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niziris · Dec 2, 2020 · 59840bd · 59840bd
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commit 59840bd
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Showing 4 changed files with 17 additions and 17 deletions.
diff --git a/ScriptsMeasures/run_tail_dependence.m b/ScriptsMeasures/run_tail_dependence.m
@@ -322,9 +322,9 @@ function plot_asymptotic_indicators(ds,id)
     set(sub_2,'XLim',[ds.DatesNum(1) ds.DatesNum(end)],'XTickLabelRotation',45);
     set(sub_2,'XGrid','on','YGrid','on');
     title(sub_2,ds.LabelsIndicators(2));
-    
+
     set([sub_1 sub_2],'YLim',[0 1]);
-    
+
     if (ds.MonthlyTicks)
         date_ticks([sub_1 sub_2],'x','mm/yyyy','KeepLimits','KeepTicks');
     else

diff --git a/ScriptsModels/asymptotic_tail_dependence.m b/ScriptsModels/asymptotic_tail_dependence.m
@@ -185,10 +185,10 @@
     if (any(nan_counts > nan_threshold))
         error(['The value of ''data'' is invalid. Expected input to contain no more than 70% of NaN values (' num2str(nan_threshold) ') for each time series.']);
     end
-    
+
     for i = 2:ceil(t / bw)
         bw_i = bw * i;
-        
+
         if ((bw_i / t) >= 0.3)
             bw = bw_i;
             break;

diff --git a/ScriptsModels/granger_causality.m b/ScriptsModels/granger_causality.m
@@ -278,18 +278,18 @@
 
     x = x(:);
     tx = numel(x);
-    
+
     if (tx < 5)
         error('The value of ''x'' is invalid. Expected input to be a vector containing at least 5 elements.');
     end
-    
+
     y = y(:);
     ty = numel(y);
-    
+
     if (ty < 5)
         error('The value of ''y'' is invalid. Expected input to be a vector containing at least 5 elements.');
     end
-    
+
     if (tx ~= ty)
         error('The value of ''x'' and ''y'' are invalid. Expected inputs to contain the same number of elements.');
     end

diff --git a/ScriptsModels/lasso_quantile_regression.m b/ScriptsModels/lasso_quantile_regression.m
@@ -51,14 +51,14 @@
     [q,r,nu0,nu,lambda0,idx_v,idx_e,idx_l,idx_r] = initialize(y,x,a);
 
     fit = zeros(ms+1,t);
-    
+
     beta = zeros(ms+1,n);
     beta0 = [q; zeros(ms,1)];
-    
+
     o = ones(1,t) .* q;
     fit(1,:) = o;
     gacv = [(gacv_fit(o,y,a) / t); zeros(ms,1)];
-    
+
     lambda = [lambda0; zeros(ms,1)];
 
     k = 0;
@@ -69,7 +69,7 @@
 
         exc_t = idx_t(~ismember(idx_t,idx_e));
         gamma = nu0 + (x(exc_t,idx_v) * nu);
-        
+
         delta1 = r(exc_t) ./ gamma;
 
         if (all(delta1 <= 0))
@@ -199,7 +199,7 @@
 
             [~,idx] = min(lambda_obs);
             i_star = tmp_e(idx);
-            
+
             idx_e = tmp_e;
             idx_e(idx) = [];
 
@@ -240,7 +240,7 @@
     else
         f = @(tmp,j_star,s)[tmp [s * 1; x(idx_e,j_star)]];
     end
-    
+
     b = [1; zeros(numel(idx_v) + 1,1)];
 
     var = numel(b);
@@ -332,17 +332,17 @@
     if (ty < 5)
         error('The value of ''y'' is invalid. Expected input to be a vector containing at least 5 elements.');
     end
-    
+
     if (isvector(x))
         x = x(:);
         tx = numel(x);
-        
+
         if (tx ~= ty)
             error(['The value of ''x'' is invalid. Expected input to be a vector containing ' num2str(ty) ' elements.']);
         end
     else
         tx = size(x,1);
-        
+
         if (tx ~= ty)
             error(['The value of ''x'' is invalid. Expected input to be a matrix containing ' num2str(ty) ' rows.']);
         end