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updated 14 days ago

Chaos test by Ahmed Ben Saïda

A test for chaotic dynamics of a noisy time series based on the Lyapunov exponent. (chaos, lyapunov exponent, bifurcation)

chaosfn(Theta, X, L, m, q, ActiveFN)

chaostest.m

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updated 2 years ago

Measures of Analysis of Time Series toolkit (MATS) by Dimitris Kugiumtzis

MATS computes many measures of scalar time series analysis on many time series in one go. (signal processing, simulation, statistics)

AAFTsur(xV,nsur)

AMRBootstrap(xV,arm,nsur)

ARMAfitite(xV,mV,pV,TV)

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updated 1 year ago

COMPLETE HIGUCHI FRACTAL DIMENSION ALGORITHM by Salai Selvam V

MATLAB code for Higuchi Fractal Dimension (higuchi fractal dimen..., chaos, nonlinear dynamics)

[varargout]=wsc(N,lamda,M,H)

xhfd=hfd(x,kmax)

try.m

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updated almost 2 years ago

Monte Carlo Simulation with Simulink by Ryan G

Select blocks to vary parameters for Monte Carlo Simulation. (aerospace, demo, gui)

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updated 3 years ago

LDA (Linear Discriminant Analysis) by Alaa Tharwat

This code used to learn and explain the code of LDA to apply this code in many applications. (lda)

LDA_example.m

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updated 3 years ago

Electricity Load Forecasting for the Australian Market Case Study by David Willingham

This is a case study of forecasting short-term electricity loads for the Australian market. (artificial intelligen...)

Electricity Load Forecasting

Electricity Load Forecasting - Australia

Electricity Price Forecasting

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updated 2 years ago

Generation of Random Variates by James Huntley

generates random variates from over 870 univariate distributions (statistics, modeling, distribution function...)

...

...

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updated 5 years ago

Adaptive Affinity Propagation clustering by Kaijun Wang

advantage of speed & performance appears under large number of clusters & large dataset (statistics, probability, affinity propagation)

...

[idx,netsim,i,unconverged,dpsim,expref]=apcluster(s,p,var...

ind2cluster(labels)

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updated 1 year ago

Commodities Trading with MATLAB by Anshuman Mishra

Demos from the 'Commodities Trading with MATLAB' webinar - July 25, 2013. (algorithmic trading, automated trading, trading)

Commodities Trading with MATLAB - Backtesting with varyin...

Commodities Trading with MATLAB - Catch-up strategy acros...

Commodities Trading with MATLAB - Cross Sectional Momentum

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updated 10 days ago

Regress_Bivariate by Kaustubh Thirumalai

Weighted Linear Regression w (Correlated or Uncorrelated) Errors in Bivariate Data (regression, maximum likelihood es..., bivariate error)

Regress_Bivariate

errorbar_x(x, y, l,u,symbol)

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updated 1 year ago

Yahoo Finance Time Series Analysis Tool by Christian Pass

Performs various time series analysis operations (data export, finance, gui)

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updated 1 year ago

International Space station live track by Sherif

Tracking the internation space station at any time (aerospace, mathematics, orbital mechanics)

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updated almost 5 years ago

Mann-Kendall Test by Simone Fatichi

Mann-Kendall non-parametric trend test. (statistics, mann kendall, mannkendall)

Mann_Kendall.m

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updated 9 years ago

Local Normalization by Guanglei Xiong

Reduce the difference of the illumination. (enhancement, local normalization g..., image processing)

ln=localnormalize(IM,sigma1,sigma2)

testlocalnormalize.m

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updated 5 years ago

CVAP: Cluster Validity Analysis Platform (cluster analysis and validation tool) by Kaijun Wang

supplying over 17 validity indices and 5 clustering algorithms based on GUI (statistics, probability, clustering analysis)

[dout,wide,dmin]=data_normalization(data,choise,oldwide,o...

[idx,netsim,dpsim,expref,pref,lowp,highp]=apclusterK(...

[idx,netsim,dpsim,expref]=apcluster(s,p,varargin);

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updated almost 5 years ago

Data Analysis with MATLAB for Excel Users by Michael Agostini

Materials for public seminar of the same name (slides and demos) (external interface, excel com activex bui..., photovoltaic)

Energy Forecasting

checkmotor(rpm, motordata)

createfigure(x1, y1, y2)

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updated 20 days ago

boxplotCsub (boxplotC) by Brian Katz

Revised version of boxplotC to allow coloring and subgroup plotting of boxplots. (specialized, plotting, boxplot)

boxplotCsub(x,g,notch,sym,vert,whis,c,fillit,LineWidth,ko...

boxutilC(x,notch,lb,lf,sym,vert,whis,whissw,c,fillit,Line...

