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updated 29 days ago

Machine Learning with MATLAB by Abhishek Gupta

These are the supporting MATLAB files for the MathWorks webinar of the same name. (blackbox modeling, nonparametric, partitional clusterin...)

ImportBankData(filename, startRow, endRow)

NNfun(X,Y)

bubbleplot(x, y, z, siz, col, shape, varargin)

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updated 1 year ago

Multi Class SVM by Cody

Model and classify training/test data sets into more than 2 classes with SVM. (svm, multiclass svm, support vector machin...)

multisvm(TrainingSet,GroupTrain,TestSet)

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updated 2 years ago

Fit all valid parametric probability distributions to data by Mike Sheppard

ALLFITDIST Fit all valid parametric probability distributions to data. (simulation, statistics, finance)

allfitdist(data,sortby,varargin)

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updated 1 year ago

Iterative Closest Point by Jakob Wilm

An implementation of various ICP (iterative closest point) features. (icp, iterative closest poi..., bestfit)

icp(q,p,varargin)

demo.m

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updated 2 years ago

Circular Statistics Toolbox (Directional Statistics) by Philipp Berens

Compute descriptive and inferential statistics for circular or directional data. (statistics, probability, circular statistic)

circ_ang2rad(alpha)

circ_axial(alpha, p)

circ_axialmean(alphas, m, dim)

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updated 2 years ago

Particle filter tutorial by Diego Andrés Alvarez Marín

Implementation of the generic particle filter (particle filter)

particle_filter(sys, yk, pf, resampling_strategy)

example.m

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updated almost 2 years ago

Fast and efficient spectral clustering by Ingo

Perform fast and efficient spectral clustering algorithms (spectral clustering c..., toolbox)

SimGraph_Epsilon(M, epsilon)

SimGraph_Full(M, sigma)

SimGraph_NearestNeighbors(M, k, Type, sigma)

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updated 3 years ago

Electricity Load and Price Forecasting Webinar Case Study by Ameya Deoras

Slides and MATLAB® code for the day-ahead system load and price forecasting case study. (electricity, energy trading, model)

createHolidayDates(startDate, endDate)

dynamicDateTicks(axH, link)

fetchDBLoadData(startDate, endDate)

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updated 5 years ago

Risk and Asset Allocation by Attilio Meucci

Software for quantitative portfolio and risk management (finance, modeling, analysis)

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Addition(x,y);

Adendotd(dense, d, sparAd, Ablk, blkstart)

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updated 12 months ago

Content Based Image Retrieval by Chez

Simple content based image retrieval for demonstration purposes. Either using knn or classification (image retrieval, content based image r..., classification)

L1(numOfReturnedImages, queryImageFeatureVector, dataset)

L2(numOfReturnedImages, queryImageFeatureVector, dataset,...

[obj, overall]=confMatPlot(confMat, opt)

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updated 1 year ago

Improved Digital Image Correlation (DIC) by Elizabeth Jones

Calculate full-field displacements and strains from a set of images with a random speckle pattern. (digital image correla..., experimental mechanic..., noncontact)

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updated almost 6 years ago

Repeated Measures ANOVA by Arash Salarian

Single factor repeated measures ANOVA for one or more samples. (anova, unbalanced samples, statistics)

anova_rm(X, displayopt)

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updated 2 years ago

JPEG Compression (DCT) by Vinay Kumar Tadepalli

JPEG compression using Discrete Cosine Transform Technique (image processing, simulation, signal processing)

dct1.m

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updated 3 years ago

Algorithmic Trading with MATLAB - 2010 by Stuart Kozola

Files from the November 18, 2010 webinar. (algorithmic trading, trading, moving average)

crossover(parents,options,GenomeLength,FitnessFcn,unused,...

fitness(pop,indicator,price,scaling,cost)

importfile(fileToRead1)

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updated 10 years ago

Chaotic Systems Toolbox by Alexandros Leontitsis

Analysis of chaotic systems. (chaos, nonlinear dynamics, time series)

[Y,T]=derivs(x,dim)

[Y,T]=phasespace(x,dim,tau)

[dlogCr,dlogr,dlogCrCI]=vr(logCr,logr,alpha)

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updated 5 years ago

(simple) Tool for estimating the number of clusters by Kaijun Wang

12 validity indices, illustrate estimation of the number of clusters (statistics, probability, validity index)

[AR,RI,MI,HI]=RandIndex(c1,c2)

[indx,ssw,sw,sb]=valid_clusterIndex(data,labels)

daisy(x,vtype,metric)

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updated almost 2 years ago

MATLAB Tools for Scientist by Asawari Samant

Files from the webinar: MATLAB Tools for Scientists- Introduction to Data Analysis and Visualization (dose response, data import, gui)

DoseResponseFit(varargin)

createFit(doseB, y, clr)

createFit(iDose, iResponse)

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updated 16 days ago

Bland-Altman and Correlation Plot by Ran Klein

Plots a Bland-Altman and correlation plot for two data sets, including data grouping. (statistical analysis, blandaltman, correlation)

BlandAltman(varargin)

Correlation(varargin)

hout=suptitle(varargin)

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updated 3 years ago

Toolkit on Econometrics and Economics Teaching by Hang Qian

Many MATLAB routines related to econometrics, statistics and introductory economics teaching. (econometrics, bayesian statistics, economic diagrams)

ADAPT_REJECT_SAMPLE.m

AGGREGATE_GIBBS1.m

AGGREGATE_ML1.m

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updated 3 years ago

deleteoutliers by Brett Shoelson

For input vector A, returns a vector B with outliers removed. (statistics, probability, outlier)

deleteoutliers(a,alpha,rep);

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updated 2 months ago

Shapiro-Wilk and Shapiro-Francia normality tests. by Ahmed Ben Saïda

Shapiro-Wilk & Shapiro-Francia parametric hypothesis test of composite normality. (statistics, probability, normality test)

swtest.m

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updated 1 year ago

Total Least Squares Method by Ivo Petras

Mathematical method known as total least squares or orthogonal regression or error-in-variables. (total least squares, orthogonal regression, errorinvariables)

[Err, min_param]=numerFminD(fun, p, LBa, UBa, xdata, ydat...

