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| Date | File | Tags |
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| 19 Aug 2009 | Spatial Correlation Generator with Latin Hipercube Sampling and Cholesky Decomposition Stochastic fields Generation. created by LHS. Correlation is based on Cholesky factorization. | 28 | 0 | |||
| 02 Jul 2009 |
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Using MATLAB(R) and the Statistics ToolboxTM for Design for Six Sigma (DFSS) M-files used in the webinar held on November 2, 2005 | 19 | 1 | ||
| 18 Jun 2009 | Copula Functions Functions accompanying MATLAB News&Notes article "Monte-Carlo Simulation in MATLAB Using Copulas" | 98 | 10 | |||
| 19 May 2009 |
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Differential Evolution Monte Carlo sampling easy Bayesian computation for real parameter spaces | 57 | 1 | ||
| 05 May 2009 |
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spheregrid Generates points inside a circle/sphere around a given centre point | 35 | 0 | ||
| 17 Apr 2009 | Non-Uniform Bernoulli Trials Exceedance Probability Calculates the probability of exceeding a given number of hits for a collection of Bernoulli trials | 17 | 2 | |||
| 10 Apr 2009 |
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Entropy Pooling: Fully Flexible Views and Stress-testing Full generalization of Black-Litterman and related techniques | 169 | 1 | ||
| 27 Mar 2009 | Coin And Dice Simulate the average number of tosses of coin/throws of dice to get a given sequence. | 28 | 0 | |||
| 28 Oct 2008 | Sampling from a discrete distribution The function is to draw samples from an arbitrary discrete distribution. | 161 | 4 | |||
| 09 Jun 2008 |
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Monte Carlo simulations using MATLAB Demonstrations of Monte Carlo simulations in MATLAB | 451 | 7 | ||
| 04 Jun 2008 |
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Asian Option - Pricing using Monte Carlo Control Variate Method Price asian option using Monte carlo control Variate | 76 | 2 | ||
| 27 May 2008 |
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monte_carlo_spheregrid Using spheregrid.m in a simple monte carlo style example | 28 | 0 | ||
| 17 Dec 2007 |
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Sequential Number Theoretic Optimization Package Many parameter global optimization using SNTO method | 18 | 0 | ||
| 20 Sep 2007 |
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Pricing American Options Examples of pricing American options using MATLAB® | 72 | 1 | ||
| 13 Aug 2007 |
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EyeMap Displays the eye diagram of a signal as an intensity map, similarly to a digital oscilloscope | 27 | 1 | ||
| 21 Jun 2007 | Generate a Faure sequence (perhaps while learning QMC) | 92 | 1 | |||
| 20 Jun 2007 | Generate a Van der Corput sequence (perhaps while learning QMC) | 122 | 2 | |||
| 01 Apr 2007 |
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Practical Monte Carlo Simulation Tool Monte Carlo Simulation for generic Matlab commands | 57 | 2 | ||
| 22 Dec 2006 |
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Monte Carlo Simulation for Photon Migration Inside Biological Tissue (version 1.3) A MATLAB implementation of Monte Carlo simulation for photon migration inside tissue. | 39 | 7 | ||
| 21 Dec 2006 |
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area measuring measuring areas surface and path length in an image (map) | 137 | 4 | ||
| 21 Nov 2006 |
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Job Estimator Estimates how long a job will take on a comput cluster of various sizes | 18 | 1 | ||
| 06 Oct 2006 | mcint Monte Carlo integrator over arbitrary n-dimensional domains | 30 | 4 | |||
| 05 Oct 2006 |
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Multicanonical Monte Carlo scheme for finding rare growth factors A multicanonical Monte Carlo (MMC) scheme developed to approximate the tails of growth factor probab | 21 | 0 | ||
| 11 Apr 2006 |
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One Single Component Reliability Monte Carlo Chronological Method This program calculates the availability and unavailability of a single component given the MTTF and | 16 | 2 | ||
| 24 Feb 2006 |
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ExcelMonteCarlo Lets you do Monte Carlo analysis using your Excel spreadsheet. | 100 | 4 | ||
| 05 Dec 2005 |
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Monte Carlo Simulation for Photon Migration Inside Biological Tissue (version 1.2) A MATLAB implementation of Monte Carlo simulation for photon migration inside tissue. | 22 | 4 | ||
| 19 Oct 2005 |
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Monte Carlo Simulation for Photon Migration Inside Biological Tissue A MATLAB implementation of Monte Carlo simulation for photon migration inside tissue. | 20 | 5 | ||
| 19 Jul 2005 | Montecarlo Integrates funcion using Monte-Carlo method | 155 | 4 | |||
| 28 Mar 2005 | Simulation of stochastic processes and parameter estimation of 1-F interest rate models Completed as a part of an assignment by Dionysia Angelakopoulou, Melina Esoglou & PB | 68 | 8 | |||
| 06 Dec 2004 | Restricted sampling from Gaussian Distribution Sample x from N(x_mu, x_var), restricted in x_min<=x<=x_max. | 115 | 1 | |||
| 18 Nov 2004 | Latin Hypercube Sampling Latin Hypercube Sampling | 105 | 9 | |||
| 13 Oct 2004 |
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Transformation of a Random Variable Demo Generates input/output pdf/CDFs for any writeable mixed pdf inputs and transformation function f(x). | 42 | 3 | ||
| 01 Oct 2004 |
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Reinsurance Demo Demo: GUI that prices a reinsurance contract based on "Excess of Loss" terms. | 8 | 0 | ||
| 23 Feb 2004 |
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multiwaitbar Displays multiple (nested) levels of progress. | 5 | 2 | ||
| 27 Jan 2004 |
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Blackjack Play individual hands of the card game, or simulate a session. | 21 | 3 | ||
| 31 Aug 1999 | MCSpreadOption.m Monte Carlo Simulation Spread Options | 38 | 3 | |||
| 22 Feb 1999 | mcmc MCMC -- Markov Chain Monte Carlo Tools | 104 | 8 | |||
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