Zoning Variance

Demo graphical user interface that finds an unconstrained mean-variance efficient frontier given asset price data. This data can come from Yahoo finance, where you can find the optimial portfolio for any set of assets you choose, or from a supplied Microsoft Access database.

MVPspc is an easy-to-use SPC (Statistical Process Control) charting and analysis program. This program is extremely flexible, providing analysis not available in any other SPC package. The program uses simple text files, or you may copy and paste directly from a spread sheet. Control limits...

variogramfit performs a least squares fit of various theoretical variograms to an experimental, isotropic variogram. The user can choose between various bounded (e.g. spherical) and unbounded (e.g. exponential) models. A nugget variance can be modelled as well, but higher nested models are not...


Platforms: Matlab

How much in variability of some variable is contributed by variance of each shock separately.So far is for fixed number of shocks. You can change this number in the code.


Platforms: Matlab

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

Before auditioning to be the next international singing idol, Simon says**: Check your pitch with eTuner! For those with instrumental talent, eTuner has also been developed and tested to work automatically with a variety of wind, brass, and string instruments. eTuner is an interactive...


Platforms: Mac

ARMAX-GARCH Toolbox (Estimation, Forecasting, Simulation and Value-at-Risk Applications)The ARMAX-GARCH Toolbox estimates, forecasts and simulates a large variety of ARMA and GARCH models with different distributions and for any order of AR(n), MA(m), ARCH (p) and GARCH (q) effects as well as it...


Platforms: Matlab

Retrieves the Diebold-Mariano test statistic (1995) for the equality of forecast accuracy of two forecasts under general assumptions.The function also corrects for the autocorrelation that multi-period forecast errors usually exhibit. Note that an efficient h-period forecast will have forecast...


Platforms: Matlab

LLR_DEMOD LLR Demodulator H = LLR_DEMOD_MEX(CONSTELLATION, MAPPING, METHOD) constructs a LLR demodulator object H for a given constellation, mapping and noise variance. The vectors CONSTELLATION and MAPPING are usually generated by using MATLAB Modem Modulation Modem. and contain the complex or...


Platforms: Matlab

In a one-way analysis of variance random effects model one would expect that the measurements lie close together because the same quantity was measured and states that the class effects stem from a common source and therefore should not difer too much. In the random model some variation is...


Platforms: Matlab

This code calculates the Exponentially Weighted Moving Average Standard Deviation Exponentially weighted moving average (EWMA) standard deviation applies different weights to different returns. More recent returns have greater weight on the variance. The exponentially weighted moving average...


Platforms: Matlab

NMath Stats is a .NET statistics library that provides functions for statistical computation and biostatistics, including descriptive statistics, probability distributions, combinatorial functions, multiple linear regression, hypothesis testing, analysis of variance, multivariate statistics,...


Platforms: Windows

Due to participation from research centre CERENA in the international desertwatch project (homepage software needed to be made to handle the extensive databases necessary to this project successfull completion. ECMWF Parser was one such case and by now the most compreheensive tool built for...


Platforms: Windows

The ARMAX-GARCH Toolbox estimates, forecasts and simulates a large variety of ARMA and GARCH models with different distributions and for any order of AR(n), MA(m), ARCH (p) and GARCH (q) effects as well as it allows any number of factors in the mean and volatility process.The supported models...


Platforms: Matlab

Statistic fundamentals of he Correspondence Analysis (CA) is presented in the CORRAN m-file you can find in this FEX author''s page. CA can be extended, a this m-file makes, to more than two categorical variables, called Multiple Correspondence Analysis (MCA).Karl Pearson (1913) developed the...


Platforms: Matlab

ABSTRANS Convert spectral absorbance to transmitanceTRANSABS Convert spectral transmitance to absorbanceSNV Standard Normal VariateSAVGOL Savitsky-Golay smoothing and differentiationNORMALIZ Normalize matrix rows dividing by its normNORMXAS Normalize XAS spectra to absorbance range from 0 to 1MSC...


Platforms: Matlab

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

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

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

A handy metronome that uses minimum screen real estate. Designed for musicians who want to keep a metronome ready all the time. Features: --------- * Tiny: hidden inside the system status bar. * Precise: tick variance less then 0.5 ms on modern machines, internal precision up to 0.2 ms.


Platforms: Mac