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updated 3 years ago

Two-way repeated measures ANOVA by Aaron Schurger

Two-way repeated measures ANOVA, for designs with two within-subjects variables. (statistics, probability, repeatedmeasures)

rm_anova2(Y,S,F1,F2,FACTNAMES)

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updated almost 4 years ago

Dynamic Copula Toolbox 3.0 by Manthos Vogiatzoglou

Functions to estimate copula GARCH and copula Vine models. (dependence, garch, copula vines)

ARMAeq(theta, data, spec)

CopulaGARCHLogL(theta,data,spec,solver)

CopulaToolboxTutorial

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updated 9 months ago

MATLAB for R Users in Computational Finance by Ameya Deoras

Learn how to use MATLAB and R together to tackle your computational needs (r, rstudio, time series)

Backtest Moving Average RSI Combo Strategy

Optimizing Market Risk using Copula Simulation

blsapp()

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updated 2 years ago

EM algorithm for Gaussian mixture model with background noise by Andrew

Standard EM algorithm to fit a GMM with the (optional) consideration of background noise. (gmm, em, clustering)

GM_EM(X,k,bn_noise,reps,max_iters,tol)

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updated 4 months ago

FEMcali May2014 by Thomas Abrahamsson

An App for calibration and validation of structural dynamics finite element models (calibration, validation, structural dynamics)

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updated almost 8 years ago

Spearman Rank Correlation by Alexandros Leontitsis

It calculates the Spearman rank correlation coefficient. (statistics, probability, spearman)

[r,t,p]=spear(x,y)

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updated 4 years ago

Mixed (Between/Within Subjects) ANOVA by Matthew Johnson

Simple function for mixed (between- and within-subjects, aka repeated-measures) ANOVA (anova, mixed, model)

[SSQs, DFs, MSQs, Fs, Ps]=mixed_between_within_anova(X,su...

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updated 3 years ago

Fitting with MATLAB: Statistics, Optimization, and Curve Fitting by Richard Willey

Demo code and data for the "Fitting with MATLAB" webinar (poisson regression, logistic regression, orthogonal regression)

evalTumorWeight(t , p)

objFcn(p , tObs, drug)

CensoredData.m

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updated almost 2 years ago

Historical Value At Risk by David Willingham

Calculates Historical Value at Risk for a given portfolio of returns (value at risk, portfolio, var)

computeHistoricalVaR(returns,confidence_level,plot_flag)

examplehistvar.m

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updated 2 years ago

Decision Trees and Predictive Models with cross-validation and ROC analysis plot by Andrea Padoan

This code implements a classification tree and plots the ROC curves for each target class (data mining, statistics, decision tree)

BestTree (t, X, y, nsamples)

CalculateFeaturesImportance.m

CalculateOutcomeGroups (y)

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updated 10 months ago

CVaR Portfolio Optimization by Seth DeLand

Conditional Value at Risk (CVaR) portfolio optimization with the PortfolioCVaR object (portfolio optimizatio..., cvar, conditional value at ...)

CVaRPortfolioOptimizationExample.m

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updated almost 5 years ago

ARFIMA simulations by Simone Fatichi

Time series simulation with ARFIMA models. (statistics, econometrics, time series)

ARFIMA_SIM(N,F,O,d,stdx,er)

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updated 3 years ago

PCA (Principal Component Analysis) by Alaa Tharwat

This code used to learn and explain the code of PCA to apply this code in many applications. (pca, good material)

PCA_Tutorial.m

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updated 7 years ago

Copula generation and estimation by Robert Kopocinski

Copula functions written for Master Thesis. (statistics, probability, copula)

[p mlv]=cmlstat(family,x)

bernsteincop(x,g)

claytoncml(alpha,u,v)

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updated 3 years ago

Wind Resource Assessment by Todd Schultz

MATLAB demo files from the 'Catching the Wind' webinar. (demo, wind energy, wind assessment)

fcnGrabLongTermWind(WeatherLocation,beginyear,endyear)

fcnGrabWeatherData(WeatherLocation,begindate,enddate)

fcnImportDB

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updated 6 years ago

MathWorks Webinar: Using Genetic Algorithms in Financial Applications by Oren Rosen

Presentation and M-Files for MathWorks Webinar (finance, modeling, analysis)

ComputeBestPortfolio(expRet,expCov,portSize,targetRet)

ComputeHistoricalStats(prices)

FindTarget(target)

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updated 5 years ago

Developing a Financial Market Index Tracker using MATLAB OOP and Genetic Algorithms by Mark Hoyle

Files used in the webinar of the same name (finance, modeling, analysis)

CreateIndex(NumDays,NumStocks,TotalNumStocks,L,K,s,t)

GetGAData(Wts,Stocks,Dates,StartDate)

InitialiseSession

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updated 10 months ago

Algorithmic Trading | Moving Average Crossover Strategy with WFAToolbox by WFAToolbox

