Nonlinear Curve Fitting

This code optimises the parameters for the term structure of volatility (TSOV) applied to historical forward curves - see discussion in Harris in reference 1 below. TSOVs avaible are: TermType - 1 = sigma = A exp (-CT) - 2 = sigma = A exp (-CT) + D - 3 = sigma = (A + BT) exp (-CT) + DRequired...

Using an engine throttle valve modeling example, this demo shares some perspectives on creation of nonlinear models of dynamic systems from the measurements of its input and outputs. It describes useful workflows for approaching the task of data-based modeling using System Identification...

Bootstrap the yield curve, discount curve and the forward curve from market data***************** BOOTSTRAPPING RESULTS **********************Time (Years)| Yield Curve | Discount Curve| Forward Curve |----------------------------------------------------------------------- 0.51 | 1.2404% | 0.9938...


Platforms: Matlab

This particular NVNA measurement setup is referenced from the following: J Hu et al "Calibrated Nonlinear Vector Network Measurement Without Using a Multi-Harmonic Generator" to appear in IET Microwaves, Antennas & Propagation. It's also extensively described in the following: J Hu "Radio...


Platforms: Matlab

The Levenberg-Marquardt Fitting of Nuclear Decay Model demonstrates how EJS can be used to fit experimental data. In this simulation, nuclear decay data are used to provide a simple example, but this same process can be applied to any type of data. The sum of squared deviations is minimized but...


Platforms: Mac

The Function Plotting and Data Fitting Model allows you to create customizable plots to interactively explore the properties of up to three functions at a time. When you enter a function, adjustable parameters are automatically recognized, and sliders are created to vary the values of these...


Platforms: Mac

Simplify curves in Draw by skipping points. Watch this video. (Ctrl Shift F3 / Tools - Add-ons - Simplify curve...)


Platforms: Mac

PDL::Fit::LM is a Levenber-Marquardt fitting routine for PDL. Currently, only Levenberg-Marquardt fitting is implemented. Other procedures should be added as required. For a fairly concise overview on fitting see Numerical Recipes, chapter 15 "Modeling of data". SYNOPSIS use PDL::Fit::LM;...


Platforms: *nix

ECC is a package for Elliptic Curve cryptography. ECC is implemented by using OpenSSL 0.9.6a or higher, for message digests and symmetric ciphers, and by using the Portable Object Compiler and Computer Algebra Kit for the elliptic curve cryptography. Important note: you need version 3.2.5 of...


Platforms: *nix

kiscsiadm is an intuitive user-interface for ISCSI fitting into the KDE-Desktop environment. kiscsiadmin project allows target-discovery, login/logout and gives quick access to the connected ISCSI-disks. The profile-based configuration management makes it comfortable to access several...


Platforms: *nix

SUNDIALS (SUite of Nonlinear and DIfferential/ALgebraic equation Solvers). SUNDIALS consists of the following four solvers: - CVODE solves initial value problems for ordinary differential equation (ODE) systems. - CVODES solves ODE systems and includes sensitivity analysis capabilities...


Platforms: *nix

Finance::BDT is a Perl module that implements BDT yield curve model. SYNOPSIS use Finance::BDT; use Data::Dumper my @y = (0, 0.0283, 0.029, 0.0322, 0.0401, 0.0435, 0.0464, 0.0508, 0.0512); ## YTM on strips my $vol = 0.20; ## constant volatility my $epsilon = 0.01; my ($r, $d, $A) =...


Platforms: *nix

This is a set of scripts that helps with processing of NMR pH titration data. These scripts allow for fitting (using R) and plotting of data of multiple residues. The program needs to be made more user friendly.


Platforms: Windows, Mac, Linux

ECC library is a package for Elliptic Curve cryptography.ECC is implemented by using OpenSSL 0.9.6a or higher, for message digests and symmetric ciphers, and by using the Portable Object Compiler and Computer Algebra Kit for the elliptic curve cryptography.


Platforms: C and C plus plus

Nonlinearity detection scheme based on zeroing the initial time response over various intervals and computing the FFT of each, as described in: M. S. Allen and R. L. Mayes, "Estimating the Degree of Nonlinearity in Transient Responses with Zeroed Early-Time Fast Fourier Transforms," in...


Platforms: Matlab

This 15-line matlab program solves the nonlinear reactiondiffusion equation, called Kolmogorov-Petrovskii-Piskunov(KPP) equation to generate patterns (ribbons and rings).The numerical method is simple and program is easy tounderstand, and it can be extended to simulatedmore complex systems. The...


Platforms: Matlab

G3 = gauss3D(sz_X, sz_Y, sz_Z, a, prec);returns a 3 dimensional matrix being a gaussian bell curve where the width in the (x/y/z)-dimension is proportional to 1/a(1), 1/a(2) and 1/a(3), respectively. "prec" is the data precision.Default is a=[2.5 2.5 2.5] and prec='double'Examples:Cubic-shaped...


Platforms: Matlab

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

L-BFGS-B is a collection of Fortran 77 routines for solving nonlinear optimization problems with bound constraints on the variables. One of the key features of the nonlinear solver is that the Hessian is not needed. I've designed an interface to the L-BFGS-B solver so that it can be called like...


Platforms: Matlab

Two quaternary systems are studied: (1) Acetic Acid - Ethanol - Water- Ethyl Acetate and (2) Acetic Acid - Butanol - Water- Butyl Acetate. In these two systems, liquid phase esterification occurs. The residue curve map is computed using the UNIQUAC model and gas phase acetic acid dimerization....


Platforms: Matlab