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/dports/math/R-cran-quantreg/quantreg/R/
H A Dkhmal.R10 pivot <- any(taus < 0) || any(taus > 1)
14 ntaus <- length(taus)
57 x <- list(taus = taus, qtaus = qtaus, Vhat = Vhat, vhat = vhat, n = n) nameattr
66 Qt = quantile(x, taus)
71 gdot0 = den(Qf(taus))
72 gdot1 = psi(Qf(taus))
76 f <- rqProcess(formula, data = data, taus=taus, nullH = nullH, ...)
91 trim <- (f$taus >= trim[1] & f$taus <= trim[2])
92 Tvtil <- (vtil - vtil[, 2])/sqrt(max(f$taus) - min(f$taus))
94 sqrt(max(f$taus) - min(f$taus)), 2, "sum")[trim]
[all …]
H A Dcrq.R141 taus <- taus[-1]; Qhat <- Qhat[-1]
142 QTE <- outer(dQ * (1-taus) * log(1-taus) / Qhat, coef(x))
143 list(QTE = QTE , taus = taus) nameattr
153 if(length(taus) > 1)
208 taus <- sort(taus)
216 ts <- taus[taus > min(r) & taus < max(r)]
264 if (any(taus < -eps) || any(taus > 1 + eps))
281 fit$tau <- taus
286 fit$tau <- taus
596 if(ctype == "right") taus <- taus[1:ncol(coef)]
[all …]
H A Danova.R48 sametaus <- taus == taus[[1]]
114 m <- length(taus)
122 Omega <- outer(taus, taus, pmin) - outer(taus, taus)
323 taus <- v$sol[1,] functionVar
324 dt <- taus[2:J] - taus[1:(J - 1)]
334 taus <- v$sol[1,]
335 dt <- taus[2:J] - taus[1:(J - 1)]
337 phi <- c(0, (taus[2:(J-1)] - dnorm(Qt)*Qt)*(taus[2:(J-1)] > .5), 1)
347 dt <- taus[2:J] - taus[1:(J - 1)]
348 taus <- taus[2:(J-1)]
[all …]
/dports/math/stanmath/math-4.2.0/test/unit/math/prim/prob/
H A Dskew_double_exponential_ccdf_log_test.cpp36 for (double taus : {0.01, 0.1, 0.5, 0.6, 0.9, 0.99}) { in TEST()
40 stan::math::var tau = taus; in TEST()
54 stan::math::var tau_true = taus; in TEST()
83 for (double taus : {0.01, 0.1, 0.5, 0.9, 0.99}) { in TEST()
101 for (double taus : {0.01, 0.1, 0.5, 0.9, 0.99}) { in TEST()
104 x += skew_de_ccdf_test(y, mus, sigmas, taus); in TEST()
119 for (double taus : {0.01, 0.1, 0.5, 0.9, 0.99}) { in TEST()
137 for (double taus : {0.01, 0.1, 0.5, 0.9, 0.99}) { in TEST()
152 std::vector<double> taus{0.1, 0.5, 0.9}; in TEST() local
172 std::vector<double> taus{0.1, 0.5, 0.9}; in TEST() local
[all …]
H A Dskew_double_exponential_cdf_log_test.cpp35 for (double taus : {0.01, 0.1, 0.5, 0.9, 0.99}) { in TEST()
39 stan::math::var tau = taus; in TEST()
53 stan::math::var tau_true = taus; in TEST()
81 for (double taus : {0.01, 0.1, 0.5, 0.9, 0.99}) { in TEST()
98 for (double taus : {0.01, 0.1, 0.5, 0.9, 0.99}) { in TEST()
101 x += skew_de_cdf_test(y, mus, sigmas, taus); in TEST()
117 for (double taus : {0.01, 0.1, 0.5, 0.9, 0.99}) { in TEST()
135 for (double taus : {0.01, 0.1, 0.5, 0.9, 0.99}) { in TEST()
150 std::vector<double> taus{0.1, 0.5, 0.9}; in TEST() local
170 std::vector<double> taus{0.1, 0.5, 0.9}; in TEST() local
[all …]
/dports/finance/quantlib/QuantLib-1.20/ql/models/marketmodels/driftcomputation/
H A Dcmsmmdriftcalculator.cpp30 const std::vector<Time>& taus, in CMSMMDriftCalculator() argument
34 : numberOfRates_(taus.size()), numberOfFactors_(pseudo.columns()), in CMSMMDriftCalculator()
36 displacements_(displacements), oneOverTaus_(taus.size()), in CMSMMDriftCalculator()
37 pseudo_(pseudo), tmp_(taus.size(), 0.0), in CMSMMDriftCalculator()
