time | calls | line |
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| | 1 | function mom_thrd=mom_thrd(YY)
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| | 2 | %function mom_thrd=mom_thrd(YY)
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| | 3 | % Calculates the third moment of stochastic coefficients E[YiYjYk] from Monte-
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| | 4 | % Carlo samples.
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| | 5 | %
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| | 6 | % INPUTS:
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| | 7 | % YY: Array with Monte Carlo Samples size(YY) = [MC,NS], where
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| | 8 | % MC is the number of Monte-Carlo samples and NS is the size of
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| | 9 | % stochastic dimension.
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| | 10 | % OUTPUTS:
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| | 11 | % mom_thrd: 3D array containing the third moments.
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| | 12 | % E[YiYjYk] = mom_thd(i,j,k)
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| | 13 | %
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| | 14 | % Author: Themis Sapsis, Matt Ueckermann
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| | 15 |
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| 20 | 16 | NS=size(YY,2);
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| 20 | 17 | MC=size(YY,1);
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| 20 | 18 | mom_thrd = zeros(NS,NS,NS);
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| 20 | 19 | for j1=1:NS
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| 800 | 20 | for j2=1:NS
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0.01 | 32000 | 21 | for j3=1:NS
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5.89 | 1280000 | 22 | mom_thrd(j1,j2,j3)=sum(YY(:,j1).*YY(:,j2).*(YY(:,j3)))/MC;
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0.59 | 1280000 | 23 | end
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< 0.01 | 32000 | 24 | end
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| 800 | 25 | end
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