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Showing 2 open source projects for "linear"
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Matrix factorization is applied to the B-spline basis to construct an orthonormal basis. Data can be approximated by a linear combination of the orthonormal basis functions. Constraints are imposed such that the fitted function is linear at the boundary points, as in natural cubic spline.
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Tail Probability Calculator
Tail probability calculator for continuous random variable
A suite of Matlab functions that calculate the tail probability / cdf / pdf / quantile of linear combination of random variables in one of the following classes: (1) symmetric random variables with support on the real axis (normal, Student's t, uniform and triangular); (2) random variables with support on the positive real axis (chi-squared and log-Lambert W x chi-squared distributions; inverse gamma distribution is temporarily disabled due to numerical issues).
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