TV-MVAR: 存储库中包含将频域转换为时域的Matlab代码，用于时变多元自回归（TV-MVAR）建模

matlab由频域变时域的代码时变多元自回归（TV-MVAR）建模[1] MatLab工具箱的结构 / [root] ├── code │ └── [matlab scripts] │ Main.m │ createsimulationset.m │ MVAR_KF.m │ MVAR_MKFA.m │ MVAR_MKFA2.m │ GA_MVAR_KF.m │ GA_MVAR_MKFA.m │ GA_MVAR_MKFA2.m │ simulate_MVAR_KF.m │ simulate_MVAR_MKFA.m │ simulate_MVAR_MKFA2.m │ smooth_MVAR_KF.m │ smooth_MVAR_MKFA.m │ smooth_MVAR_MKFA2.m │ estimate_GARCH.m │ estimate_MVARmeasures.m │ MVAR_measures.m │ plot_MVARmeasures.m │ colorcet.m │ TVcoef.mat - code contains the following: │ ├── Main.m: