Normal Gaussian Distribution
This is a simple gui application that used gaussian quadrature inegration based on index=1-3. It can be easily extended to higher order of indices for better accuracy. For more information visit:http://en.wikipedia.org/wiki/Gaussian_quadrature
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (45): gui calculator based on gaussian quadrature inegration Download |
The Ejs Coupled Oscillators and Normal Modes model displays the motion of coupled oscillators, two masses connected by three springs. The initial position of the two masses, the spring constant of the three springs, the damping coefficient for each mass, and the driving force and driving force...
Platforms: Mac
License: Freeware | Size: 1.35 MB | Download (45): Coupled Oscillators and Normal Modes Model Download |
The GMM returns the cluster centroid and cluster variances for a family of points if the number of clusters are predefined. The centroid and variance can then be passed to a Gaussian pdf to compute the similarity of a input query point with reference to given cluster.
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (45): Gaussian Mixture Model Download |
The Expectation-Maximization algorithm (EM) is widely used to find the parameters of a mixture of Gaussian probability density functions (pdfs) or briefly Gaussian components that fits the sample measurement vectors in maximum likelihood sense [1]. In our work, the expectation-maximization (EM)...
Platforms: Matlab
License: Freeware | Size: 573.44 KB | Download (45): Gaussian Mixture Modeling GUI (GMM DEMO) Download |
Generate Gaussian or Laplacian pyramids, or reconstruct an image from a pyramid. Contains a demo script doing image blending using pyramids. The function is more convenient to use than the Matlab function impyramid.
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 51.2 KB | Download (45): image pyramid(Gaussian and Laplacian) Download |
There are two issues with the Pearson type IV distribution: (I) the complex gamma function entering the normalization constant in the probability density function (pdf) and (II) the complex Gauss hypergeometric function entering the cumulative distribution function (cdf). For the complex gamma...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (45): In sample Value at Risk and backtesting with the Pearson type IV distribution Download |
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...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (45): z2p Download |
HYPERGEOMETRIC2F1 Computes a hypergeometric function using the series expansion:f(a,b;c;x)=1 + [ab/1!c]x + [a(a+1)b(b+1)/2!c(c+1)]x^2 +[a(a+1)(a+2)b(b+1)(b+2)/3!c(c+1)(c+2)]x^3 + ...This function solves the Gaussian Hypergeometric Differential Equation:x(1-x)y'' + {c-(a+b+1)x}y' - aby = 0
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (45): Gaussian Hypergeometric Function Download |
Functions for Rice/Rician PDF: summary statistics (mean and variance), generating random samples, and simple moment-matching to fit the distribution to data.Similar to e.g. normpdf, normstat, normrnd and normfit from the MATLAB statistics toolbox, but for the Rice distribution, which is useful in...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 184.32 KB | Download (45): Rice/Rician distribution Download |
Based on the Gaussian kernel density estimation, it is possible to update the PDF estimation upon receiving new data by using the same bandwidth.Without providing any previous estimation, this function does normal Gaussian kernel density estimation. The estimation parameters are stored in a...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (44): Update PDF Estimation Download |
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
License: Shareware | Cost: $0.00 USD | Size: 20.48 KB | Download (44): Simple Watermarking using Wavelet transform Download |
I wrote this code because I wanted to incorporate a new distribution in the model, not availiable in Matlab or OxMetrics. In this sample the input is a return series, it uses a Garch(1,1) model with a constant in mean in the returns, and calculates the maximum likelihood estimator (mle) for the...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (44): In sample value at risk and backtesting Download |
Sorts input matrix of data so that each column is re-ordered byuser-specified criteria. Options are (1) sort data by signal width (2)sort data by energy localization (3) sort data by dissimilarity ofdata to a normal probability distribution. The default option is toreturn all 3 options, as...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (44): sortwvfrms Download |
The code is explained in the article: Okunev, Pavel, "Fast Computation of the Economic Capital, the Value at Risk and the Greeks of a Loan Portfolio in the Gaussian Factor Model" (July 1, 2005). http://ssrn.com/abstract=758505 This implements one factor Gaussian model. [pd]=pdgs(L,w,p,LL,N) L =...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (44): Cumulative Distribution Function of CDO Loan Portfolio Loss in the Gaussian Factor Model Download |
MVNRND2 Random vectors from the multivariate normal distribution. R = MVNRND2(MU,SIGMA,NUM) returns a NUM-by-D matrix R of multivariate normal random vectors whose mean and covariance matrix match the given input parameters, MU (1-D vector) and SIGMA (D-by-D matrix) [...] = MVNRND2(...,COVNORM)...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (44): Multivariate normal random vectors with fixed mean and covariance matrix Download |
Company present well structured and advance featured barcode software for Packaging, Supply & Distribution Industry to design attractive product tags and labels in 2D or linear font?s standard. Free trial demo of barcode software allowed user to understand its capacity and features before...
Platforms: Windows
License: Shareware | Cost: $38.00 USD | Size: 4.93 MB | Download (44): Supply Distribution Barcode Generator Download |
Gaussian Output Tools is a package of simple scripts to extract data from Gaussian output files.
Platforms: Windows, Mac, Linux
License: Freeware | Size: 2.09 KB | Download (44): Gaussian Output Tools Download |
em_ghmm : Expectation-Maximization algorithm for a HMM with Multivariate Gaussian measurement Usage ------- [logl , PI , A , M , S] = em_ghmm(Z , PI0 , A0 , M0 , S0 , [options]); Inputs ------- Z Measurements (m x K x n1 x ... x nl) PI0 Initial probabilities (d x 1) : Pr(x_1 = i) , i=1,...,d. PI0...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 20.48 KB | Download (44): EM for HMM Multivariate Gaussian processes Download |
The pseudo-Wigner distribution function provides space-frequency information from a given image. In this application, image data can be locally analyzed in any desired direction by the use of an sliding 1-D small window. Calculation time is greatly decreased this way, converting the PWD in a...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (44): Pseudo-Wigner distribution Download |
All the information required to compute the random sequence are extracted from the pp-form structure, in particular the lowest and the highest generated numbers corresponds to the first and last break of the pp form respectively.RANDPDFS uses FNINT to compute the cumulative distribution function,...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (44): Random numbers from a user defined piecewise polynomial distribution Download |