Marginal
The inputs are the imf's amplitud and the imfs instantaneous frequency. The outputs are the Marginal Hilbert Spectrum (mhs) amplitude vector and a frequency vector corresponding to the amplitude vector. In order to obtain a more interpretable graph the instantaneous frequency vector can be...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (48): Marginal Hilbert Spectrum Download |
m and .mdl files to reproduce figures in the book, Feedback Control of Dynamic Systems, 5th Ed., Prentice-Hall, 2006Featuring a brand new chapter on nonlinear systems, this revision of the best-selling textbook on feedback control has been recognized for even greater instructor flexibility and...
Platforms: Matlab
License: Freeware | Size: 286.72 KB | Download (46): Feedback Control of Dynamic Systems, Fifth Ed Download |
Updates from version 2.0:1. The marginal GARCH models are estimated from the toolbox functions (without the use of the econometrics/GARCH toolbox of MATLAB).2. Hansen's Skew t distribution for the margins is supported.3. Asymptotic standard errors are computed (Godambe info. matrix)
Platforms: Matlab
License: Freeware | Size: 235.52 KB | Download (47): Dynamic Copula Toolbox Download |
The program produces Routh table and concludes upon the stability of the system.In the case of marginal stability,the exact roots are also shown,where the locus of roots will intersect the imaginary axis.
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (45): Routh Hurwitz Criterion Download |
Exercises and case studies for a rigorous approach to risk- and portfolio-management. This booklet stems from the review sessions of the six-day ARPM bootcamp.Contents include:Advanced multivariate statistics; copula-marginal decompositionAnnualization/projection (FFT, cumulants,...
Platforms: Matlab
License: Freeware | Size: 1.46 MB | Download (49): Exercises in Advanced Risk and Portfolio Management Download |
In statistics, McNemar's test is a non-parametric method used on nominaldata to determine whether the row and column marginal frequencies are equal. It is named after Q. McNemar, who introduced it in 1947. It is applied to 2x2 contingency tables with a dichotomous trait with matched pairs of...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (48): McNemar est Download |
To walk through the code and for a thorough description, refer to A. Meucci, "A New Breed of Copulas for Risk and Portfolio Managemen", Risk (September 2011).Latest version of article and code available at http://symmys.com/node/335
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (41): Copula-Marginal Algorithm (CMA) Download |
This file performs the Stuart-Maxwell's test for all the marginal homogeneity (i.e. across all the categories simultaneously) for each of the two sample times (nominal samples). Obviously, it need a square KxK table.It is a non-parametric statistical test. The test was proposed by Stuart (1955),...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (39): StuMaxtest Download |
This function implemented by function 'copula111cGarch111VaR' and other related functions that will estimate the value at risk of portfolio.The marginal model are GARCH(1,1),GJR(1,1),AR(1)-GARCH(1,1)and AR(1)-GJR(1,1)the parameters and standard deviation of models will used for estimation of...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (45): fitparp function Download |
Mutual information I(X,Y) measures the degree of dependence (in terms of probability theory) between two random variables X and Y. Is is non-negative and equal to zero when X and Y are mutually independent. Conditional mutual information I(X,Y|Z) is the expected value of I(X,Y) given the value of...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (48): Kernel estimate for (Conditional) Mutual Information Download |
A rug plot is a compact way of illustrating the marginal distributions of a variable along x and y. Positions of the data points along x and y are denoted by tick marks, reminiscent of the tassels on a rug.Known Issues:Rug marks are overlaid onto the same axis as the original data. Changing the...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (44): rug plots Download |
Alkonost MaxFormat enables you to format floppy disks to maximum capacity with maximum efficiency. MaxFormat can format floppies to the current standard formats for 3.5 inch disks of 1.4MB and 720K, 5.25 inch disks of 1.2MB and 360K, plus additional non-standard formats: 1.72MB and 1.68MB DMF...
License: Shareware | Cost: $16.00 USD | Size: 302 KB | Download (594): Alkonost MaxFormat Download |
New Version 1.0 includes unlimited saving of portfolios, mortgage and all other calculations. Interest only option now available in the mortgaeg/loan calculator. Start unlimited versions of Financial Calculators for side by side comparisons. Improved help and tutorials. Many more features....
Platforms: Windows
License: Shareware | Cost: $39.95 USD | Size: 41.68 MB | Download (204): Financial Calculators Download |
Scribus is an open-source program that brings award-winning professional page layout to Linux/Unix, MacOS X and Windows desktops with a combination of "press-ready" output and new approaches to page layout. Underneath the modern and user friendly interface, Scribus supports professional...
Platforms: Windows
License: Freeware | Size: 18 MB | Download (189): Scribus Download |
PDL::IO::Misc is a Perl module with misc IO routines for PDL. rcols() Read ASCII whitespaced cols from a file into piddles and perl arrays (also see "rgrep()"). There are two calling conventions - the old version, where a pattern can be specified after the filename/handle, and the new...
Platforms: *nix
License: Freeware | Size: 2.1 MB | Download (87): PDL::IO::Misc Download |
Kye is a puzzle game which takes ideas from Sokoban and the genre of falling-rocks puzzle games. However, it includes a wider range of objects, allowing a larger variety of puzzles to be constructed. Python Kye is a clone of the original, shareware, Kye for Windows, and is compatible with the...
Platforms: *nix
License: Freeware | Size: 76.8 KB | Download (97): Python Kye Download |
BeanCounter enables stockmarket data analysis and performance evaluation. Ever wondered what happened to your portfolio on a day the market moved 500 points? Ever wondered what your portfolio returned over the last (odd and arbitrary) period? Ever wondered what the Value-at-Risk (VaR) was? Ever...
Platforms: *nix
License: Freeware | Size: 78.85 KB | Download (98): BeanCounter Download |
Text::NSP::Measures::2D is a Perl module that provides basic framework for building measure of association for bigrams. SYNOPSIS Basic Usage use Text::NSP::Measures::2D::MI::ll; my $npp = 60; my $n1p = 20; my $np1 = 20; my $n11 = 10; $ll_value = calculateStatistic( n11=>$n11, n1p=>$n1p,...
Platforms: *nix
License: Freeware | Size: 952.32 KB | Download (92): Text::NSP::Measures::2D Download |
Text::NSP::Measures::2D::Fisher2::twotailed is a Perl module implementation of the two-sided Fishers exact test. SYNOPSIS Basic Usage use Text::NSP::Measures::2D::Fisher2::twotailed; my $npp = 60; my $n1p = 20; my $np1 = 20; my $n11 = 10; $twotailed_value = calculateStatistic(...
Platforms: *nix
License: Freeware | Size: 952.32 KB | Download (105): Text::NSP::Measures::2D::Fisher2::twotailed Download |
Text::NSP::Measures::3D is a Perl module that provides basic framework for building measure of association for trigrams. This module can be used as a foundation for building 3-dimensional measures of association that can then be used by statistic.pl. In particular this module provides methods...
Platforms: *nix
License: Freeware | Size: 983.04 KB | Download (87): Text::NSP::Measures::3D Download |