Correlation

Compilation of .m files to calculate strain from images independent of physical size of the samples. Strain can be calculated in horizontal as well as vertical direction. The functions were developed at the Johns Hopkins University by Rob Thompson, Daniel Gianola and me, all of us part of the...

Linear feedback shift registers (LFSR) are a simple method of generating sequences, including pseudorandom number sequences. The LFSR code provided is very unrestricted, allowing for any feedback polynomial, initial state or decimation factor. The code is written for a 32 bit LFSR, but minor...

The CMVE toolbox estimates missing values by using correlation structure of the data. The software can be used to impute missing values in any correlated data especally microarray gene expression data. The imputation performance of the software has proven significant affect on gene regulatory...


Platforms: Matlab

These routines support the book "Risk and Asset Allocation" Springer Finance, by A. Meucci, see http://www.symmys.comThe routines include many new features:- more uni-, multi- and matrix-variate distributions- more copulas- more graphical representations- more analyses in terms of the...


Platforms: Matlab

Features:1. the program calculates the matter power spectrum, temperature spectrum, polarisation- and cross-correlation spectrum of a curved or flat Friedman-Robertson-Walker universe.2. it calculates the age of the universe, sigma8 and the age of the first start formation.3. massless neutrino's,...


Platforms: Matlab

Reporting tool, with leading indicators for each asset, for an example Quantitative Fund.This asset definition is read by the runregression.m matlab file submitted elsewhere and allows to compute correlation coefficients and assign weights to relevant indicators when doing forecasting.


Platforms: Matlab

In signal processing, cross-correlation is a measure of similarity of two waveforms as a function of a time-lag applied to one of them. This is also known as a sliding dot product or inner-product. It is commonly used to search a long duration signal for a shorter, known feature. It also has...


Platforms: Matlab

sysshift checks whether two matrix M1 and M2 are systematically shifted against each other by calculating correlations across a range of shifted origin. This is helpful e.g. if two different digital elevation models of the same area are to be tested for systematic misregistration.At this point,...


Platforms: Matlab

This is a collection of functions I wrote for use of MATLAB with tree-ring time series. Functions are included for skeleton plotting, group time-series plotting, and correlation analysis of seasonal climatic time series with tree-ring indices ("tree-ring response-functions").


Platforms: Matlab

Fast template matching algorithm SSDXCORR is implemented in this file with neat and efficient code.The details of SSDXCORR paper information is:F. Essannouni, R. Oulad Haj Thami, D. Aboutajdine and A. Salam, "Simple noncircular correlation method for exhaustive sum square difference matching",...


Platforms: Matlab

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


Platforms: Matlab

This is sampling utility implementing Latin hypercube sampling from multivariate normal, uniform & empirical distribution. Correlation among variables can be sprecified.


Platforms: Matlab

The problem of fitting a straight line to data with uncertainties in both coordinates is solved using a weighted total least-squares algorithm. The parameters are transformed from the usual slope/y-axis intersection pair to slope angle and distance to the origin. The advantages of this are that...


Platforms: Matlab

USAGE: [Y CovY] = Correlation_elimination( X )INPUT:X denote multivariate original observations (correlated data)OUTPUT:Y denote the multivariate uncorrelated dataCovY is the covariance of Y_________________________________________Example:Transform the multivariate Poisson-Weibull (X) data to new...


Platforms: Matlab

This program detects a target image in a given image according to maximization of Cross Correlation.Sample Run:>> target This program detects a target in an image Entering the image for MATLAB... Save the image or its copy in MATLAB working Directory Enter the name of the image file...


Platforms: Matlab

The Measures of Effect Size (MES) Toolbox is a set of functions which compute a wide range of effect size statistics. The four main toolbox functions cover common analysis designs, including two-sample-, oneway- and twoway- data sets as well as categorical data (tables). Data may be...


Platforms: Matlab

Calculates the correlation coefficient for 2-d directional and circular data, e.g., if you have one set of 2-d movements and want to compare them to a second (paired) set of 2-d movements.The input to the function is two Nx2 matrices (each matrix specifies the x,y coordinates of N data points).


Platforms: Matlab

Function calculates window cross-similarity between time series of threshold crossings for selected window span. Correlation between high temporal resolution records aggregated over time for records of original resolution.More informationhttp://www.ida.liu.se/~agbur/Software.htm


Platforms: Matlab

I tried to make the implementation of the paper entitled "Extension of Phase Correlation to Subpixel Registration" (Hassan Foroosh, Josiane B. Zerubia, Marc Berthod).I upload a file is intended to be fixed, because I am not sure.


Platforms: Matlab

Fitting a t-copula using the method of moments described in Quantitative Risk Management by McNeil, Frey and Embrechts. The outputs from this function correspond to those of the statistics toolbox's copulafit('t',u) . For large datasets, tcopulafit is immeasurably faster than copulafit('t',u)....


Platforms: Matlab