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/dports/devel/R-cran-gmodels/gmodels/R/
H A Destimable.R53 vcv <- rho * outer(cf[, 2], cf[, 2]) functionVar
74 vcv <- summary(obj)$cov.scaled
91 vcv <- obj$vbeta
98 vcv <- obj$robust.variance
180 vcv <- obj$vbeta functionVar
185 vcv <- obj$robust.variance
191 vcv <- summary(obj)$cov.scaled
201 vcv <- rho * outer(se, se)
205 u <- (cm %*% cf)-beta0 functionVar
206 vcv.u <- cm %*% vcv %*% t(cm)
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/dports/math/gretl/gretl-2021d/plugin/
H A Dheckit.c61 gretl_vector *u; member
154 HC->vcv = NULL; in h_container_new()
521 &HC->u, HC->nunc, 1, in h_container_fill()
554 gretl_matrix_copy_values(HC->u, HC->y); in setup_ndx_functions()
637 ut = gretl_vector_get(HC->u, j); in h_loglik()
756 ut = gretl_vector_get(HC->u, j); in heckit_hessian()
925 double x, xb, zg, u; in heckit_yhat_uhat() local
987 u /= HC->sigma; in heckit_yhat_uhat()
988 x = (zg + rho*u) * rhofunc; in heckit_yhat_uhat()
989 llt[t] = -LN_SQRT_2_PI - 0.5*u*u - lnsig + log(normal_cdf(x)); in heckit_yhat_uhat()
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H A Dfiml.c329 double u; in fiml_transcribe_results() local
342 pmod->uhat[t + t1] = u; in fiml_transcribe_results()
344 pmod->ess += u * u; in fiml_transcribe_results()
371 double u, p, x; in fiml_form_depvar() local
383 x += p * u; in fiml_form_depvar()
843 gretl_matrix *vcv; in fiml_get_std_errs() local
852 if (vcv == NULL) { in fiml_get_std_errs()
861 fsys->artb, vcv, NULL, NULL); in fiml_get_std_errs()
864 vcv, NULL, NULL); in fiml_get_std_errs()
881 gretl_matrix_replace(&fsys->sys->vcv, vcv); in fiml_get_std_errs()
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H A Dquantreg.c46 double *u,
120 double *u; member
216 const double *u, in rq_transcribe_results() argument
240 SAR += fabs(u[s]); in rq_transcribe_results()
241 pmod->ess += u[s] * u[s]; in rq_transcribe_results()
315 free(pmod->vcv); in correct_multi_tau_model()
320 pmod->vcv = NULL; in correct_multi_tau_model()
1600 pmod->vcv[ijton(i, j, nc)] += xi * xj; in lad_bootstrap_vcv()
1608 pmod->vcv[i] /= ITERS; in lad_bootstrap_vcv()
1629 free(pmod->vcv); in lad_scrub_vcv()
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H A Dinterval.c571 vij = pmod->vcv[ijton(i, j, n)]; in interval_trim_vcv()
579 pmod->vcv[ijton(i, j, k)] = vij; in interval_trim_vcv()
689 gretl_matrix_set(V, i, j, IC->pmod->vcv[n]); in chisq_overall_test()
690 gretl_matrix_set(V, j, i, IC->pmod->vcv[n]); in chisq_overall_test()
733 double a, b, phi0, phi1, m1, m2, u, x, y; in cond_moments() local
775 u = IC->uhat[t] / sigma; in cond_moments()
776 m3 = u*u*u; in cond_moments()
777 m4 = m3*u; in cond_moments()
852 double ndx, u, x = 0; in fill_intreg_model() local
885 u = IC->uhat[j]; in fill_intreg_model()
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/dports/math/py-statsmodels/statsmodels-0.13.1/statsmodels/tsa/ardl/_pss_critical_values/
H A Dpss.py24 u = rs.standard_normal((k + 1, t))
25 y = np.cumsum(u[0])
27 x = np.cumsum(u[1:], axis=1).T
29 x = u[1:].T
45 u = lhs - rhs @ b
46 s2 = u.T @ u / (u.shape[0] - rhs.shape[1])
48 vcv = np.linalg.inv(xpx) * s2
50 rvcvr = r @ vcv @ r.T
/dports/science/py-chempy/chempy-0.8.2/examples/
H A D_kinetic_model_fitting.ipynb34 "from chempy.units import rescale, to_unitless, default_units as u\n",
54 …"sol1 = QuantityDict(u.mM, {'SCN-': 3*u.mM, 'K+': 3*u.mM, 'Na+': 33*u.mM, 'H+': 50*u.mM, 'ClO4-': …
55 "sol2 = QuantityDict(u.mM, {'Fe+3': 6*u.mM, 'H+': 50*u.mM, 'ClO4-': (3*6+50)*u.mM})"
66 "Ibase = ionic_strength(rescale(sol/water_density(293*u.K, units=u), u.molal))\n",
80 "T0C = 273.15*u.K\n",
181 "beta, vcv, info = fit_pseudo1(data['a', '16.5'][0], ax=True)"
