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updated 21 days ago

Downside correlation by Liber Eleutherios

Liber Eleutherios

This function returns the downside correlation for the columns of variable Y (variance, standard deviation, covariance)

downsidecorrelation(Y, m)

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updated 21 days ago

Upside correlation by Liber Eleutherios

Liber Eleutherios

This function returns the upside correlation for the columns of variable Y (variance, standard deviation, covariance)

upsidecorrelation(Y, m)

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updated 21 days ago

Upside covariance by Liber Eleutherios

Liber Eleutherios

This function returns the upside covariance for the columns of variable Y (variance, standard deviation, covariance)

upsidecovariance(Y, m)

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updated 21 days ago

Downside covariance by Liber Eleutherios

Liber Eleutherios

This function returns the downside covariance for the columns of variable Y (variance, standard deviation, covariance)

downsidecovariance(Y, m)

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updated 21 days ago

Upside variance by Liber Eleutherios

Liber Eleutherios

This function returns the upside variance for the columns of variable Y (variance, standard deviation)

upsidevariance(Y, m)

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updated 21 days ago

Downside variance by Liber Eleutherios

Liber Eleutherios

This function returns the downside variance for the columns of variable Y (variance, standard deviation)

downsidevariance(Y, m)

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updated 21 days ago

Correlation Percentiles by Liber Eleutherios

Liber Eleutherios

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 4 months ago

movingstd(x,k,windowmode) by John D'Errico

John D'Errico

A (fast) windowed std on a time series (movingavg, standard deviation, std)

movingstd(x,k,windowmode)

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updated 7 months ago

Moving-window mean and variance by Dennis

Dennis

Efficient computation of moving-window mean and moving-window variance (moving average, moving variance, moving standard devia...)

moving_mean_var(m_prev, s2_prev, x_hist, x_new, w)

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updated 9 months ago

3D Gaussian ellipses constant probability curves by Hugo

Hugo

Construct data points of ellipsoids depicting contour curves of 3-dimensional Gaussian distributions (contour curves, covariance matrix, data points)

ellipsedata3(covmat,center,numpoints,sigmarule,varargin)

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updated 9 months ago

Gaussian ellipses constant probability curves by Hugo

Hugo

Construct data points of ellipses representing contour curves of bivariate Gaussian distributions. (gaussian, probability, contour curves)

ellipsedata(covmat,center,numpoints,sigmarule,varargin)

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updated 1 year ago

Semideviation by Abdulaziz Alhouti

Abdulaziz Alhouti

Estimates the downside and upside deviations (finance, investment, statistics)

[LowerSTD UpperSTD]=semistd(x)

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updated 1 year ago

dualcursor2 by Ari Feldman

Ari Feldman

Updated dualcursor function that displays and outputs the slope, average, and standard deviation. (annotation, cursor, datalabel)

dualcursor2(state,deltalabelpos,marker_color,datalabelfor...

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updated 1 year ago

running average and standard deviation of vectors by Stephan Koehler

Stephan Koehler

computes the running average and standard deviation of vectors or matrices for a given window size. (mean, standard deviation, running average)

running_mean_std( varargin )

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updated 1 year ago

Standard deviation filter by Jan Motl

Jan Motl

Standard deviation filter for images based on integral images. (standard deviation, variance, image processing)

image=averagefilter(image, varargin)

stdfilter(image, varargin)

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updated 2 years ago

gstd by Antonio Trujillo-Ortiz

Antonio Trujillo-Ortiz

Standard deviation of a grouped sample. (grouped data, frequency distributio..., descriptive statistic...)

gstd(x,n)

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updated almost 3 years ago

EWMA St.Dev. by Lorenzo Brancali

Lorenzo Brancali

This code calculates the Exponentially Weighted Moving Average Standard Deviation (ewma, standard deviation, finance)

Y=EWMASTD(X,d)

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updated 3 years ago

Create Healthy Looking Error Bars by Jonathan C. Lansey

Jonathan C. Lansey

Plots nice error bars as the default. Can also top group plots with error bars. (errorbars, error bars, error)

errorb(x,y,varargin)

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updated 4 years ago

Fast root-mean-square (RMS) power by Scott McKinney

Scott McKinney

Instantaneous root-mean-square (RMS) power via convolution (signal processing, rms power, standard deviation)

fastrms(x,window,dim,amp)

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updated 5 years ago

MeanStdF by Adam Nieslony

Adam Nieslony

Mean and standard deviation functions of a signal (mean, std, standard deviation)

meanstdf(x, w)

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updated 11 years ago

Variance of Vector Elements by Luigi Rosa

Luigi Rosa

A fast covariance. (covariance, standard deviation, elements)

prova.m

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updated 12 years ago

confplot by Michele Giugliano

Michele Giugliano

Extending ERRORBAR, it plots a line within a shaded area, as 'continuous' confidence/error bounds. (specialized, plotting, errorplot confidence)

confplot.m

confidence_plot_test.m

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