### Refine by Time Frame

updated 1 year ago

### Liber Eleutherios (view profile)

Return the moving average of 2D matrix X, given a running window w

accuratemovav(X, w)

fastmovav(X, w)

updated 1 year ago

### Liber Eleutherios (view profile)

Inequality Metrics: Gini Coefficient associated to the Lorenz Curve, Theil and Atkinson indexes

atkinsonineq.m

lorenzcurve.m

ginicoeff(p, w)

updated 1 year ago

### Liber Eleutherios (view profile)

Calculates a Weighted Covariance Matrix

weightedcov(Y, w)

updated 1 year ago

### Liber Eleutherios (view profile)

Compute coefficients of the Weighted Correlation Matrix, as an alternative to CORRCOEFF

weightedcorrs.m

updated 1 year ago

### Liber Eleutherios (view profile)

Fast Weighted Kendall Rank Correlation Matrix (much much faster than Matlab CORR)

kendalltau(Y, w)

updated 1 year ago

### Liber Eleutherios (view profile)

Single index for given subscripts of a 2D upper matrix, (no elements over the diagonal)

sub2ind4up(I, J)

updated 1 year ago

### Liber Eleutherios (view profile)

Subscripts from a given single index for a 2D upper matrix (no elements over the diagonal)

ind2sub4up(IND)

updated 1 year ago

### Liber Eleutherios (view profile)

This function returns the downside correlation for the columns of variable Y

downsidecorrelation(Y, m)

updated 1 year ago

### Liber Eleutherios (view profile)

This function returns the upside correlation for the columns of variable Y

upsidecorrelation(Y, m)

updated 1 year ago

### Liber Eleutherios (view profile)

This function returns the upside covariance for the columns of variable Y

upsidecovariance(Y, m)

updated 1 year ago

### Liber Eleutherios (view profile)

This function returns the downside covariance for the columns of variable Y

downsidecovariance(Y, m)

updated 1 year ago

### Liber Eleutherios (view profile)

This function returns the upside variance for the columns of variable Y

upsidevariance(Y, m)

updated 1 year ago

### Liber Eleutherios (view profile)

This function returns the downside variance for the columns of variable Y

downsidevariance(Y, m)

updated 1 year ago

### Liber Eleutherios (view profile)

CORRPERC estimates percentiles & standard deviations of a correlation matrix, performing a bootstrap

corrperc(Y, perc, n_iters, matrix3D)

updated 1 year ago

### Liber Eleutherios (view profile)

gutenberg_pages

updated 1 year ago

### Liber Eleutherios (view profile)

fastcorrelation is a fast and numerically stable algorithm for computing the correlation (in C)

fastcorrelation(x, y)

slowcorrelation(x, y)

updated 1 year ago

### Liber Eleutherios (view profile)

The function returns the Orthogonal Linear Least Squares estimate for parameters of line ax+by+c=0

OrthLLS2D(x, y)

updated 1 year ago

### Liber Eleutherios (view profile)

Rudimental compression algorithms for 2D matlab plots (make eps images small for your LaTeX docs!)

compress2D(x, y, width, height, alpha)

compress2Dh(x, y, width, height, alpha)

updated 1 year ago

### Liber Eleutherios (view profile)

Calculate Rankings with five different methodologies

DenseRankings(x)

FractionalRankings(x)

FractionalRankings2(x)