Rank: 302 based on 376 downloads (last 30 days) and 14 files submitted
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Oleg Komarov

E-mail
Company/University
Imperial College Business School

Personal Profile:

PhD student in Finance at IC Business School

Professional Interests:
financial modelling, asset management

 

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Files Posted by Oleg View all
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(last 30 days)
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11 Nov 2013 Screenshot FINDSEQ Find sequences of repeated (adjacent/consecutive) numeric values. NaNs and Infs are supported. Author: Oleg Komarov sequence, repeated, consecutive, adjacent, find, chunks 30 8
  • 5.0
5.0 | 6 ratings
17 Oct 2013 Screenshot Metastockread Read metastock files (master, emaster, xmaster and .dat/.mwd) Author: Oleg Komarov metastock, read, import, finance, series, binary 28 9
  • 4.5
4.5 | 4 ratings
13 Sep 2013 Screenshot Programmatically scroll Variables Editor Opens a variable in the Variables Editor (grabs focus if open) and scrolls to position. Author: Oleg Komarov java, variables editor, desktop, programmatic 17 0
04 Sep 2013 Screenshot Trim leading/trailing repeated values Numeric vector/2D matrix. Trims leading, trailing or both sides; operates columnwise or row-wise. Author: Oleg Komarov trim, repeated, leading, trailing, series, time 12 0
24 Jun 2013 Screenshot Schemaball Plot correlation matrix as a schemaball Author: Oleg Komarov schemaball, correlation, plot, potw, pick of the week 27 1
  • 5.0
5.0 | 3 ratings
Comments and Ratings by Oleg View all
Updated File Comments Rating
26 Jan 2014 Fast or Accurate Moving Average (mex functions) Return the moving average of 2D matrix X, given a running window w Author: Francesco Pozzi

A loop is definitely a slow solution, but you can also use filter(), which is still significantly slower than fastmovav() but also significantly faster than the accurate version:

Y2 = filter(ones(1,w)/w,1,X);

01 Dec 2013 RunLength RunLength coding as fast MEX and M-code Author: Jan Simon

An additional comment, is there any reason why the second input cannot be uint16, uint32 or single?

01 Dec 2013 RunLength RunLength coding as fast MEX and M-code Author: Jan Simon

I have been using Urs' milestone http://www.mathworks.co.uk/matlabcentral/fileexchange/6436-rude-a-pedestrian-run-length-decoder-encoder for years now and I am pleasantly making the switch to this superb contribution.

RunLength decoding/encoding as fast as it gets!

Also, thanks to InstallMex that is bundled with Jan's submissions, it's a no brainer.

InstallMex errors if a binary is on the some Matlab's path already. However, sometimes I just want to compile for a local project. Maybe the error could be switched to a warning?

16 Nov 2013 nth_element MEX wrap of C++ nth_element. Plus fast_median, a faster median function. In-place and parallel. Author: Peter Li

Although, I agree that it makes sense to return empty for empty input for practical purposes it would be useful to e.g. have a flag as second input in order to change the default return value in case of empty input. his is because I have a complex routine that relies on the default behaviour of median.

Also, on R2013a median(zeros(0,'int32')) returns zero (they corrected the bug).

14 Nov 2013 nth_element MEX wrap of C++ nth_element. Plus fast_median, a faster median function. In-place and parallel. Author: Peter Li

The following crashes MATLAB on Win7 64bit R2013a:

fast_median(zeros(0,1))

The MATLAB median on the other hand returns NaN:

median(zeros(0,1))
ans =
NaN

Can you please adapt your submission to handle empty arrays.

Comments and Ratings on Oleg's Files View all
Updated File Comment by Comments Rating
10 Jan 2014 Schemaball Plot correlation matrix as a schemaball Author: Oleg Komarov Wilma

06 Jan 2014 Metastockread Read metastock files (master, emaster, xmaster and .dat/.mwd) Author: Oleg Komarov Goryn

Very useful, thank you! I've found an error on line 156 and 158. Variable 'm' should be changed for 'mn' (minutes) or it overwrites variable 'm'(months) and causes error with intraday data.

06 Jan 2014 Metastockread Read metastock files (master, emaster, xmaster and .dat/.mwd) Author: Oleg Komarov Goryn

09 Dec 2013 Schemaball Plot correlation matrix as a schemaball Author: Oleg Komarov jun

fantastic!!!

17 Sep 2013 Display ws variables size in KB, MB or GB Displays with appropriate unit of data storage. Sorting by size/name (non c.sensitive) is supported. Author: Oleg Komarov Casper

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