Code covered by the BSD License
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A=rkp(vec,k)
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F=rob_TRBB(x,H,tax,time_lag,n...
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F=rob_VMAB(x,s,l,band,tax,tim...
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F=rob_forecastingB(x,tax,time...
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[CD1,CD2,p1,p2]=chow_test(X,l...
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[Ntrading,nb,ns,yb,ys,yb_s,B,...
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[Ntrading,nb,ns,yb,ys,yb_s,B,...
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[Ntrading,nb,ns,yb,ys,yb_s,B,...
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[V,Z1,Z2,p1,p2]=xrand(x,k,n)
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[V,Z1,Z2,p1,p2]=xrand2(x,k,n)
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[V,Z1,Z2,p1,p2]=xrand3(x,k,n)
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[VR,Zk,Zhk]=vrt(x,k)
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[resultat,t,p]=momentum(index...
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res=averday(x)
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res=wild_boot(X,l,n)
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ttest3(x,m,alpha,tail,dim)
TTEST One-sample and paired-sample T-test.
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View all files
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| A=rkp(vec,k)
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function A=rkp(vec,k)
% -----------------------------------------------------------------
% Elaborated by : BEN HASSEN Anis
% "Institut Suprieur de Gestion de Tunis" (ISG Tunis)
% University of Tunis
% 41, rue de la Libert - Cit Bouchoucha - C.P. : 2000 Le Bardo
% Tunisia
% University e-mail: http://www.isg.rnu.tn/
% Personal e-mail: benhassenanis@yahoo.com
% _________________________________________________________________
% January 14, 2004.
% auxiliary function....
T=length(vec);
i=1:T-k+1;
M=zeros(T-k+1,k);
for j=1:k,
M(:,j)=i+j-1;
end
A=sum(vec(M'));
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