Search Java Classes and Packages
#Com.numericalmethod.suanshu.model.daspremont2008 Classes and Interfaces - 6 results found.
| Name | Description | Type | Package | Framework |
| AhatEstimation | Estimates the coefficient of a VAR(1) model by penalized maximum likelihood. | Class | com.numericalmethod.suanshu.model.daspremont2008 | SuanShu |
| CovarianceEstimation | Estimates the covariance matrix by maximum likelihood. | Class | com.numericalmethod.suanshu.model.daspremont2008 | SuanShu |
| ExtremalGeneralizedEigenvalueByGreedySearch | [ min_x frac{x'Ax}{x'Bx} \ extup{s. | Class | com.numericalmethod.suanshu.model.daspremont2008 | SuanShu |
| ExtremalGeneralizedEigenvalueBySDP | Solves the problem described in Section 3. | Class | com.numericalmethod.suanshu.model.daspremont2008 | SuanShu |
| ExtremalGeneralizedEigenvalueSolver | Computes the solution to the problem described in Section 3. | Interface | com.numericalmethod.suanshu.model.daspremont2008 | SuanShu |
| IndependentCoVAR | This algorithm finds the independent variables based on the covariance matrix. | Class | com.numericalmethod.suanshu.model.daspremont2008 | SuanShu |