search for: rissanen

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2011 Dec 08
1
help about Hannan-Rissanen model selection
Dear all, I am sorry , I have not enough English or I am fool to understand the helping system 1- if someone has written the code for Hannan-Rissanen model selection in ARMA models, how can I find this R module or the code ? 2- I wrote the algorithm and the code for the Levy driven CARMA and COGARCH models, could anybody check or verify that I have done? Best regards yours sincerely R-help@r-project.org,R-help-request@r-project.org,bioc-de...
2004 Sep 10
2
Blocking and compression.
On Tue, 2004-01-20 at 23:44, Josh Coalson wrote: > Miroslav did some experiments with searching for optimum blocksize. > from what I remember it made at best a couple percent difference. > there was a thread about it here a while back. > Did his changes make it in? I can think of a coupla ways to approach this and I'd like to hear about what he tried. A couple of % doesnt seem
2004 Sep 10
4
Blocking and compression.
...use arithmetic, but its great to benchmark. For arithmetic coding I did find these: US 4,935,882, June 19, 1990, W.B. Pennebaker and J.L. Mitchell, "Probability Adaption for Arithmetic Coders". US 4,905,297, February 27, 1990, G.G. Langdon, Jr., J.L. Mitchell, W.B. Pennebaker, and F.F. Rissanen, "Arithmetic Coding Encoder and Decoder System". US 4,973,961, November 27, 1990, C. Chamzas, D.L. Duttweiler, "Method and Apparatus for Carry-over Control in Arithmetic Entropy Coding". US 5,025,258, June 18, 1991, D.L. Duttweiler, "Adaptive Probability Estimator for Entro...