Monte Carlo Simulatin

Applying the inverse transform method to the normal distribution entails evaluation of the inverse normal. This is the Beasley-Springer-Moro algorithm for approximating the inverse normal.Input: u, a sacalar or matrix with elements between 0 and 1Output: x, an approximation for the inverse normal...

poker-eval is a C library to evaluate poker hands. The result of the evalution for a given hand is a number. The general idea is that if the evalution of your hand is lower than the evaluation of the hand of your opponent, you lose. Many poker variants are supported (draw, holdem, omaha, etc.)...

a gui which allow measuring an areas size and a paths length on an image (map).You can calibrate the image scale.You place points using left mouse button and remove points & areas with right mouse button.You have three different methods of measuring the area surface:1. Monte-Carlo.2....


Platforms: Matlab

This program performs a Monte Carlo simulation of a coherent QPSK communication system and plot the error probability performance over additive whit Gaussian noise channel. The detection is based on correlation metric. Simulation is performed for 10,000 bits and measurements are made accordingly.


Platforms: Matlab

The bootstrap is a way of estimating the variability of a statistic from a single data set by resampling it independently and with equal probabilities (Monte Carlo resampling). Allows the estimation of measures where the underlying distribution is unknown or where sample sizes are small. Their...


Platforms: Matlab

This GUI accepts the various constants needed to run a Black-Scholes calculation for pricing several European options:Put, Call, Straddle, Strangle, Bull Spread, Bear Spread, ButterflyIt plots the pricing surface for the appropriate option and then runs a number of Monte Carlo simulations (d


Platforms: Matlab

Returns a matrix of iid random numbers distributed according to the one-parameter Mittag-Leffler distribution with index (or exponent) beta and scale parameter gamma_t. The size of the returned matrix is the same as that of the input matrices beta and gamma_t, that must match. Alternatively, if...


Platforms: Matlab

A fast implementation of particle filter dedicaced to multitarget tracking with bearing only measurements. For the multitarget data association problem, a gibbsampler is used to estimate target association probabilities.Ref : "Sequential Monte-Carlo methods for multple target tracking and data...


Platforms: Matlab

Monte Carlo methods have long been used in computational finance to solve problems where analytical solutions are not feasible or are difficult to formulate. However, these methods are computationally intensive making it challenging to implement and adopt. In the last decade, advances in...


Platforms: Matlab

The MATLAB program simulates binary frequency shift keying (BFSK) at baseband through Monte Carlo method. The goal is to simulate bit error rate (BER) over an additive white Gaussian noise (AWGN) channel. For realizing that, the effect of noise is represented in the baseband with Gaussian random...


Platforms: Matlab

The Hardy Weinberg equilibrium is a fundamental law in genetic.This function was deeply rewrited.If a locus is biallelic the function use the exact Hardy Weinberg test (similar to Fisher exact test) analyzing all possible tables. If you download TERNPLOT functions (ID:2299) the function plots a...


Platforms: Matlab

Business Functions Pro is a comprehensive function library for Microsoft Excel with 508 functions for financial modeling, business planning, financial projections, dates, projections and discounted cashflow, function selector, help file, function finder, examples and trace facility for finding...


Platforms: Windows

THE SOLITAIRE SUITE FOR SERIOUS PLAYERS : Solitaire isn't a distraction - don't play it like one. If you're a serious player that prefers a variety of challenges, a clean interface, play similar to real cards, and nothing to help you win except your own ability, then read on - Solebon was made...


Platforms: Mac

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

The name YASRT stands for Yet Another Simple RayTracer. YASRT was designed to be a stochastic raytracer. It uses the raytracing algorithm to generate realistic pictures from textual descriptions of three-dimensional scenes. By using Monte Carlo raytracing techniques, YASRT supports features such...


Platforms: Mac

Photonics is a photon tracking Monte Carlo package, which calculates photon flux and time distributions in a heterogeneous medium surrounding a light source. The propagation medium and detector and light sources are highly customizable.


Platforms: Mac, BSD, Linux

Revised from Dr. Wang Lihong's MCML. Tested ok on windowsXP+Matlab7.0. Performes about 30% to 40% faster than MCML.Beta version 1.01.qiang.2@osu.edu


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

Chi-square tests of homogeneity and independence.Computes the P-value for I x J - table row/col independence.Ref.: DeltaProt toolbox at http://services.cbu.uib.no/software/deltaprot/Input:X: data matrix (I x J -table) of the observed frequency cells.method: 'RC': Read-Cressie power divergence...


Platforms: Matlab

Indigo Renderer is a 3D rendering software that uses unbiased rendering technologies to create photo-realistic images. In doing so, Indigo uses equations that simulate the behavior of light, with no approximations or guesses taken. By accurately simulating all the interactions of light, Indigo is...


Platforms: Mac, Linux