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updated 21 days ago

Stable Sampling of Point Clouds for ICP Registration by Tolga Birdal

The function implements the sampling strategy of Geometrically Stable Sampling for the ICP Algorithm (icp, iterative closest poi..., point cloud)

[SrcSample, SrcSampleNormals]=sample_pc_stable(Src, Norma...

test_stable_sampling.m

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updated 28 days ago

MULTIVARIATE GARCH BASED ON PCA by Tal Shir

Generage Convariance mairix using PCA-GARCH model (garch, multivariate garch, correlation)

[Cov Corr PCov PCorr PRt Model PRterr NumFac COEFF,SCORE,...

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updated 3 months ago

corrmap correlation coefficients by Chad Greene

This function returns correlation coefficients along any dimension of an N-dimensional data set. (corrcoef, correlation, cov)

corrmap

corrmap(A,y,dim,varargin)

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updated 12 months ago

nearestSPD by John D'Errico

Finding the nearest positive definite matrix (positive definite mat..., covariance matrix, covariance)

nearestSPD_demo

nearestSPD(A)

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updated 1 year ago

Polynomial Toolbox: polyBox Version 2.1 by Matthew Harker, Paul O'Leary,

Polanomial approximation, polynomials as admissible functions, a comprehensive tutorial. (polynomials, covariance, convolution)

Demonstrate 2: Constrained Polynomials and Beam Measurements

Demonstrate the Constrained Polynomial Approximation

Example of Constrained Polynomials

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updated 2 years ago

Weighted Covariance Matrix by Francesco Pozzi

Calculates a Weighted Covariance Matrix (statistics, correlation, covariance)

weightedcov(Y, w)

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updated 2 years ago

Autocovariance by Jacques Burrus

Computes the autocovariance of two columns vectors consistently with the var and cov functions. (time series, variance, covariance)

autocov(X,Y)

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updated 2 years ago

Active Shape Model (ASM) and Active Appearance Model (AAM) by Dirk-Jan Kroon

Cootes 2D/3D Active Shape & Appearance Model for automatic image object segmentation and recognition (asm, active shape model, active shape)

A=imresize3d(V,scale,tsize,ntype,npad)

AAM_2D_example.m

AAM_3D_train_example.m

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updated 2 years ago

Exponentially weighted covariance matrix by Tina Yener

Calculates exponentially weighted covariance matrix, correlation and volatilities. (exponentially weighte..., ewma, covariance)

ewma_covariance(data,lambda)

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updated almost 3 years ago

Kalman Filter in Matlab (Tutorial) by Farhat Masood

Learn how to Implement Kalman Filter in Matlab. (kalman, filter, covariance)

(A*s1*C'+V12)/(V2+C*s1*C'); dd=max(max(abs(k1-k0))); ...

kalmanf(s)

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updated 4 years ago

Downside correlation by Francesco Pozzi

This function returns the downside correlation for the columns of variable Y (variance, standard deviation, covariance)

downsidecorrelation(Y, m)

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updated 4 years ago

Upside correlation by Francesco Pozzi

This function returns the upside correlation for the columns of variable Y (variance, standard deviation, covariance)

upsidecorrelation(Y, m)

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updated 4 years ago

Upside covariance by Francesco Pozzi

This function returns the upside covariance for the columns of variable Y (variance, standard deviation, covariance)

upsidecovariance(Y, m)

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updated 4 years ago

Downside covariance by Francesco Pozzi

This function returns the downside covariance for the columns of variable Y (variance, standard deviation, covariance)

downsidecovariance(Y, m)

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updated 4 years ago

Symbolic Derivatives for Econometric Tests by Alan Weiss

How to calculate derivatives required by Econometric Toolbox tests via Symbolic Math Toolbox (symbolic, econometrics, jacobian)

symbolic_econometric_tests.m

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updated 5 years ago

autocov.m by Phillip M. Feldman

compute sample autocovariance of a time series (vector) (autocovariance, covariance, time series)

autocov(x,maxlag)

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updated 6 years ago

hurst parameter estimate by Chu Chen

This routine estimate the long-range dependence of a sequence with several methods. (fractals, hurst parameter, longrange dependence)

RS(sequence,isplot)

absval(sequence,isplot,moment)

aggvar(sequence,isplot)

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updated almost 7 years ago

Optimal Kalman Filter for nonscalar system estimation by Sasha Zorin

Example calculation of time dependence of system variations is presented. (filter design, filter analysis, kalman filter)

KF_opt.m

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updated 9 years ago

multcov by Antonio Trujillo-Ortiz

Covariance of a multinomial distribution. (statistics, probability, ultinomial)

multcov.m

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updated 9 years ago

Covariance Tools 1.0a by Tim Gebbie

Some tools for covariance matrix estimation. (finance, modeling, analysis)

C=nancov(x)

[g,X]=average(X,h)

[w,wv]=optimalweights(varargin)

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updated almost 10 years ago

Circular Cross Covariance by G. Levin

Circular Cross Covariance function estimate. (filter design, filter analysis, correlation)

[x,c]=CXCOV(a,b)

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updated almost 10 years ago

SEP - An Algorithm for Converting Covariance to Spherical Error Probable by Michael Kleder

An algorithm for converting covariance to spherical error probable. (aerospace, aeronautics, aerodef)

sep(varargin);

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updated 10 years ago

kmatrix by Amr Ali

Calculate the state space paremeters and the calculate the covariance matrix ... (system identification, state space, covariance)

Kmatrix.m

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updated 10 years ago

error_ellipse by AJ Johnson

Plot an error ellipse depicting confidence interval given a covariance matrix. (statistics, probability, eep)

h=error_ellipse(varargin)

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updated almost 11 years ago

Variance of Vector Elements by Luigi Rosa

A fast covariance. (covariance, standard deviation, elements)

prova.m

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