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updated 5 months ago

FFT-based convolution by Bruno Luong

Discrete convolution using FFT method (convolution, conv, conv2)

conv2fft(varargin)

convnfft(A, B, shape, dims, options)

convnfft_install

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updated 12 months ago

Multiple Vector Convolutions by Alexandra

returns full convolution of multiple vectors and appropriate locations (conv)

multiconv(X, Y, varargin)

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updated 1 year ago

nanconv by Benjamin Kraus

Convolution in 1D or 2D ignoring NaNs and (optionally) correcting for edge effects. (conv, conv2, nan)

nanconv(a, k, varargin)

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updated 1 year ago

nanconvn by Benjamin Kraus

Convolution in ND ignoring NaNs and (optionally) correcting for edge effects. (conv, conv2, convn)

nanconvn(a, k, varargin)

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updated almost 2 years ago

Modern Pricing Method using Transforms by Kienitz Wetterau FinModelling

COS, CONV, Lewis Option Pricing Methods including Bermudan and American Options. (cos, conv, lewis)

CF(model,u,T,r,d,varargin)

CallPricingFFT(model,n,S,K,T,r,d,varargin)

CallPricingFFTi(model,n,S,K,T,r,d,imethod,varargin)

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updated 3 years ago

conv2fft_reuse by Felipe G. Nievinski

Reuse intermediary results in multiple related convolutions with the same data but different kernels (convolution, fft, ifft)

conv2fft (h, X, shape, Xfft)

dirup (dir)

filter2fft (h, X, shape, Xfft)

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updated 4 years ago

bernpdf by Peter Cotton

Distribution of the sum of independent non-identical Bernoulli random variables using convolution (statistics, probability, simulation)

bernpdf(p)

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updated 4 years ago

Separate Kernel in 1D kernels by Dirk-Jan Kroon

Decompose an arbitrary N dimensional filtering kernel into 1D kernels, for faster filtering (image, 2d, 3d)

[K1 KN ERR]=SeparateKernel(H)

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updated 6 years ago

ndnanfilter.m by Carlos Adrian Vargas Aguilera

Filter/smoothing of multidimensional data with an specified window function, ignoring NaNs. (filter design, filter analysis, smooth)

ndnanfilter(X,HWIN,F,DIM,WINOPT,PADOPT,WNAN)

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updated almost 7 years ago

Movingslope by John D'Errico

Sliding window regression to compute slope estimates along a curve (slope, moving, sliding)

movingslope(vec,supportlength,modelorder,dt)

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updated 8 years ago

FFW Fastest Filtering in the West by Luigi Rosa

Fast 2D convolution - filtering (filter design, filter analysis, conv)

[out]=detbestlength2(FFTrv,FFTiv,IFFTiv,size1,size2,isrea...

[out]=fftolamopt2(a,b,opt,shape)

provatempo2.m

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updated 10 years ago

Fast Convolution by Stephen McGovern

Convolves two extremely large vectors in reasonable time. (dsp, fast, convolution)

[y]=fconv(x, h)

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updated almost 11 years ago

A Faster Convolutional 1D Operator by Luigi Rosa

A faster conv for very large arrays. (conv, convolution, polynomial multiplica...)

prova.m

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