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updated 1 month ago

2-d Kolmorogov-Smirnov test, n-d energy test, Hotelling T^2 test by Brian Lau

Test for differences between two multidimensional distributions (2-d K-S test, n-d energy test) (statistics, multivariate)

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updated 1 year ago

Fast Kernel Density Estimator (Multivariate) by Matej Kristan

A very fast multivariate bandwidth calculation for KDE that can even be calculated from a GMM. (kernel density estima..., gaussian mixture mode..., bandwidth)

applyForScaleTransformToPdf( pdf0, Mu, T )

applyInvScaleTransformToPdf( pdf0, Mu, T )

checkcompiledBWestimator()

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updated almost 2 years ago

Truncated multivariate normal by Tim Benham

Generates pseudo-random vectors drawn from the truncated multivariate normal distribution. (random, distribution, gaussian)

TruncatedGaussian(sigma, range, varargin)

rmvnrnd(mu,sigma,N,A,b,rhoThr,debug)

rmvnrnd_eg.m

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updated 2 years ago

one sample/paired samples permutation t-test with correction for multiple comparisons by David Groppe

One sample/paired samples permutation t-test with correction for multiple comparisons (ttest, repeated measures, paired sample)

[pval, t_orig, crit_t, est_alpha, seed_state]=mult_comp_p...

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updated almost 3 years ago

Total Kullback-Leibler (tKL) divergence between multivariate normal probability density functions. by Meizhu Liu

tKL between two multivariate normal probability density functions. (tkl, multivariate, normal probability de...)

tKLFunc(p,q)

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updated 4 years ago

Multivariate Gaussian Mixture Model Optimization by Cross Entropy by Sebastien PARIS

Stochastic multi-extremum optimization. (optimization, cross entropy, gaussian)

ce_mvgm.m

sample_gaussian_mixture(mua , mub , mumin , mumax , ...

mexme_ce_gauss.m

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updated almost 5 years ago

Principal Component Analysis: A Simulink Block by Dan Lluch

Principal component analysis of a matrix done within Simulink. (statistics, probability, principal component a...)

PCA_example

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updated 5 years ago

Applying Multivariate Classification in the Life Sciences with Statistics Toolbox by Sam Roberts

Files from the webinar "Multivariate Classification in the Life Sciences with Statistics Toolbox" (biotech, statistics, life science)

Prediction of tumor class from gene expression data using...

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updated 5 years ago

mhygepdf by Antonio Trujillo-Ortiz

Multivariate hypergeometric probability density function. (multivariate, hypergeometric, probability density f...)

mhygepdf.m

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updated 5 years ago

Multivariate Data Analysis and Monitoring for the Process Industries by Sam Roberts

Files from the webinar Multivariate Data Analysis and Monitoring for the Process Industries (statistics, probability, process)

Multivariate Statistical Process Monitoring of a Copper P...

ProcessMonitor

getCurrentProcessStateAsImage()

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updated 5 years ago

New Statistics Tools in MATLAB(R) and the Statistics ToolboxTM by Dan Doherty

M-files used in the webinar held on November 18, 2004. (statistics, probability, survival)

censplot(obstime,censored)

multivariatescript.m

survivalscript.m

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updated almost 6 years ago

HZmvntest by Antonio Trujillo-Ortiz

Henze-Zirkler's Multivariate Normality Test. (statistics, probability, henzezirkler)

HZmvntest.m

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updated 6 years ago

MVG Multivariate Gaussian random number generator by Chad Lieberman

Generates vectors from the multivariate normal distribution parameterized by specified mean vector a (statistics, probability, multivariate)

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updated 7 years ago

Roystest by Antonio Trujillo-Ortiz

Royston's Multivariate Normality Test. (statistics, probability, royston)

Roystest.m

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updated 7 years ago

DorHanomunortest by Antonio Trujillo-Ortiz

Doornik-Hansen Omnibus Multivariate (Univariate) Normality Test. (statistics, probability, doornikhansen)

DorHanomunortest(X,alpha)

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updated 7 years ago

BubblePie by Abraham Anderson

Plots multiple size scaled pie charts at specified 2D coordinates. (specialized, plotting, bubble)

bubblepie(xlist,ylist,slist,graph_data,graph_labels,graph...

