/dports/math/R-cran-quantreg/quantreg/R/ |
H A D | khmal.R | 10 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 …]
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H A D | crq.R | 141 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 …]
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H A D | anova.R | 48 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 …]
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/dports/math/stanmath/math-4.2.0/test/unit/math/prim/prob/ |
H A D | skew_double_exponential_ccdf_log_test.cpp | 36 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 …]
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H A D | skew_double_exponential_cdf_log_test.cpp | 35 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 …]
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/dports/finance/quantlib/QuantLib-1.20/ql/models/marketmodels/driftcomputation/ |
H A D | cmsmmdriftcalculator.cpp | 30 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 …]
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H A D | smmdriftcalculator.cpp | 29 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()
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H A D | lmmnormaldriftcalculator.cpp | 26 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()
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H A D | lmmdriftcalculator.cpp | 31 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()
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/dports/finance/quantlib/QuantLib-1.20/ql/models/marketmodels/ |
H A D | curvestate.cpp | 47 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 …]
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H A D | utilities.cpp | 110 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()
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/dports/science/py-dipy/dipy-1.4.1/doc/examples/ |
H A D | reconst_qtdmri.py | 139 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 …]
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/dports/science/quantum-espresso/q-e-qe-6.7.0/CPV/src/ |
H A D | ions_positions.f90 | 19 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 …]
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H A D | phasefactor.f90 | 39 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)
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H A D | restart_sub.f90 | 26 …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
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/dports/math/R-cran-quantreg/quantreg/demo/ |
H A D | engel1.R | 12 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)))),
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H A D | panelfig.R | 3 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))
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H A D | Panel.R | 3 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))
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H A D | Polson.R | 11 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),
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/dports/math/R-cran-quantreg/quantreg/man/ |
H A D | engel.Rd | 30 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)
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H A D | rqProcess.Rd | 7 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)}
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H A D | rq.fit.hogg.Rd | 12 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)}
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/dports/devel/py-qutip/qutip-4.6.2/qutip/ |
H A D | scattering.py | 167 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)
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/dports/finance/quantlib/QuantLib-1.20/ql/models/marketmodels/pathwisegreeks/ |
H A D | ratepseudorootjacobian.cpp | 32 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 …]
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/dports/math/R-cran-quantreg/quantreg/tests/ |
H A D | rq.fit.panel.R | 1 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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