Cauchy

Cauchy cdf, pdf, inverse cdf, parameter fit, and random generator.Implementation package of the Cauchy distribution.cauchycdf: Cauchy cumulative distribution function (cdf).cauchyfit: Parameter estimation for Cauchy data.cauchyinv: Inverse of the Cauchy cumulative distribution function... Platforms: Matlab

The Extended GARCH Toolbox estimates a variety of GARCH models with different distributions and for any order of ARCH (p) and GARCH (q) effects.The supported models are:GARCH: Bollerslev (1986)GJR-GARCH: Glosten et al. (1993) EGARCH: Nelson (1991) NARCH: Nonlinear ARCH: Engle and Bollerslev... Platforms: Matlab

EasyFit allows to easily and quickly select the probability distribution which best fits to data, reducing your analysis times by 70-95% over manual methods. It includes numerous features designed to save you time, prevent analysis errors, and help you make better decisions. An integrated... Platforms: Windows

StatAssist displays graphs and related properties of more than 40 probability distributions. This application will save you time and prevent calculation errors if your work or study involves the use of continuous or discrete distributions. It allows to quickly select a distribution of interest,... Platforms: Windows

Convective Adsorption - Desorption software is used to study water diffusion processes with known experimental data, for the following geometries: infinite slab, infinite cylinder, sphere, finite cylinder and parallelepiped. The software makes possible the determination of the diffusivity "D" and... Platforms: Windows

Random Number Pro is a practical math tool to generate random numbers according to different distributions. Only three steps you need do.Download and try it. Including Distributions: -Beta distribution, -Bernoulli distribution, -Bernoulli-Gauss distribution, -Binomial distribution,... Platforms: Windows, *nix

PDL::GSL::INTEG is a PDL interface to numerical integration routines in GSL. This is an interface to the numerical integration package present in the GNU Scientific Library, which is an implementation of QUADPACK. Functions are named gslinteg_{algorithm} where {algorithm} is the QUADPACK... Platforms: *nix

A Java package that provides routines for various statistical distributions. Based on R version 2.14.1. The major difference is that JDistlib is thread safe. The library contains the density (pdf), cumulative (cdf), quantile, and random number generator (RNG) routines of the following... Platforms: Windows, Mac, Linux

The Particle Swarm Optimization Research Toolbox was written to assist with thesis research combating the premature convergence problem of particle swarm optimization (PSO). The control panel offers ample flexibility to accommodate various research directions. After specifying your intentions,... Platforms: Matlab

The Toolbox forecasts the volatility of a (mxn) vector of data and from a variety of in-built / non-in-built GARCH models with various distributions, as well as the univariate RiskMetrics. The toolbox also estimates a number of Volatility Forecast Loss Functions and if selected Value-at-Risk for... Platforms: Matlab

The ARMAX-GARCH Toolbox estimates, forecasts and simulates a large variety of ARMA and GARCH models with different distributions and for any order of AR(n), MA(m), ARCH (p) and GARCH (q) effects as well as it allows any number of factors in the mean and volatility process.The supported models... Platforms: Matlab

ARMAX-GARCH Toolbox (Estimation, Forecasting, Simulation and Value-at-Risk Applications)The ARMAX-GARCH Toolbox estimates, forecasts and simulates a large variety of ARMA and GARCH models with different distributions and for any order of AR(n), MA(m), ARCH (p) and GARCH (q) effects as well as it... Platforms: Matlab

The function mvsregress performs multivariate Student, Cauchy and Normal regression of multivariate observations. Its usage syntax is similar to the basic syntax of the Statistics Toolbox function mvregress. The contribution includes a brief document with details of the statistical model and of... Platforms: Matlab

To further understand the implementation of hyperparameters re-estimation technique in Bayesian hierarchical model, we added two more prior assumptions over the weight in BayesPI, namely Laplace prior and Cauchy prior, by using the evidence approximation method. In addition, we divided... Platforms: Matlab