38 PjPnWk_(numberOfFactors_,1+taus.size()), in CMSMMDriftCalculator()
39 wkaj_(numberOfFactors_, taus.size()), in CMSMMDriftCalculator()
40 wkajN_(numberOfFactors_, taus.size()), in CMSMMDriftCalculator()
41 downs_(taus.size()), ups_(taus.size()), in CMSMMDriftCalculator()
60 for (Size i=0; i<taus.size(); ++i) in CMSMMDriftCalculator()
61 oneOverTaus_[i] = 1.0/taus[i]; in CMSMMDriftCalculator()
[all …]
H A Dsmmdriftcalculator.cpp29 const std::vector<Time>& taus, in SMMDriftCalculator() argument
32 : numberOfRates_(taus.size()), numberOfFactors_(pseudo.columns()), in SMMDriftCalculator()
34 displacements_(displacements), oneOverTaus_(taus.size()), in SMMDriftCalculator()
36 tmp_(taus.size(), 0.0), in SMMDriftCalculator()
57 for (Size i=0; i<taus.size(); ++i) in SMMDriftCalculator()
58 oneOverTaus_[i] = 1.0/taus[i]; in SMMDriftCalculator()
85 const std::vector<Time>& taus=cs.rateTaus(); in compute() local
99 wkaj_[k][j] = wkpj_[k][j+1]*taus[j ]+wkaj_[k][j+1]; in compute()
H A Dlmmnormaldriftcalculator.cpp26 const std::vector<Time>& taus, in LMMNormalDriftCalculator() argument
29 : numberOfRates_(taus.size()), numberOfFactors_(pseudo.columns()), in LMMNormalDriftCalculator()
31 oneOverTaus_(taus.size()), pseudo_(pseudo), tmp_(taus.size(), 0.0), in LMMNormalDriftCalculator()
32 e_(pseudo_.columns(), pseudo_.rows(), 0.0), downs_(taus.size()), ups_(taus.size()) { in LMMNormalDriftCalculator()
45 for (Size i=0; i<taus.size(); ++i) in LMMNormalDriftCalculator()
46 oneOverTaus_[i] = 1.0/taus[i]; in LMMNormalDriftCalculator()
H A Dlmmdriftcalculator.cpp31 const std::vector<Time>& taus, in LMMDriftCalculator() argument
34 : numberOfRates_(taus.size()), numberOfFactors_(pseudo.columns()), in LMMDriftCalculator()
36 displacements_(displacements), oneOverTaus_(taus.size()), pseudo_(pseudo), in LMMDriftCalculator()
37 tmp_(taus.size(), 0.0), e_(pseudo_.columns(), pseudo_.rows(), 0.0), downs_(taus.size()), in LMMDriftCalculator()
38 ups_(taus.size()) { in LMMDriftCalculator()
53 for (Size i=0; i<taus.size(); ++i) in LMMDriftCalculator()
54 oneOverTaus_[i] = 1.0/taus[i]; in LMMDriftCalculator()
/dports/finance/quantlib/QuantLib-1.20/ql/models/marketmodels/
H A Dcurvestate.cpp47 const std::vector<Time>& taus, in forwardsFromDiscountRatios() argument
49 QL_REQUIRE(taus.size()==fwds.size(), in forwardsFromDiscountRatios()
55 fwds[i] = (ds[i]-ds[i+1])/(ds[i+1]*taus[i]); in forwardsFromDiscountRatios()
61 const std::vector<Time>& taus, in coterminalFromDiscountRatios() argument
66 QL_REQUIRE(taus.size()==nCotSwapRates, in coterminalFromDiscountRatios()
74 taus[nCotSwapRates-1]*discountFactors[nCotSwapRates]; in coterminalFromDiscountRatios()
92 const std::vector<Time>& taus, in constantMaturityFromDiscountRatios() argument
96 QL_REQUIRE(taus.size()==nConstMatSwapRates, in constantMaturityFromDiscountRatios()
106 constMatSwapAnnuities[firstValidIndex]+= taus[i] * ds[i+1]; in constantMaturityFromDiscountRatios()
117 - taus[i-1] * ds[i]; in constantMaturityFromDiscountRatios()
[all …]
H A Dutilities.cpp110 std::vector<Time>& taus) { in checkIncreasingTimesAndCalculateTaus() argument
117 if (taus.size()!=nTimes-1) in checkIncreasingTimesAndCalculateTaus()
