Discrete Logarithms

computes the naturally-ordered discrete Hadamard transform Platforms: Matlab

To calculate the price the pricer builds a multinomial tree, as described in Amin 1993.For description of the methodology please see;1. The HTML instructuions in the zip2. Kaushik I. Amin, d-deDUJump Diffusion Option Valuation in Discrete Time,d-deDt Journal of Finance 48, no. 5 (December 1993):... Platforms: Matlab

Software for reduced-order discrete-time infinite horizon LQG design based on the SDOPE (Strengthened Discrete-time Optimal Projection Equations).The software is described in and associated to the paper:L.G. Van Willigenburg, W.L. De Koning, 2000,"Numerical algorithms and issues concerning the... Platforms: Matlab

1, Escrowed dividend model, which is the simplist and the least accurate way as a result;2, Chriss volatility adjustment model, besides replacing current stock price, this model adjusts volatility as well;3, Haug & Haug volatility adjustment model; which is more sophisticated than Chriss model... Platforms: Matlab

JPEG compression using Discrete Cosine Transform TechniqueIn this code, Run Length Encoding is used to compress the Normalized DCT Coefficients, and corresponding Decoding techniques are used to decompress the image. Platforms: Matlab

PerMoTo is a Performance Modelling Tool suite for decision support in the capacity and performance management of distributed transaction processing systems based on Queueing Theory and Discrete Event Simulation. Platforms: Windows, Mac, Linux

Matlab implementation of the computer model of atrial fibrillation originally published by Gordon Moe and colleagues in [American Heart Journal 1964; 67(2):200-220.] To run the simulation, just type the function name (afib). It accepts no input or output arguments. Several model parameters can be... Platforms: Matlab

The Self-Tuning Controllers Simulink Library contains various discrete single input single output (SISO) controllers. All controllers contain an on-line identification of a controlled process using the second or the third order model and thus are also suitable for a control of time varying... Platforms: Matlab

Introduction----------------This code simulates commodity spot prices using the Clewlow and Strickland one factor daily spot model using a Monte Carlo approach. The derived stochastic differential equations (SDEs) are solved using several finite difference schemes.The paper detailing the... Platforms: Matlab

This block for Simulink provides a chirp source for stimulating unknown system dynamics. The block has been developed specifically for the purpose of system identification, however it should be of interest to anyone looking for a robust and flexible chirp function. The chirp function is modelled... Platforms: Matlab

Estimates of proportion and rate-based performance measures may involve discrete distributions, small sample sizes, and extreme outcomes. Common methods for uncertainty characterization have limited accuracy in these circumstances. Accurate confidence interval estimators for proportions, rates,... Platforms: Matlab

Program given here computes the discrete transfer function of a DC motor (Example taken in this case) using pseudo inverse technique. The input and output data for any single input single output system can be used to find out the discrete transfer function of that system. Platforms: Matlab

This is a discrete event model that has been developed to computationally simulate the many interactions that occur between co-inhabiting populations of bacteriophage lambda and bacteria. Model qualifications are under review for scientific publication. Platforms: Windows, Mac, Linux

fminconset: Solves constrained minimization problems where someof the variables are restricted to discrete values. (Mixed IntegerNonlinear optimization). Based on fmincon from Optimization Toolboxversion 2.0. Platforms: Matlab

Digital version of Fractional-Order PID Controller (DFOC) of the form:C(s) = K + Ti/s^m + Td*s^d for given sampling period Ts [sec].For more details and help write:>> help DFOC Platforms: Matlab

Wavelet discrete transform based on Haar wavelet serves as a link between wavelet technique of data compression and fractal technique based on the system of contractive linear transforms. Platforms: Matlab

Y = DCTN(X) returns the discrete cosine transform (DCT) of X.X = IDCTN(Y) returns the inverse discrete cosine transform (IDCT) of Y.Y = DSTN(X) returns the discrete sine transform (DST) of X.X = IDSTN(Y) returns the inverse discrete sine transform (IDST) of Y.X and Y can be N-dimensional.D =... Platforms: Matlab

The MDP toolbox proposes functions related to the resolution of discrete-time Markov Decision Processes: backwards induction, value iteration, policy iteration, linear programming algorithms with some variants.The functions were developped with MATLAB (note that one of the functions requires the... Platforms: Matlab

The response variable is discrete ( it could be binary or multinomial), it could have "k" groups (k=2 binary, k>2 multinomial). the categorical can have "c" categories. The routine finds the weights for each category using the Fisher's method described inHubert J. Carl, Wisenbaker M. Joseph,... Platforms: Matlab

To enhance the efficiency and accuracy of Kalman filter computations, in particular the time and measurement updates, UDU factorization is employed. An interesting feature of the current implementation is the extension to semi-positive (nonnegative) matrices and systems with a time-varying state... Platforms: Matlab