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updated 4 months ago

bootgmregresspi by Antonio Trujillo-Ortiz

Bootstrap Interval Prediction of a Single Value for a Geometric Mean Regression (RMA). (bootstrap, geometric mean regres..., linear regression)


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updated 8 months ago

Bootstrap Gait Curves by Phil Dixon

Implementation of the Bootstrap-t procedure to obtain confidence intervals on time-series data (bootstrap, gait, curves)


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updated 8 months ago

Predictive model calibration by Michael Weidman

A script exploring 3 useful concepts in predictive models (monte carlo, bootstrap, bootstrapping)

plotCalibrations(pctThresholds, calib1, calib5, calib10, ...

plotForecasts(simPrices, simStartDate, actualPrices)


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updated 11 months ago

White Reality Check by Arnout Tilgenkamp

A reality check for data snooping by Halbert White, uses the stationary bootstrap by Politis&Romano (white, reality check, datasnooping)

PolitisRomanoBootstrap( alternative , n , blockparam, dis...

WhiteRealityCheck( alternative , flag, benchmark , n , di...

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updated 1 year ago

Restricted Cubic Spline by Leonidas Bantis

Fits the so called restricted cubic spline via least squares and obtains 95% bootstrap based CIs. (spline, restricted cubic spli..., least squares)

[bhat f sse knots CI]=rcspline(x,y,knots,bootsams,atwhich...

[bhat ff sse X]=rcs(x,y,knots,plots)


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updated almost 2 years ago

parametric ROC curve by Leonidas Bantis

Constructs the parametric ROC curve based on parametric choices provided by the user. (receiver operating ch..., roc curve, auc)

[rc aucparam aucpartial aucemp CIareaparam CIareapartial ...


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updated 2 years ago

Unbounded Resolution for Function Approximation by Alan Jennings

A continuous function is optimized for varying outputs and increasing parameterization dimension (functional, optimization, interpolation)




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updated 2 years ago

pbootkanovahet by Antonio Trujillo-Ortiz

Parametric Bootstrap ANOVA under Heteroscedasticity Krishnamoorthy's Procedure. (bootstrap, parametric, anova)


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updated 2 years ago

mbbtest by Antonio Trujillo-Ortiz

Multivariate Bootstrap BartlettĀ“s Test for the Homogeneity of Covariance Matrices. (bartlett, homogeinity of covari..., bootstrap)


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updated 2 years ago

bootbtest by Antonio Trujillo-Ortiz

Bootstrap Bartlett's Test for Homogeneity of Variances. (bartlett, bootstrap, homogeinity of varian...)


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updated 3 years ago

boothomvart by Antonio Trujillo-Ortiz

Bootstrap Homogeneity of Variances Test T Analytical Approach. (bootstrap, homogeinity of varian..., homoscedasticity)


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updated 3 years ago

boothomvargr by Antonio Trujillo-Ortiz

Bootstrap Homogeinity of Variances Test Graphical Approach. (bootstrap, resampling, homogeinity of varian...)


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updated 3 years ago

bootanovagr by Antonio Trujillo-Ortiz

Bootstrap Analysis of Variance Graphical Approach. (bootstrap, resampling, analysis of variance)


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updated 3 years ago

Data Driven Fitting with MATLAB by Richard Willey

Demostration code and data sets for the "Data Driven Fitting with MATLAB" webinar. (localized regressionl..., localized regression, loess)




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updated 3 years ago

bootgmregress by Antonio Trujillo-Ortiz

Bootstrap Geometric Mean Regression (Bootstrap Reduced MajorAxis Regression). (bootstrap, geometric mean regres..., linear regression)


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updated 3 years ago

Bootstrapping Yield Curve by Rodolphe Sitter

Bootstrap the yield curve, discount curve and forward curve from bond market prices. Plot results. (bootstrap, bootstrapping, bond)


BuildDiscountCurve(CashFlowSchedule, ForwardCurve )

BuildParYieldCurve( CashFlowSchedule, DiscountCurve )

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updated 4 years ago

MATLAB code for the nonparametric fitting video by Richard Willey

Use localized regression, cross validation, and the bootstrap for nonparametric fitting. (localized regression, loess, lowess)


MTT Nonparametric Fitting Demo.m

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updated 5 years ago

Computational Statistics Webinar by Richard Willey

Use cross validation and Bootstrap to enhance LOESS (statistics, probability, loess)



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updated 5 years ago

Correlation Percentiles by Francesco Pozzi

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

corrperc(Y, perc, n_iters, matrix3D)

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updated almost 7 years ago

Test of non-linearity by Adrian Barnett

A bootstrap test of non-linearity for time series data (statistics, probability, time series)




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updated 7 years ago

Bootstrap a statistic by Dimitri Shvorob

(Extension of BOOTSTRP) (statistics, probability, bootstrap)




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