The classical technical analysis strategy for an advanced algorithmic trading GUI - WFAToolbox (finance, gui, trading)

MAcross_strategy(x,price)

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updated 7 days ago

Mixing (MX) Oceanographic Toolbox for EM-APEX float data by Amelie Meyer

Mixing (MX) Oceanographic Toolbox for EM-APEX* float data applying shear-strain parameterization (oceanography, mixing, finescale)

[]=f_plot_T_all(fltlist,run,fig)

[]=mx_grid_initialdata(U,V)

[nn,delnn]=nsq_modbs(s,t,p,dz,lat,varargin)

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updated almost 3 years ago

regstats2 by Oleg Komarov

Regstats enhanced. Robust std.errors; loops on a matrix of responses, 'onlydata' model. (regstats, regression, statistics)

REGSTATS2: what's new

stats=regstats2(responses,data,model,whichstats)

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updated 2 years ago

Flow Cytometry GUI for Matlab by Nitai Steinberg

This GUI was built in order to make Flow Cytometry data analyses in Matlab – gating, statistics etc. (gui, flow cytometry, facs)

ArgStruct=parseArgs(args,ArgStruct,varargin)

FCGUI_build

FCGUI_main.m

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updated 2 years ago

New Regression Capabilities in r2012a by Richard Willey

Example code to accompany the "New Regression Capabilities" presentation (linear regression, regression, nonlinear regression)

CurvesSurfaces.m

GLMs.m

Housing.m

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updated 1 year ago

Multiple curve fitting with common parameters using NLINFIT by Chen

Wrapper for NLINFIT which allows simultaneous fitting for multiple data sets with shared parameters. (fitting, multiple, nonlinear)

nlinmultifit(x_cell, y_cell, mdl_cell, beta0, options)

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updated 7 months ago

Infrared Image Software (IRIS) by Kevin Hellemans

FTIR Image Data Processing (ftir, gui, chemistry)

CLUSTERWINDOW (varargin)

CMEANSWINDOW (varargin)

IRIS.m

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updated 5 months ago

MLIB - toolbox for analyzing spike data by Maik Stüttgen

Set of functions for the basic analysis of spike data from neurophysiological experiments (action potential, spike sorting, peristimulus time his...)

mcheck.m

mnspx.m

mpsth.m

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updated almost 2 years ago

Surrogate Model Optimization Toolbox by Julie

Surrogate model optimization algorithm for computationally expensive global optimization problems (global optimization, surrogate model, derivativefree)

BumpinessMinSampling(Data, maxeval, Surrogate, lambda, ga...

CandValue=PredictFunctionValues(Data,Surrogate,CandPoint,...

CandidatePointSampling(Data,maxeval,Surrogate,lambda,gamm...

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updated almost 3 years ago

Computational Statistics: Feature Selection, Regularization, and Shrinkage by Richard Willey

MATLAB code for "Computational Statistics: Feature Selection, Regularization, and Shrinkage" (sequential feature se...)

All_Subsets.m

Elastic.m

Lasso_example.m

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updated almost 6 years ago

Hill-Climbing Color Image Segmentation by YIQUN

color image segmentation using hill-climbing algorithm and kmeans in CIE Lab. (segmentation, image processing, kmeans)

HillClimbingSegment.m

RGB2Lab(R,G,B)

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updated 5 years ago

Homogeneity test for multiple correlation coefficients by Thomas Zoeller

Tests whether multiple correlation coefficients are equal. (correlation, homogeneity, comparison)

corrcmp.m

fisherz.m

ifisherz.m

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updated almost 4 years ago

Estimating a smooth precision-recall curve by Kay H. Brodersen

A set of MATLAB functions for computing a smooth approximation to the precision-recall curve. (statistics, binary classification, classification perfor...)

prc_conthist(x, binWidth, color, linewidth)

prc_generate_dvs(n, alpha, muN, sigmaN, muP, sigmaP)

prc_stats(alpha, muN, sigmaN, muP, sigmaP, nPoints)

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updated 3 years ago

ARFIMA(p,d,q) estimator by György Inzelt

Maximum likelihood estimators of stationary univariate ARFIMA(p,d,q) processes. (arfima, long memory, econometrics)

ar_constraint(params,arma_part)

arfima_covs.m

arfima_estimate.m

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updated 10 hours ago

UVC Suite by James Kerns

The Ultraviolet Catastrophe suite (UVCS) is a package that perform a number of TG-142 related tasks. (medical physics, mlc, quality assurance)

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updated almost 8 years ago

Using MATLAB to Develop Asset-Pricing Models by Bob Taylor

Scripts to build and test Fama & French three-factor model. (finance, modeling, analysis)

FFestimateCAPM.m

FFestimateFF.m

FFwebinar.m

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