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Integrated stochastic approximation program system

  • Pavel Charamza
Conference paper
  • 57 Downloads
Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume 374)

Summary

The brief description and the full user manual of the Stochastic Approximation program is given. This program contains a large variety of the one dimensional stochastic approximation methods both for the root and the extreme estimates. It can be used also for the root and the extreme estimates of the function of location parameters or the regression quantiles function, in particular. The estimation of parameters of the unknown distribution together with the solution of the LD-50 problem is included as the special part of the program. The program offers the basic statistics and information for comparison of different methods chosen by the user. It was developed for computers compatible with IBM PC and the user needs Turbo Pascal v. 4.0 for its performance.

Keywords

Time Moment Stochastic Approximation Unknown Distribution Main Menu Isotonic Regression 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 1992

Authors and Affiliations

  • Pavel Charamza
    • 1
  1. 1.Dept. of StatisticsCharles UniversityPraha 8Czech Republic

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