Assignment Sample
I wrote this code because I wanted to incorporate a new distribution in the model, not availiable in Matlab or OxMetrics. In this sample the input is a return series, it uses a Garch(1,1) model with a constant in mean in the returns, and calculates the maximum likelihood estimator (mle) for the...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (40): In sample value at risk and backtesting Download |
Sample MATLAB scripts from the CD-ROM accompanying"An Introduction to Dynamic Meteorology, 4th Edition" by James R. Holton, ISBN 0123340151, 2004
Platforms: Matlab
License: Freeware | Size: 1.02 MB | Download (71): Introduction to Dynamic Meteorology, 4e Download |
"Hungarian algorithm" to solve the square assignment problem (original & pure MATLAB implementation). The Hungarian algorithm can also be used as a sub-solver in a B&B solver for the travelling salesman problem.How to match N (e.g. N=6) pairs of signals from 2 experiments? Build full reordering...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (40): bghungar Download |
This function uses the auction principle to return the optimal assignment and the dual prices. It performs quite well, and is way faster than the hungarian algorithm as the number of points increases. More details on the auction algorithm can be found on D. Bertsekas homepage...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (42): AuctionJacobi Download |
Functions related to the assignment problem. Main functions: hungarian - calculate a solution of the square assignment problem. See HELP for a reference.
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (39): assignprob.zip Download |
To test al model, with real data it can be useful to pick a smaller sample out of a bigger dataset.An other application could be to decide how small a random sample should be to see if the process is working property
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (40): samplepick Download |
Sample syntax highlighting file for use with jEdit. Was written with help from "Write MATLAB function list" submission.
Platforms: Matlab
License: Freeware | Size: 30.72 KB | Download (45): jEdit syntax highlighting Download |
this function converts data from its original space to LDA spacedata is consist of M rows(sample size), N cols(dimensions)class is consist of M rows(sample size), 1 cols , each element of class is shows class number of each data sample(class number must be integer 1 to n)n is the number of...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (40): Linear Discriminant Analysis Code Download |
Besides the power estimation it makes the hypothesis testing concerning the one-sample variance. The function only needs the sample variance, the sample size, the hypothesized value and the significance level.
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (40): power1var Download |
Function BSTRAG builds on an earlier FEX submission, BSTRAP - itself an extension of BOOTSTRP (Statistics Toolbox, v. 5-6) - by implementing 'groupwise' operation, wherein rows of x (,y,z,..) are split into several groups (having n1, n2, n3, .. rows), marked by distinct values of grouping...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 40.96 KB | Download (44): Bootstrap a statistic in a grouped sample Download |
Multivariate normal simulations where sample mean and covariances match the respective population moments, refer toA. Meucci (2009), "Simulations with Exact Means and Covariances",Latest version of article and code available at http://symmys.com/node/162
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (40): Simulations with Exact Means and Covariances Download |
Tukey's test of additivity for a two-way analysis of variance design with replication (can be equal or unequal sample sizes) or without replication.
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (42): adTukeyAOV2 Download |
computes the sample autocovariance of a time series x for lags from 0 to maxlag, returning a column vector of length maxlag+1. x must be a column vector having length m not less than maxlag+1. If no value is supplied for maxlag, the default is the minimum of m-1 and 100.
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (44): autocov.m Download |
DigitFD generates random sample from the fiducial distribution of the parameters mu and sigma [of the unobservable normal distribution], based on the (digitized) measurements from instrument with limited, however known resolution. Here,measurements = round( (mu + sigma * Z)/resolution ) *...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 3.39 MB | Download (44): DigitFD Download |
This m-file is a two-sample Student's t-test when one of the samples has only one observation.Inputs:x - vector data of one of the samplesy - one data of the other samplealpha - significance value (=0.05 by default)Output:Complete table of the Student's t-test
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (47): twostone Download |
The idea is to give more emphasis in some examples of data as compared toothers by giving more weight. For example, we could give lower weights tothe outliers. The motivation to write this function is to compute percentilesfor Monte Carlo simulations where some simulations are very bad (in terms...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (39): Returns weighted percentiles of a sample Download |
Single Sample Kupier Goodness-Of-Fit Hypothesis Test. Similar to Kolmogorov-Smirnov (K-S) test, but (K-S) test tend to be most sensitive around median value of the distribution and less sensitive at the distribution tails.Doesn't require any Toolbox.Find if the random sample X could have the...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (45): kupiertest Download |
Hotelling's T-Squared multivariate test for one sample, two independent samples [homoskedasticity or heteroskedasticity (to test)] and two dependent samples.
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 71.68 KB | Download (68): HotellingT2 Download |
Sample size required in tests concerning the variance, employing the Chi-square distribution and solved by iterative fashion (directed trial and error). This means that we enter an initial value for n in order to obtain a better estimate. It only needs the sample variance, expected (hypothesized)...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (44): chi2ssize Download |
kstest_2s_2d.m: function to do two-sample two-dimensional Kolmogorov-Smirnov testIt's similar to the MATLAB built-in funtion "kstest2" from Statistics Toolbox except that "kstest_2s_2d" deals with two-dimensional data.[H, pValue, KSstatistic] = kstest_2s_2d(x1, x2, alpha, tail);The function takes...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): Two-sample Two-diensional Kolmogorov-Smirnov Test Download |