Multinomial

MULTINOMIAL(N, K1, K2, ..., Km) where N and Ki are numeric arrays of non-negative integers satisfying N = K1 + K2 + ... + Km, returns the multinomial coefficient N!/( K1!* K2! ... *Km!).MULTINOMIAL(N, [K1 K2 ... Km]) when Ki's are all scalar, returns the same as MULTINOMIAL(N, K1, K2, ...,...

To calculate the price the pricer builds a multinomial tree, as described in Amin 1993.For description of the methodology please see;1. The HTML instructuions in the zip2. Kaushik I. Amin, d-deDUJump Diffusion Option Valuation in Discrete Time,d-deDt Journal of Finance 48, no. 5 (December 1993):...

This m-file returns the mean, variance and standard deviation of the multinomial distribution with parameters N and P. The Expected Value (i.e., averages):Expected Value = m = Sum(Xi doOCo Pi), the sum is over all i's. Expected value is another name for the mean and (arithmetic) average.The...


Platforms: Matlab

The response variable is discrete ( it could be binary or multinomial), it could have "k" groups (k=2 binary, k>2 multinomial). the categorical can have "c" categories. The routine finds the weights for each category using the Fisher's method described inHubert J. Carl, Wisenbaker M. Joseph,...


Platforms: Matlab

This m-file returns the multinomial coefficient with parameter N at the values in X. Let {X1, X2, . . . , Xk}, k > 1, be a set of random variables, each of which can take the values 0, 1, . . . , n; such that for every set of k nonnegative integers {n1, . . . , nk} whose sum is n, the multinomial...


Platforms: Matlab

This m-file returns the multinomial probability density function value with parameters N and P at the values in X. Note that the density function is zero unless X is an integer.Let {X1, X2, . . . , Xk}, k > 1, be a set of random variables, each of which can take the values 0, 1, . . . , n....


Platforms: Matlab

This m-file returns the multivariate hypergeometric probability density function at M with integer parameters in N. Note: The density function is zero unless the elements in M are integers.If there are m_i elements of class i in a population and you take n elements at random without replacement,...


Platforms: Matlab

This m-file generates a random sequence of m simulations of k integers from a multinomial distribution with n trials and k outcomes, where the probability for each simulation is, n!------------------------- doOCop1^n1doOCop2^n2doOCo..doOCopk^nk .n1!doOCon2!doOCo..doOConk!Then, a single sample...


Platforms: Matlab

MPCA is a comprehensive suite of tools for doing discrete principal components analysis on data sets of size 100Mb or more. Scaling is done using sparse vectors, multi-threading, memory mapping, and other POSIX tricks. Reports, file dumping utilities and other utilities are included. The...


Platforms: *nix

This program, BayeScan aims at identifying candidate loci under natural selection from genetic data, using differences in allele frequencies between populations. BayeScan is based on the multinomial-Dirichlet model. One of the simplest possible scenarios covered consists of an island model in...


Platforms: Windows, Mac, Linux

As a coursework, we are required to price a double barriers knock-in binary put option. We used finite difference method in 24 ways and multinomial lattice in 12 ways. We also implemented analytic and Markov chain method. At the end, we compared these four methods and Monte Carlo method.In this...


Platforms: Matlab

This m-file returns the beta-binomial probability density function with parameters N, A and B at the values in X. Note: The density function is zero unless N, A and B are integers.The Beta-binomial distribution is used to model the number of successes in n binomial trials when the probability of...


Platforms: Matlab

Particle filter resampling Author: Jose Luis Blanco Web: http://www.isa.uma.es/jlblanco-------------------------------------------This MATLAB toolkit contains functions and scripts demonstrating four different approaches to resampling:- Multinomial- Residual- Stratified- Systematic (universal...


Platforms: Matlab

CUMmulative PRODucts across All Permutations of Distinct Column-IndicesThis function returns the cumulative sum over products of column elementswith all permutations of unique and distinct column-indices.The sum excludes automatically products containing elements with commoncolumn index values....


Platforms: Matlab

Take categorical data matrix and transform whole matrix to binary sparse 1ofM matrix, keeping track of what came from where. Ideal for any form of count-based probabilistic analysis.Typically used in a chain following loadcell.m and celltonumeric.mdatato1ofm - recast data in 1 of M format,...


Platforms: Matlab

Load any text-based data into MATLAB.Loads data into cell array. Data can have variable length lines or be mixtures of numeric and string types.eg.[a,b,c]=loadcell(fname,[',' char(9)],'"','single-empty2num')Will load tab or comma seperated values into a. Seperators lying between inverted comma...


Platforms: Matlab

Statsmodels is a Python package that provides a complement to scipy for statistical computations including descriptive statistics and estimation of statistical models. Main Features regression: Generalized least squares (including weighted least squares and least squares with autoregressive...


Platforms: *nix