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updated 27 days ago

okomarov/metastockread by Oleg Komarov

Oleg Komarov (view profile)

Read metastock files (master, emaster, xmaster and .dat/.mwd)

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updated 28 days ago

okomarov/tableutils by Oleg Komarov

Oleg Komarov (view profile)

MATLAB utilities for table type (table, utilities)

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updated 1 month ago

okomarov/justify by Oleg Komarov

Oleg Komarov (view profile)

Pad equal sign to common alignment point (editor, justify, align)

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updated 1 month ago

okomarov/wrds by Oleg Komarov

Oleg Komarov (view profile)

Matlab API to WRDS and SAS data sets (ssh, wrds, sas)

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updated 4 months ago

passfield by Oleg Komarov

Oleg Komarov (view profile)

Password dialog and masked edit box uicontrol for passwords (password, uicontrol, edit)

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updated 8 months ago

okomarov/ismemberb by Oleg Komarov

Oleg Komarov (view profile)

Ismember with reduced memory footprint through block processing (ismember, block processing, memory)

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updated 11 months ago

Programmatically scroll Variables Editor by Oleg Komarov

Oleg Komarov (view profile)

Opens a variable in the Variables Editor (grabs focus if open) and scrolls to position. (java, variables editor, desktop)

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updated 12 months ago

nanfillts by Oleg Komarov

Oleg Komarov (view profile)

Fill consecutive NaNs with last available value (time series, fill, nan)

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updated 1 year ago

FINDSEQ by Oleg Komarov

Oleg Komarov (view profile)

Find sequences of repeated (adjacent/consecutive) numeric values. NaNs and Infs are supported. (sequence, repeated, consecutive)

findseq(A,dim)

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updated 1 year ago

Trim leading/trailing repeated values by Oleg Komarov

Oleg Komarov (view profile)

Numeric vector/2D matrix. Trims leading, trailing or both sides; operates columnwise or row-wise. (trim, repeated, leading)

trimRepLT(In,dim,mode)

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updated almost 2 years ago

Schemaball by Oleg Komarov

Oleg Komarov (view profile)

Plot correlation matrix as a schemaball (schemaball, correlation, plot)

schemaball(r, lbls, ccolor, ncolor)

schemaballUnit

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updated 3 years ago

Forecasting the FTSE 100 with high-frequency data: A comparison of realized measures by Oleg Komarov

Oleg Komarov (view profile)

My dissertation for the MSc in Finance & Economics from Warwick Business School (dissertation, fex, finance)

bp(h,numout,varargin)

fltmedian(data,volume)

fltout(dates,price,k,mult)

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updated 3 years ago

regstats2 by Oleg Komarov

Oleg Komarov (view profile)

Regstats enhanced. Robust std.errors; loops on a matrix of responses, 'onlydata' model. (regstats, regression, statistics)

REGSTATS2: what's new

stats=regstats2(responses,data,model,whichstats)

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updated almost 5 years ago

Set functions with multiple inputs by Oleg Komarov

Oleg Komarov (view profile)

Intersectm, ismemberm, setdiffm, setxorm, unionm with multiple inputs. Ex: intersectm(a,b,c,…). (intersect, ismember, setdiff)

EXAMPLES

intersectm(varargin)

ismemberm(varargin)

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updated almost 5 years ago

WWW.RANDOM.ORG random integers/sequences/strings by Oleg Komarov

Oleg Komarov (view profile)

Get true random integers, sequences or strings (rand, integer, randi)

randorg(n, range, varargin)

seqorg(range, varargin)

strorg(n, len, varargin)

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updated almost 5 years ago

GINI coefficient by Oleg Komarov

Oleg Komarov (view profile)

A measure of statistical dispersion (gini, coeff, statistic)

ginicoeff(In,dim,nosamplecorr)

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updated 5 years ago

Display ws variables size in KB, MB or GB by Oleg Komarov

Oleg Komarov (view profile)

Displays with appropriate unit of data storage. Sorting by size/name (non c.sensitive) is supported. (size, storage, bytes)

wssize(varargin)

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updated 5 years ago

Pivot/unPivot by Oleg Komarov

Oleg Komarov (view profile)

Group a flat dataset into pivot table and unpivot it back (pivot, unpivot, stack)

PIVOT AND UNPIVOT: a user's guide

Pivot(In,Fun,noHeaders,Pad)

unPivot(In,dim,rmPad)

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updated 5 years ago

MS SQL JDBC connection by Oleg Komarov

Oleg Komarov (view profile)

Establishes JDBC connection to MS SQL Easier to use than "database(…)" NEW! Windows authentication (sql, microsoft, database)

MSSQLconn(dbname, userpassmethod, varargin)

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updated almost 6 years ago

Heteroskedasticity test by Oleg Komarov

Oleg Komarov (view profile)

White, White special case and Breush-Pagan tests. Stat TB needed: regstats and chi2cdf. (heteroskedasticity, white, test)

TestHet(Res, X, Whichtest, Yhat)

TestHetDemo.m

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