xlsSeerComputeSurvivalFuntionKSTest2ver2 by Rex Cheung

This program is a ver2 of a SCOPE sub-routine extends Matlab 2-sample Kolmogorov-Smirnov test (statistics)

xlsSeerComputeSurvivalFuntionKSTest2ver2(xlsfilename)

Yahoo Finance Time Series Analysis Tool by Christian Pass

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

Yahoo Finance Time Series Analysis Tool

Monte Carlo example of the Multi-Factor coupled Commodity Forward curves Simulator by Ahmos Sansom

Implementation of the Multi-Factor multi commodity forward curve simulator (finance, mathematics, optimization)

GetCov(x, y)

LnTestofSims(mySims, LastFC, volFN, Factors)

MultiFactorForwardCurveSimulator(nSims, Seed, historicalFor...

Rank aggregation by Nejc Ilc

Summarizes ordered lists. (statistics, data exploration, rank aggregation)

aggregateRanks(R, N, method, complete, topCutoff)

betaScores(r)

correctBetaPvalues(p,k)

faster perfcurve (just in case you use FPR and TPR) by Hanan Shteingart

Did you notice perfcurve is slow? This version of perfcurve is faster (perfcurve, auc, eer)

...

Stochastic Radial Basis Function Algorithm for Global Optimization by Julie

Solves computationally expensive black-box global optimization problems with box constraints (global optimization, radial basis function, blackbox)

ComputeRBF(CandPoint,Data)

Data=datainput_Schoen_10_4_3

Data=datainput_Schoen_17_2_5

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, m...

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

Negative Binomial Regression by Surojit Biswas

NB2 Negative-Binomial regression. (statistics, mathematics, optimization)

nbreg( x, y, varargin )

MLIB - toolbox for analyzing spike data by Maik Stüttgen

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

checkunit.m

mpsth.m

mraster.m

SINR-based k-coverage probability in cellular networks by H. P. Keeler

Calculating the k-coverage probability with Poisson process-based cellular network models. (sinr, coverage probability, cellular networks)

CovPFade=funProbCovFade(tValues,betaConst,x)

In=funIn(betaConst,n,x)

Jn=funJn(Tn,betaConst,n,numbMC)

RGDS_Practical_Guide by Ronald/Daniel

The location for programs linked to the book <title> that will be published 2013. (simulation, pharmaceutical)

PK1IV1a

PK1IV1b

PK1IV1c

DWT - SVD robust and secure watermarking scheme by Chez

Watermarking scheme based on DWT and SVD techniques. (steganography, tamperproofing, watermarking)

DWT - SVD robust and secure watermarking scheme

Building and Extending Portfolio Optimization Models with MATLAB by sri

Object-oriented implementations of the Portfo and the Black-Litterman approach (portfolio optimizatio..., finance, object oriented progr...)

View(varargin)

compareWeights( ExcessHistoricalReturns, ExcessImpliedRetur...

PortfolioBL

Mass Univariate ERP Toolbox by David Groppe

Functions for performing and visualizing mass univariate analyses of event-related potentials. (multiple comparisons, tmax, neuroimaging)

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

GND=baselineGND(GND,bsln_wind,verblevel)

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

welchanovawd by Antonio Trujillo-Ortiz

Welch ANOVA Test for Unequal Variances without data. (anova, heteroscedasticity, kmeans)

welchanovawd.m

Chaos test by Ahmed Ben Saïda

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

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

chaostest.m

aov2apr by Antonio Trujillo-Ortiz

Two-way analysis of variance with a planned (a priori) factor. (analysis of variance, anova, twoway)

aov2apr.m

partial least squares-discriminant analysis and variable selection for high dimensional data by Hongdong Li

chemometrics, metabolomics, model population analysis, variable selection (chemometrics, variable selection, model population anal...)

C=ldapinv(X,y,flag);

CV=plsldacv(X,y,A,K,method,OPT,order)

CV=plsldamccv(X,y,A,method,N,ratio,OPT)

Toolbox: partial least squares and CARS for variable selection by Hongdong Li

PLS regression, cross validation, variable selection for PLS (pls, monte carlo, chemistry)

CV=oscplscv(X,y,A,K,method,nosc)

CV=plscvfold(X,y,A,K,method,PROCESS,order)

CV=plsmccv(X,y,A,method,N,ratio,OPT)

Total Least Squares Method by Ivo Petras

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

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

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

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

Outlier removal v2 by Paul

Rosner's many outlier test, vectorized. (outlier removal, outlier, rosner)

outlier(y, alpha, k)

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)

pvpmod(x)

mes.m

DataDensityPlot2 by Jeremy

Plot density of x-y data as a color map. (data densityvisualiza...)

