Asymptotic

This program is a GUI that takes as input a transfer function. It decomposes the function into poles, zeros, constants,... and plots the asymptotic approximation of each. Individual terms can be added or deleted from the plot.Full Description... Platforms: Matlab

Updates from version 2.0:1. The marginal GARCH models are estimated from the toolbox functions (without the use of the econometrics/GARCH toolbox of MATLAB).2. Hansen's Skew t distribution for the margins is supported.3. Asymptotic standard errors are computed (Godambe info. matrix) Platforms: Matlab

This toolkit has two main purposes.1. Decomposition and visualization of paraxial beams in Hermite-Gaussian and Laguerre-Gaussian bases. (These functions are located in the subdirectory "transverse.")2. Propagation of such beams through optical systems including two-mirror fabry-perot cavities.... Platforms: Matlab

When doing traditional bode diagram control system analysis of ill-conditioned high order SISO systems in V4.2 with Control System Toolbox, I found using these utilities improved the robustness of my results. There's also a nice function to plot an approximate (asymptotic) bode diagram which I... Platforms: Matlab

Java Modelling Tools is a suite for performance evaluation and modelling. Queuing Network models are solved with analytical, asymptotic and simulation methods; workload is characterized using clustering techniques. Platforms: *nix

Java Modelling Tools is a suite for performance evaluation and modelling. Queuing Network models are solved with analytical, asymptotic and simulation methods; workload is characterized using clustering techniques. Platforms: Windows, Mac, Linux

Performs Mantel-Haenszel's test for k strata of 2x2 tables.Mantel and Haenszel proposed this asymptotic test based on the chi-2 distribution. Assuming no three-way interaction (k independent strata). Ref.: DeltaProt toolbox at http://services.cbu.uib.no/software/deltaprot/Input: X: data matrix... Platforms: Matlab

Fisher's exact test of 2x2 contingency tables permits calculation of precise probabilities in situation where, as a consequence of small cell frequencies, the much more rapid normal approximation and chi-square calculations are liable to be inaccurate.The Fisher's exact test involves the... Platforms: Matlab

Henze and Zirkler (1990) introduce a multivariate version of the univariate There are many tests for assessing the multivariate normality in the statistical literature (Mecklin and Mundfrom, 2003). Unfortunately, there is no known uniformly most powerful test and it is recommended to perform... Platforms: Matlab

Single sample Smirnov-Cramer-Von Mises goodness-of-fit hypothesis test.H = MTEST(X,ALPHA) performs the particular case of Smirnov-Cramer-Von Mises test to determine whether the null hypothesis of composite normality CDF is a reasonable assumption regarding the population distribution of a random... Platforms: Matlab

CHI2TEST: Single sample Pearson Chi Square goodness-of-fit hypothesis test.H=CHI2TEST(X,ALPHA) performs the particular case of Pearson Chi Square test to determine whether the null hypothesis of composite normality PDF is a reasonable assumption regarding the population distribution of a random... Platforms: Matlab

The codes follow the paper Radkov P. and Minkova L. (2011) "Assessing bank's default probability using the ASRF model", Serials Publications' IJTMM, to derivation of implied default probabilities from the Vasicek model (asymptotic single risk factor model) and Basel 2 framework. The method for... Platforms: Matlab

The STP IdealGasNumberOfStates program numerically evaluates the number of states of an ideal gas and demonstrates finite size effects by plotting the actual number of states and the asymptotic expression. The default is two-dimensional system (d=2). STP IdealGasNumberOfStates is part of a suite... Platforms: Mac