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updated almost 4 years ago

Portfolio Optimizer Tool by Patric Schenk

Portfolio Optimizer Tool (data import, finance, gui)

portfoliotool(varargin)

ExcelReport

Portfolio

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updated 4 years ago

Introduction to Classification by Richard Willey

Files and code from Computational Statistics: Getting Started with Classification using MATLAB® (classificationnaive b..., classification, naive bayes)

WhiteWine.m

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updated 4 months ago

STBL: Alpha stable distributions for MATLAB by Mark Veillette

Functions to handle one-dimensional alpha stable distributions (mathematics, probability, statistics)

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updated 1 year ago

Differential Search Algorithm: A modernized particle swarm optimization algorithm by PINAR CIVICIOGLU

DSA is a modernized particle swarm optimization algorithm. (simulation, optimization, statistics)

ds(method,fnc,mydata,size_of_superorganism,size_of_one_cl...

out=circlefit(X,mydata)

out=weierstrass(X,str)

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updated 9 days ago

Ncorr - 2D Digital Image Correlation Software by Justin Blaber

2D-DIC program that uses contiguous circular subsets, biquintic B-spline interp, and complex ROIs (digital image correla..., dic, mechanical)

ncorr_alg_addanalysis(plots_u,plots_v,rois,spacing,num_im...

ncorr_alg_convertanalysis(img_new,imgs_old,plots_u_old,pl...

ncorr_alg_convertseeds(plot_u_old,plot_v_old,plot_u_inter...

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updated almost 8 years ago

Laplacian random number generator by Elvis Chen

Generate i.i.d. random number drawn from laplacian distribution with specified parameter (statistics, probability, laplacian random numb...)

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updated 3 years ago

Data Driven Fitting with MATLAB by Richard Willey

Demostration code and data sets for the "Data Driven Fitting with MATLAB" webinar. (localized regressionl..., localized regression, loess)

fitit(X,Y,varargin)

FititDemo.m

Load_Forecasting.m

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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 5 days ago

Multi-objective optimization using Evolution Strategies (ES) as Evolutionary Algorithm (EA) by Gilberto A. Ortiz

This function uses ES instead of GA as EA in the NSGA-II procedure for multi-objective optimization. (genetic algorithms, evolution strategies, es)

ENSES(f, mu, lambda, gen, rec_obj, rec_str, u, nf, n, lim...

domination_matrix(n_viol, sum_viol, phi, m, n_f)

mutation_es(n,lambda,xr,sigmar,alphar,limits)

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updated 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

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

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 2 years ago

Naive Bayes Classifier by Indraneel Biswas

Script for Naive Bayes Classifier in Matlab 2008a (confusionmat, machine learning, bayes naive classifie...)

confMat=myconfusionmat(v,pv)

NaiveBayesClassifier.m

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updated 1 month ago

LEACH (Low Energy Adaptive Clustering Hierarchy protocol) by Mohammad Hossein Homaei

A Famous Clustering Routing Protocol in Wireless Sensor Networks (leach, wsn, clustering)

clusterOptimum(netArch, nodeArch, dBS)

createfigure(X1, Y1, Y2, Y3)

dissEnergyCH(clusterModel, roundArch)

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updated 6 years ago

Intraclass Correlation Coefficient (ICC) by Arash Salarian

Calculate any of 6 different ICCs with confidence intervals (statistics, reliability, icc)

ICC(M, type, alpha, r0)

anova_rm(X, displayopt)

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updated 3 years ago

quantreg.m - quantile regression by Aslak Grinsted

Quantile regression with bootstrapping confidence intervals (statistics, quantile, median)

[p,stats]=quantreg(x,y,tau,order,Nboot);

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updated 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 almost 5 years ago

Mann-Whitney-Wilcoxon test by Giuseppe Cardillo

Mann-Whitney-Wilcoxon non parametric test for two unpaired groups. (statistics, non parametric test, mann whitney wilcoxon)

STATS=mwwtest(x1,x2)

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updated 5 days ago

Evolution Strategies (ES) by Gilberto A. Ortiz

Algorithm that implements 'Evolution Strategies' (ES) ('mu-lambda' and 'mu+lambda' variants). (evolution strategies, optimization, genetic algorithms)

evolution_strategy(f, mu, lambda, gen, sel, rec_obj, rec_...

mutation(n,lambda,xr,sigmar,alphar,limits)

recombination(type_obj,type_str,n,mu,lambda,xi,sigma,alpha)

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updated 1 month ago

FEMcali by Thomas Abrahamsson

This App calibrates a Finite Element Model if you provide a parameterized model and test data. (calibration, validation, structural dynamics)

