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Kyle

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Comments and Ratings by Kyle View all
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27 Jun 2012 Heteroskedasticity test White, White special case and Breush-Pagan tests. Stat TB needed: regstats and chi2cdf. Author: Oleg Komarov

Thanks for the submission, I really like it!

Due to changes in Matlab there is one small caveat: in Matlab 2007 you could use a matrix of regressors with a constant column in it. This has changed since, in Matlab 2010a (possibly earlier ), you are prohibited to use a constant col in the 'regstats' function, this in the 'TESTHET', otherwise you get all NaNs for every metric that matters. However, you are still advised to add a constant col to regressors in the 'regress' function.
Obviously, this inconsistency is Mathworks' fault, not the author's, so five stars.

(Although it would be nice to implement a check on constant columns to alleviate this problem.)

26 Jun 2012 Kernel estimate for (Conditional) Mutual Information Estimates Mutual Information and Conditional Mutual Information between continuous random variables Author: Mikhail

Hi Mikhail! Thank you for the submisssion, it's a clearly written function that works like charm!

I was wondering if you could refer me to an article on how to set kernel width? I see that you provide a default method, which is pretty good already, but I want to learn more. Thanks!

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