Refine by Content Type

Refine by Product

Refine by Time Frame

image thumbnail

updated 5 months ago

Constrained cubic spline approximation by Janos Abonyi

Algorithm for incorporating prior knowledge into spline-smoothing of interrelated multivariate data (splinesmoothing, quadratic programming..., multivariate data)

drawspline(sp,xv,s)

drawspline(sp,xv,s)

fconc12(x)

image thumbnail

updated 5 months ago

Multi-dimensional kernel density estimates over periodic domains by Dylan Muir

This function performs multi-variate kernel density estimates over optionally periodic domains (circular statistics, kernel density estima..., multivariate data)

circ_ksdensityn(mfObservations, mfPDFSamples, mfDomains, ...

image thumbnail

updated 6 months ago

Akaike Causality - Noise Contribution Ratio and Generalized Partial Directed Coherence by Kinfoon Wong

This function plots the Noise Contribution Ratio and the Generalized Partial Directed Coherence. (time series, multivariate data, causality)

plotAkaikeCausality(timeSeriesData,Fs)

image thumbnail

updated 2 years ago

Kalman Filter Package by Brian Moore

Implements Kalman Filter, Extended Kalman Filter, Dual Kalman Filter, and Square Root Kalman Filters (kalman filtering, adaptive filters, signal processing)

EWMA(z,L)

EWMACovEst(z,smoothed_z,i,N,Rold,Qold)

KalmanFilterIteration(z,Q,R,x_aposteriori_last,P_aposteri...

Contact us