118 taus.resize(nTimes-1); in checkIncreasingTimesAndCalculateTaus()
120 taus[i]=times[i+1]-times[i]; in checkIncreasingTimesAndCalculateTaus()
121 QL_REQUIRE(taus[i]>0, in checkIncreasingTimesAndCalculateTaus()
/dports/science/py-dipy/dipy-1.4.1/doc/examples/
H A Dreconst_qtdmri.py139 taus = np.linspace(tau_min, tau_max, 5) variable
166 msds.append(np.array(list(map(qtdmri_fit.msd, taus))))
167 rtops.append(np.array(list(map(qtdmri_fit.rtop, taus))))
168 rtaps.append(np.array(list(map(qtdmri_fit.rtap, taus))))
169 rtpps.append(np.array(list(map(qtdmri_fit.rtpp, taus))))
333 plot_mean_with_std(ax, taus * 1e3, np.sqrt(rtaps[0]), 'r', '-',
335 plot_mean_with_std(ax, taus * 1e3, np.sqrt(rtaps[1]), 'g', '-',
353 plot_mean_with_std(ax, taus * 1e3, np.sqrt(rtaps[2]), 'r', '-')
354 plot_mean_with_std(ax, taus * 1e3, np.sqrt(rtaps[3]), 'g', '-')
386 plot_mean_with_std(ax, taus * 1e3, rtpps[2], 'r', ':')
[all …]
/dports/science/quantum-espresso/q-e-qe-6.7.0/CPV/src/
H A Dions_positions.f9019 REAL(DP), TARGET, ALLOCATABLE :: taus(:,:), tausm(:,:), tausp(:,:) variable
41 IF( ALLOCATED( taus ) ) DEALLOCATE( taus )
56 ALLOCATE( taus( 3, nat ) )
77 IF( ALLOCATED( taus ) ) DEALLOCATE( taus )
98 REAL(DP), INTENT(OUT) :: taus(:,:) local
118 taus(:,ia) = tausm(:,ia) + iforce(:,ia) * fac * fions(:)
127 SUBROUTINE ions_move( tausp, taus, tausm, iforce, pmass, fion, ainv, & argument
134 REAL(DP), INTENT(IN) :: taus(:,:), tausm(:,:), pmass(:), fion(:,:) local
166 tausp(i,ia) = taus(i,ia) - pmass(is) * &
196 tausp(:,ia) = 2.D0 * taus(:,ia) - tausm(:,ia) + &
[all …]
H A Dphasefactor.f9039 real(DP), allocatable :: taus(:,:) local
41 allocate( taus(3,nat) )
47 CALL r_to_s( tau0, taus, nat, ainv )
48 CALL phfacs( ei1, ei2, ei3, eigr, mill, taus, dfftp%nr1, dfftp%nr2, dfftp%nr3, nat )
50 deallocate( taus )
57 SUBROUTINE phfacs_x( ei1, ei2, ei3, eigr, mill, taus, nr1, nr2, nr3, nat ) argument
89 REAL(DP) :: taus( 3, nat ) local
119 ar1 = tpi * taus(1,isa) ! G_1 dot R(ia)
120 ar2 = tpi * taus(2,isa) ! G_2 dot R(ia)
121 ar3 = tpi * taus(3,isa) ! G_3 dot R(ia)
H A Drestart_sub.f9026 …USE ions_positions, ONLY : taus, tau0, tausm, taum, vels, fion, fionm, set_velocities, velsm
63 CALL r_to_s( tau0, taus, nat, ainv )
77 tausm(:,:) = taus(:,:) - vels(:,:)*delt
86 CALL randpos( taus, nat, ityp, tranp, amprp, ainv, iforce )
94 CALL set_velocities( tausm, taus, vels, iforce, nat, delt )
99 CALL s_to_r( taus, tau0, nat, h )
109 vels(:,:) = (taus(:,:)-tausm(:,:))/delt
160 CALL phfacs( eigts1, eigts2, eigts3, eigr, mill, taus, dfftp%nr1, dfftp%nr2, dfftp%nr3, nat )
213 tausm = taus - (taus-tausm)*delt/dt_old
/dports/math/R-cran-quantreg/quantreg/demo/
H A Dengel1.R12 taus <- c(.05,.1,.25,.75,.90,.95) vector
13 nt <- length(taus)
15 for( i in 1:length(taus)) {
16 abline(rq(foodexp~income, tau=taus[i], data = engel), col="gray")
20 c("L1 (tau = .50)", "OLS", paste("tau= ", formatC(rev(taus)))),
H A Dpanelfig.R3 rq.fit.panel <- function(X,y,s,w=c(1/3,1/3,1/3),taus=c(0.25,0.5,0.75),lambda = 0){ argument
21 if(m != length(taus))
34 a <- c((w*(1-taus)) %x% (t(X)%*%rep(1,N)),
35 sum(w*(1-taus)) * (t(Z) %*% rep(1,N)) + lambda * rep(1,n))
68 taus <- c(.25,0.5,.75) vector
