Probability

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

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

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

Medical::DukePTP - Calculate the Duke pre-test probability of CAD Platforms: *nix

Gambler's Odds is software for analysis and comparing the odds of different casino games and different bet systems. Software allows choosing the game and bet system to match the individual preferences of player. You can analyze and compare different games and money systems to select the best... Platforms: Windows

Advanced option calculator - powerful and unique tool for option traders. Major features: calculates the fair value of put and call options; calculate implied volatility; calculate greeks (Delta, Vega, Gamma, Theta); plots Profit & Loss graph of option position; calculates probability of the... Platforms: Windows

ESBPCS-Stats is a subset of ESBPCS (ESB Professional Computation Suite) containing Components and Routines for Statistical Analysis and Matrix/Vector Manipulation in Borland Delphi and C++ Builder. This subset is ideal for people who just want the Stats and/or Matrix/Vector parts of ESBPCS,... Platforms: BeOS, Palm OS, Windows

Math software is often bulky, overloaded with useless features and requires reading huge manual before attempting to use it. SLGallery is the unique probability distribution calculation toolbox featuring 11 continuous and 4 discrete functions. With SLGallery it is possible to plot graph and find... Platforms: Windows

Wantasoft Cycles Calendar is an easy-to-use program which will help you to watch your menstrual cycles on computer. Top Features: Advanced Outlook style calendar; Can handle irregular menstrual cycles; A possibility to specify menstrual bleeding duration, subject, description, average cycle... Platforms: Windows

sofwtare for all 2D and 3D graphics, graphs, probability, etc Platforms: Windows