Taylor Polynomial Approximation

This function allows one to calculate the Fourier transform of a chirped function evaluated at specific points using the stationary phase approximation.Imagine a pulse with a large time-bandwidth produce: this would require a large amount of data points in order to evaluate the Fourier transform....

Arbitrary-order polynomial datum is fit to and extracted from input xy data. Outliers - defined based either on a non-parametric or mutliples-of-standard deviation criteria - are optionally identified and "set aside". The interative solution proceeds until there are no remaining outliers in the...

LaguerreGen calculates the generalized Laguerre polynomial L{n, alpha}This function computes the generalized Laguerre polynomial L{n,alpha}.If no alpha is supplied, alpha is set to zero and this function calculates the "normal" Laguerre polynomial.Input: - n = nonnegative integer as degree level...


Platforms: Matlab

Here is the code for the pricing of an american call option with one dividend. This is the Roll, Geske,Whaley approximation of an AMerican call with one dividend. This code makes use of Bivariate normal distribution and normal distribution. More pricing options would be followed soon.


Platforms: Matlab

This is an approximation of the Voigt function within the Humlicek regions 3 and 4. The approximation is one given by S.M. Abrarov et. al. "High-accurace approximation of the complex probability function byFourier expansion of exponential multiplier" (2010).x = sqrt(ln(2))*(nu - nu0)/alphaDy =...


Platforms: Matlab

Polynomial division by convolution.Calculate inverse Z-transform -- (Polynomial division) - Up to K terms, q(z) = b(z)/a(z),where b(z)=b(0)+...+b(k)/z^k +...+b(n)/z^n. a(z)=a(0)+...+a(k)/z^k +...+a(m)/z^m. q(z)=q(0)+...+q(k)/z^k +...+q(K)/z^K + ......If coefficients of b(x) and a(x) are all...


Platforms: Matlab

It returns a vector POL, if it exists, such that conv(POL,POL) = P. P is a vector whose elements are the coefficients of a polynomial in descending powers


Platforms: Matlab

Here we have an unknown function but we can have every value of function respect to every input. so there I used a fuzzy approximation method Ito approximate the function, here I used sin function to compare answers.there is a function "isinrange" to find membership values.


Platforms: Matlab

% Polynomial Interpolation Problem: Lagrange Form% x and y are vectors with the same dimensions% Given n points: (x_k,y_k) k = 1,2,...n% this function finds a polynomial P(x) of degree less% than n such that P(x_k) = y_k% --% Remarks:% The resulting polynomial is displayed in symbolic notation%...


Platforms: Matlab

This code implements the 1D polynomial regression method. It uses the least square method for the finding of regression polynomial coefficents. Outputs of the script are polynomial regression coefficients, residuals, the sum of squared errors, the determination index and the graphical comparison...


Platforms: Matlab

POLYFACT Polynomial FactorizationQ = POLYFACT(A) returns the factorization of polynomial A. Input variable A must be a vector with integer coefficients in descending order. e.g. [3 7 2] represents 3*x^2+7x+2 Output Q is a cell array with each index being a polynomial factor, with integer...


Platforms: Matlab

Program FFTSIGMA plots Fourier series representations with sigma approximation. The figures show effects of the number of series terms and use of Lanczos sigma factors to smooth Gibbs oscillations. The Fourier series of a periodic function with period px has the approximate form: f(x) = sum(...


Platforms: Matlab

This is an approximation of the Voigt function within the Humlicek regions 3 and 4. The approximation is one given by S.M. Abrarov et. al. "High-accurace approximation of the complex probability function byFourier expansion of exponential multiplier" (2010).x = sqrt(ln(2))*(nu - nu0)/alphaDy =...


Platforms: Matlab

PP = PCHIPD(X,Y,D) provides the piecewise cubic polynomial which interpolates values Y and derivatives D at the sites X. This is meant to augment the built-in Matlab function PCHIP, which does not allow the user to specify derivatives.X must be a vector.If Y and D are vectors, then Y(i) and D(i)...


Platforms: Matlab

Like the finite difference method, the Taylor Series Least Squares method can be used to estimate derivatives. The TLS technique can be used to estimate derivatives from scattered or unstructured data. The Hermite Taylor Series Least Squares technique augments the TLS approach with information...


Platforms: Matlab

This code permits us to generate the polynomiographyof the Newton's method for the one parameter cubic polynomial p(z)= z^3+(c-1)*z-c, where c is the parameter spaceWe first check that 0 is a free critical point of Newton method for the polynomial p(z)


Platforms: Matlab

This computes an approximation of American Put option value and can plot it against asset's priceEfficient Analytical Approximation of American Option Values G. BARONE-ADESI and R. E. WHALEY 1987.This code computes the Put option approximation derived in the above paper. A critical share price...


Platforms: Matlab

Plot a Taylor diagram from statistics values given by STDs (standard deviations), RMSs (centered root mean square difference) and CORs (correlation)Ref: K. TaylorSummarizing multiple aspects of model performance in a single diagram. JGR 2001


Platforms: Matlab

This function shows an approximation of the Julia set boundary for the functions of the form P(z) = z^2 + C. The inverse iteration is a method for calculating previous values of z by doing z = sqrt(z-c). By doing this, points along the boundary are obtained. Since the sqrt will give two possible...


Platforms: Matlab

Use coeffs = fit2dPolySVD(x, y, z, order) to fit a polynomial of x and y so that it provides a best fit to the data z.Uses SVD which is robust even if the data is degenerate. Will always produce a least-squares best fit to the data even if the data is overspecified or underspecified.x, y, z are...


Platforms: Matlab