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updated 6 months ago

Downside correlation by 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 6 months ago

Upside correlation by 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 6 months ago

Upside covariance by 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 6 months ago

Downside covariance by 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 6 months ago

Upside variance by 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 6 months ago

Downside variance by 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 1 year ago

Moving-window mean and variance by Dennis

Dennis (view profile)

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 1 year ago

MULTIVARIATE GARCH BASED ON PCA by Tal Shir

Tal Shir (view profile)

Generage Convariance mairix using PCA-GARCH model (garch, multivariate garch, correlation)

[Cov Corr PCov PCorr PRt Model PRterr NumFac COEFF,SCORE,...

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updated 1 year ago

3D Gaussian ellipses constant probability curves by Hugo

Hugo (view profile)

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 1 year ago

Gaussian ellipses constant probability curves by Hugo

Hugo (view profile)

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

Levene's test for homogeneity of variance by Aaron Schurger

Tests for differences in variance between different subsets of data. (statistics, variance, anova)

levenes(data,grp)

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updated 2 years ago

Standard deviation filter by Jan Motl

Jan Motl (view profile)

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

Segmentation by Micael Couceiro

Micael Couceiro (view profile)

Multiple Image Segmentation using PSO, DPSO, FO-DPSO and exhaustive methods. (segmentation, pso, histogram)

segmentation.m

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updated 2 years ago

Image Noise Reduction by Local Statistics by Tristan Ursell

Tristan Ursell (view profile)

Reduce image noise by measuring local pixel statistics and remapping intensities. (image processing, image, noise)

[varargout]=relnoise(Iin,sz,sigma,varargin)

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updated almost 3 years ago

gvar by Antonio Trujillo-Ortiz

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

gvar(x,n)

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updated 3 years ago

Fast Noise Estimation in Images by Tolga Birdal

Estimate the standard deviation of the noise in a gray-scale image. (image processing, statistics, computer vision)

estimate_noise.m

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updated 3 years ago

Autocovariance by Jacques Burrus

Computes the autocovariance of two columns vectors consistently with the var and cov functions. (time series, variance, covariance)

autocov(X,Y)

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updated 3 years ago

Combine variance of multiple subpopulations by Anne

Anne (view profile)

Calculates variance using only means, variances and number of observations of two subpopulations. (statistics, variance)

[VarPopulation]=VarSuperPopulation(v1,v2, m1, m2, N1, N2,...

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updated 4 years ago

Variance decomposition by Karolina

Karolina (view profile)

Simple routine for variance decomposition (variance, decomposition, shock)

decomp.m

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updated 4 years ago

Fast root-mean-square (RMS) power by 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 6 years ago

PortVaR by Flavio Bazzana

VaR for portfolio stocks (finance, modeling, analysis)

(1./sqrt(2*pi)).*exp(-0.5.*x.^2);

-2/sqrt(2)*erfinv(1-2*p);

-sdvp(fix(l-l*p));

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updated 7 years ago

Estimatenoise by John D'Errico

John D'Errico (view profile)

Noise variance estimation from a signal vector or array (noise, variance, estimation)

estimatenoise(X,varargin)

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updated 8 years ago

Huffman by Jaun Dough

Generates a static minimum-variance Huffman code tree. (coding theory, information theory, huffman)

huffman(D,W,varargin)

demo.m

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updated 8 years ago

varc: combination of variance by David Lamper

Computes the variance of a linear sum of variables (statistics, probability, variance)

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updated 10 years ago

ANOVA and variance components for genetic data by Juan F. Fernandez-Manjarres

Variance components analysis for population genetics data. (statistics, probability, anova)

varcomp.m

varcomp_nested.m

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updated almost 11 years ago

converging variance test by Zlatko Petroff

These functions implement the converging variance test, which is one of the oldest tests. (statistics, probability, infinite)

convvartest_new(X,Z,Xprevious);

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updated 11 years ago

Conover's Two-Sample Squared Ranks Test for Equality of Variance by Benjamin Levy

Performs two-sample squared ranks test for equality of variance. (statistics, probability, nonparametric)

P=RowFind(aC,M);

SquaredRanksTest(x,y,p,side,data);

ranksWithTies(Z);

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updated 12 years ago

chi2ssize by Antonio Trujillo-Ortiz

Sample size in tests concerning the variance. (statistics, probability, sample size)

chi2ssize(s2,s2e,n,h,beta,alpha)

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