Statistical Continuous Variable
This script is a Python module implementing a class which can be used for computing numerical statistics for a given data set.This recipe implements a descriptive statistical analysis class. It's intended to aid in computing numerical statistics for a given data set. It's well documented and...
Platforms: Windows, Mac, *nix, Python, BSD Solaris
License: Freeware | Download (58): Descriptive statistical analysis tool Download |
From the paper :Nock, Richard and Nielsen, Frank 2004. Statistical Region Merging. IEEE Trans. Pattern Anal. Mach. Intell. 26, 11 (Nov. 2004), 1452-1458.It uses an a disjoint-sets data structure with a union-find strategy: http://en.wikipedia.org/wiki/Disjoint-set_data_structureJust run srmdemo.m...
Platforms: Matlab
License: Freeware | Size: 61.44 KB | Download (39): Image segmentation using statistical region merging Download |
The main program is Main_sound_and_vibs.m. Up to 100 metrics are for each of sound, hand arm vibrations, whole body vibrations, and motion sickness. Main_sound_and_vibs calls the primary depedent function"Continuous_Sound_and_Vibrations_Analysis" which contains the switch statement controlling...
Platforms: Matlab
License: Freeware | Size: 1.51 MB | Download (43): Continuous Sound and Vibration Analysis Download |
SIXDOFVM Calculate aircraft variable-mass rigid-body six-degrees-of-freedom equations of motion using MATLAB ODE45 solver. =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-= Inputs: =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-= Forces = 3x1 vector of forces in body coordinates Moments = 3x1 vectory of...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (57): MATLAB Simulation of variable-mass rigid-body 6DOF Download |
1 Introduction This toolbox implements all the routine PLS-related/based algorithms which kind of serves as the basics in chemometrics, including PLS calibration and prediction, leave one out cross validation (LOOCV), K-fold cross validation, Monte Carlo cross validation(MCCV), double cross...
Platforms: Matlab
License: Freeware | Size: 440.32 KB | Download (46): Toolbox: partial least squares and CARS for variable selection Download |
To walk through the code and for a thorough description, refer toA. Meucci (2009) , "Review of Statistical Arbitrage, Cointegration, and Multivariate Ornstein-Uhlenbeck",Latest version of article and code available at http://symmys.com/node/132
Platforms: Matlab
License: Freeware | Size: 143.36 KB | Download (48): Review of Statistical Arbitrage, Cointegration, and Multivariate Ornstein-Uhlenbeck Download |
The three-variable autocatalator is a prototype of complex dynamical behavior. Indeed, period doubling and chaos are found when the bifurcation parameter, nu, is varied between 0.10 and 0.20.The autocatalator's steps are the following:P->AP+C->A+CA->BA+2 B->3 BB->CC->DWhere P is a chemical...
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (41): Bifurcation diagram for the three-variable autocatalator Download |
Highlights include:d-deD? Integrating data sourcesd-deD? Valuing and creating a variable annuity productd-deD? Application development and deploymentThis webinar is relevant to practitioners or academics in finance whose focus is quantitative analysis, modeling, risk analysis, and...
Platforms: Matlab
License: Freeware | Size: 911.36 KB | Download (45): Modeling Variable Annuities with MATLAB Download |
Tools for computing amortization schedules with variable interest rates are quite uncommon as opposed to those for computing their fixed interest-rate counterpart.This code (hopefully) helps filling the gap. It is an .m file functionally written as: [Amorout,T,Ratio] =...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (50): Amortization schedule with variable interest rates Download |
Discrete-time models: random walk, ARMA, fractional integration, GARCH). Continuous-time counterparts: Levy processes, Ornstein-Uhlenbeck, fractional Brownian motion, stochastic volatility, subordination.To walk through the code and for a thorough description, refer to A. Meucci (2009), "Review...
Platforms: Matlab
License: Freeware | Size: 4.69 MB | Download (43): Review of Discrete and Continuous Processes in Finance Download |
This simple function tests the null hypothesis that two variables are equally linearly correlated with a third variable when all three sets of observations were derived from the same "individuals" (i.e., a repeated measures/paired observations design). The test uses a t-distribution and was taken...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (42): r_test_paired Download |
The script solves the problem of assigning a variable name that changes with each iteration, while saving the result using a for loop.It uses a multidimensional array as input and produces matrices as outputs (ASCII).
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 1003.52 KB | Download (39): ASSIGN VARIABLE NAMES TO MULTIDIMENSIONAL ARRAY AND SAVE Download |
XI = findX(X,Y,YI) estimates the XI values at which the dependentvariables Y reach or cross a specified target level YI (scalar value). If there are multiple solutions, findX finds all of them. It may be seen as the "inverse" operation of the MATLAB's functionINTERP1, under 'linear' method.X is a...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (40): Single-variable linear level finding ("inverse" INTERP1): findX Download |
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
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (40): Transform a categorical variable Download |
function [argout1 argout2 argout3 argout4]=sdindex2(data,threshold)%calculation of statistical dependence index%INPUTS%data: a two column matrix, each column is a variable, each row an observation%thresholds: reference thresholds for calculation of probability%OUTPUTS%statistical dependence...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): Statistical dependence index Download |
This GUI demo shows how a random variable, X, is transformed to a new random variable, Z, by a function z=f(x). The random variable X can have a uniform probability density function (pdf), a Gaussian pdf, or ?Other pdf? given by a user specified MATLAB expression. A pseudo-random number generator...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 20.48 KB | Download (46): Transformation of a Random Variable Demo Download |
This collection generates random variables and vectors of random variables with various distributions, including Bernoulli, geometric, exponential, Gaussian, Poisson, discrete uniform, and continuous uniform, based on the parameters you input to the function.
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): Random Variable Generation Download |
This submission demonstrates how to write a level-2 M-file S-function with a variable sample time.The block samples and holds an input signal were the inter-sample period is specified by another input signal (and may vary from time period to time period).Each step size must be positive or an...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): Zero Order Hold with variable time step Download |
This software implement the fast continuous max-flow algorithm to 2D/3D image segmentation. It provides three implementation in matlab, C and GPU (cuda based). It provides the source files. So it is easy for you to incorporate the algorithms in your applications.Image segmentation can be modeled...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 2.19 MB | Download (41): Fast Continuous Max-Flow Algorithm to 2D/3D Image Segmentation Download |
One can easily split continuous data into two equally sized groups using g = x > median(x);this simple function generalises this idea to more than two roughly equal groups using quantiles/percentiles. It returns a group indicator vector of the same length as the input vector suitable for use with...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): Group Equally Download |