Spt Correlation
MVLOGNRAND MultiVariate Lognormal random numbers with correlation.This function will generate multivariate lognormal random numbers with correlation.Often one would simulation a lognormal distribution by first simulating a normal and then taking the exponent of it.If you provide the correlation...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (39): Multivariate Lognormal Simulation with Correlation Download |
normxcorr2_general computes the normalized cross-correlation of matrices TEMPLATE and A. The resulting matrix C contains correlation coefficients and its values may range from -1.0 to 1.0.Limitations of normxcorr2:The documentation of normxcorr2 states that, "The matrix A must be larger than the...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): Generalized Normalized Cross Correlation Download |
It generates a stochastic field on a squared space. Samples are created by Latin hypercube sampling and the spatial correlation is performed by an algorithm based on Cholesky decomposition. Example inside.
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): Spatial Correlation Generator with Latin Hipercube Sampling and Cholesky Decomposition Download |
Find Displacement between images by using cross-correlation.Easy:[dr,dc]=findoff(unreg,ref)
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): Find Displacement between images by using cross-correlation Download |
Implementation of Nicholas J. Higham's algorithm "Computing the Nearest Correlation Matrix - A Problem from Finance", 2002.http://eprints.ma.man.ac.uk/232/01/covered...S_ep2006_70.pdf
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (39): Finding a similar valid correlation matrix Download |
References:Fisher, N.I. and A.J. Lee (1983) A correlation coefficient for circular data. Biometrika Trust. 70(2):327-332 http://biomet.oxfordjournals.org/cgi/conte...stract/70/2/327Fisher, N.I. (1996) Statistical Analysis of Circular Data. Cambridge University Press.ISBN 0521568900,...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): Circular Correlation Coefficient Download |
This function computes double block bootstrap percentile confidence intervals and bootstrap standard errors for the Pearson correlation coefficient r and Fisher's z = atanh(r).References:-Efron, B. and R.J. Tibshirani (1993): An Introduction to the Bootstrap, Chapman & Hall.-BdoDshlmann, P. and...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (55): bbcorr: Bootstrap statistics for Pearson's correlation coefficient Download |
This function computes a double block bootstrap percentile confidence interval and a bootstrap standard error for the difference of two z-transformed Pearson correlation coefficients. The z-statistic is defined as Zd = z1-z2 = atanh(r1)-atanh(r2), where r1 is the Pearson correlation coefficient...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (50): bbcorrdiff: Bootstrap statistics for the difference of correlation coefficients Download |
CORRPERC performs a bootstrap (of size equal to n_iters) on correlation matrices of input variable Y and computes the percentiles corrsperc (according to input perc) of each correlation. The function also provides the standard deviation corrstd for each correlation.[corrsperc, corrstd] =...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (40): Correlation Percentiles Download |
AMI computes and plots average mutual information (ami) and correlation of univariate or bivariate time series for different values of time lag.USAGE: [amis corrs] = ami(xy,nBins,nLags)INPUT: xy: either univariate (x) or bivariate ([x y]) time series data. If bivariate time series are given then...
Platforms: Matlab
License: Freeware | Size: 30.72 KB | Download (43): ami and correlation Download |
ShadedCorrelationTable produces a correlation table for a set of variables, enhanced graphically with shading according to correlation values.Upper or lower ranges of correlation values may be highlighted through the interface controls. Two methods are provided to do this: a decay function that...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 61.44 KB | Download (44): Shaded Correlation Table Download |
Y = UPSIDECORRELATION(Y) returns the upside correlation for columns of variable Y.Y = UPSIDECORRELATION(Y, m) returns the upside correlation using vector m as expected value for columns of variable Y.====================================================Upside correlation is defined as the upside...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): Upside correlation Download |
Y = DOWNSIDECORRELATION(Y) returns the downside correlation for columns of variable Y.Y = DOWNSIDECORRELATION(Y, m) returns the downside correlation using vector m as expected value for columns of variable Y.====================================================Downside correlation is defined as...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (39): Downside correlation Download |
QT clustering algorithm as described in:Heyer, L. J., Kruglyak, S., Yooseph, S. (1999). Exploring expression data: Identification and analysis of coexpressed genes. Genome Research 9,...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (39): QT Clustering using Euclidean Distance, Jackknife Correlation Download |
The expected performance of a stock depends on quality of the company, market evaluation of its stock, and macroeconomic environment. Also general market current condition is a significant contributing factor in the stock performance. So that it is clear that a good investing decision should be...
Platforms: Windows
License: Shareware | Cost: $395.00 USD | Size: 1.06 MB | Download (159): InvAn-4 Download |
WikSpeak is a tool that allows non-native English speakers to analyze the correlation between the pronunciation and spelling of English words. This program is a simple and fast graphic interface which can retrieve the phonetic transcription ( IPA ) and the pronunciation of any English word, while...
Platforms: *nix
License: Freeware | Size: 4.05 MB | Download (501): WikSpeak Download |
OSSIM aims to unify network monitoring, security, correlation, and qualification in one single tool. The project combines Snort, BASE, NTOP, Nagios, nmap, nessus, and rrdtool to provide the user with full control over every aspect of networking or security..
Platforms: *nix
License: Freeware | Download (180): OSSIM Download |
KCorrMeter is a correlation meter. KCorrMeter is used to display the quality of an audio stereo signal. Sound engineers will definitely have seen such a tool in the studio and know how to use it. You can use it to adjust the head of your tape machine. If it isnt mounted in the right angle...
Platforms: *nix
License: Freeware | Size: 419.84 KB | Download (114): KCorrMeter Download |
The system is intended for stock market traders and consists of 3 modules: TA-1, SMAP-3, and NNSTP-2. It is a comprehensive system with user-friendly interfaces that is easy to use.
Technical Analyzer TA-1 is based on predictive models including technical analysis and pattern recognition....
Platforms: Windows
License: Shareware | Cost: $49.00 USD | Size: 1.12 MB | Download (123): SMFT-1 Download |
The correlation function calculated from one realization of an ensemble is inherently flawed since the expectation operation does not come into play. Hence it is important to have an idea of the variance in the correlation function.
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (42): Variance while using xcov/xcorr Download |