheppack

  • Referenced in 11 articles [sw07352]
  • modified Shepard algorithm for interpolation of scattered multivariate data. Scattered data interpolation problems arise ... interpolants using local-support weight functions usually creates reasonable approximations. SHEPPACK is a Fortran...
  • nparcomp

  • Referenced in 5 articles [sw23408]
  • with a Satterthwaite Approximation of the degree of freedom or using multivariate range preserving transformations ... with Logit or Probit as transformation function. 2 sample comparisons can be performed with...
  • MBoxtest

  • Referenced in 1 article [sw24283]
  • From a total multivariate data matrix and a significance level, the homogeneity covariance matrices ... given a Chi-square or F approximation in function of the group sample-size...
  • OutlierLib

  • Referenced in 2 articles [sw22689]
  • article presents a library of MATLAB functions that implement the widely used algorithms of outlier ... tests for univariate and multivariate data sets with an approximately normal distribution. The software library...
  • PROC CALIS

  • Referenced in 4 articles [sw12071]
  • structural models, as opposed to functional models, all variables are taken to be random rather ... variables are assumed to have an approximately multivariate normal distribution. Nonnormality, especially high kurtosis...
  • Numerical Solutions

  • Referenced in 0 articles [sw06013]
  • find maxima and minima (even of multivariable functions), solve nonlinear equations or systems of such ... involve not only the unknown function but also its derivatives. The solution will ... regressions.Approximation and Interpolation approximates continuous or tabulated single-variable or multivariable functions by finite power ... minima, derivatives. Even the multivariable series produced by the Approximation and Interpolation collection...
  • BBVSCG

  • Referenced in 6 articles [sw00069]
  • find a close approximation to a local minimum of a nonlinear function f(x). Here ... Phua} [Minimization of unconstrained multivariate functions, ibid. 6, 618-622 (1980)], but offers a fundamental...
  • MARSS

  • Referenced in 2 articles [sw23275]
  • autoregressive state-space (MARSS) models fit to multivariate time-series data. Fitting is primarily ... BFGS algorithm (using the optim function) is also provided. MARSS models are a class ... vector autoregressive model (VAR) model. Functions are provided for parametric and innovations bootstrapping, Kalman filtering ... criteria (AICb), confidences intervals via the Hessian approximation and via bootstrapping and calculation of auxiliary...
  • ranlip

  • Referenced in 2 articles [sw00777]
  • Class library ranlip for multivariate nonuniform random variate generation. This paper describes generation of nonuniform ... piecewise constant upper approximation to the density (the hat function), using a large number...