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Expected Returns

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Added: September 02, 2013 | Visits: 450

radix-2 DFT algorithm for real data Computes the DFT of N real values and returns the firstN/2+1 DFT coefficients. N is an integral power of two. Platforms: Matlab

License: Freeware Size: 10 KB Download (47): radix-2 DFT algorithm for real data Download

Added: May 01, 2013 | Visits: 473

Continuous Dynamic Time Warping If you pass in 2 vectors it returns the unnormalized distance between the vectors, the accumulated distance between them, the length of the warping path (the normalizing factor), the warping path points and both warped input vectors.You can plot the results too if select the pflag=1 Platforms: Matlab

License: Freeware Size: 10 KB Download (60): Continuous Dynamic Time Warping Download

Added: September 17, 2013 | Visits: 976

Zoom Spectrum This function returns N point DFT samples of 2dw band of Fourier transform of a sequence. Typically, fft() returns N samples of Fourier transform ranging from 0 to 2pi. This function takes the N-point DFT samples and returns N-point samples corresponding to frequency band wc-dw to wc+dw. Platforms: Matlab

License: Freeware Size: 10 KB Download (52): Zoom Spectrum Download

Added: August 18, 2013 | Visits: 575

Calculate number of windows of data Takes the data length, window length and window overlap length as inputs and returns the number of windows that will result. Will also return the start samples and end samples of each window if asked. Platforms: Matlab

License: Freeware Size: 10 KB Download (46): Calculate number of windows of data Download

One-third-octave filter bank, including additional inputs and outputs The included features are:Definition of additional parameters on the imput of the function:>> Fs, Sampling Frequency [Hz]>> dBref Reference level for dB scale. for SPL, Pref = 20E-6 Pascal>> Fc One Third Octaves Preferences Ex. Fc = [20 25 31.5 40 ... 1000];The function returns the values in dB... Platforms: Matlab


Added: July 01, 2013 | Visits: 576

Minimum Enclosing Circle This code takes an input of a set of given (x,y) points in the Cartesian coordinates and returns the center and radius of the minimum circle enclosing the points.This code is based on that of Yazan Ahed, and contains no changes in the algorithm but only in the structure.The previous code was... Platforms: Matlab

License: Freeware Size: 10 KB Download (48): Minimum Enclosing Circle Download

Added: April 10, 2013 | Visits: 479

Histogram Binwidth Optimization function [optN, C, N] = sshist(x,N) [optN, C, N] = sshist(x,N) Function `sshist' returns the optimal number of bins in a histogram used for density estimation. Optimization principle is to minimize expected L2 loss function between the histogram and an unknown underlying density function. An... Platforms: Matlab

License: Freeware Size: 10 KB Download (40): Histogram Binwidth Optimization Download

Added: July 07, 2013 | Visits: 505

Cornish-Fisher VaR Rt: returns seriesalpha: VaR levelOUTPUT:CFVAR: Cornish fisher VaR with alpha probability and time horizon as the returns series frequancy Platforms: Matlab

License: Freeware Size: 10 KB Download (43): Cornish-Fisher VaR Download

Added: September 03, 2013 | Visits: 444

Symbolic Hessian Evaluator For a symbolic input function f, returns the symbolic Hessian matrix. A real time saver imho I don't know how useful anyone will find this, but eh, my professor made us do it on the test, so I figure this will save at least someone the headache of having to find the Hessian by hand (provided they... Platforms: Matlab

License: Freeware Size: 51.2 KB Download (53): Symbolic Hessian Evaluator Download

Added: May 13, 2013 | Visits: 521

Standard Atmosphere Calculator Using the 1976 US standard atmosphere model, this function returns pressure, denisity, temperature, and speed of sound at a given altitude. Works for both English and metric units. Platforms: Matlab

License: Freeware Size: 10 KB Download (47): Standard Atmosphere Calculator Download

