E X T R E M E
XLCALCRANGE(REFCELL,R,C,M,N) returns the full target range XLRANGE in Excel A1 notation to cover an array of size M rows & N columns and starting from an offset of R rows & C columns from REFCELL.Any workbookworksheet prefix is removed from REFCELL, as are any absolute '$' markers prior to range...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (49): Calculate Excel Range Download |
This code calculates the generalized Hurst exponent H(q) of a stochastic variable x(t) (a time series) from the scaling of the renormalized q-moments of the distribution/ ~ r^[qH(q)]The value of H(q) give indication about the fractal nature of the signal. H(q) = 0.5 corresponds to a Brownian...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (65): Generalized Hurst exponent Download |
It tries to approximate a f(x) function with a m term Fourier series, using the quad MATLaB function. Requirements: - MATLAB 7.1.0 or higher
Platforms: Windows, Mac, *nix, Matlab, BSD Solaris
License: Freeware | Download (61): Fourier Series Calculator Download |
PDL::Graphics::X is a PDL OO access to X windows. SYNOPSIS # example 1 use PDL; use PDL::Graphics::X; my $x_size = 255; my $y_size = 255; my $win1 = PDL::Graphics::X->new({SIZE_X => $x_size, SIZE_Y => $y_size}); my $a = xvals(zeroes(byte,$x_size,$y_size)); $win1->imag($a); # example...
Platforms: *nix
License: Freeware | Size: 10.24 KB | Download (106): PDL::Graphics::X Download |
This toolbox was designed to simulate and fit linear state space models. The main literature I used for this particular package is Kim and Nelson (1999). A state space model (without non stochastic coefficients) is given by:y(t)=beta(t)*x(t)'+e(t)...
Platforms: Matlab
License: Freeware | Size: 40.96 KB | Download (51): Estimation and Simulation of State Space (Kalman Filter) Models with Matlab Download |
Statistics::ROC is a Perl module with receiver-operator-characteristic (ROC) curves with nonparametric confidence bounds. SYNOPSIS use Statistics::ROC; my ($y) = loggamma($x); my ($y) = betain($x, $p, $q, $beta); my ($y) = Betain($x, $p, $q); my ($y) = xinbta($p, $q, $beta, $alpha); my...
Platforms: *nix
License: Freeware | Size: 17.41 KB | Download (95): Statistics::ROC Download |
Math::NumberCruncher Perl module contains a collection of useful math-related functions. SYNOPSIS It should be noted that as of v4.0, there is now an OO interface to Math::NumberCruncher. For backwards compatibility, however, the previous, functional style will always be supported. # OO...
Platforms: *nix
License: Freeware | Size: 81.92 KB | Download (101): Math::NumberCruncher Download |
Audiophile 2496 contains Mac OS X drivers for the M-Audio Delta series of PCI Audio cards.
Platforms: Mac
License: Freeware | Size: 1.7 MB | Download (113): M-Audio Audiophile 2496 Download |
The purpose of HDD Guardian is to provide a graphical interface to smartctl, part of the S.M.A.R.T. Monitoring Tools, in order to make this nice utility accessible to all Windows users.
HDD Guardian alerts you in case of imminent failure, temperature threshold or vital parameter change....
Platforms: Windows
License: Freeware | Download (57): HDD Guardian Download |
the stationary signal f(t)=cos(2*pi*5*t)+ cos(2*pi*10*t)+ cos(2*pi*20*t)+ cos(2*pi*50*t)having frequencies of 5,10, 20and 50 Hz at any given time instant.MATLAB program can be implemented to plot the stationary signal mentioned above:Clear...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (49): evaluating SHORT TIME FOURIER TRANSFORM of a stationary signal Download |
variogramfit performs a least squares fit of various theoretical variograms to an experimental, isotropic variogram. The user can choose between various bounded (e.g. spherical) and unbounded (e.g. exponential) models. A nugget variance can be modelled as well, but higher nested models are not...
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (51): variogramfit Download |
MINimal CONNECTivity (adjacency) matrix for (X,Y) points on a plane, and/or graph of connections. Needs CLINE.Applications: graph theory, optimal traffic, astronomy (e.g. if youwant to see a tree of connected stars selected according to certain bounds on distance and/or magnitude etc).The...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (43): MINCONNECT Download |
Compute European call option price using the Heston model and a conditional Monte-Carlo method [call_prices, std_errs] = Heston(S0, r, V0, eta, theta, kappa, strike, T, M, N)*******************************************************************************INPUTS: S0 - Current price of the underlying...
Platforms: Matlab
License: Freeware | Size: 92.16 KB | Download (41): Heston Option Pricer Download |
res = isfun(arg1,arg2,'-opt',...,argN,'-opt')determines the definition of ML constructs arg1 ... argN andreturns result-code(s)in res.f(x) = arg(x)res.r(x) = code(x)SEEhelp isfunfor more exhaustive explanations of precedence, return-codes and optionsisfun -hfor...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (43): isfun: a pedestrian matlab construct determiner Download |
The function LMFsolve.m serves for finding optimal solution of an overdetermined system of nonlinear equations in the least-squares sense. The standard Levenberg- Marquardt algorithm was modified by Fletcher and coded in FORTRAN many years ago. LMFsolve is its essentially shortened version...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (45): LMFsolve.m: Levenberg-Marquardt-Fletcher algorithm for nonlinear least squares problems Download |
In this submission we present the code of the Replacement Method (RM) [1-4] and Enhanced Replacement Method (ERM)[5], that were proposed some time ago by our group. Both methods produce linear regression QSPR-QSAR models that are quite close the FS (full search) ones with much less computational...
Platforms: Matlab
License: Freeware | Size: 215.04 KB | Download (47): QSAR/QSPR Search Algorithms Toolbox Download |
The Toolbox forecasts the volatility of a (mxn) vector of data and from a variety of in-built / non-in-built GARCH models with various distributions, as well as the univariate RiskMetrics. The toolbox also estimates a number of Volatility Forecast Loss Functions and if selected Value-at-Risk for...
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (45): Volatility Forecast Toolbox Download |
A standard atmosphere function based on the 1976 Standard Atmosphere returns density, speed of sound, temperature, pressure, and viscosity for a given altitude input up to 86km.This function is designed to be useful for those designing and analyzing aircraft and has the following features that...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (44): STDATMO: Standard Atmosphere Function Download |
You know these misformatted mail or news messages, with full quotes, too long signatures, and lots of exclamation marks? They get on your nerves day by day? That's what this script is for. Please see the documentation for the details. TOFU Protection Mini-Howto: * Step 1: INSTALLATION Put the...
Platforms: *nix
License: Freeware | Size: 40.96 KB | Download (33): t-prot for Linux Download |
BigInteger is an arbitrary length integer extension module for Perl. SYNOPSIS use Math::BigInteger; The BigInteger extension module gives access to Eric Youngs bignum library. This provides a faster alternative to the Math::BigInt library. The basic object in this library is a BigInteger....
Platforms: *nix
License: Freeware | Size: 20.48 KB | Download (105): BigInteger Download |