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02 Jan 2015 Schemaball Plot correlation matrix as a schemaball Author: Oleg Komarov

Oleg Komarov (view profile)

Nebitno

Thanks Oleg!

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02 Jan 2015 Schemaball Plot correlation matrix as a schemaball Author: Oleg Komarov

Oleg Komarov (view profile)

Oleg Komarov

Oleg Komarov (view profile)

Hi Nebitno, check out: http://blogs.mathworks.com/community/2010/12/13/citing-file-exchange-submissions/

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30 Dec 2014 Schemaball Plot correlation matrix as a schemaball Author: Oleg Komarov

Oleg Komarov (view profile)

Nebitno

Silly question: how do I reference a figure that I generated using your code?

5
26 Dec 2014 Schemaball Plot correlation matrix as a schemaball Author: Oleg Komarov

Oleg Komarov (view profile)

Nebitno

5
12 Nov 2014 Forecasting the FTSE 100 with high-frequency data: A comparison of realized measures My dissertation for the MSc in Finance & Economics from Warwick Business School Author: Oleg Komarov

Oleg Komarov (view profile)

Alexandr Cecetov

5
04 Jul 2014 Schemaball Plot correlation matrix as a schemaball Author: Oleg Komarov

Oleg Komarov (view profile)

Oleg Komarov

Oleg Komarov (view profile)

@Pascal
You can normalize your matrix. I left this aspect to the user, since she can choose how to re-map the matrix to an arbitrary interval.

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04 Jul 2014 Schemaball Plot correlation matrix as a schemaball Author: Oleg Komarov

Oleg Komarov (view profile)

Pascal Schulthess

Absolutely fantastic.
But, I'd love a way to also input arbitrary matrices with arbitrary value ranges. Is there a way to do that?

5
02 Jul 2014 Programmatically scroll Variables Editor Opens a variable in the Variables Editor (grabs focus if open) and scrolls to position. Author: Oleg Komarov

Oleg Komarov (view profile)

Eric

Eric (view profile)

5
01 Jul 2014 Schemaball Plot correlation matrix as a schemaball Author: Oleg Komarov

Oleg Komarov (view profile)

amanita

5
10 Jan 2014 Schemaball Plot correlation matrix as a schemaball Author: Oleg Komarov

Oleg Komarov (view profile)

Wilma

Wilma (view profile)

5
06 Jan 2014 Metastockread Read metastock files (master, emaster, xmaster and .dat/.mwd) Author: Oleg Komarov

Oleg Komarov (view profile)

Goryn

Goryn (view profile)

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.

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

Oleg Komarov (view profile)

Goryn

Goryn (view profile)

4
09 Dec 2013 Schemaball Plot correlation matrix as a schemaball Author: Oleg Komarov

Oleg Komarov (view profile)

jun

jun (view profile)

fantastic!!!

5
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

Oleg Komarov (view profile)

Casper

Casper (view profile)

5
03 Sep 2013 Schemaball Plot correlation matrix as a schemaball Author: Oleg Komarov

Oleg Komarov (view profile)

karlo gonzales

5
29 Aug 2013 Heteroskedasticity test White, White special case and Breush-Pagan tests. Stat TB needed: regstats and chi2cdf. Author: Oleg Komarov

Oleg Komarov (view profile)

Oleg Komarov

Oleg Komarov (view profile)

From the description above:

OUTPUT:
A '1-by-p' array with p-values.

Also, for general reference:
http://en.wikipedia.org/wiki/P-value'>http://en.wikipedia.org/wiki/P-value

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09 Aug 2013 Heteroskedasticity test White, White special case and Breush-Pagan tests. Stat TB needed: regstats and chi2cdf. Author: Oleg Komarov

Oleg Komarov (view profile)

Luc

Luc (view profile)

I've got the same question. waht does pval mean?

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22 Apr 2013 Forecasting the FTSE 100 with high-frequency data: A comparison of realized measures My dissertation for the MSc in Finance & Economics from Warwick Business School Author: Oleg Komarov

Oleg Komarov (view profile)

Mirko

Mirko (view profile)

Oleg, the code is relativ complex. If you want People to have a look and to understand - it would help to add a small Piece of data (e.g. with 2 or 3 entries). This should help to see how the data to input is structureh and how the whole thing works. Regards Mirko

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27 Nov 2012 Heteroskedasticity test White, White special case and Breush-Pagan tests. Stat TB needed: regstats and chi2cdf. Author: Oleg Komarov

Oleg Komarov (view profile)

Sara Sá

What the pval means? How do i know if there is heteroscedasticity or not?

