Dependent Probability Worksheets

Rt: returns seriesalpha: VaR levelOUTPUT:CFVAR: Cornish fisher VaR with alpha probability and time horizon as the returns series frequancy

Creates a 1,2 or 3 dimensional probability distribution supported on user-supplied lattice points subject to linear and moment constraints. A trite financial example is provided.

This is a MATLAB(R) implementation of the ideas discussed in Lopez-Calva, G. and K. Shea, "Fitting Survival Probability Models," WILMOTT Magazine, issue 45, pp. 16-22.We estimate the parameters of three different survival probability models based on credit default swap (CDS) spreads. The...


Platforms: Matlab

The algorithm that modeling the processof arbitrary picking matches from matchboxes with equal probability. The process will terminate when one of matchboxes get empty


Platforms: Matlab

CVBars are volume dependent as opposed to time dependent candlesticks; the close of the candle occurs when some volume criteria is met, not some variable timescale (1m, 5m, etc.)This is my first attempt to code and would be grateful for feedback, assistance, and importantly check to make sure...


Platforms: Matlab

The algorithm that modeling the processof arbitrary picking matches from matchboxes with equal probability. The process will terminate when one of matchboxes get empty


Platforms: Matlab

Compares probabilities of two binomial samples X, Y from a Bernoully experiments with probability p1 for set X and p2 for set YTest the null hypothesis H_0: p1 = p2 vs alternatives H_1: p1 > p2 H_2: p1 < p2 H_3: p1 != p2 Input: X - row of 0 or 1 Y - row of 0 or 1 Output: z - normal statistics...


Platforms: Matlab

LEPSTEST [lepss] = lepstest(cumclimate,xo,xf,refprob) This code computes LEPS score LEPS: Linear Error Probability Space (Ward and Folland, 1991) lepss - Linear Error Probability Space Score xo - measured values: column vector or scalar xf - forecasted values: column vector or scalar...


Platforms: Matlab

A very simple program that gives Poisson probability P(m,n) where m is the average outcome and n is one certain outcome.


Platforms: Matlab

This m-file calculates the blocking or loss probability of a network node or link using the Erlang B loss formula. It does not use the formula directly (which doesn't work with high numbers) but an iterative algorithm. Tested with MATLAB R13 and Octave.


Platforms: Matlab

Discriminant Functions is one of statistical technique used in Pattern Recognition for separating classses.This is parametric methods, means, it requires that mean and covariance of class is known. In other words, Probability Density of given class should be known to apply this method.Here, two...


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

In Power System Reliability Studies, Capacity Outage Probability Table (COPT) forms one of the basic necessary indices. It is often required to generate COPT for Generators."Generator_COPT.m" is a function which takes the following three input to generate COPT for Generator Bus:1. Number of...


Platforms: Matlab

The algorithm considers the effect of ends of travel, dry friction passive forces and external load.The computing algorithm is intended to describe the dynamic behavior of a mechanical component or assembly characterized by mechanical ends of travel, under the action of dry friction passive...


Platforms: Matlab

Returns the distribution of the function FUN applied to the set of distributions given in VARARGINPDFFUN Apply a function to a set of probability distributions[S,P,C]=PDFFUN(FUN,VARARGIN) will return the distribution of the function FUN applied to the set of distributions given in VARARGIN The...


Platforms: Matlab

This function provides the probability of surviving k of n trials for which the probability of each trial is p (for success) or 1-p for failure. So, if one has a 60% chance of surviving each event, there are 10 events, and you want to know the chance of surviving 4, and only 4, events then n=10,...


Platforms: Matlab

example: dismat(50,5,6) creates a 5x6 probability matrix and gives various parameters. dismata(a,r,c) a-matrix, r-row vector of x-values, c-column vector of y values. Freshers can see and appreciate the work load in the computation.


Platforms: Matlab

This module provides a referer dependent block. You can use this to greet your users.In order to avoid caching of pages with a welcome the module will switch to a javascript based version of the block if page caching is turned on.This module is sponsored by Dagbladet Information...


Platforms: PHP

The QM Superposition Launcher package is a self-contained file for the teaching of the time evolution and visualization of energy eigenstates and their superpositions in quantum mechanics. The file contains ready-to-run OSP programs and curricular materials. One can choose from several real-time...


Platforms: Mac

The QM Wigner program displays the time evolution of the position-space wave function and the associated quasi-probability distribution in phase space via the Wigner function. The default wave function is a Gaussian wave packet in a harmonic oscillator. Additional states and other potential...


Platforms: Mac