DataDensityPlot2( x, y )

ToleranceFactor by Viktor Witkovsky

ToleranceFactor computes the exact tolerance factor for the two-sided tolerance interval (statistics, measurement)

ToleranceFactorGK

ComputeTables(N,M,coverage,confidence,options)

ToleranceFactor(n,coverage,confidence,options)

3D Turbulent Wind Field Simulation by means of Sandia Method for wind energy applications by Francesco Perrone

3D turbulent wind field generator with Kaimal model (turbulence wind field..., statistics, signal processing)

wind_gen.m

Hierarchically grouped boxplot by Matt Tearle

A modification to boxplot that shows the hierarchical relationships between the grouping variables. (boxplot, variability plot, statistics)

hierarchicalBoxplot(x,grp,separatorlines,color)

Inverse of Normal Cumulative Distribution by Nassim Khaled

This is a simple example for finding the inverse normal cumulative distribution using Matlab & Excel (normal distribution, inverse normal distri..., norminv)

script.m

Soft Independent Modeling of Class Analogy (SIMCA) by Cleiton Nunes

M-files for classes modeling and prediction by SIMCA (chemometrics, classification, simca)

simca.m

simcapred.m

Gap statistics by Alessandro Crimi

Algorithm for cluster validity index, R. Tibshirani et al. 2001 (cluster, validity index, kmeans)

gap_statistics(data, num_clusters, num_reference_bootstraps...

test_gap_statistics(test_datas)

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)

x2fx_names - compound predictor names for x2fx by Dmitry Kaplan

returns NAMES of columns for the output of x2fx() (x2fx, statistics, predictors)

res=x2fx_names(PredictorNames,model)

Owlstone Lonestar PLS Regression Analysis by Giuseppe Elia

Program to perform PLS regression analysis on Owlstone's Lonestar FAIMS analyser. (lonestar, faims, pls)

FAIMS_OFFLINE(varargin)

SimpleScores by Giuseppe Elia

Plots the PCA scores using the princomp(X) function. Loads files direct from .csv. (data analysis, pca, scores)

SimpleScores(varargin)

TACTICS Toolbox by Raz Shimoni

TACTICS is an interactive platform for customized high content bioimaging analysis. (image processing, data exploration, biotech)

COMPLETE HIGUCHI FRACTAL DIMENSION ALGORITHM by Salai Selvam V

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

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

xhfd=hfd(x,kmax)

try.m

fitmethis by Francisco de Castro

FITMETHIS finds best-fitting distribution to data vector (fitting, best fit, maximum likelihood)

fitmethis(data,varargin)

plotfitdist(data,distname,par,dtype,varargin)

ecopathlite: a Matlab-based implementation of Ecopath by Kelly Kearney

Reproduces the main mass-balance algorithm from the popular ecosystem modeling tool, Ecopath (ecopath, ecosystem)

TruncatedGaussian(sigma, range, varargin)

createensemble(Ewein, pedigree, nset, varargin)

displayecopath(varargin)

Working with Time-Series Data in MATLAB by Abhaya

These are the example files for the webinar: "Working with Time-Series Data in MATLAB". (data exploration, interpolation, data import)

createfigure(X1, Y1)

ausmap.m

format_data.m

NHANESCOPEConvertSASCodeToSTATACodeToReadNHANESDataFile by Rex Cheung

This NHANESCOPE program converts a SAS input program to a STATA do-file (data export, data import)

NHANESCOPEConvertSASCodeToSTATACodeToReadNHANESDataFile(SAS...

NHANESCOPE: National Health and Nutrition Examination Survey Clinical Outcome Prediction Expert by Rex Cheung

This program is a part of a software suite developed to analyze NHANES public use data (data export, data import)

NHANESCOPEUseSASCodeToReadNHANESDataFileToMatlab(SASCodeFil...

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

Price call and put options using Constant Elasticy of Variance model by Hanan Kavitz

An alternative to using Black and Scholes model is using Constant Elasticity of Variance model. (financial models, black and shcoules, constant elasticity m...)

[call,put]=constantElasticity(S,K,r,T,sigma,q,alpha)

Black and Shcoles calculator by Hanan Kavitz

Graphical Black and Shcoles calculator for visualizing different sensetives (black and shcoles, finance, gui)

blscalculator(varargin)

anovanTable by Sanjay Manohar

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

anovanTable(T, varargin)

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)

Analyzing Investment Strategies with CVaR Portfolio Optimization by Bob Taylor

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

covered_engine(X, T, mu, sigma, ...

gbm_calibration(t0, X, t)

gbm_call_price(X0, K, r0, T, sigma)

PES Fitting by Francois Dion

One dimensional potential energy surface fitting (pes, molecular energy, harmonic)

PES_Fitting(varargin)

Multi Class SVM by Cody

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

multisvm(TrainingSet,GroupTrain,TestSet)

Wilcoxon test by Giuseppe Cardillo

non parametric Wilcoxon test for two paired samples (statistics, probability, paired samples)

STATS=wilcoxon(varargin)

Fitting Harmonic Potential by Francois Dion

This is a simple function for Harmonic Potential Fitting (harmonic oscillator, fitting)

fit_harm(R,POT)