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11 Oct 2012 regstats2 Regstats enhanced. Robust std.errors; loops on a matrix of responses, 'onlydata' model. Author: Oleg Komarov

Oleg Komarov (view profile)

ZENG YU

GOODL

5
27 Jun 2012 Heteroskedasticity test White, White special case and Breush-Pagan tests. Stat TB needed: regstats and chi2cdf. Author: Oleg Komarov

Oleg Komarov (view profile)

Kyle

Kyle (view profile)

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.)

5
21 Mar 2012 FINDSEQ Find sequences of repeated (adjacent/consecutive) numeric values. NaNs and Infs are supported. Author: Oleg Komarov

Oleg Komarov (view profile)

Oleg Komarov

Oleg Komarov (view profile)

@Herbert,
thanks for pointing that out, I will try to check if this fix can be generalized to N-D arrays, otherwise I will rewrite the engine to basically allow for a FIND function that works in the direction specified by DIM other than along the rows only (DIM=1).

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19 Mar 2012 FINDSEQ Find sequences of repeated (adjacent/consecutive) numeric values. NaNs and Infs are supported. Author: Oleg Komarov

Oleg Komarov (view profile)

Herbert Gsenger

Hello Oleg,
please have a look at the following bug:
a = [1, 1, 1; 2, 2, 3; 3, 4, 4];
findseq(a, 2)
ans =

1 1 5 2
2 2 7 3
4 6 9 2
The correct result would be:
ans =

1 1 7 3
2 2 5 2
4 6 9 2

A quick fix was to add the following code at line 144 (mainengine).
if dim == 2
[rows, ~] = ind2sub(size(IDX), FiPos);
FiPos = FiPos(rows);
end
I didn't check if I broke some functionality by adding this code, so please have a look at it yourself.
Nevertheless very helpful function.

5
19 Mar 2012 FINDSEQ Find sequences of repeated (adjacent/consecutive) numeric values. NaNs and Infs are supported. Author: Oleg Komarov

Oleg Komarov (view profile)

Jonathan Sullivan

Very nifty function. It is very efficient too. Well done!

5
04 Mar 2012 Metastockread Read metastock files (master, emaster, xmaster and .dat/.mwd) Author: Oleg Komarov

Oleg Komarov (view profile)

James Kunce

Thank you!! Exactly what I was looking for and works great.

5
22 Feb 2012 regstats2 Regstats enhanced. Robust std.errors; loops on a matrix of responses, 'onlydata' model. Author: Oleg Komarov

Oleg Komarov (view profile)

Sven Thies

I'm sorry. I just saw the post of Baltas and your answer.
Kind regards

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22 Feb 2012 regstats2 Regstats enhanced. Robust std.errors; loops on a matrix of responses, 'onlydata' model. Author: Oleg Komarov

Oleg Komarov (view profile)

Sven Thies

Dear Mr. Komarov,

I am just searching the Internet for an application to compute the HAC-Standard Error of Newey and West (1987) that I want to use to calculate an unbiased t-statistic of a sample I created.
The sample contents Buy-and-Hold excess returns of Firms over periods larger then 2 years. With a limited data sample you will only have enough observations when the Formation- and Holding periods are overlapping.
The question is now how I can extract the HAC standard error from your script regstats2.m to calculate the t-statistic with a robust standard error or especially if that’s possible.

I tried to write a PN but that didn't work. (Unknown e-mail address)

Thanks for the Help!
Sven

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13 Jul 2011 FINDSEQ Find sequences of repeated (adjacent/consecutive) numeric values. NaNs and Infs are supported. Author: Oleg Komarov

Oleg Komarov (view profile)

Stefan

Stefan (view profile)

5
17 Jun 2011 Set functions with multiple inputs Intersectm, ismemberm, setdiffm, setxorm, unionm with multiple inputs. Ex: intersectm(a,b,c,…). Author: Oleg Komarov

Oleg Komarov (view profile)

LI

LI (view profile)

really nice work. It's amazing. Hopefully it can be faster in the future.

