< Master index Index for Matching_SYM_LSM\src\Functions\Statistics >

Index for Matching_SYM_LSM\src\Functions\Statistics

Matlab files in this directory:

 check_CovMtest CovM
 check_estimation_result% check estimation result, PCV Sect. 4.6.8
 covariance_2_sigma_rho% convert Covariance matrix into Standard deviation correlation matrix
 dist_CovMdistance of Covariance matrices
 init_rand_seed% init_rand_seed: initialize random number generation by specific seed
 rand_gauss% random numbers following a multivariate Gaussian with
 var_prop_classical% variance propagation by numerical differentiation

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