Cumulative Distribution Function
Statistical Distribution Explorer is an easy-to-use and accessible program that allows users to explore the properties of various statistical distributions.
You will also be abel to calculate the cumulative distribution function CDF, probability distribution function PDF, or quantiles /...
Platforms: Windows, XP, Windows Vista, 7
License: Freeware | Download (459): Statistical Distribution Explorer Download |
The code is explained in the article: Okunev, Pavel, "Fast Computation of the Economic Capital, the Value at Risk and the Greeks of a Loan Portfolio in the Gaussian Factor Model" (July 1, 2005). http://ssrn.com/abstract=758505 This implements one factor Gaussian model. [pd]=pdgs(L,w,p,LL,N) L =...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (44): Cumulative Distribution Function of CDO Loan Portfolio Loss in the Gaussian Factor Model Download |
This script uses fact that any probability distributions can be sampled by computing the cumulative distribution, drawing a random number from 0 to 1, and finding the x-value where that number is attained on the cumulative distribution. The searchsorted(..) function performs this search. This...
Platforms: Windows, Mac, *nix, Python, BSD Solaris
License: Freeware | Download (50): Weighted choice Download |
function [P R]=Global_Moupfouma(Rzz1,ClimZone)Function implementing the Global Moupfouma model,As per Electronic Letters paper "Point Rainfall rate cumulativedistribution valid at various locations"F. Moupfouma and L. Martin, EL, Vol.29, No.17, Aug. 1993InputsRzz1: Rain rate value exceeded 0.01%...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (50): Global Moupfouma rain CDF prediction model Download |
There are two issues with the Pearson type IV distribution: (I) the complex gamma function entering the normalization constant in the probability density function (pdf) and (II) the complex Gauss hypergeometric function entering the cumulative distribution function (cdf). For the complex gamma...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (45): In sample Value at Risk and backtesting with the Pearson type IV distribution Download |
This function calculates the probability under the normal distribution curve, plots the graph and the area calculated.Normaldistribution calculating the area under a normal distribution curve from -ve infinity upto point x. Input: x : point on the normal distribution curve mean : mean of the...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (51): probability distribution function (normal distribution) Download |
Distribution Guide is a program allowing to build various graphs of statistical distributions. It enables you to enter the parameters of the particular distribution and display the graphs of such functions as PDF, CDF, and others. Printing support is provided as well.
Supported distributions:
-...
Platforms: Windows
License: Freeware | Size: 1.14 MB | Download (48): Distribution Guide Download |
This function implements bivariant Gaussian kernel density estimation. It can be used to estimate bivariant probability density function (pdf), cumulative distribution function (cdf) and inversed cdf (icdf) from a set of random data. The code is programmed in a way to be suitable for beginners to...
Platforms: Matlab
License: Freeware | Size: 215.04 KB | Download (41): Bivariant Kernel Density Estimation Download |
The file contains a 2 x 495 matrix that can be read using the MatLab "csvread" command. Requirements: - MATLAB 7.8 or higher
Platforms: Windows, Mac, *nix, Matlab, BSD Solaris
License: Freeware | Download (55): CDF for Tracy-Widom Distribution of Gaussian Unitary Ensemble Download |
A computer code for plasma Langmuir probe analysis is presented here. The code uses a four parameters fitting method to deduce plasma properties including the ion and electron saturation currents, plasma potential, plasma electron temperature, the electron energy distribution function EEDF. Full...
Platforms: Matlab
License: Freeware | Size: 30.72 KB | Download (41): Langmuir probe data analysis code Download |
It's a modification of the initial function voronoi.mIn order to avoid the loops 'for' in the code, a lot of memory is needed. Working to solve it.Use functions like PointLocation, DelaunayTri, so the code works in last versions of MatLab. In addition, in domains with holes and degenerate meshes...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (41): Clipped Voronoi Diagram Download |
This is a simple utility to detect EPSPs, IPSPs, EPSCs, or IPSCs in a data set with many adjustable parameters if necessary. It is based on a cumulative derivative function on a smoothed version of the data. A graphical interface to the function is available at http:filer.case.edupel6.
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (47): Postsynaptic Potential Detector Download |
this function use the maximum log likelihood algorithm For Detection of onset of change It assume an inhomogeneous Poisson process that has a constant intensity ?0 until the change point, and a constant intensity ?1 thereafter. (step function where ?0 and ?1 are unknown) A is a random variable...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (41): Max_logliklihood Download |
Math::CDF is a Perl module to generate probabilities and quantiles from several statistical probability functions. SYNOPSIS use Math::CDF; $prob = &Math::CDF::pnorm(1.96); if( not defined($z = &Math::CDF::qnorm(0.975)) ) { die "qnorm() failed"; } or use Math::CDF qw(:all); $prob =...
Platforms: *nix
License: Freeware | Size: 65.54 KB | Download (129): Math::CDF Download |
Statistics::GammaDistribution Perl module represents a gamma distribution. SYNOPSIS use Statistics::GammaDistribution; my $g = Statistics::GammaDistribution->new(); $g->set_order(8.5); print $g->rand(1.0); my @alpha = (0.5,4.5,20.5,6.5,1.5,0.5); my @theta = $g->dirichlet_dist(@alpha);...
Platforms: *nix
License: Freeware | Size: 10.24 KB | Download (102): Statistics::GammaDistribution Download |
This keeps the Rumba core extremely lightweight and efficient, thus making it easier for anybody to extend Rumba through custom third party component and modules that directly serve their needs.Installation:1. Copy of host (must support PHP5) expanded content distribution.2. If necessary, we...
Platforms: PHP
License: Freeware | Size: 61.44 KB | Download (50): Rumba XMLfor Scripts Download |
Math software is often bulky, overloaded with useless features and requires reading huge manual before attempting to use it. SLGallery is the unique probability distribution calculation toolbox featuring 11 continuous and 4 discrete functions. With SLGallery it is possible to plot graph and find...
Platforms: Windows
License: Freeware | Size: 489 KB | Download (252): SLGallery Download |
This demo gives a clear visual presentation of what happens during the Adaboost algorithms. It shows how the decision boundary, example weights, training error and base learner weights change during training.A selection of base learning algorithms are included: Linear Regression, Naive Bayes,...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (56): Boosting Demo Download |
The STP IdealQuantumGas program is a simulation of an ideal quantum gas in equilibrium with a heat bath. The program computes the density of states, particle distribution function, and energy occupancy diagram. The default system is a three-dimensional ideal Fermi gas of N=100 particles at...
Platforms: Mac
License: Freeware | Size: 604.16 KB | Download (34): Ideal Quantum Gas Download |
This function generates random numbers distributed according to the Laplace distribution using the Probability integral transformation
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (48): Laplace random variables Download |