Spt Correlation

Only in very simple situations can we describe the correlation between two time series as a single number. Often it varies both as a function of time, and of wavelength. Datasets may be uncorrelated on short timescales due to noise, but strongly correlated on larger wavelengths (eg annual).This...

Used on cellular phones to filter outbackground noise. Measure the signal to noise ratio of an audio input in realtime. Pass speech but give silence where the input is noise (hiss, snap crackle and pop).Includes a tutorial on how to use statistics (correlation coefficient) to calculate the signal...

The zip file contains functions to calculate an Ambiguity Function (XAMB), Upsampled and Interpolated Correlation (XCORRU), and Coherence Function (XCOH). A prefilter can be specified in each function to "sharpen" correlation peaks.XAMB calculates an estimate of the (cross-)ambiguity function. A...


Platforms: Matlab

This script demonstrates the influence of range reduction algorithm at low bitrate encoding using JPEG encode. The range [0-255] of pixel values is mapped to [64-235] in this script using a look-up-table. Subsequently, the file is compressed to achieve the same bit-rate (file size) as that of the...


Platforms: Matlab

Compilation of .m files to calculate strain from images independent of physical size of the samples. Strain can be calculated in horizontal as well as vertical direction. The functions were developed at the Johns Hopkins University by Rob Thompson, Daniel Gianola and me, all of us part of the...


Platforms: Matlab

Linear feedback shift registers (LFSR) are a simple method of generating sequences, including pseudorandom number sequences. The LFSR code provided is very unrestricted, allowing for any feedback polynomial, initial state or decimation factor. The code is written for a 32 bit LFSR, but minor...


Platforms: Matlab

The CMVE toolbox estimates missing values by using correlation structure of the data. The software can be used to impute missing values in any correlated data especally microarray gene expression data. The imputation performance of the software has proven significant affect on gene regulatory...


Platforms: Matlab

These routines support the book "Risk and Asset Allocation" Springer Finance, by A. Meucci, see http://www.symmys.comThe routines include many new features:- more uni-, multi- and matrix-variate distributions- more copulas- more graphical representations- more analyses in terms of the...


Platforms: Matlab

Features:1. the program calculates the matter power spectrum, temperature spectrum, polarisation- and cross-correlation spectrum of a curved or flat Friedman-Robertson-Walker universe.2. it calculates the age of the universe, sigma8 and the age of the first start formation.3. massless neutrino's,...


Platforms: Matlab

Reporting tool, with leading indicators for each asset, for an example Quantitative Fund.This asset definition is read by the runregression.m matlab file submitted elsewhere and allows to compute correlation coefficients and assign weights to relevant indicators when doing forecasting.


Platforms: Matlab

In signal processing, cross-correlation is a measure of similarity of two waveforms as a function of a time-lag applied to one of them. This is also known as a sliding dot product or inner-product. It is commonly used to search a long duration signal for a shorter, known feature. It also has...


Platforms: Matlab

sysshift checks whether two matrix M1 and M2 are systematically shifted against each other by calculating correlations across a range of shifted origin. This is helpful e.g. if two different digital elevation models of the same area are to be tested for systematic misregistration.At this point,...


Platforms: Matlab

This is a collection of functions I wrote for use of MATLAB with tree-ring time series. Functions are included for skeleton plotting, group time-series plotting, and correlation analysis of seasonal climatic time series with tree-ring indices ("tree-ring response-functions").


Platforms: Matlab

Fast template matching algorithm SSDXCORR is implemented in this file with neat and efficient code.The details of SSDXCORR paper information is:F. Essannouni, R. Oulad Haj Thami, D. Aboutajdine and A. Salam, "Simple noncircular correlation method for exhaustive sum square difference matching",...


Platforms: Matlab

bivnormcdf gives the bivariate normal probability.function p = bivnormcdf(a,b,rho)where rho is the correlation.


Platforms: Matlab

This is sampling utility implementing Latin hypercube sampling from multivariate normal, uniform & empirical distribution. Correlation among variables can be sprecified.


Platforms: Matlab

The problem of fitting a straight line to data with uncertainties in both coordinates is solved using a weighted total least-squares algorithm. The parameters are transformed from the usual slope/y-axis intersection pair to slope angle and distance to the origin. The advantages of this are that...


Platforms: Matlab

USAGE: [Y CovY] = Correlation_elimination( X )INPUT:X denote multivariate original observations (correlated data)OUTPUT:Y denote the multivariate uncorrelated dataCovY is the covariance of Y_________________________________________Example:Transform the multivariate Poisson-Weibull (X) data to new...


Platforms: Matlab

This program detects a target image in a given image according to maximization of Cross Correlation.Sample Run:>> target This program detects a target in an image Entering the image for MATLAB... Save the image or its copy in MATLAB working Directory Enter the name of the image file...


Platforms: Matlab

The Measures of Effect Size (MES) Toolbox is a set of functions which compute a wide range of effect size statistics. The four main toolbox functions cover common analysis designs, including two-sample-, oneway- and twoway- data sets as well as categorical data (tables). Data may be...


Platforms: Matlab