5
31 May 2011 Pivot/unPivot Group a flat dataset into pivot table and unpivot it back Author: Oleg Komarov

Oleg Komarov (view profile)

Christian Weber

5
01 May 2011 regstats2 Regstats enhanced. Robust std.errors; loops on a matrix of responses, 'onlydata' model. Author: Oleg Komarov

Oleg Komarov (view profile)

Oleg Komarov

Oleg Komarov (view profile)

@Fernando:
edit regstats2 >> on line 515 you can change "L = round(4*(nobs/100)^(2/9));"

Regards

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04 Apr 2011 regstats2 Regstats enhanced. Robust std.errors; loops on a matrix of responses, 'onlydata' model. Author: Oleg Komarov

Oleg Komarov (view profile)

Fernando Duarte

Dear Oleg, thanks for your code, it's great. I have a question, how can I change the lags for the HAC estimator? What's the default?

Thanks a lot and keep up the good work,
Fernando

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06 Feb 2011 Pivot/unPivot Group a flat dataset into pivot table and unpivot it back Author: Oleg Komarov

Oleg Komarov (view profile)

Ms. Mat

5
09 Dec 2010 Metastockread Read metastock files (master, emaster, xmaster and .dat/.mwd) Author: Oleg Komarov

Oleg Komarov (view profile)

cheng

cheng (view profile)

just i want;so thanks

5
16 Nov 2010 FINDSEQ Find sequences of repeated (adjacent/consecutive) numeric values. NaNs and Infs are supported. Author: Oleg Komarov

Oleg Komarov (view profile)

Brahim HAMADICHAREF

Useful function. Thanks

5
03 Nov 2010 Metastockread Read metastock files (master, emaster, xmaster and .dat/.mwd) Author: Oleg Komarov

Oleg Komarov (view profile)

Oleg Komarov

Oleg Komarov (view profile)

I will look into the problem after the 12th of nov.
I hope I'll be able to write a metastockwrite function, in the meantime you can use the solution suggested by Tony.

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03 Nov 2010 Metastockread Read metastock files (master, emaster, xmaster and .dat/.mwd) Author: Oleg Komarov

Oleg Komarov (view profile)

Tony Tran

For whose who need to export to Metastock format
Step 1: output to text format, see the example

% format AAM,20100913,24.40,24.90,23.70,24.00,13600,0
fid = fopen('scindex.txt','w');
for i=1:size(SCIndex)
sdate=datestr(TDate(i),'yyyymmdd');
fprintf(fid, 'SCINDEX,%s,%.2f,%.2f,%.2f,%.2f,0\n',sdate,SCIndex(i),SCIndex(i),SCIndex(i),SCIndex(i));
end
fclose(fid);

Then call external program to convert the text file to MS. asc2ms can be found easily by google.

% execute
dos('asc2ms -r recordReplace -f "scindex.txt" -o "D:\MetaStock Data\VNINDEX"');

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29 Oct 2010 Metastockread Read metastock files (master, emaster, xmaster and .dat/.mwd) Author: Oleg Komarov

Oleg Komarov (view profile)

Han Oostdijk

nice well structured example of reading binary data.

4
27 Oct 2010 Metastockread Read metastock files (master, emaster, xmaster and .dat/.mwd) Author: Oleg Komarov

Oleg Komarov (view profile)

Shailesh Joshi

I will be happy to have program which will write data in metastock format. Mostly I convert it after downloading manually.

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19 Oct 2010 MS SQL JDBC connection Establishes JDBC connection to MS SQL Easier to use than "database(…)" NEW! Windows authentication Author: Oleg Komarov

Oleg Komarov (view profile)

Oleg Komarov

Oleg Komarov (view profile)

Yes.
It is essentially a MSSQL wrapper of the database function from the Database TB.
So in order to have it working you should have the proper java drivers (read above) and the Database TB.

