image thumbnail

updated 3 months ago

Random Data Classification by Etienne Combrisson

Etienne Combrisson

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




image thumbnail

updated 3 years ago

regstats2 by Oleg Komarov

Oleg Komarov

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

REGSTATS2: what's new


image thumbnail

updated 10 years ago

Multivariate Lognormal Simulation with Correlation by Stephen Lienhard

Stephen Lienhard

A multivariate lognormal simulator. (statistics, probability, lognormal)

MvLogNRand( Mu , Sigma , Simulations , CorrMat )

image thumbnail

updated 9 years ago

DistributionFit by J. David Cogdell

J. David Cogdell

Fits normal, lognormal, and weibull distributions to data. (statistics, probability, distribution)

image thumbnail

updated almost 8 years ago

Winsorize data by Dimitri Shvorob

Dimitri Shvorob

(using PRCTILE) (statistics, probability, winsorize)

image thumbnail

updated 1 year ago

Speeding Up Algorithms: When Parallel Computing and GPUs do and don't accelerate by Michael Weidman

Michael Weidman

Files and slides from the presentation of the same name. (finance, gpu, parallel)


calcValuePayoutAndFees_GPU( ...

calcValuePayoutAndFees_VEC( ...

image thumbnail

updated 11 months ago

Latin Hypercube by Nassim Khaled

Nassim Khaled

lhsdesign_modified generates latin hypercube samples (latin, hypercube, doe)


image thumbnail

updated 1 year ago

Tests against the null hyptothesis of whiteness by Hanan Shteingart

Hanan Shteingart

Tests whether a given signal is white (delta function in autocorrelation) (whiteness, random, noise)

white_test(x, maxlag, alpha)

image thumbnail

updated 13 years ago

Poissrnd by Mischa Tolsma

Mischa Tolsma

Speed optimized version of poissrnd (statistics, probability, poisson)

image thumbnail

updated 6 years ago

Sens Trend Test with seasonallity present, non-parametric by Jeff Burkey

Jeff Burkey

A monotonic trend test that has good power with seasonal data. Requires no missing data. (monotonic, seasonal trends, statistics)

SenT(datain, alpha)

image thumbnail

updated 2 years ago

anovanTable by Sanjay Manohar

Sanjay Manohar

Calls ANOVAN, but takes an N-dimensional array as the data. (dimension, statistics, matrix)

anovanTable(T, varargin)

image thumbnail

updated 6 years ago

Merge dataset arrays by Dimitri Shvorob

Dimitri Shvorob

(in a SQL equijoin) (structures, cell arrays, dataset)

image thumbnail

updated 12 years ago

rndinvn by Panagiotis Braimakis

Panagiotis Braimakis

Samples from the inverse normal. (statistics, probability, inverse)

image thumbnail

updated 6 years ago

Discrete matrix distribution and it's parameters for educational purpose. by Mathan Chandran

Mathan Chandran

Various parameters of 2D discrete variable (statistics, probability, discrete)

Contact us