199 " beta, vcv, nfo = fit_cb(serie)\n",
201 " cov_params.append(vcv)\n",
219 " unit = 1/sol['Fe+3']/u.second\n",
234 "k2_unit = 1/u.M/u.s\n",
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/dports/math/gretl/gretl-2021d/addons/gig/examples/
H A Dexample3.inp22 matrix V = model.vcv
25 series u = model.uhat
28 summary u e h
/dports/graphics/osgearth/osgearth-osgearth-2.10.1/src/osgEarth/
H A DUtils.cpp152 osg::Vec3d u = E; u.normalize(); in accept() local
155 if ( osg::equivalent(b*u, -1.0, 1e-4) ) in accept()
162 osg::Vec3d proj_d = b - u*(b*u); in accept()
164 osg::Vec3d proj_n = n - u*(n*u); in accept()
165 osg::Vec3d proj_e = proj_n^u; in accept()
364 osgUtil::VertexCacheVisitor vcv; in apply() local
365 drawable.accept( vcv ); in apply()
366 vcv.optimizeVertices(); in apply()
/dports/math/gretl/gretl-2021d/lib/src/
H A Dsystem.c1480 vcv = sys->vcv; in estimate_with_test()
1502 if (vcv != NULL) gretl_matrix_free(vcv); in estimate_with_test()
2475 double *u = NULL; in system_get_resid_series() local
2483 u = malloc(dset->n * sizeof *u); in system_get_resid_series()
2484 if (u == NULL) { in system_get_resid_series()
2491 u[t] = NADBL; in system_get_resid_series()
2497 return u; in system_get_resid_series()
2568 gretl_matrix_replace(&sys->vcv, vcv); in system_attach_vcv()
4867 double *u, lb; in system_autocorrelation_test() local
4874 u = sys->E->val + (i * sys->T); in system_autocorrelation_test()
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H A Dgretl_panel.c257 pmod->vcv[i] /= s2; in panel_model_xpxinv()
276 x = pmod->vcv[m++]; in panel_model_xpxinv()
603 free(pmod->vcv); in panel_robust_vcv()
604 pmod->vcv = NULL; in panel_robust_vcv()
1178 u++; in random_effects_dataset()
1483 x -= pmod->vcv[idx]; in vcv_slopes()
1485 x = pmod->vcv[idx]; in vcv_slopes()
2019 u = malloc(pan->Tmax * sizeof *u); in robust_fixed_effects_F()
4939 if (!na(u[si]) && !na(u[sj])) { in panel_xdepend_test()
4952 if (!na(u[si]) && !na(u[sj])) { in panel_xdepend_test()
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H A Dgretl_restrict.c2194 const gretl_matrix *u, in save_restricted_model() argument
2253 ut = gretl_vector_get(u, s); in save_restricted_model()
2310 gretl_matrix *u = NULL; in do_restricted_estimates() local
2344 u = gretl_matrix_alloc(T, 1); in do_restricted_estimates()
2345 if (u == NULL) { in do_restricted_estimates()
2369 b, S, u, &s2); in do_restricted_estimates()
2374 u, s2, rset, prn); in do_restricted_estimates()
2384 gretl_matrix_free(u); in do_restricted_estimates()
2529 RvR = vcv; in test_restriction_set()
2562 gretl_matrix_free(vcv); in test_restriction_set()
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H A Destimate.c215 targ->vcv = malloc(nxpx * sizeof *targ->vcv); in transcribe_ld_vcv()
216 if (targ->vcv == NULL) { in transcribe_ld_vcv()
224 targ->vcv[ijton(i, j, nv)] = in transcribe_ld_vcv()
1878 if (pmod->vcv != NULL) { in makevcv()
1893 pmod->vcv = malloc(nxpx * sizeof *pmod->vcv); in makevcv()
1894 if (pmod->vcv == NULL) { in makevcv()
1942 pmod->vcv[i] *= s2; in makevcv()
3761 x = u[s]; in real_arch_test()
3765 x = u[s - i]; in real_arch_test()
3814 const double *u = pmod->uhat + pmod->t1; in arch_test() local
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H A Dgretl_matrix.h704 gretl_matrix *vcv,
745 gretl_matrix *vcv,
761 gretl_matrix *vcv,
868 const gretl_matrix *u,
H A Dqr_estimate.c191 pmod->vcv = malloc(m * sizeof *pmod->vcv); in qr_make_vcv()
192 if (pmod->vcv == NULL) { in qr_make_vcv()
207 pmod->vcv[idx] = x; in qr_make_vcv()
227 double *u = pmod->uhat; in get_resids_and_SSR() local
245 u[t] = yt - yhat->val[i]; in get_resids_and_SSR()
246 pmod->ess += u[t] * u[t]; in get_resids_and_SSR()
