• Adam

  • Referenced in 273 articles [sw22205]
  • Adam: A Method for Stochastic Optimization. We introduce Adam, an algorithm for first-order gradient ... adaptive estimates of lower-order moments. The method is straightforward to implement, is computationally efficient...
  • LMOMENTS

  • Referenced in 128 articles [sw07868]
  • routines for use with the method of L-moments. Hosking (J. R. Statist ... should facilitate the use of L-moment-based methods...
  • nlmdl

  • Referenced in 116 articles [sw27811]
  • systems, possibly in implicit form, generalized method-of-moments estimates, GMM option...
  • Ninf-G/MPI

  • Referenced in 45 articles [sw03461]
  • grid computing environment. A moment-based method that finds several eigenvalues and their corresponding eigenvectors...
  • CERENA

  • Referenced in 13 articles [sw19501]
  • descriptions, namely Reaction Rate Equation (RRE), Method of Moments (MM), and System Size Expansion ... first implementation of the Method of Conditional Moments (MCM), and offers a wide range...
  • StaRMAP

  • Referenced in 11 articles [sw16411]
  • second order staggered grid method for spherical harmonics moment equations of radiative transfer. We present ... simple method to solve spherical harmonics moment systems, such as the the time-dependent ... radiative transfer. The method, which works for arbitrary moment order N, makes...
  • LDQBD

  • Referenced in 9 articles [sw06977]
  • Computing moments of first passage times to a subset of states in Markov chains This ... relatively efficient and accurate method to compute the moments of first passage times ... ergodic Markov chains. With the proposed method, the moment computation problem is reduced ... novel recurrence for computing the higher-order moments. We propose using a form...
  • fitdistrplus

  • Referenced in 17 articles [sw15776]
  • data) and allowing different estimation methods (maximum likelihood, moment matching, quantile matching and maximum goodness ... functions are S3 objects, for which specific methods are provided, including summary, plot and quantile...
  • ecp

  • Referenced in 12 articles [sw21075]
  • procedures for finding multiple change-points. Two methods make use of dynamic programming and probabilistic ... existence of certain absolute moments in one method. Hierarchical and exact search methods are included...
  • gogarch

  • Referenced in 8 articles [sw19309]
  • estimation methods are implemented: fast ICA, Methods of Moments, non-linear Least-Squares and Maximum...
  • gmm

  • Referenced in 4 articles [sw15912]
  • package gmm: Generalized Method of Moments and Generalized Empirical Likelihood. It is a complete suite ... includes the two step Generalized method of moments (GMM) of Hansen(1982), the iterated ... Hansen-Eaton-Yaron(1996) and several methods that belong to the Generalized Empirical Likelihood...
  • CHyQMOM

  • Referenced in 4 articles [sw34770]
  • Conditional hyperbolic quadrature method of moments for kinetic equations. The conditional quadrature method of moments...
  • gld

  • Referenced in 4 articles [sw15011]
  • maximum product of spacings, Titterington’s method, Moments, L-Moments, Trimmed L-Moments and Distributional...
  • EmmPack

  • Referenced in 2 articles [sw09500]
  • stochastic volatility models with the efficient method of moments. Econometric estimation using simulation techniques, such ... efficient method of moments, may be time consuming. The use of ordinary matrix-programming languages ... cause extra delays. For the efficient method of moments implemented to estimate stochastic volatility models ... implemention of the efficient method of moments technique for a broad range of univariate stochastic...
  • Algorithm 963

  • Referenced in 2 articles [sw23698]
  • continuum of moment conditions. We describe the implementation of a parameter estimation method suitable ... quantitative finance. The Continuum-Generalized Method of Moments (CGMM) is a Generalized Method of Moments ... continuum of moment conditions to achieve the efficiency of a Maximum Likelihood method. Instead...
  • sphet

  • Referenced in 4 articles [sw24257]
  • Models with and without Heteroscedasticity. Generalized Method of Moment estimation of Cliff-Ord-type spatial...
  • GLDEX

  • Referenced in 2 articles [sw16056]
  • methods such as moment matching, starship method, L moment matching are also provided. Diagnostics...
  • VARIOG2D

  • Referenced in 4 articles [sw12840]
  • estimating the semi-variogram by the method of moments is widely available, there...
  • QBMMlib

  • Referenced in 1 article [sw34767]
  • QBMMlib: A library of quadrature-based moment methods. QBMMlib is an open source Mathematica package ... quadrature-based moment methods and their algorithms. Such methods are commonly used to solve fully ... routines use symbolic manipulation to formulate the moment transport equations for a population balance equation...
  • scuff-em

  • Referenced in 3 articles [sw18840]
  • also known as the ”method of moments.”) The scuff-em suite consists of two components ... essential algorithms of the boundary-element method, and a set of application programs built atop...