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Updated File Comments Rating
15 Feb 2013 findNearest algorithm This algorithm sees if data you are searching for is in x and if not it shows the closest value Author: Alexander Wallar

Absolutely brilliant. Precisely the function I needed.

04 Jan 2013 sharedmatrix SHAREDMATRIX Allows any Matlab object to be shared between Matlab sessions (w/o using file I/O). Author: Joshua Dillon

Wow... difficult to get installed due to missing libraries, missing code, but works like a charm:

Excellent for local parallel computing (parfor) when you're broadcasting a large variable. Shared Memory allows you to skip this step, thereby greatly speeding up your code.

06 Oct 2012 Moving averages / Moving median etc Calculates moving averages (or median/fun) of a timeseries. Author: Aslak Grinsted

At first, tests show that this function is faster than Matlab's "tsmovavg" function. But when you look at the result of this function, the output series needs to be moved by "floor( m /2 )". When this is taken into consideration, the entire function becomes much slower than Matlab's default function.

In addition, Matlab's tsmovavg function also takes the averages of multiple series simultaneously (matrices of m series X N data points)

The above was tested for "simple" moving averages.

02 May 2011 ARMASA Automatic program to estimate the power spectral density with only statistically significant details Author: Piet M T Broersen


25 Apr 2011 ARFIMA(p,d,q) estimator Maximum likelihood estimators of stationary univariate ARFIMA(p,d,q) processes. Author: Gy├Ârgy Inzelt

How do I use these parameters to actually make a prediction?

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