Statistics and Econometrics |
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Fortran 90 code by Geir Evensen.
Fortran 90 for a classification algorithm.
Subroutines by David Allen to calculate the L-1 and L-2 distances between two density estimates. The L-1 statistic has been used successfully to testing the hypothesis that two samples come from the same distribution.
Programs for estimating univariate and multivariate GARCH models in Fortran 77 and Gauss.
Computers /
Algorithms /
Pseudorandom_Numbers
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