Zoning Variance
Matlab Toolbox for Submodular Function Optimization (v 2.0)By Andreas Krause (krausea@gmail.com).Slides, videos and detailed references available at http://www.submodularity.orgTested in MATLAB 7.0.1 (R14), 7.2.0 (R2006a), 7.4.0 (R2007a, MAC), 7.9.0 (MAC)This toolbox provides functions for...
Platforms: Matlab
License: Freeware | Size: 266.24 KB | Download (40): Submodular Function Optimization Download |
Value-at-Risk calculation for portfolio stocks using variance-covariance, historical and MonteCarlo methods. Portfolio can be larger as you want including either the risk factor (stock index, currency, etc.)
Platforms: Matlab
License: Freeware | Size: 276.48 KB | Download (52): PortVaR Download |
Please see PORTOPTGADS, by following link 'Published m-files' below.PS. The cool picture is a visualization of Rastrigin's function, taken from Genetic Algorithm and Direct Search Toolbox documentation.
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 40.96 KB | Download (48): Mean-variance portfolio optimization using GA and PATTERNSEARCH Download |
This is a set of functions that allows to test the weak form market efficiency and thus the predictability of the time series returns through various tests: direct and indirect test.The direct tests are the two versions (individual and joint)of the variance ratio of Lo and MacKinlay (1988).The...
Platforms: Matlab
License: Freeware | Size: 532.48 KB | Download (48): Weak form market efficiency tests Download |
main executing reference usages:[1] brushSmallerImageOverAnother.mThe objective is to illustrate how a smaller matrix may be 'brushed' against a larger one without overflowing.Such operations are common in image processing.If the smaller matrix is desired to start from the top left corner of the...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 1.28 MB | Download (43): Brush Smaller Image Or Matrix Over A Larger Matrix, Select ROI with resizeable window Download |
This m-file returns the mean, variance and standard deviation of the multinomial distribution with parameters N and P. The Expected Value (i.e., averages):Expected Value = m = Sum(Xi doOCo Pi), the sum is over all i's. Expected value is another name for the mean and (arithmetic) average.The...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (47): multstat Download |
Using market data in the mktdata.txt file to estimate the parameters sigma and alpha of the Constant Elasticity of Variance (CEV) model by minimizing the sum of squared differences between the model price and the market call price.
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): CEV Calibration Download |
This m-file is a three-factor analysis of variance design in which there are repeated measures on only one of the factors. In repeated measures designs, the same participants are used in all conditions. This is like an extreme matching. This allows for reduction of error variance due to subject...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (39): RMAOV31 Download |
Computes a planned (a priori) Analysis of Variance test. The file needs to input the data matrix (size of matrix must be n-by-2; data=column 1, treatment=column 2) and the significance level (default = 0.05). It outputs the checking of orthogonality (if it is not, the file WARNING you), the...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (39): AOVp Download |
Leave-one-out cross-validation for PLS regression or discriminant analysispls_cv = plscv(x,y,vl,'da')input:x (samples x descriptors) for cross-validationy (samples x variables) for regression or (samples x classes) for discriminant analysis. Classes numbers must be >0.vl (1 x 1) number of latent...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (45): PLS regression or discriminant analysis, with leave-one-out cross-validation and prediction Download |
A useful tool built to help the user gain an intuitive feel for option pricing and the greeks.Allows the user to create a portfolio of options (and thus straddles, strangles, butterflies and anything else you fancy can be easily created using the GUI).Once this is done, the user can plot the...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 20.48 KB | Download (50): PlotMeTheGreeks Download |
The function qtdecomp_var.m peformes quad tree decomposition of square gray-scale image using varience criperion. If an image block has varience greater or equal to the whole image varience (optionally weighted), then the block is split further. The weighting has an effect on the splitting...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): Quad tree decomposition using varience Download |
Following features are calculated:% Mean% Variance% Skewness% Kurtosis% Energy% EntropyAny Other histogram based features can be easily incorporated.Enjoy it
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (39): Histogram features of a gray level image Download |
Generates a sample of observations having user defined correlation matrix R. Optionally, the user may also define the means and variances. If unspecified, these two arguments will default to a mean vector of zeros and variance vector of ones.
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): Generate multivariate normal data Download |
Tukey's test of additivity for a two-way analysis of variance design with replication (can be equal or unequal sample sizes) or without replication.
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (42): adTukeyAOV2 Download |
Whereas standard deviation and variance are measures of absolute variance, the coefficient of variation is a measure of relative variance. This is generally useful to compare several data sets. It can also be used as a simple quality indicator. The definition used here is ratio of standard...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (48): RelVar Download |
This function executes the analysis of variance when subjects underwentseveral treatments. This function is similar to ANOVA2 Matlab Function,but there are three differences:1) the output of ANOVA table;2) the graphical plot of anova table;3) if p-value
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): Anovarep Download |
This function provides a Wilcoxon-type test for trend across a group of three or more independent random samples.Assumptions:- Data must be at least ordinal- Groups must be selected in a meaningful order i.e. orderedIf you do not choose to enter your own group scores then scores are allocated...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (45): Cuzick's test Download |
In statistics, the Kruskald-deOCtWallis one-way analysis of variance by ranks (named after William Kruskal and W. Allen Wallis) is a non-parametric method for testing equality of population medians among groups. It is identical to a one-way analysis of variance with the data replaced by their...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (45): KWtest Download |
This function generates Pareto random variables (of type I). See "Statistical Distributions", Evans, Hastings and Peacock, Wiley, 1993or http://www.maths.adelaide.edu.au/matthew.r...trns/node6.htmlor http://en.wikipedia.org/wiki/Pareto_distribution The Pareto distribution is a classic...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (47): randp.m Download |