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updated 17 days ago

okomarov/ismemberb by Oleg Komarov

Ismember with reduced memory footprint through block processing (ismember, block processing, memory)

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updated 27 days ago

passfield by Oleg Komarov

Password dialog and masked edit box uicontrol for passwords (password, uicontrol, edit)

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updated 4 months ago

Programmatically scroll Variables Editor by Oleg Komarov

Opens a variable in the Variables Editor (grabs focus if open) and scrolls to position. (java, variables editor, desktop)

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updated 4 months ago

nanfillts by Oleg Komarov

Fill consecutive NaNs with last available value (time series, fill, nan)

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updated 11 months ago

FINDSEQ by Oleg Komarov

Find sequences of repeated (adjacent/consecutive) numeric values. NaNs and Infs are supported. (sequence, repeated, consecutive)


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updated 1 year ago

Metastockread by Oleg Komarov

Read metastock files (master, emaster, xmaster and .dat/.mwd) (metastock, read, import)


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updated 1 year ago

Trim leading/trailing repeated values by Oleg Komarov

Numeric vector/2D matrix. Trims leading, trailing or both sides; operates columnwise or row-wise. (trim, repeated, leading)


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updated 1 year ago

Schemaball by Oleg Komarov

Plot correlation matrix as a schemaball (schemaball, correlation, plot)

schemaball(r, lbls, ccolor, ncolor)


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updated 2 years ago

Forecasting the FTSE 100 with high-frequency data: A comparison of realized measures by Oleg Komarov

My dissertation for the MSc in Finance & Economics from Warwick Business School (dissertation, fex, finance)




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updated 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


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updated 4 years ago

Set functions with multiple inputs by Oleg Komarov

Intersectm, ismemberm, setdiffm, setxorm, unionm with multiple inputs. Ex: intersectm(a,b,c,…). (intersect, ismember, setdiff)




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updated 4 years ago

WWW.RANDOM.ORG random integers/sequences/strings by Oleg Komarov

Get true random integers, sequences or strings (rand, integer, randi)

randorg(n, range, varargin)

seqorg(range, varargin)

strorg(n, len, varargin)

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updated 4 years ago

GINI coefficient by Oleg Komarov

A measure of statistical dispersion (gini, coeff, statistic)


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updated 4 years ago

Display ws variables size in KB, MB or GB by Oleg Komarov

Displays with appropriate unit of data storage. Sorting by size/name (non c.sensitive) is supported. (size, storage, bytes)


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updated 4 years ago

Pivot/unPivot by Oleg Komarov

Group a flat dataset into pivot table and unpivot it back (pivot, unpivot, stack)

PIVOT AND UNPIVOT: a user's guide



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updated almost 5 years ago

MS SQL JDBC connection by Oleg Komarov

Establishes JDBC connection to MS SQL Easier to use than "database(…)" NEW! Windows authentication (sql, microsoft, database)

MSSQLconn(dbname, userpassmethod, varargin)

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updated 5 years ago

Heteroskedasticity test by Oleg Komarov

White, White special case and Breush-Pagan tests. Stat TB needed: regstats and chi2cdf. (heteroskedasticity, white, test)

TestHet(Res, X, Whichtest, Yhat)


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