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lborke merged 1 commit into from
Dec 15, 2015
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Update and Reformat Metainfo.txt #4

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44 changes: 23 additions & 21 deletions FPCAsimulate_input/Metainfo.txt
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Name of Quantlet: FPCAsimulate
Name of Quantlet: FPCAsimulate_input

Published in: Functional Principal Component Analysis for Derivatives of High-Dimensional Spatial Curves
Published in: 'Functional Principal Component Analysis for Derivatives of
High-Dimensional Spatial Curves'

Description: simulation generated as described in the article
Description: 'Simulates the desired dataset as described in the article.'

Keywords: simulation, FPCA, surface, second derivative, state price density

See also: FPCAsimulation, FPCAepan, FPCAmultiloc, FPCAindividual, FPCAgpu, FPCAvariance
See also: 'FPCAsimulation, FPCAepan, FPCAmultiloc, FPCAindividual, FPCAgpu,
FPCAvariance'

Author: Heiko Wagner

Submitted: Maria Grith


Input:
-"N - Number of curves"
-"k - Random State"
-"T - Number of observations per curve"
- "N - Number of curves"
- "k - Random State"
- "T - Number of observations per curve"

Output:
-"Fc - Triscattered interpolated curves"
-"x1minc - Min x1 value"
-"x2minc - Min x2 value"
-"x1maxc - Max x1 value"
-"x2maxc - Max x2 value"
-"cgridx - Joined Grid x1"
-"cgridy - Joined Grid x2"
-"c5unil - Moneyness Axis"
-"c2unil - Maturity Axis"
-"c3unil - Observations with error"
-"c3unilr - Observations w/o error"
-"realD - True densities"
-"mx - Evaluated points for realD (Moneyness axis)"
-"my - Evaluated points for realD (Maturity axis)"
- "Fc - Triscattered interpolated curves"
- "x1minc - Min x1 value"
- "x2minc - Min x2 value"
- "x1maxc - Max x1 value"
- "x2maxc - Max x2 value"
- "cgridx - Joined Grid x1"
- "cgridy - Joined Grid x2"
- "c5unil - Moneyness Axis"
- "c2unil - Maturity Axis"
- "c3unil - Observations with error"
- "c3unilr - Observations w/o error"
- "realD - True densities"
- "mx - Evaluated points for realD (Moneyness axis)"
- "my - Evaluated points for realD (Maturity axis)"