Exponential
variogramfit performs a least squares fit of various theoretical variograms to an experimental, isotropic variogram. The user can choose between various bounded (e.g. spherical) and unbounded (e.g. exponential) models. A nugget variance can be modelled as well, but higher nested models are not...
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (51): variogramfit Download |
The Anderson-Darling test (Anderson and Darling, 1952) is used to test if a sample of data comes from a specific distribution. It is a modification of the Kolmogorov-Smirnov (K-S) test and gives more weight to the tails than the K-S test. The K-S test is distribution free in the sense that the...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (44): AnDarWtest Download |
Instructions:1. Give the symbol of the stock.2. Give today's date in the specific format (months-days-year).3. 'GET DATA' button fetches the data from Yahoo server.4. Choose the number of days you want to examine.5. Pick the fast and slow averages used by the functions (remember fast has to be...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (44): GUI Technical Analysis Tool Download |
The Central Limit Theorem (CLT) states that the sample average of N i.i.d. random variables approaches the normaldistribution.This script displays the probability density function of the sample average of N i.i.d variables with respect to N. The variables can be distributed according to a chi-2,...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (40): Illustration of the Central Limit Theorem Download |
The submission considers first-order exponential-decay Hawkes processes with constant unconditional intensities, and presentsa) a calculation of point-time intensities for constituent series of a multivariate process;b) a plotting function visualizing intensity dynamics and event occurrences of a...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 30.72 KB | Download (44): Simulate a Hawkes process Download |
There is no selection in Curve Fitting Toolbox that the property of the plot could be changed, for example, log plot, loglog plot. This is useful expecially when you are fitting a log or exponential curve. Help included.
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (39): cfaxisset Download |
Kernel Regression ToolboxVersion 1.0 (R14) 01-Aug-2004General information. Comprises functions to carry out kernel regressions.General Functions: ykr - Higher order olynomial kernel regression ykr0 - 0-th order kernel regression wfunc - Exponential matrix theory kernal functions gfunc -...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (41): Kernel Regression Toolbox Download |
Simple VaR Calculator provides: - Evaluation of return distribution of single asset or portfolio of assets; - Volatility forecasts using moving average and exponential algorithm;- Value at Risk of single asset or portfolio measurement using parametric and historical simulation.- Historical data...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 20.48 KB | Download (43): riskcalc Download |
The Anderson-Darling test (Anderson and Darling, 1952) is used to test if a sample of data comes from a specific distribution. It is a modification of the Kolmogorov-Smirnov (K-S) test and gives more weight to the tails than the K-S test. The K-S test is distribution free in the sense that the...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): AnDartes Download |
The Anderson-Darling test (Anderson and Darling, 1952) is used to test if a sample of data comes from a specific distribution. It is a modification of the Kolmogorov-Smirnov (K-S) test and gives more weight to the tails than the K-S test. The K-S test is distribution free in the sense that the...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (46): AnDartest Download |
This collection generates random variables and vectors of random variables with various distributions, including Bernoulli, geometric, exponential, Gaussian, Poisson, discrete uniform, and continuous uniform, based on the parameters you input to the function.
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): Random Variable Generation Download |
Directions to run the file.1. Unzip the file "TradingStrat.zip" so that you'll get the folder "TradingStrat".2. Set your working directory as "TradingStrat > CSV" (The CSV folder holds the comma separated values data which is required to use the back tester)3. Run the file 'runCSV.mat' by typing...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 5.5 MB | Download (45): Trading strategy back tester Download |
CH_XCORR Calculate cross-correlograms with a wide range of options.SYNTAX CCG = CH_XCORR(HC_L,HC_R,FRAME_LENGTH,NOVERLAP,MAXLAG,TAU) CCG = CH_XCORR(...,INHIB) CCG = CH_XCORR(...,IC_T,NORM_FLAG) CCG = CH_XCORR(...,INHIB_MODE) [CCG,IC] = CH_XCORR(...)DESCRIPTIONCCG =...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 215.04 KB | Download (43): Precedence-based cross-correlograms Download |
The Anderson-Darling test (Anderson and Darling, 1952) is used to test if a sample of data comes from a specific distribution. It is a modification of the Kolmogorov-Smirnov (K-S) test and gives more weight to the tails than the K-S test. The K-S test is distribution free in the sense that the...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): AnDarexptest Download |
The function cltexp supplies a sampling distribution from an exponential distribution overlayed with the normal approximation to the distribution of the sample means. The user can alter the parameters of the sampling distribution to see the accuracy of the central limit theorem as n gets larger....
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (42): cltexp Download |
A "ringdown" experiment records the amplitude of a resonator as it decays under the influence of the damping in the system, without any external input. Ringdown.m analyzes a data set from a resonator ringdown measurement and determines the resonator frequency and Q using different methods. An FFT...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 174.08 KB | Download (43): Ringdown Download |
it allow u to plotspecific 2d (trignometric ,exponential and polynomial fn, & other)specific 3d function(trignometric ,exponential ,defined (sphere cylinder cube, helix)and polynomial fn, & other)u can find the max and the min values of the plotted data (marked with marker),clear & rotate.and...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 61.44 KB | Download (43): Plotter (2d,3d&sound_plotter) Download |
This above Fractal code investigates the effect of a small change in the Affine transform of a fractal generating function, namely the Mandelbrot set generated using the existing trigonometric sinusoidal operations. This involves a basic logic of an exponential surface that modifies the vector...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (39): Logmandel Download |
Fuzzy numbers and basic fuzzy arithmetics (+, -, *, /, 1/x) implementation written in Java. Should be used as a library, but it also has a GUI which demonstrates its capabilities (using SWT widgets). Features: * Implements L-R fuzzy numbers and Decomposed fuzzy numbers * Linear, Gaussian,...
Platforms: Mac
License: Freeware | Size: 20.48 KB | Download (48): FuzzyArithmetic Download |
The Boltzmann Distribution From A Microcanonical Ensemble Model allows students and instructors to explore why the Boltzmann distribution has its characteristic exponential shape. In this model, particles have only one degree of freedom*the energy to move in one dimension. Further, the density of...
Platforms: Mac
License: Shareware | Cost: $0.00 USD | Size: 819.2 KB | Download (36): Boltzmann Distribution from a Microcanonical Ensemble Model Download |