Estimated Seller Proceeds Sample
A figure for band pass decimation with desired signal bandwidth B, where Fi_B is anolog frequence point corresponding to B, Fs_B is sample rate corresponding to B.The color parts are forbidden areas.
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (46): Band Pass Decimation Download |
It is a hill climbing optimization algorithm for finding the minimum of a fitness function in the real space. The space should be constrained and defined properly. It attempts steps on every dimension and proceeds searching to the dimension and the direction that gives the lowest value of the...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (51): Hill climbing optimization Download |
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 (44): 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 |
LinStats is a collection of classes, functions and data that are useful for representing, solving and analyzing linear statistical models. LinStats has been updated to use a new object based approach to support incremental model-building and more sophisticated analysis.Notably this is the first...
Platforms: Matlab
License: Freeware | Size: 471.04 KB | Download (43): LinStats 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 (44): power1var 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 |
INPUTS: x - vector row with 'x' values y - vector row with 'y' values r - expected 'x'-coordinate of break point if r is empty it is calculated during the optimisation p - if p is equal to 1 the fit is plotted OUTPUT: th - estimated paremeters of the regression lines y_1 = th(1) + th(2) * x y_2 =...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (50): Two-phase linear regression model 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 (42): 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 |
CHI2RAYLTEST: Single sample Pearson Chi Square goodness-of-fit statistical test to examine a null hypothesis of Rayleigh Channel.H=CHI2RAYLTEST(X,ALPHA) performs the particular case of Pearson Chi Squaretest to determine whether the null hypothesis of a Rayleigh channel realization is a...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): Rayleigh Channel Pearson Chi Square Test Download |
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
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (46): Pearson Chi Square Hypothesis Test Download |