Added: June 24, 2013 | Visits: 342

Routh Hurwitz Criteria using user defined Function RA=ROUTH(R,EPSILON) returns the symbolic Routh array RA for polynomial. The following special cases are considered:1) If the first element of a row becomes zero OR2) If one encounters a row full of zeros.>>syms ep>>a=routh([1 1 2 2 3 5],ep)The above given case is for encountering a zero in the... Platforms: Matlab

License: Freeware Size: 10 KB Download (41): Routh Hurwitz Criteria using user defined Function Download

Added: June 25, 2013 | Visits: 593

Eigensystem Realization Algorithm [A,B,C,D]=era(h,n,N,Ts,def);This function returns the state-space model (A,B,C,D) in continuous or discrete time. The input parameters are the discrete-time impulse response function (IRF); the order of the system; the number of samples to assembly the Hankel matrix and the sample... Platforms: Matlab

License: Freeware Size: 10 KB Download (48): Eigensystem Realization Algorithm Download

Added: April 19, 2013 | Visits: 447

Evalfis Plus Fuzzy Exponentials EvalfisBetter simulates the Fuzzy Inference System for the input data and returns the output data. Its was develop to work with mandani FIS type. Its differ fron evalfis by using the rule weigth to do the exponencial of the consequent part of each rule. Platforms: Matlab

License: Freeware Size: 10 KB Download (39): Evalfis Plus Fuzzy Exponentials Download

Added: July 30, 2013 | Visits: 400

Wigner3j.m Wigner3j(j1,j2,j,m1,m2,m) returns the Wigner 3j-symbol, where j1, j2, j, m1, m2, and m are half-integers. Physically, the Wigner 3j-symbol is closely related to the Clebsch-Gordon coefficient , the square of which is the probability that a system of two particles with angular momentum j1 and j2... Platforms: Matlab

License: Freeware Size: 10 KB Download (54): Wigner3j.m Download

Added: May 12, 2013 | Visits: 405

create text matrix sometimes, you want an image that contains text, instead of manually drawing 1s and 0s , this functino takes a string and returns a matrix of 1s and 0s in the form of that string. (tjhe matrix is rectangular the text string is represented as being painted by 1s) Platforms: Matlab

License: Freeware Size: 10 KB Download (45): create text matrix Download

Added: March 24, 2013 | Visits: 520

passcode answer = PASSCODEcreates a modal dialog box that returns user password input. Given characters are substituted with '*'-Signs like in usual Windows dialogs.answer = PASSCODE without input parameter allows to type any ASCII-Characteranswer = PASSCODE('digit') allows only digits as input characters... Platforms: Matlab

License: Freeware Size: 10 KB Download (43): passcode Download

Added: August 16, 2013 | Visits: 401

Excel Column Name to Number XLSCOLSTR2NUM takes in a cellular array of characters and returns a array of numbers of the same size with elements corresponding to Excel column numbers.See Also XLSCOLNUM2STR Platforms: Matlab

License: Freeware Size: 10 KB Download (44): Excel Column Name to Number Download

Added: May 13, 2013 | Visits: 291

num2abc NUM2ABC(X), where X is an integer, returns a string corresponding to the column label commonly employed by spreadsheet programs, such as MicrosoftExcel. Example: x = 45; num2abc(x); ans = AS Platforms: Matlab

License: Freeware Size: 10 KB Download (42): num2abc Download

Added: September 13, 2013 | Visits: 555

Excel Named Ranges XLSRANGENAMES Returns a list of named ranges in an excel workbook RangeNames = XLSRangeNames(filename) RangeNames is a (n x 2) cell array with the name of the named range in the first column and the value (aka location) in the second column The value is an excel formula similar to: '=Sheet1!$A$1'... Platforms: Matlab

License: Freeware Size: 10 KB Download (45): Excel Named Ranges Download

Added: June 30, 2013 | Visits: 476

Weak form market efficiency tests 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

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