Computer Programs

ASAMIN

ASAMIN is a MATLAB gateway routine to Lester Ingber's adaptive simulated annealing (ASA) software.

Download ASAMIN Version 1.39 (February 18, 2011; tested with ASA 28.1).
This program requires Lester Ingber's ASA available at http://www.ingber.com.
If you want to receive announcements about bug fixes and other updates for ASAMIN in the future, please let me know by sending an e-mail to shinichi.sakata@gmail.com.
You may find useful "Implementation of a simulated annealing algorithm for Matlab" by Stephane MOINS.

S-EST

S-EST is a MATLAB code for S-estimation.

Download S-EST.
This package requires ASAMIN mentioned above.

AS204

AS204 provides two matlab functions that respetively compute the distribution function and quantiles of positive linear combinations of independent chi-square random variables. They are based on R. W. Farebrother (1984).

Download AS204.

L1IV

L1IV is MATLAB codes for L1IV estimation.

Download L1IV.
This package requires ASAMIN and AS204 available on this page. Also, it uses the LPMEX package by Jeffrey C. Kantor and Adam C. Chen. The LPMEX package is available from the file exchange web site of Mathworks.

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Last Modified: Monday, October 28, 2019, 14:00:41.

Shinichi Sakata (shinichi.sakata@gmail.com)