Tutorial on Polynomials in Matlab: polyBox Version 1.2 by Matthew Harker, Paul O'Leary,

A thorough tutorial on polynomials in matlab, which also adds functions for covariance computations (polynomials, covariance, convolution)

Tutorial on Polynomials in MATLAB

polyadd( f, g, Lf, Lg )

polyfitcov( x, y, d )

Weighted Covariance Matrix by Francesco Pozzi

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

weightedcov(Y, w)

Autocovariance by Jacques Burrus

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

autocov(X,Y)

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 (2d, active appearance mod..., active shape model)

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

AAM_2D_example.m

AAM_3D_train_example.m

Exponentially weighted covariance matrix by Tina Yener

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

ewma_covariance(data,lambda)

Kalman Filter in Matlab (Tutorial) by Farhat Masood

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

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

kalmanf(s)

Downside correlation by Francesco Pozzi

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

downsidecorrelation(Y, m)

Upside correlation by Francesco Pozzi

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

upsidecorrelation(Y, m)

Upside covariance by Francesco Pozzi

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

upsidecovariance(Y, m)

Downside covariance by Francesco Pozzi

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

downsidecovariance(Y, m)

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

A Ball Tracking Application by Fuat Cogun

The tracker implements the Covariance Tracking method to track the ball in a football match (ball, covariance, covariance matrix)

drawDetectionWindow(I,estPositionX,estPositionY,size)

findCovarianceMatrix(I, positionX, positionY, size)

getScreenSize()

autocov.m by Phillip M. Feldman

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

autocov(x,maxlag)

hurst parameter estimate by Chu Chen

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

RS(sequence,isplot)

absval(sequence,isplot,moment)

aggvar(sequence,isplot)

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

multcov by Antonio Trujillo-Ortiz

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

multcov(n,p)

Covariance Tools 1.0a by Tim Gebbie

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

C=nancov(x)

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

[w,wv]=optimalweights(varargin)

Circular Cross Covariance by G. Levin

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

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

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);

kmatrix by Amr Ali

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

Kmatrix.m

error_ellipse by AJ Johnson

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

h=error_ellipse(varargin)

Variance of Vector Elements by Luigi Rosa

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

prova.m