265 pmod->ess += u[t] * u[t]; in get_resids_and_SSR()
277 pmod->ess += u[t] * u[t]; in get_resids_and_SSR()
705 if (u == NULL) { in newey_west_H()
719 if (u == NULL) { in newey_west_H()
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/dports/science/py-scipy/scipy-1.7.1/scipy/odr/
H A D__odrpack.c28 F_INT *delta, F_INT *eps, F_INT *xplus, F_INT *fn, F_INT *sd, F_INT *vcv, F_INT *rvar,
32 F_INT *betas, F_INT *betan, F_INT *s, F_INT *ss, F_INT *ssf, F_INT *qraux, F_INT *u,
279 F_INT delta, eps, xplus, fn, sd, vcv, rvar, wss, wssde, wssep, rcond; in gen_output() local
281 F_INT taufc, apsma, betao, betac, betas, betan, s, ss, ssf, qraux, u; in gen_output() local
298 &delta, &eps, &xplus, &fn, &sd, &vcv, &rvar, &wss, &wssde, in gen_output()
301 &betas, &betan, &s, &ss, &ssf, &qraux, &u, &fs, &fjacb, &we1, in gen_output()
311 vcv--; in gen_output()
337 u--; in gen_output()
364 memcpy(PyArray_DATA(cov_beta), (void *)((double *)(PyArray_DATA(work)) + vcv), in gen_output()
400 vcv, "rvar", rvar, "wss", wss, "wssde", wssde, "wssep", wssep, in gen_output()
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/dports/science/dynare/dynare-4.6.4/contrib/ms-sbvar/TZcode/MatlabFiles/
H A Dpmddwf23.m18 % sg0bid (diagonal of Sigma0_bar, unweighted prior vcv on the parameters in i-th equation in A0)
19 % sgpbid (diagonal of Sigma+_bar, unweighted prior vcv on the parameters in i-th equation in A+)
85 [u d v]=svd(phi,0); %trial
90 yu = y'*u; %trial
H A Dphg235.m16 % sg0bid (diagonal of Sigma0_bar, unweighted prior vcv on the parameters in i-th equation in A0)
17 % sgpbid (diagonal of Sigma+_bar, unweighted prior vcv on the parameters in i-th equation in A+)
102 [u d v]=svd(phi,0); %trial
107 yu = y'*u; %trial
H A Dpwf235.m16 % sg0bid (diagonal of Sigma0_bar, unweighted prior vcv on the parameters in i-th equation in A0)
17 % sgpbid (diagonal of Sigma+_bar, unweighted prior vcv on the parameters in i-th equation in A+)
103 [u d v]=svd(phi,0); %trial
108 yu = y'*u; %trial
H A Dpmddf235.m16 % sg0bid (diagonal of Sigma0_bar, unweighted prior vcv on the parameters in i-th equation in A0)
17 % sgpbid (diagonal of Sigma+_bar, unweighted prior vcv on the parameters in i-th equation in A+)
102 [u d v]=svd(phi,0); %trial
107 yu = y'*u; %trial
H A Dpmddf236.m16 % sg0bid (diagonal of Sigma0_bar, unweighted prior vcv on the parameters in i-th equation in A0)
17 % sgpbid (diagonal of Sigma+_bar, unweighted prior vcv on the parameters in i-th equation in A+)
102 [u d v]=svd(phi,0); %trial
107 yu = y'*u; %trial
H A Dpwf234.m16 % sg0bid (diagonal of Sigma0_bar, unweighted prior vcv on the parameters in i-th equation in A0)
17 % sgpbid (diagonal of Sigma+_bar, unweighted prior vcv on the parameters in i-th equation in A+)
104 [u d v]=svd(phi,0); %trial
109 yu = y'*u; %trial
H A Dphg233.m16 % sg0bid (diagonal of Sigma0_bar, unweighted prior vcv on the parameters in i-th equation in A0)
17 % sgpbid (diagonal of Sigma+_bar, unweighted prior vcv on the parameters in i-th equation in A+)
102 [u d v]=svd(phi,0); %trial
107 yu = y'*u; %trial
H A Dpmddf234.m16 % sg0bid (diagonal of Sigma0_bar, unweighted prior vcv on the parameters in i-th equation in A0)
17 % sgpbid (diagonal of Sigma+_bar, unweighted prior vcv on the parameters in i-th equation in A+)
104 [u d v]=svd(phi,0); %trial
109 yu = y'*u; %trial
/dports/math/gretl/gretl-2021d/doc/tex_it/
H A Drobust_vcv.tex2 \label{chap-robust-vcv}
5 \label{vcv-intro}
11 y = X\beta + u
127 \label{vcv-hccme}
217 \label{vcv-hac}
269 volta, gli opportuni residui OLS: $\hat{\omega}_{ts} = \hat{u}_t \hat{u}_s$.
315 \Sigma = E(X'u\,u'X)
319 $X'u$ di dimensione $k$.
334 \hat{u}_t \hat{u}_{t-j}\, X'_t\, X_{t-j}
517 \label{sec:vcv-panel}
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