Bootstrap Method Example

Analytical Target Cascading (ATC) is a method for solving large-scale distributed optimization problems. It can be applied to multidisciplinary design optimization (MDO) problems. A very simple example problem was chosen so that the ATC solution process could be illustrated without requiring much...

Bootstrap the yield curve, discount curve and the forward curve from market data***************** BOOTSTRAPPING RESULTS **********************Time (Years)| Yield Curve | Discount Curve| Forward Curve |----------------------------------------------------------------------- 0.51 | 1.2404% | 0.9938...

One of several approaches to outlier rejection, Peirce's method is more general than Chauvenet's method.As constructed this works on univariate data only.


Platforms: Matlab

The code implements the shooting method by means of the Runge-Kutta method of 4th order and the interval bisection method. There is the graphical interface too. When the differential equation is inserted in terms of the standard mathematical notation (no in MATLAB code), the programme create the...


Platforms: Matlab

In this Matlab application was perused Jean Le Rand D'Alambert's** Reduction Method for two degree of linear differential equations and several analytical examples are compared with matlab solution applications.**Jean d'Alembert was a a French mathematician who was a pioneer in the study of...


Platforms: Matlab

This Matlab program Solve N-equation with Gauss elimination method and check results with Matlab Function.


Platforms: Matlab

%%%%%%%%%%%%%%%%%% EULER_modified_ODE.m %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Euler modified approximation method to solve IVP ODEs% f defines the function f(t,y)% t0 defines initial value of t% y0 defines initial value of y


Platforms: Matlab

Thee purpose,1. Speed up the convergence of correcting for each points (By newton method).2. To find the first few points by this method instead of R.K. method.3. To apply for higher order polynomial fitting.


Platforms: Matlab

This function computes double block bootstrap percentile confidence intervals and bootstrap standard errors for the Pearson correlation coefficient r and Fisher's z = atanh(r).References:-Efron, B. and R.J. Tibshirani (1993): An Introduction to the Bootstrap, Chapman & Hall.-BdoDshlmann, P. and...


Platforms: Matlab

This function computes a double block bootstrap percentile confidence interval and a bootstrap standard error for the difference of two z-transformed Pearson correlation coefficients. The z-statistic is defined as Zd = z1-z2 = atanh(r1)-atanh(r2), where r1 is the Pearson correlation coefficient...


Platforms: Matlab

This simple code shows how the Monte Carlo Chronological method works. This example is intended to be for educational purpose, generating an artificial history data vectors of a single component modeled in a two state Markov chain model and exponentially distributed. You just need to enter the...


Platforms: Matlab

This is a very simple method to find prime numbers. I use a mathematical function to find non prime numbers. Thus I have compared its efficiency with a code found on Matlab Central, Written by John D'Errico.


Platforms: Matlab

Its based on the traditional box-counting method for finding the fractal dimension of an image. The code is just for beginners for getting an idea of how the box-counting is done.


Platforms: Matlab

%%%%%%%%%%%%%%%%% EULER_backward_ODE.m %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Euler modified approximation method to solve IVP ODEs% f defines the function f(t,y)% t0 defines initial value of t% y0 defines initial value of y


Platforms: Matlab

Implementation of Defect Correction Method for iteratively solving a linear equation system. A Preconditioning strategy can be used to accelerate convergence.


Platforms: Matlab

The Fixed Point Method is applied to a given function.Convergence conditions are as followed: f(xa)=0 (=) xa=g(xa) => xa[n+1]=g(xn), n=0,1,..Error majoration: |e(xk)|


Platforms: Matlab

Newton's Method for Divided Differences.The following formula is solved:Pn(x) = f(x0) + f[x0,x1](x-x0) + f[x0,x1,x2](x-x0)(x-x1) + ... + f[x0,x1,..,xn](x-x0)(x-x1)..(x-x[n-1])Where:f[x0,x1] = (f(x1-f(x0))/(x1-x0)f[x0,x1,..,xn] = (f[x1,..,xn]-f[x0,..,x_[n-1]])/(xn-x0)


Platforms: Matlab

The HTTP 'POST' method is provided as a mechanism for uploading data as part of a URL request. There are two methods for encoding this data: application/x-www-form-urlencoded, in which each parameter is inserted as part of one long string, and multipart/form-data, in which each parameter gets its...


Platforms: Matlab

This code illustrates Bartlett method for a simple signal (sum of three sinusoids). This code allows user to change to length of each pieces (sub sequence).For example in the code LS is the term which gives length of each piece. Here it is 30 and signal length is 65. So signal will be chopped...


Platforms: Matlab

Basic GUI for Beam Propagation Method for advancing gaussian beam in a profiled medium.It can be used to demonstarate the concept of beam propagation.Any comment will be welcomed.


Platforms: Matlab