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JD


Active since 2014

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sampling with replacement from matrix with clustered data
Hello, I'm looking for a clever (computationally efficient) way to sample from a data matrix in clusters. Given matrix A(n...

6 years ago | 0 answers | 0

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stop fmincon if encounter warning about rank
Hi, I'm running fmincon using the sqp algorithm to run a montecarlo. Sometimes (a couple out of a hundred) it encounters a...

10 years ago | 1 answer | 1

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