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Alexander


Last seen: 1 year ago |  Active since 2015

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Submitted


Sparse Grid Interpolation
Employs Smolyak styled grids for sparse interpolation which helps with the curse of dimensionality.

7 years ago | 2 downloads |

Submitted


KernelCondDensity
Multidimensional kernel density estimation with optimal and asymptotically optimal bandwidth choices

9 years ago | 1 download |

Submitted


piecewise cubic spline interpolation
Obtains a piecewise cubic spline from a function, and a function to obtain derivatives is included.

9 years ago | 3 downloads |

Submitted


Nonlinear Threshold Tests
Implements a Wald-like test for a nonlinear threshold model.

9 years ago | 1 download |

Submitted


Levenberg-Marquardt toolbox
Levenberg-Marquardt algorithm with Broyden updates, box constraints and argument passing.

9 years ago | 7 downloads |

Submitted


Monte-Carlo integration
MC integration of n-dimensional integral with stratified and antithetic sampling

9 years ago | 6 downloads |

Submitted


Contractions - algorithm and example for nested fixed points
Contractions applies the iterative scheme to a fixed-point problem. Plus, there are some examples.

9 years ago | 2 downloads |

Submitted


Jacobian toolbox
Includes three routines that yield Jacobian estimates.

9 years ago | 4 downloads |

Submitted


integral2_adapt(f,varargin)
This function integrates over 2 dimensional domain with possibly infinite bounds.

9 years ago | 1 download |