1.0

1.0 | 1 rating Rate this file 0 Downloads (last 30 days) File Size: 1.82 KB File ID: #8667

xrand

by Anis Ben Hassen

 

06 Oct 2005 (Updated 01 Feb 2006)

compute p-values of the variance ratio test statistics using simulation

| Watch this File

File Information
Description

This fuction uses the "variance ratio test" and the "rkp" associated functions to compute the variance ratio ,the tests statistics and the corresponding p-values based on randomization (simulation).

MATLAB release MATLAB 7.0.4 (R14SP2)
Tags for This File  
Everyone's Tags
Tags I've Applied
Add New Tags Please login to tag files.
Comments and Ratings (1)
07 Jun 2007 Dimitri Shvorob

Having to download two other functions (including an uncommented, unexplained 8-liner rkp) is really annoying - why not provide a zip file? And how about 'elaborating' the details of your VRT implementation? A literature reference, perhaps?

Please login to add a comment or rating.
Updates
01 Feb 2006

name

Tag Activity for this File
Tag Applied By Date/Time
finance Anis Ben Hassen 22 Oct 2008 08:02:15
modeling Anis Ben Hassen 22 Oct 2008 08:02:15
analysis Anis Ben Hassen 22 Oct 2008 08:02:15
randomization simulation Anis Ben Hassen 22 Oct 2008 08:02:15
variance Anis Ben Hassen 22 Oct 2008 08:02:15
radio Anis Ben Hassen 22 Oct 2008 08:02:15
statistics Anis Ben Hassen 22 Oct 2008 08:02:15

Contact us at files@mathworks.com