Gaussian Distribution Matlab
EM estimation of parameters of bi variate NIG distribution.The test file:1. Simulate biNIG sample with use of randraw.m (http://www.mathworks.com/matlabcentral/fileexchange/7309)or invgrnd.m (http://www.mathworks.com/matlabcentral/fileexchange/10934) .2. Calls EMBIVNIG.m (values of starting...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): Expectation-Maximization algorithm for bi-variate Normal Inverse Gaussian distribution Download |
Creates a number of samples from a specified number of dimensions and centers them around a given mean, and within a given covariance range. You might not find it very useful, but hey, I need something to do this so why not.To use:You need to generate 1000 samples from a 3 dimensional Gaussian...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (45): Multivariate Gaussian Distribution Download |
Generates complex generalized gaussian random variables with augmentedcovariance matrix Ta = [2*s 0; 0 2*s];and shape parameter c, where c = 1 corresponds to the Gaussian case.x = cggd_rand(c,s,N) generates a vector 1xN of complex samples with a circulargaussian distribution with shape parameter...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 1024 KB | Download (46): Complex Generalized Gaussian distribution generator Download |
At the moment, the normal inverse Gaussian distribution is not included in the statistics toolbox. This collection of m-files supplements this toolbox with the most important functionalities for the NIG distribution: random numbers, moments, cdf, pdf and parameters by moment fit.
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (46): Normal Inverse Gaussion Distribution Download |
Gibbs sampler for sampling from the invariance Normal Inverse Gaussian distribution. (Bayesian scheme of Karlis & Lillestol (2004))
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (49): NIG MCMC fit Download |
Genereates random number from the closed-skew Gaussian distribution with two different methods:CSN_mcmc.mDoes mcmc, so each realisation are not completely independent% Usage: [res, t_wi, t_inv] =CSN_mcmc(Mu,Sigma,Gamma,Nu,Delta,num,burn)%% Mu,Sigma,Gamma,Nu,Delta: parameters in CSN% num: number...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (39): Closed-skew Gaussian generator Download |
Create a non isotropic 3D Gaussian PSFThe program takes three different standard deviation as input and creates a 3D non isotropic Gaussian distribution realted to it.Works faster with Statistical toolbox, but works fine without.
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (45): Create a non Isotropic 3D Gaussian Point Spread Function (PSF) 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 |
gaussianPlume Steady-state gaussian plume distribution model gaussianPlume models the dispersion of a continuous point source, i.e. plume, in various conditions and terrains. The output of gaussianPlume is a 3-dimensional matrix containing the concentrations of the emitted substance over a field...
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (49): gaussianPlume Download |
Permutation test of the null hypothesis that a set of data was sampled from a symmetric distribution with a particular mean. The test is based on a t-statistic and can be applied to situations in which a one sample or paired sample/repeated measures t-test is appropriate. Note, that this test is...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (45): one sample/paired samples permutation t-test with correction for multiple comparisons Download |
SmartFolio is a state-of-the-art asset management software for investment professionals and private investors. It contains advanced portfolio optimization and risk management techniques, based on the latest achievements in portfolio theory. The software combines highly advanced and innovative...
Platforms: Windows
License: Shareware | Cost: $490.00 USD | Size: 8.74 MB | Download (240): SmartFolio Professional Edition Download |
Randommite is a powerful data set generator. Within moments, it enables you to generate large amounts of realistic user-defined data with complete control over the type, range, amount and format. Randommite's power and flexibility saves time and money; it pays for itself on the very first day of...
Platforms: Mac
License: Shareware | Cost: $19.99 USD | Size: 19.7 MB | Download (56): Randommite Download |
FRETSCAL screens images of cells that contain CFP and YFP tagged proteins in order to determine the extent of energy transfer(FRET)between the two fluorophores. The graphical user interface (GUI) of FRETSCAL allows the user to specify criteria that are used to identify areas of interest (AOIs) in...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 3.56 MB | Download (38): FRETSCAL Download |
dysii is a C++ library provides a collection of classes useful for machine learning applications. Features are added to the library as needed, so that it does lack some completeness. What is included, however, is well documented and tested, and may be considered fairly sound for research...
Platforms: *nix
License: Freeware | Size: 184.32 KB | Download (39): dysii Download |
The file contains a 2 x 495 matrix that can be read using the MatLab "csvread" command. Requirements: - MATLAB 7.8 or higher
Platforms: Windows, Mac, *nix, Matlab, BSD Solaris
License: Freeware | Download (55): CDF for Tracy-Widom Distribution of Gaussian Unitary Ensemble Download |
Matlab files include Gaussian numerical quadrature, Newton's method for finding roots, finite element method for 1D wave equation, and pattern formation (KPP anda system of two coupled PDEs).
Platforms: Matlab
License: Freeware | Size: 624.64 KB | Download (49): Matlab files of the book: Mathematical Modelling for Earth Sciences Download |
At the moment, the Normal Inverse Gaussian (NIG) distribution is not included in the statistics toolbox. This collection of m-files supplements this toolbox with the most important functionalities for the NIG distribution: random numbers, moments, cdf, pdf and parameters by moment fit. This...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): Normal Inverse Gaussian (NIG) distribution - updated version Download |
Matlab Toolbox to process video files, which consists on a set of classes for reading, writing, correcting light changes and generating gaussian pyramids in real time.
This toolbox is designed for Windows x64, Max OS X x64 and Linux x64.
Through to use of Ffmpeg, it can reproduce and create...
Platforms: Windows, Mac, Linux
License: Freeware | Size: 13.8 MB | Download (50): Matlab VideoUtils Download |
A recursive implementation of the Gaussian filter. This implementation yields an infinite impulse response filter that has 6 MADDs per dimension independent of the value of sigma in the Gaussian kernel.Recursive Gabor filtering for 1D and 2D signals. For more information please...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (48): Fast Gaussian Filtering Download |
GMM-GMR is a set of Matlab functions to train a Gaussian Mixture Model (GMM) and retrieve generalized data through Gaussian Mixture Regression (GMR). It allows to encode efficiently any dataset in Gaussian Mixture Model (GMM) through the use of an Expectation-Maximization (EM) iterative learning...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 40.96 KB | Download (40): Gaussian Mixture Model (GMM) - Gaussian Mixture Regression (GMR) Download |