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updated 4 days ago

sea surface by Orlando Rodríguez

Stochastic generation of the sea surface given wind speed and wind direction. (simulation, physics, statistics)

sea_surface(x,y,wind_data,type,spreading)

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updated almost 2 years ago

Mining Economics with MATLAB by David Willingham

Simulates a distribution of Net Present Values of a mine via a forecasting model for Iron Ore Prices (commodities, mining, economics)

FitNPV(NPV)

cashflow(data,NTrials,SYear)

discounting(data,capex,NTrials,sales,discFactorY,salesb)

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updated 24 days ago

BPSK BER v/s SNR Simulation for AWGN and Rayleigh Wireless channel by Yogesh K Soniwal

Binary Phase Shift Keying Simulation for AWGN channel and Rayleigh fading Wireless channel (rayleigh in matlab, communication, awgn)

BPSK_Rayleigh.m

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updated 11 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 1 year ago

Algorithmic Trading with Bloomberg EMSX and MATLAB by Nicole Wilson

Files used in the webinar which can be viewed at http://www.optinum.co.za/webinars/contact_main.php (finance, demo, webinar)

Algorithmic Trading with MATLAB and Bloomberg EMSX: Onlin...

Algorithmic Trading with MATLAB: Intraday trading

Bloomberg EMSX API: Simple Examples

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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

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 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 3 days ago

GIBBON: The Geometry and Image-Based Bioengineering add-On for MATLAB by Kevin Moerman

GIBBON: The Geometry and Image-Based Bioengineering add-On for MATLAB (bioengineering, finite element, meshing)

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updated almost 3 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 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 8 years ago

Spearman Rank Correlation by Alexandros Leontitsis

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

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updated 1 month ago

Nonstationary Extreme Value Analysis (NEVA) Toolbox by HRL

Nonstationary Extreme Value Analysis (NEVA) (statistics, climate, extreme value analysi...)

GEVQQcheck(DATA,nsite,Now)

GPQQcheck(DATA,nsite)

Mann_Kendall(V,alpha)

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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 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 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 17 days ago

Random Data Classification by Etienne Combrisson

Create and classify random data sets (signal processing, classification, random)

ClassifyLDA(x,y,cross_type,cross_nb,rep)

StatTh(y,alpham)

StatThInv(y,DA)

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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 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 1 month ago

Natural Gas Storage Valuation by Ameya Deoras

Demos and files from the webinar (energy trading, energy risk, commodities)

Import Analyze Natural Gas Futures Options Historical P...

Natural Gas Storage Valuation: 2. Intrinsic Spread-Optio...

Natural Gas Storage Valuation: 3. Model Calibration and V...

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updated almost 3 years ago

PLS regression or discriminant analysis, with leave-one-out cross-validation and prediction. by Cleiton Nunes

M-files for PLS, PLS-DA, with leave-one-out cross-validation and prediction (chemometrics, pls, partial least squares)

pls(x,y,vl,da)

plscv(x,y,vl,da)

plspred(x,model,y)

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updated 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 4 years ago

Fuzzy CART by Konstantin Sidelnikov

Generates fuzzy rules of fuzzy inference system (FIS) using CART algorithm and ANFIS training (fuzzy logic, cart, anfis)

...

addrulex(fis, rule)

checkfisx(fis)

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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 19 days ago

multihistfit(data,nbins,varargin) by Frederik Kratzert

Fit multiple distributions in one figure to a dataset (statistics, histogram, pdf)

multihistfit(data,nbins,varargin)

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updated 6 years ago

Cosinor Analysis by cheart

Fits cosine curve to a time series using least squares (statistics, probability, cosinor anlaysis cosi...)

cosinor

CIcalc(X,T,Z,beta,gamma,n,sigma,Amp,phi,alpha)

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updated 12 months ago

Natural Gas Storage Optimization & Intrinsic Valuation by Ameya Deoras

Calculate optimal injection/withdrawal schedules for gas storage facility (energy trading)

Intrinsic Storage Optimization

Natural Gas Storage Optimization & Intrinsic Valuation

createConstraints(facility, N, daysInMonth, startVol, end...

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updated 1 month ago

Texture Classification by Vahid K. Alilou

The segmentation-based fractal texture analysis is used to classify different image textures. (image processing)

findBorders( I )

hausDim( I )

makedb(style, level)

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updated 2 months 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)

chaostest.m

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updated 1 year ago

Measures of Effect Size Toolbox by Harald Hentschke

Computes diverse effect size statistics including confidence intervals (statistics, effect size, noncentral)

ci=ncpci(x,fType,df,varargin)

mes.m

mes1way.m

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