Experimental Probability

It calculate the arithmetic code of a string of char, subject to an alphabet "A" and a probability distribution "P". http://en.wikipedia.org/wiki/Arithmetic_coding

format : [huffcodes,H,Hav,e]=huffmancoding(p,n)inputs: p is the probability of each alphabet symbol( eg:p=[.3 .2 .2 .2 .06 .04] )n is an integer that determines number of symbols at each frame(default:n=1)outputs: huffcodes: huffmancodesH: source entropyHav: average entropy for codinge: codding...

Rt: returns seriesalpha: VaR levelOUTPUT:CFVAR: Cornish fisher VaR with alpha probability and time horizon as the returns series frequancy


Platforms: Matlab

Creates a 1,2 or 3 dimensional probability distribution supported on user-supplied lattice points subject to linear and moment constraints. A trite financial example is provided.


Platforms: Matlab

This is a MATLAB(R) implementation of the ideas discussed in Lopez-Calva, G. and K. Shea, "Fitting Survival Probability Models," WILMOTT Magazine, issue 45, pp. 16-22.We estimate the parameters of three different survival probability models based on credit default swap (CDS) spreads. The...


Platforms: Matlab

The algorithm that modeling the processof arbitrary picking matches from matchboxes with equal probability. The process will terminate when one of matchboxes get empty


Platforms: Matlab

The algorithm that modeling the processof arbitrary picking matches from matchboxes with equal probability. The process will terminate when one of matchboxes get empty


Platforms: Matlab

Compares probabilities of two binomial samples X, Y from a Bernoully experiments with probability p1 for set X and p2 for set YTest the null hypothesis H_0: p1 = p2 vs alternatives H_1: p1 > p2 H_2: p1 < p2 H_3: p1 != p2 Input: X - row of 0 or 1 Y - row of 0 or 1 Output: z - normal statistics...


Platforms: Matlab

LEPSTEST [lepss] = lepstest(cumclimate,xo,xf,refprob) This code computes LEPS score LEPS: Linear Error Probability Space (Ward and Folland, 1991) lepss - Linear Error Probability Space Score xo - measured values: column vector or scalar xf - forecasted values: column vector or scalar...


Platforms: Matlab

A very simple program that gives Poisson probability P(m,n) where m is the average outcome and n is one certain outcome.


Platforms: Matlab

This m-file calculates the blocking or loss probability of a network node or link using the Erlang B loss formula. It does not use the formula directly (which doesn't work with high numbers) but an iterative algorithm. Tested with MATLAB R13 and Octave.


Platforms: Matlab

CHI2TEST: Single sample Pearson Chi Square goodness-of-fit hypothesis test.H=CHI2TEST(X,ALPHA) performs the particular case of Pearson Chi Square test to determine whether the null hypothesis of composite normality PDF is a reasonable assumption regarding the population distribution of a random...


Platforms: Matlab

Extended compact genetic algorithm (ECGA) is an algorithm that can solve hard problemsin the binary domain. ECGA is reliable and accurate because of the capability ofdetecting building blocks, but certain difficulties are encountered when we directly applyECGA to problems in the integer domain....


Platforms: Matlab

The codes follow the paper Radkov P. and Minkova L. (2011) "Assessing bank's default probability using the ASRF model", Serials Publications' IJTMM, to derivation of implied default probabilities from the Vasicek model (asymptotic single risk factor model) and Basel 2 framework. The method for...


Platforms: Matlab

In Power System Reliability Studies, Capacity Outage Probability Table (COPT) forms one of the basic necessary indices. It is often required to generate COPT for Generators."Generator_COPT.m" is a function which takes the following three input to generate COPT for Generator Bus:1. Number of...


Platforms: Matlab

The tool makes some of MATLAB's plotting and analysing functions available by a GUIPurpose---------------------------------MATLAB offers a huge variety of plotting and visualizing tools. Thistoolbox tries to make some of these function available by a graphicaluser interface (GUI). It is capable...


Platforms: Matlab

Returns the distribution of the function FUN applied to the set of distributions given in VARARGINPDFFUN Apply a function to a set of probability distributions[S,P,C]=PDFFUN(FUN,VARARGIN) will return the distribution of the function FUN applied to the set of distributions given in VARARGIN The...


Platforms: Matlab

This function provides the probability of surviving k of n trials for which the probability of each trial is p (for success) or 1-p for failure. So, if one has a 60% chance of surviving each event, there are 10 events, and you want to know the chance of surviving 4, and only 4, events then n=10,...


Platforms: Matlab

example: dismat(50,5,6) creates a 5x6 probability matrix and gives various parameters. dismata(a,r,c) a-matrix, r-row vector of x-values, c-column vector of y values. Freshers can see and appreciate the work load in the computation.


Platforms: Matlab

An experimental integration between CouchDB and Drupal.Note: this module is a proof of concept / experiment. If you want to help either jump in the issue queue or contact me directly.


Platforms: PHP