Variance Arithmetic Mean

How much in variability of some variable is contributed by variance of each shock separately.So far is for fixed number of shocks. You can change this number in the code.

Y = UPSIDEVARIANCE(Y) returns the upside variance for columns of variable Y.Y = UPSIDEVARIANCE(Y, m) returns the upside variance using vector m as expected value for columns of variable Y.====================================================Upside variance is defined as the average sum of squared...

Y = DOWNSIDEVARIANCE(Y) returns the downside variance for columns of variable Y.Y = DOWNSIDEVARIANCE(Y, m) returns the downside variance using vector m as expected value for columns of variable Y.===================================================Downside variance is defined as the average sum of...


Platforms: Matlab

MVNRND2 Random vectors from the multivariate normal distribution. R = MVNRND2(MU,SIGMA,NUM) returns a NUM-by-D matrix R of multivariate normal random vectors whose mean and covariance matrix match the given input parameters, MU (1-D vector) and SIGMA (D-by-D matrix) [...] = MVNRND2(...,COVNORM)...


Platforms: Matlab

Interval arithmetic for Ada is a math library that provides an implementation of intervals for Ada. It includes arithmetic and relational operations. Examples: Tri-state logic The package Intervals serves as a root package and also provides tri-state logic necessary to define relational...


Platforms: *nix

StatAssist displays graphs and related properties of more than 40 probability distributions. This application will save you time and prevent calculation errors if your work or study involves the use of continuous or discrete distributions. It allows to quickly select a distribution of interest,...


Platforms: Windows

StatsEasy Starter applet allows computing of Range, Median, Arithmetic, Geometric, and Harmonic means. Mean Deviation, Standard Deviation, Variance, Coefficient of Variance, Moments and Moments ratios for ungrouped data. If you have knowledge of basic to intermediate statistics this applet should...


Platforms: Any Browser + Java

"The Big Mean Folder Machine" is an easy to use file/folder management utility. It can split files into folder hierarchies or merge them into a single folder. With a familiar assistant-styled interface, The Big Mean Folder Machine is an essential tool for anyone who works with large file...


Platforms: Mac

The Big Mean Folder Machine is an easy to use file/folder management utility. It can split files into folder hierarchies or merge them into a single folder. With a familiar assistant-styled interface, The Big Mean Folder Machine is an essential tool for anyone who works with large file...


Platforms: Mac

This script achieves exactness by manipulating values stored as a long integer mantissa with an integer exponent (base two). All arithmetic operations are exact except for division which has regular floating point precision.


Platforms: Windows, Mac, *nix, Python, BSD Solaris

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

FASTRMS Instantaneous root-mean-square (RMS) power via convolution.FASTRMS(X), when X is a vector, is the time-varying RMS power of X, computed using a 5-point rectangular window centered at each point in the signal. The output is the same size as X and contains, for each point in X, an estimate...


Platforms: Matlab

Convert a specified Julian Date Vector to Greenwich Mean Sidereal Time (GMST). The expected input matrix may contain multiple dimensions. The output matrix will be in the same size as the input matrix. Warning: Use caution when using GMST as a substitute for Greenwich Apparent Sidereal Time...


Platforms: Matlab

function [optN, C, N] = sshist(x,N) [optN, C, N] = sshist(x,N) Function `sshist' returns the optimal number of bins in a histogram used for density estimation. Optimization principle is to minimize expected L2 loss function between the histogram and an unknown underlying density function. An...


Platforms: Matlab

Demo graphical user interface that finds an unconstrained mean-variance efficient frontier given asset price data. This data can come from Yahoo finance, where you can find the optimial portfolio for any set of assets you choose, or from a supplied Microsoft Access database.


Platforms: Matlab

This code determines the mean first passage time (MFPT) of an Ornstein-Uhlenbeck process from analytical solutions obtained from M.U. Thomas (1975), S. Sato (1977), and S. Sato & M. Ricciardi (1988) (all articles published in J. Appl. Prob.).Note that this code yields a dimensionless MFPT (i.e....


Platforms: Matlab

Suppose that you have a signal Y (Y can be a time series, a parametric surface or a volumetric data series) corrupted by a Gaussian noise with unknown variance. It is often of interest to know more about this variance. EVAR(Y) thus returns an estimated variance of the additive noise.EVAR provides...


Platforms: Matlab

Clusters data using the Mean Shift Algorithm. testMeanShift shows an example in 2-D. Set plotFlag to true to visualize iterations.


Platforms: Matlab

Semi variance method and scaled windowed variance method for fractal time series analysis.Referernce: Evaluating scaled windowed variance methods for estimating the Hurst coefficient of time series Physica A: Statistical and Theoretical PhysicsVolume 241, Issues 3-4, 15 July 1997, Pages 606-626


Platforms: Matlab

Please see PORTOPTGADS, by following link 'Published m-files' below.PS. The cool picture is a visualization of Rastrigin's function, taken from Genetic Algorithm and Direct Search Toolbox documentation.


Platforms: Matlab