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updated 7 years ago

Multivariate analysis and preprocessing of spectral data by Kateryna Artyushkova

GUI for MVA of spectral data including various preprocessing options and three types of MVA analysis (statistics, probability, multivariate)

[BE,I]=vms_sp_read(filename,pl);

[BE,I]=vms_sp_read_casa(filename,pl);

[X_sh, sp_sh]=shift_spectra_diff(spectra, X);

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updated 7 years ago

Multivariate Gaussian Distribution by Timothy Felty

Calculates samples from a multivariate Gaussian distribution. (statistics, probability, gaussian distribution)

x=mgd(N,d,rmean,covariance)

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updated almost 8 years ago

PROFANA by Antonio Trujillo-Ortiz

Profile Analysis of Multivariate Repeated Measures. (statistics, probability, profile analysis)

MAOV1.m

PROFANA(X,alpha)

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updated 8 years ago

moutlier1 by Antonio Trujillo-Ortiz

Detection of Outlier in Multivariate Samples Test. (statistics, probability, outlier)

ACR(p,n,alpha);

moutlier1(X,alpha)

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updated 8 years ago

ACR by Antonio Trujillo-Ortiz

Upper percentiles squared Mahalanobis distance critical value for test of single multivariate normal (statistics, probability, squared mahalanobis d...)

ACR(p,n,alpha);

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updated 8 years ago

ARfit by Tapio Schneider

Estimation of parameters and eigenmodes of multivariate autoregressive models. (statistics, probability, estimation)

[Aerr, werr]=arconf(A, C, w, th)

[R, scale]=arqr(v, p, mcor)

[]=acf(x, k, caption)

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updated 8 years ago

Esitmation of Multivariate Generalized Hyperbolic Distributions (MGHD) by Saket Sathe

This program uses a multi-cycle Expectation-Conditional Maximization algorithm to estimate parametes (finance, modeling, analysis)

[mu, lambda, gamma, Sigma, chi, psi]=multiGH_mcecm_clam_f...

debugmsg(string,variable,lines)

f=multiGH_randvar(n,mu,lambda,gamma,Sigma,chi,psi)

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updated almost 10 years ago

MBoxtstwod by Antonio Trujillo-Ortiz

Multivariate statistical testing for the homogeneity of covariance matrices without data by the Box. (statistics, probability, multivariate)

MBoxtstwod(X,n,alpha)

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updated 10 years ago

GUI for Multivariate Image Analysis of Multispectral Images by Kateryna Artyushkova

A GUI for MIA of multispectral image data sets (PCA, Simplisma, MCR, classification). (image analysis, multivariate, pca)

Cont=Contingency(Mem1,Mem2)

DCAgg(Distance, Method, k)

LogFactorial(n)

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updated almost 11 years ago

Procrustes Problem by Erik Larsen

Apply orthogonal transformation to a matrix. (linear algebra, procrustes, orthogonal)

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updated 11 years ago

MBoxtest by Antonio Trujillo-Ortiz

Multivariate statistical testing for the homogeneity of covariance matrices by the Box's M. (statistics, probability, multivariate)

MBoxtest(X,alpha)

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updated 11 years ago

MVGRND by Fabio Peixoto

Generates multivariate Gaussian random variables. (statistics, probability, multivariate)

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updated 15 years ago

multinor by Marius Matei

A succesful implementation of numerical computation of multivariate normal probabilities. (statistics, probability, multinor)

[F]=genz(a,b,Sigma)

[F]=mp(n,h,alpha)

[Pr]=intgc(m,limg)

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