Normal Distribution Error Generator

MVLOGNRAND MultiVariate Lognormal random numbers with correlation.This function will generate multivariate lognormal random numbers with correlation.Often one would simulation a lognormal distribution by first simulating a normal and then taking the exponent of it.If you provide the correlation...

Converts normally distributed z-statistic to one- or two-tailed p-valueby integrating the standard normal pdf. If no "tails" value is specified, z2p computes the two-tailed value by default. The output p is the same size as z, which can be a scalar, vector, or matrix. Inputs:z: normally...

Two functions are included. The first is 'quadriorth.m' which calculates the orthants probabilities of the quadrivariate normal distribution. Imagine a 4-dimensional space divided into sub-spaces according to the sign of each variable, which results in 2^4 = 16 orthants, say + + + +, + + +...


Platforms: Matlab

This function creates a user definable digital clock signal waveform with random jitter on it. This function can be used to generate waveform data that can be uploaded onto an arbitrary waveform generator (AWG) to simulate a real world digital clock with a known amount of jitter for noise...


Platforms: Matlab

% pearspdf% [p,type,coefs] = pearspdf(X,mu,sigma,skew,kurt)%% Returns the probability distribution denisty of the pearsons distribution% with mean `mu`, standard deviation `sigma`, skewness `skew` and% kurtosis `kurt`, evaluated at the values in X.%% Some combinations of moments are not valid for...


Platforms: Matlab

Fits the Laird-Ware Linear Random Effects Model. This model assumes that for each subject y=x*b+z*g+e where x and z are known m x p and m x r matricies, b is p x 1 parameter vector and g is a r vector which has a multivariate normal distribution with mean zero, e is a vector of identitcal...


Platforms: Matlab

This is a program to test how a 1D gaussian filter can be used to smooth a set of 3-D data. This example uses a gaussian filter extracted from wikipedia:kernel = [0.125 0.625 1 0.625 0.125] for standard normal distribution. Note that given this kernel, users at least need to pad two layers of...


Platforms: Matlab

Performs watermarking of the input image by decomposing the image using haar wavlet. Noise generated with normal distribution is used as the key and is added to the input image to obtain the watermarked image.


Platforms: Matlab

The result will be displayed in a matrix format.For uniform distributions,the values returned by the MATLAB function rand() are multiplied by (b-a), then added to a.For normal distributions the output of randn() is multiplied by the standard deviation (b), and then added to the desired to the...


Platforms: Matlab

Statistics::Distributions is a Perl module for calculating critical values and upper probabilities of common statistical distributions. SYNOPSIS use Statistics::Distributions; $chis=Statistics::Distributions::chisqrdistr (2,.05); print "Chi-squared-crit (2 degrees of freedom, 95th...


Platforms: *nix

The result will be displayed in a matrix format. For uniform distributions,the values returned by the MATLAB function rand() are multiplied by (b-a), then added to a.For normal distributions the output of randn() is multiplied by the standard deviation (b), and then added to the desired to the...


Platforms: Windows, Mac, *nix, Matlab, BSD Solaris

The Toolbox forecasts the volatility of a (mxn) vector of data and from a variety of in-built / non-in-built GARCH models with various distributions, as well as the univariate RiskMetrics. The toolbox also estimates a number of Volatility Forecast Loss Functions and if selected Value-at-Risk for...


Platforms: Matlab

This file execute the non parametric Wilcoxon test to evaluate the difference between paired (dependent) samples. If the number of difference is less than 15, the algorithm calculate the exact ranks distribution; else it uses a normal distribution approximation.Now, the MatLab function SIGNRANK...


Platforms: Matlab

NSCORES Executes the Van der Waerden version of non parametric tests (Normal scores tests).Named for the Dutch mathematician Bartel Leendert van der Waerden, the Van der Waerden test is a statistical test that k population distribution functions are equal. The Van Der Waerden test converts the...


Platforms: Matlab

% Kruskal_Wallis% This is a statistical test to check two datasets if are different.% Kruskal_Wallis is similar to one way ANOVA but the data is not expected% to be natrual distribution. It works with any breaked condition of the% ANOVA.%% As a reminder, the assumptions of the one-way ANOVA for...


Platforms: Matlab

Model II regression should be used when the two variables in the regression equation are random and subject to error, i.e. not controlled by the researcher. Model I regression using ordinary least squares underestimates the slope of the linear relationship between the variables when they both...


Platforms: Matlab

Sybase::RepAgent is a Perl extension for building a Sybase Replication Agent which talks to a Sybase Replication Server. SYNOPSIS use Sybase::RepAgent; my $ra = Sybase::RepAgent->new($repserver, $user, password, $dataserver, $database, $ltl_version); $ra->distribute(%command_tags,...


Platforms: *nix

DBD::ODBC Perl module contains a ODBC Driver for DBI. SYNOPSIS use DBI; $dbh = DBI->connect(dbi:ODBC:DSN, user, password); Private DBD::ODBC Attributes odbc_more_results (applies to statement handle only!) Use this attribute to determine if there are more result sets available. SQL...


Platforms: *nix

A real-time generalized financial derivatives calculator supporting over 136+ theoretical models from open source libraries. Matrices of prices are created with iterating strikes and/or months. A strike control system can produce any strike. A generalized date engine can calculate re-occuring...


Platforms: Windows

Statistics is a well tested element, which provides some basic statistical calculations, such as average, variance, covariance and more. In addition it provides the values of the Standard Normal Distribution and of the T Distribution. The element has one basic procedure that concerns the element...


Platforms: Windows