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19 Oct 2010 MS SQL JDBC connection Establishes JDBC connection to MS SQL Easier to use than "database(…)" NEW! Windows authentication Author: Oleg Komarov

Oleg Komarov (view profile)

Robin den Dekker

Oleg,
I accidently pushed the rating but couldn't change it. Im sorry for that. This file will make a connection between Matlab and MSSQL possible and works aswell?

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09 Oct 2010 Metastockread Read metastock files (master, emaster, xmaster and .dat/.mwd) Author: Oleg Komarov

Oleg Komarov (view profile)

Oleg Komarov

Oleg Komarov (view profile)

I may if there's request.

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07 Oct 2010 Metastockread Read metastock files (master, emaster, xmaster and .dat/.mwd) Author: Oleg Komarov

Oleg Komarov (view profile)

Shailesh Joshi

By any chance do you have program to write to metastock format?

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28 Aug 2010 FINDSEQ Find sequences of repeated (adjacent/consecutive) numeric values. NaNs and Infs are supported. Author: Oleg Komarov

Oleg Komarov (view profile)

Oleg Komarov

Oleg Komarov (view profile)

Thanks Zachary,
you pointed out a problem in the check structure. I fixed it and the new release will be avaible hopefully on monday the 30th of aug.
In the meantime lines 67-87 should be substituted with:
% DIM
szA = size(A);
if nargin == 1 || isempty(dim)
% First non singleton dimension
dim = find(szA ~= 1,1,'first');
elseif ~(isnumeric(dim) && dim > 0 && rem(dim,1) == 0) || dim > numel(szA)
error('findseq:fmtDim', 'DIM should be a scalar positive integer <= ndims(A)');
end

% Less than two elements along DIM
if szA(dim) == 1
varargout{1} = [];
return
end

% ISVECTOR
if nnz(szA ~= 1) == 1
A = A(:);
dim = 1;
end

% Size of A
szA = size(A);

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27 Aug 2010 FINDSEQ Find sequences of repeated (adjacent/consecutive) numeric values. NaNs and Infs are supported. Author: Oleg Komarov

Oleg Komarov (view profile)

Zachary Danziger

>> findseq([NaN NaN 0 NaN NaN NaN NaN NaN])
ans =
NaN 1 2 2
NaN 4 8 5

>> findseq([NaN NaN 0 NaN NaN NaN NaN NaN],1)
ans =
[]

>> findseq([NaN NaN 0 NaN NaN NaN NaN NaN],2)
ans =
NaN 1 1 4 2 8 2 5

Cases 1 and 2 make sense to me, but I don't understand the output of the 3rd case. Can you explain? Thanks.

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12 Jul 2010 FINDSEQ Find sequences of repeated (adjacent/consecutive) numeric values. NaNs and Infs are supported. Author: Oleg Komarov

Oleg Komarov (view profile)

Oleg Komarov

Oleg Komarov (view profile)

I fixed the bug pointed out by Xiaohu and uploaded the new version which hopefully will be available later today or tomorrow.

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10 Jul 2010 FINDSEQ Find sequences of repeated (adjacent/consecutive) numeric values. NaNs and Infs are supported. Author: Oleg Komarov

Oleg Komarov (view profile)

Xiaohu

Xiaohu (view profile)

5
10 Jul 2010 FINDSEQ Find sequences of repeated (adjacent/consecutive) numeric values. NaNs and Infs are supported. Author: Oleg Komarov

Oleg Komarov (view profile)

Xiaohu

Xiaohu (view profile)

A small bug when output results for 1xn matrix:
findseq([1 1 2 3 3])
ans =
1 3 1 4 2 5 2 2
which should be reshaped by reshape(ans, 2, [])

4
19 Mar 2010 Pivot/unPivot Group a flat dataset into pivot table and unpivot it back Author: Oleg Komarov

Oleg Komarov (view profile)

Santosh

3
17 Feb 2010 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

Oleg Komarov (view profile)

Oleg Komarov

Oleg Komarov (view profile)

You're suggestion to subject the Grand Total to the reverse sorting behaviour?...I'd implement it always as the last entry because when you have many variables the listing on the screen scrolls down a lot...and I'd like to know at a glance how much memory I'm using. Revsorting would flip GT on top and i would miss it...

What about
a: 432 KB
b: 23 KB
========
T: 455 KB

Where "a" and "b" are subject to the sorting while T: is not?

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