/dports/devel/R-cran-gmodels/gmodels/R/ |
H A D | estimable.R | 53 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) [all …]
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/dports/math/gretl/gretl-2021d/plugin/ |
H A D | heckit.c | 61 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() [all …]
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H A D | fiml.c | 329 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() [all …]
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H A D | quantreg.c | 46 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() [all …]
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H A D | interval.c | 571 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() [all …]
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/dports/math/py-statsmodels/statsmodels-0.13.1/statsmodels/tsa/ardl/_pss_critical_values/ |
H A D | pss.py | 24 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
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/dports/science/py-chempy/chempy-0.8.2/examples/ |
H A D | _kinetic_model_fitting.ipynb | 34 "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", [all …]
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/dports/math/gretl/gretl-2021d/addons/gig/examples/ |
H A D | example3.inp | 22 matrix V = model.vcv 25 series u = model.uhat 28 summary u e h
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/dports/graphics/osgearth/osgearth-osgearth-2.10.1/src/osgEarth/ |
H A D | Utils.cpp | 152 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()
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/dports/math/gretl/gretl-2021d/lib/src/ |
H A D | system.c | 1480 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() [all …]
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H A D | gretl_panel.c | 257 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() [all …]
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H A D | gretl_restrict.c | 2194 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() [all …]
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H A D | estimate.c | 215 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 [all …]
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H A D | gretl_matrix.h | 704 gretl_matrix *vcv, 745 gretl_matrix *vcv, 761 gretl_matrix *vcv, 868 const gretl_matrix *u,
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H A D | qr_estimate.c | 191 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() [all …]
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/dports/science/py-scipy/scipy-1.7.1/scipy/odr/ |
H A D | __odrpack.c | 28 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() [all …]
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/dports/science/dynare/dynare-4.6.4/contrib/ms-sbvar/TZcode/MatlabFiles/ |
H A D | pmddwf23.m | 18 % 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
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H A D | phg235.m | 16 % 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
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H A D | pwf235.m | 16 % 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
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H A D | pmddf235.m | 16 % 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
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H A D | pmddf236.m | 16 % 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
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H A D | pwf234.m | 16 % 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
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H A D | phg233.m | 16 % 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
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H A D | pmddf234.m | 16 % 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
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/dports/math/gretl/gretl-2021d/doc/tex_it/ |
H A D | robust_vcv.tex | 2 \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} [all …]
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