Ctcss Deviation
The Toolbox forecasts the volatility of a (mxn) vector of data and from a variety of in-built / non-in-built GARCH models with various distributions, as well as the univariate RiskMetrics. The toolbox also estimates a number of Volatility Forecast Loss Functions and if selected Value-at-Risk for...
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (41): Volatility Forecast Toolbox Download |
The GUI application plots VLE data of ethanol-water mixture at various pressures. Both Txy and xy diagrams can be plotted at the pressure value specified by the user. The Wilson model allows the program to take into account the deviation from ideal behavior in the liquid phase. User should enter...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (47): Isobaric vapor-liquid diagram using GUI Download |
The accompanying code is the simulation of a simplified version of a synfire chain in a cortical network, inspired by the ideas of Abeles (1982, 1991), Bienenstock (1995), and Diesmann et al. (1999). In a synfire chain groups, or pools, of neurons are connected in a feedforward arrangement. The...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (44): Synfire Download |
This is a companion to Matlab's Statistics toolbox ksdensity function and Philipp Berens' CircStat toolbox.The difference with Matlab's ksdensity function is that this function is adaped to circular data, such as wind orientation. Using Matlab's function will give biased values at the extremities...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (39): Kernel smoothing density estimate for circular data Download |
Polar Parallel Coordinate Geometry (PPCG) plots standardardised time series data. Colour is used to demonstrate data through time; black being the oldest to white being the newest. 2 - 3 Std deviation warning/action limits are also highlighted by yellow/red respectively.
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (51): Polar Parallel Coordinate Geometry Download |
Compute European call option price using the Heston model and a conditional Monte-Carlo method [call_prices, std_errs] = Heston(S0, r, V0, eta, theta, kappa, strike, T, M, N)*******************************************************************************INPUTS: S0 - Current price of the underlying...
Platforms: Matlab
License: Freeware | Size: 92.16 KB | Download (41): Heston Option Pricer Download |
This file executes the non parametric Mann-Whitney-Wilcoxon test to evaluate the difference between unpaired samples. If the number of combinations is less than 20000, the algorithm calculate the exact ranks distribution; else it uses a normal distribution approximation. The result is not...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (41): Mann-Whitney-Wilcoxon test Download |
GUI for displaying image stacks, either from a 3D array given as indata or from a tiff, lsm, or other stack chosen by the user.NOTE: StackSlider uses tiffread to import stacks from files. Tiffread can be downloaded for free from www.cytosim.org/other. The GUI features changing of the displayed...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): StackSlider Download |
Considering some input arguments, this function performs n simulations with random trades in a price matrix, saving 3 performance indicators (annualized return, annualized standard deviation and annualized sharpe) at each simulationFor example, suppose that you're a trader and have earned 15% of...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 194.56 KB | Download (43): Are You More Skilled than a Monkey at Trading Stocks ? Download |
This function returns statistics on the intensity of an image, including the sum, mean, standard deviation, min and max. A rectangular region of interest can be selected by the user by using 'r' as the 2nd parameter. Alternatively, the region of interest can be more accurately defined by a...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (45): Image intensity statistics Download |
it's useful to see how the mean and the standard deviation change when you use more samples to calculate it.The Array can contain NaN's but it's slower than cumstat (File ID: #26899) because it contain a for-loop
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (44): cumulative statistic with NaN's Download |
function [optW, C, W] = sskernel(x,W,str)% [optW, C, W] = sskernel(x,W,str)%% Function `sskernel' returns an optimal bandwidth (standard deviation)% of the Gauss density function used in kernel density estimation.% Optimization principle is to minimize expected L2 loss function between% the...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (52): Kernel Bandwidth Optimization Download |
Whereas standard deviation and variance are measures of absolute variance, the coefficient of variation is a measure of relative variance. This is generally useful to compare several data sets. It can also be used as a simple quality indicator. The definition used here is ratio of standard...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (44): RelVar Download |
A Gaussian mixture model means that each data point is drawn (randomly) from one of C classes of data, with probability p_i of being drawn from class i, and each class is distributed as a Gaussian with mean standard deviation mu_i and sigma_i. Given a set of data drawn from such a distribution,...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 20.48 KB | Download (50): gaussian_mixture_model.m Download |
INPUT:3 columns array.column1 (the left): sample ID or sample numbercolumn2 and column3: instrument1 and instrument 2 outoutGRAPH OUTPUT:Bland Altman scatter plot with mean difference line and +-2 SD lines.CONSOLE OUTPUT:diffmean = mean of the difference (the same you see in plot)sdev = standard...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): Bland Altman Plots. Andrea Padoan, Dicember 2008 Download |
PLOT_GAUSSIAN_ELLIPSOIDS plots 2-d and 3-d Gaussian distributions. H = PLOT_GAUSSIAN_ELLIPSOIDS(M, C) plots the distribution specified by mean M and covariance C. The distribution is plotted as an ellipse (in 2-d) or an ellipsoid (in 3-d). By default, the distributions are plotted in the current...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (42): PLOT_GAUSSIAN_ELLIPSOID Download |
function y = laprnd(m, n, mu, sigma)%LAPRND generate i.i.d. laplacian random number drawn from laplacian distribution% with mean mu and standard deviation sigma.% mu : mean% sigma : standard deviation% [m, n] : the dimension of y.% Default mu = 0, sigma = 1.% For more information, refer to%...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (54): Laplacian random number generator Download |
Included in the first line of the script is a sample data set. The script will compute basic statistics on this data set:mean1-sigma (standard deviation)medianfirst quartile (25th percentile)second quartile (50th percentile)third quartile (75th percentile)kth percentileIQRSID
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (44): Quartile & Percentile Calculation Download |
Levene's F test is used to test the null hypothesis that multiple population variances corresponding to multiplesamples are equal. Prior to the analysis the data are transforming to the absolute deviation of the mean. Then perform an one-way analysis of variance.
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (39): Levenetest Download |
Basically, here we are testing if all the p-axis have the same variability or eigenvalues. There are two tests to choose in a menu form such as the Bartlett and Mauchly's sphericity tests.Only needs to input the multivariate data matrix and the significance level (default = 0.05). It outputs the...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): sphertest Download |