Variance Formula

Computes BER v EbNo curve for convolutional encoding / soft decision Viterbi decoding scheme assuming BPSK.Brute force Monte Carlo approach is unsatisfactory (takes too long) to find the BER curve.The computation uses a quasi-analytic (QA) technique that relies on the estimation (approximate one)...

The function implement the 1D Walash Transform which can be used in signal processing,pattern recognition and Genetic algorithms. The Formula of 1D Walsh Transform is defined as : N-1 q-1 ---- -- 1 | | b[i](m)*b[q-1-i](u) W(u) = --- / f(m)| | (-1) ,u = 0,...,N-1 N ---- | | m=0 i=0 where for...

The function implement the 1D Walash Transform which can be used in signal processing,pattern recognition and Genetic algorithms. The Formula of 1D Walsh Transform is defined in mfile


Platforms: Matlab

[cg, psg] = crandn(rgau,m)Generate correlated Gaussian sequences by Fourier synthesis.Input parameters:rgau = correlation function - length n/2m = number of realisationsOutput:cg = m x n matrix containing m sequences of n correlated variates from a zero mean, unit variance normal distributionpsg...


Platforms: Matlab

Some curve fitting or smoothing tools can benefit from knowledge of the noise variance to expect on your data. Kalman filters use this information, also some spline fitting tools. So I wrote a function to extract the noise variance from a signal vector. It also works on any specified dimension of...


Platforms: Matlab

This zip file contains the Presentation (PDF) and M-files that were demonstrated in the MathWorks Webinar: Using Genetic Algorithms in Financial Applications delivered on Dec 11 2007.The purpose of the webinar was to highlight how Genetic Algorithms may be used to supplement portfolio...


Platforms: Matlab

This set of files show some of the principles of Monte Carlo simulations, applied in the financial industry. this is the content of the web seminar called "Simulations de Monte Carlo en MATLAB".The slides are in French and a copy in English is also availableYou will find here :* how to code your...


Platforms: Matlab

View factor is a MATLAB function that uses the CDIF (contour double integral formula) to calculates view factors between planar surfaces(polygons), no matter what are the shape and the orientation of the two figures.All you need to enter is the coordinates of the vertices that define the outlines...


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

Statistics fundamentals of the Correspondence Analysis (CA) is presented in the CORRAN and MCORRAN1 m-files you can find in this FEX author''s page. CA can be extended to more than two categorical variables, called Multiple Correspondence Analysis (MCA). CA and MCA are graphical techniques for...


Platforms: Matlab

MolMass is a function for calculating the molar weight of a substance given in form of a chemical formula.Function call: MM = MolMass(substance)Substance is a string of the chemical formula of a substance.Example: MM = MolMass('Fe2(SO4)3');Substance can also be a vector of substances opened by...


Platforms: Matlab

fitChiSquare is a generalized chi-square fitting routine for any model function when data measurement errors are known; it returns the model parameters and their uncertainties at the delta chi-square = 1 boundary (68% confidence interval). It also returns the chi-square and degrees of freedom...


Platforms: Matlab

This file contains a funtion (mfile) and a simulink block. They both give the approximation of the saturation of a function between the values [-1,1]. The main advantage and purpose of designing this simple yet powerful function is to obtain a smooth funtion that has a continous derivative.It can...


Platforms: Matlab

Neural Network Based Control System Design Toolkit Version 2The NNCTRL toolkit is a set of tools for design and simulation of control systems based on neural networks. The following designs are available:o Direct inverse controlo Internal model controlo Control by feedback linearizationo Optimal...


Platforms: Matlab

Matlab Toolbox for Submodular Function Optimization (v 2.0)By Andreas Krause (krausea@gmail.com).Slides, videos and detailed references available at http://www.submodularity.orgTested in MATLAB 7.0.1 (R14), 7.2.0 (R2006a), 7.4.0 (R2007a, MAC), 7.9.0 (MAC)This toolbox provides functions for...


Platforms: Matlab

Wigner3j( J123, M123) calculates the Wigner 3j-symbol according to Racah formula.The Wigner 3j symbol is useful for multiplication of Spherical Harmonics (and their generalizations) and for addition of angular momentum.The are related to the Clebsch-Gordan coefficients by:Wigner3j( J123, M123 ) =...


Platforms: Matlab

This m-file gives the atomic weight of any element or molecular weight of any chemical species.Input:species = (cell array)The species is the 'formula'.Output:Atomic weight of any element or molecular weight of any chemicalspecies.


Platforms: Matlab

This file includes two m-files. The ASWERS12345 calculates GRS80 free air anomalies,Eigen-CG03C and model of remaining topography reduction,empirical and analytic covariance functions,normal gravity (GRS67,GRS80) using Somigliana formula. The other one fftstokes.m is a geoid computation using...


Platforms: Matlab

XLSRANGENAMES Returns a list of named ranges in an excel workbook RangeNames = XLSRangeNames(filename) RangeNames is a (n x 2) cell array with the name of the named range in the first column and the value (aka location) in the second column The value is an excel formula similar to: '=Sheet1!$A$1'...


Platforms: Matlab

Value-at-Risk calculation for portfolio stocks using variance-covariance, historical and MonteCarlo methods. Portfolio can be larger as you want including either the risk factor (stock index, currency, etc.)


Platforms: Matlab