[Err, min_param]=numerFminS(fun, p, LBa, UBa, xdata, ydata)

[F, Srez, Scel]=statindexes(XData, YData, a, b)

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updated 3 years ago

Energy Trading & Risk Management with MATLAB Webinar Case Study by Ameya Deoras

MATLAB code for the generation asset risk analysis case study (energy trading, risk, market risk)

backtestPlantPortfolio(assets, startDate, endDate)

dispatch(capacity, heatRate, VOM, minRun, Elec, NG)

dynamicDateTicks(axH, link)

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updated almost 2 years ago

Regime Switching Model with Time Varying Transition Probabilities by Zhuanxin Ding

Code for estimating a Markov Regime Switching Model with time varying transition probabilities. (statistics, econometrics and stat...)

[Simul_Out]=MS_Regress_Sim(nr,Coeff,k,distrib)

[Spec_Out]=param2spec_tvtp(param,Spec_Tag,constCoeff,type...

[Spec_Output]=MS_Regress_Fit_tvtp(dep,indep,px,k,S,advOpt)

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updated 5 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 8 months ago

Backtracking Search Optimization Algorithm by PINAR CIVICIOGLU

A new swarm-based global optimization algorithm for real valued numerical optimization problems. (optimization, signal processing, image processing)

FoxHoles(x,mydata)

[fname,fnc,low,up,dim]=setttingOfBenchmarkFnc(i)

ackley(x,mydata)

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updated 6 years ago

Monte Carlo simulations using MATLAB by Vincent Leclercq

Demonstrations of Monte Carlo simulations in MATLAB (finance, modeling, analysis)

BlsHalton(S0,X,r,T,sigma,NPoints)

BlsMC(S0,X,r,T,sigma,NRepl)

BlsMCAV(S0,X,r,T,sigma,NRepl)

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updated 2 years ago

ICAAM - Inverse compositional Active Appearance Models by Luca Vezzaro

An implementation of inverse-compositional Active Appearance Models capable of real-time performance (active appearance mod..., image processing defo...)

annotate(image_path, template_path, varargin)

app_pca(data, var)

asf2annotations(directory)

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updated 5 years ago

Gaussian Mixture Model (GMM) - Gaussian Mixture Regression (GMR) by Sylvain Calinon

Encoding of data in Gaussian Mixture Model and retrieval through Gaussian Mixture Regression (statistics, probability, gaussian mixture mode...)

EM(Data, Priors0, Mu0, Sigma0)

EM_init_kmeans(Data, nbStates)

GMR(Priors, Mu, Sigma, x, in, out)

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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 3 years ago

Using MATLAB to Optimize Portfolios with Financial Toolbox by Bob Taylor

Scripts and data to demonstrate the new Portfolio object in Financial Toolbox. (portfolio, optimization, finance)

part1_plot(varargin)

PortfolioDemo

part1_intro.m

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updated 8 years ago

EM_GM by Patrick Tsui

An expectation maximization algorithm for learning a multi-dimensional Gaussian mixture. (statistics, probability, expectation maximizat...)

EM_GM(X,k,ltol,maxiter,pflag,Init)

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updated 9 months ago

Natural Gas Storage Optimization & Intrinsic Valuation by Ameya Deoras

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

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

monthDays(dates)

plotResults(solution, facility, startVol, endVol)

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updated 12 months 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 22 days 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 3 years ago

Portfolio Optimizer Tool by Patric Schenk

Portfolio Optimizer Tool (data import, finance, gui)

portfoliotool(varargin)

ExcelReport

Portfolio

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updated almost 3 years ago

Credit Risk Modeling with MATLAB by Ameya Deoras

These are the supporting MATLAB files for the MathWorks webinar of the same name. (credit risk, transition matrices, var)

...

Credit_Rating(newData)

GetMigrationFtsCell(id,date,numRating)

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updated 3 years ago

Simulations with Exact Means and Covariances by Attilio Meucci

Exact multivariate normal simulation (finance, statistics, portfolio management)

X=MvnRnd(M,S,J)

S_Test.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

Mass Univariate ERP Toolbox by David Groppe

Functions for performing and visualizing mass univariate analyses of event-related potentials. (massively univariate ..., mass univariate analy..., eventrelated potentia...)

EEG=bin_info2EEG(EEG_or_fname,blf_fname,save_fname,verble...

GND=baselineGND(GND,bsln_wind,verblevel)

GND=bin_dif(GND,binA,binB,dif_bindesc,dif_ccode,dif_ccdescr)

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updated almost 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 4 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 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 4 months ago

Spectral Clustering by Elie

Assemble unknown data into cluster (clustering, cluster, spectral)

spcl(data, nbclusters, varargin)

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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 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 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 12 months ago

Commodities Trading with MATLAB by Anshuman Mishra

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

ComputeCrossSectionalMomentum(params)

ComputeCrossSectionalStrategy( CommodityTypes, mainContai...

FilterByContractNumber( parentSet, contractNum)

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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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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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