Bivariate

bivnormcdf gives the bivariate normal probability.function p = bivnormcdf(a,b,rho)where rho is the correlation. Platforms: Matlab

Bivariate Kamma Kernel Density Estimatefor large data set Platforms: Matlab

The function bvnormal supplies a bivariate normal distribution for the user to interact with. The user can rotate the picture for better views and adjust the parameters of the distribution. A good teaching tool enabling students to better visualize the bivariate normal Platforms: Matlab

This zip contains functions that allow- to draw random samples from any arbitrary bivariate Gamma distribution, with Gamma distributed marginals. The user should specify the shape and scale parameters of the marginals, as well as the linear correlation coefficient.The algorithm is based on... Platforms: Matlab

Explore correlations between variables with pairwise histograms plotted over grid.This function combines the functionality of hist3 (joint/bivariate/pairwise histogram) and plotmatrix (pairwise scatter plots over a grid). It allows one to visualize and quantify the correlations among many variables. Platforms: Matlab

Here is the code for the pricing of an american call option with one dividend. This is the Roll, Geske,Whaley approximation of an AMerican call with one dividend. This code makes use of Bivariate normal distribution and normal distribution. More pricing options would be followed soon. Platforms: Matlab

This function give an approximation of cmulative bivariate normal probability. The program is written in C and based on the Fortran code available Commun. ACM oct 1973 p638 Algo 462. Platforms: Matlab

AMI computes and plots average mutual information (ami) and correlation of univariate or bivariate time series for different values of time lag.USAGE: [amis corrs] = ami(xy,nBins,nLags)INPUT: xy: either univariate (x) or bivariate ([x y]) time series data. If bivariate time series are given then... Platforms: Matlab

Functions to calculate the statistics for the dLIF model described in the paper ``Mechanisms that modulate the transfer of spiking correlations'' by Robert Rosenbaum and Kresimir Josic, published in Neural Computation, 2011.The first few lines of code in each function converts the system with... Platforms: Matlab

Statistics::OLS is a Perl module to perform ordinary least squares and associated statistics. SYNOPSIS use Statistics::OLS; my $ls = Statistics::OLS->new(); $ls->setData (@xydataset) or die( $ls->error() ); $ls->setData (@xdataset, @ydataset); $ls->regress(); my ($intercept, $slope)... Platforms: *nix

Despite the fact that many phenomenon in physical or social sciences involve interaction between causal factors, it seems that very few researchers using multiple regression or structural equation modeling techniques do investigate for the presence of those interactions. If fact, in the context... Platforms: Windows

Statistics software for data analysis and multivariate statistical analysis. Probability analysis. Compute descriptive statistics of selected data. Frequency analysis. Compare means and variances. Variance analysis. Z test. Correlation tests. Jarque Bera test. Non-parametric tests, including... Platforms: Windows, Windows 7, Windows Server

NOTE: Though I have uploaded this toolbox, I have no contribution in this work. Programming and research in this field has been done by students given belowKapil Gulati, Marcel Nassar, Aditya Chopra, Marcus DeYoung, Arvind Sujeeth, and Navid Aghasadeghi.It is composed of various functions used to... Platforms: Matlab

Two functions are included. The first is 'quadriorth.m' which calculates the orthants probabilities of the quadrivariate normal distribution. Imagine a 4-dimensional space divided into sub-spaces according to the sign of each variable, which results in 2^4 = 16 orthants, say + + + +, + + +... Platforms: Matlab

The purpose of Discriminant Analysis Programme (DAP) is to facilitate discrimination and classification of (to be) grouped data with robust estimation- and modeled structures for the covariances in a one-go software. The robust estimation methods are the S-estimator and Donoho-Stahel estimator.... Platforms: Matlab

Discriminant Functions is one of statistical technique used in Pattern Recognition for separating classses.This is parametric methods, means, it requires that mean and covariance of class is known. In other words, Probability Density of given class should be known to apply this method.Here, two... Platforms: Matlab

Model II regression should be used when the two variables in the regression equation are random and subject to error, i.e. not controlled by the researcher. Model I regression using ordinary least squares underestimates the slope of the linear relationship between the variables when they both... 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

Schur Stability Test of 2-D PolynomialsCopyright (C) Yang XIAO, Beijing Jiaotong University, Aug.25, 2007, E-Mail: yxiao@bjtu.edu.cn.The stability of 2-D discrete systems (2-D IIR filters and 2-D ARMA models) can be determined by the Schur stability of characteristic polynomials of the systems... Platforms: Matlab

The program can get the 2-D impulse response of a 2-D recursive discrete system in 2-D digital domain. For a 2-D recursive discrete system, the inverse 2-D z transform can be implemented by a 2-D IIR filter [1-3].Copyright (C) Yang XIAO, Beijing Jiaotong University, Aug.1, 2007, E-Mail:... Platforms: Matlab