Least Squares Methods

Functions NELSONFUN and NELSONFIT evaluate and fit (with non-linear least-squares) the Nelson-Siegel function, a popular yield-curve approximation device.

The code implemented a special case of the ellipsoid fitting technique proposed in the paper Least Squares Ellipsoid Specific Fitting, corresponding to case k= 4. Just put the two files in the same directory and run "testFit4". You can change the noise level to observe the fitting accuracy and...

Demonstrates a way to implement the LSM algorithm.This is done on a example from the book of Astrom and Wittenmark, Adaptive Control, 2nd ed


Platforms: Matlab

This library implements a randomized algorithm for solving the least-squares equation x = arg min norm(A * x - b, 2) or the underdetermined system min(norm(x, 2)) s.t. Ax=b. With high probability the running this o(mn^2) for an m-by-n matrix.For details of the solver see the paper at:Blendenpik:...


Platforms: Matlab

This example solves a complex curve fitting problem that involves parameter pooling and stratification using a nonlinear least-squares approach. This example also takes advantage of some new language features with MATLAB 7. * Anonymous functions * Nested functions


Platforms: Matlab

Solves the linear least squares problem with nonnegative variables using the newton's algorithm in:Portugal, Judice and Vicente, A comparison of block pivoting and interior point algorithms for linear least squares problems with nonnegative variables, Mathematics of Computation, 63(1994), pp....


Platforms: Matlab

Solves the linear least squares problem with nonnegative variables using the predictor-corrector algorithm in:Portugal, Judice and Vicente, A comparison of block pivoting and interior point algorithms for linear least squares problems with nonnegative variables, Mathematics of Computation,...


Platforms: Matlab

POLYFIT_ROOTS Least-squares polynomial fit to data.[R,K] = POLYFIT_ROOTS(X, Y, N, TOL) finds the roots R and constant K so that the polynomial P(s) = K*(s-R(1))*(s-R(2))* ... *(s-R(N)) is the best least-squares fit to the data Y at points X.Argument TOL bounds the accuracy of the fit, and if...


Platforms: Matlab

NMath Core contains foundational classes for object-oriented numerics on the .NET platform. Product features include: Single- and double-precision complex number classes; full-featured vector and matrix classes for single- and double-precision floating point numbers and single- and...


Platforms: Windows

NMath Analysis contains classes for function minimization, root-finding, and linear programming. Product features include classes for minimizing univariate functions using golden section search and Brent's method, minimizing multivariate functions using the downhill simplex method, Powell's...


Platforms: Windows

It is known that there is no sufficient Matlab program about neuro-fuzzy classifiers. Generally, ANFIS is used as classifier. ANFIS is a function approximator program. But, the usage of ANFIS for classifications is unfavorable. For example, there are three classes, and labeled as 1, 2 and 3. The...


Platforms: Matlab

This toolbox contains a set of functions which can be used to compute the Least Median of Squares regression, the Reweighted Least Squares regression, the accociated location and scale estiamtors, and the Minimum Volume Ellipsoid. The concept is the minimization of the median of the squared...


Platforms: Matlab

Auto Gaussian & Gabor Surface fit---Functions to fit a 1D Gaussian to a curve and a 2D Gaussian or Gabor to a surface. The routines are automatic in the sense that they do not require the specification of starting guesses for the model parameters. This is done by evaluating the quality of fit for...


Platforms: Matlab

CoffeeSaint is a fully customizable Nagios status viewer. It grabs the status from a Nagios server and displays it in a fullscreen GUI. It is written in Java so it should run on all platforms (tested on Linux, AIX 6.1 and windows xp) capable of running Java 5. For compiling with GCJ you need at...


Platforms: *nix

GWC is an application to do digital audio restoration on wavfile data, i.e. remove hisses and clicks. It features click repair using least squares autoregressive interpolation, and is based on the FFTW library. This is still beta code, so back up your data files first. It is resulting of never...


Platforms: *nix

Statistics::LTU is an implementation of Linear Threshold Units. SYNOPSIS use Statistics::LTU; my $acr_ltu = new Statistics::LTU::ACR(3, 1); # 3 attributes, scaled $ltu->train([1,3,2], $LTU_PLUS); $ltu->train([-1,3,0], $LTU_MINUS); ... print "LTU looks like this:n"; $ltu->print;...


Platforms: *nix

NMath Stats is a .NET statistics library that provides functions for statistical computation and biostatistics, including descriptive statistics, probability distributions, combinatorial functions, multiple linear regression, hypothesis testing, analysis of variance, multivariate statistics,...


Platforms: Windows

Is a cross-platform software package for econometric analysis, written in the C programming language. It is free, open-source software. You may redistribute it and/or modify it under the terms of the GNU General Public License (GPL) as published by the Free Software Foundation. Features Easy...


Platforms: Windows

SciCraft is an open source data analysis software developed in Python which allows you to access advanced mathematical functions through an easy-to-use graphical interface. Typical methods can be anything from areas like statistics, chemometrics and artificial intelligence and from languages like...


Platforms: Linux

This application is an open-source machine learning program for supervised classification of patterns (vectors of measurements). PCP implements the following algorithms and methods: - Fisher's linear discriminant - dimensionality reduction using Singular Value Decomposition - Principal...


Platforms: Windows, Mac, *nix, C/C++, BSD Solaris