image thumbnail

updated 14 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)

image thumbnail

updated 14 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)

image thumbnail

updated 14 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)

image thumbnail

updated 14 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)

image thumbnail

updated 14 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)

image thumbnail

updated 14 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)

image thumbnail

updated 3 months ago

Multi-Focus Image Fusion in DCT Domain by Mohammad Haghighat

Mohammad Haghighat

Simulation of two multifocus image fusion methods: 1.DCT+Variance 2.DCT+Variance+CV (dct domain, image fusion, multifocus)

dctVarFusion(im1, im2)

image thumbnail

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)

image thumbnail

updated 7 months ago

MULTIVARIATE GARCH BASED ON PCA by Tal Shir

Tal Shir

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

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

image thumbnail

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)

image thumbnail

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)

image thumbnail

updated 1 year ago

Levene's test for homogeneity of variance by Aaron Schurger

Aaron Schurger

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

levenes(data,grp)

image thumbnail

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)

image thumbnail

updated 2 years ago

Segmentation by Micael Couceiro

Micael Couceiro

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

segmentation.m

image thumbnail

updated 2 years ago

Image Noise Reduction by Local Statistics by Tristan Ursell

Tristan Ursell

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

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

image thumbnail

updated 2 years ago

gvar by Antonio Trujillo-Ortiz

Antonio Trujillo-Ortiz

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

gvar(x,n)

image thumbnail

updated 2 years ago

Fast Noise Estimation in Images by Tolga Birdal

Tolga Birdal

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

estimate_noise.m

image thumbnail

updated almost 3 years ago

Autocovariance by Jacques Burrus

Jacques Burrus

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

autocov(X,Y)

image thumbnail

updated 3 years ago

Combine variance of multiple subpopulations by Anne

Anne

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

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

image thumbnail

updated 4 years ago

Variance decomposition by Karolina

Karolina

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

decomp.m

image thumbnail

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)

image thumbnail

updated 5 years ago

PortVaR by Flavio Bazzana

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));

image thumbnail

updated 7 years ago

Estimatenoise by John D'Errico

John D'Errico

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

estimatenoise(X,varargin)

image thumbnail

updated 7 years ago

Huffman by Jaun Dough

Jaun Dough

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

huffman(D,W,varargin)

demo.m

image thumbnail

updated almost 8 years ago

varc: combination of variance by David Lamper

David Lamper

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

image thumbnail

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

image thumbnail

updated 10 years ago

converging variance test by Zlatko Petroff

Zlatko Petroff

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

convvartest_new(X,Z,Xprevious);

image thumbnail

updated almost 11 years ago

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

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);

image thumbnail

updated almost 12 years ago

chi2ssize by Antonio Trujillo-Ortiz

Antonio Trujillo-Ortiz

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

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

Contact us