70 f <- coef(rq(ya~xa,tau=taus))
H A DPanel.R3 rq.fit.panel <- function(X,y,s,w=c(1/3,1/3,1/3),taus=c(0.25,0.5,0.75),lambda = 0){ argument
21 if(m != length(taus))
34 a <- c((w*(1-taus)) %x% (t(X)%*%rep(1,N)),
35 sum(w*(1-taus)) * (t(Z) %*% rep(1,N)) + lambda * rep(1,n))
68 taus <- c(.25,0.5,.75) vector
70 f <- coef(rq(ya~xa,tau=taus))
H A DPolson.R11 taus <- 1:9/10 globalVar
12 for(i in 1:length(taus))
13 plot(rqss(y ~ qss(x, lambda = 1/10), tau = taus[i], data = D),
/dports/math/R-cran-quantreg/quantreg/man/
H A Dengel.Rd30 taus <- c(.15, .25, .50, .75, .95, .99)
31 rqs <- as.list(taus)
32 for(i in seq(along = taus)) {
33 rqs[[i]] <- rq(log10(foodexp) ~ log10(income), tau = taus[i], data = engel)
36 legend("bottomright", paste("tau = ", taus), inset = .04,
37 col = 2:(length(taus)+1), lty=1)
H A DrqProcess.Rd7 taus argument, and standardized according to the argument nullH.
10 rqProcess(formula, data, taus, nullH = "location", ...)
15 \item{taus}{ quantiles at which the process is to be evaluated, if any
16 of the taus lie outside (0,1) then the full process is computed
33 \item{taus}{The points of evaluation of the process}
34 \item{qtaus}{Values of xbar'betahat(taus)}
H A Drq.fit.hogg.Rd12 rq.fit.hogg(x, y, taus = c(0.1, 0.3, 0.5), weights = c(0.7, 0.2, 0.1),
18 \item{taus}{quantiles getting positive weight}
27 the specified taus. The model permits distinct intercept parameters at
28 each of the specified taus, but the slope parameters are constrained to
29 be the same for all taus. This estimator was originally suggested to
38 the convention that \eqn{b} is a \eqn{m+p} where \eqn{m} is the \code{length(taus)}
/dports/devel/py-qutip/qutip-4.6.2/qutip/
H A Dscattering.py167 taus = [(0.0, -1)] # temporal "ground state" for arbitrary waveguide
170 taus.append((tau, i))
171 taus.sort(key = lambda tup: tup[0]) # sort taus by time
174 for i in range(1, len(taus)):
175 tq, q = taus[i]
176 tprev, _ = taus[i - 1]
181 taumax, _ = taus[-1]
301 taus = [[tlist[i] for i in wg_indices] for wg_indices in indices]
302 omega = photon_scattering_operator(evolver, c_ops, taus)
/dports/finance/quantlib/QuantLib-1.20/ql/models/marketmodels/pathwisegreeks/
H A Dratepseudorootjacobian.cpp32 const std::vector<Time>& taus, in RatePseudoRootJacobianNumerical() argument
38 taus_(taus), in RatePseudoRootJacobianNumerical()
42 drifts_(taus.size()), in RatePseudoRootJacobianNumerical()
43 bumpedRates_(taus.size()) in RatePseudoRootJacobianNumerical()
45 Size numberRates= taus.size(); in RatePseudoRootJacobianNumerical()
70 taus, in RatePseudoRootJacobianNumerical()
126 const std::vector<Time>& taus, in RatePseudoRootJacobian() argument
132 taus_(taus), in RatePseudoRootJacobian()
141 Size numberRates= taus.size(); in RatePseudoRootJacobian()
248 const std::vector<Time>& taus, in RatePseudoRootJacobianAllElements() argument
[all …]
/dports/math/R-cran-quantreg/quantreg/tests/
H A Drq.fit.panel.R1 rq.fit.panel <- function(X,y,s,w=c(.25,.5,.25),taus=(1:3)/4,lambda = 1){ argument
20 if(K != length(taus))
33 a <- c((w*(1-taus)) %x% (t(X)%*%rep(1,N)),
34 sum(w*(1-taus)) * (t(Z) %*% rep(1,N)) + lambda * rep(1/2,n))

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