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updated 1 day 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 21 days 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 1 year ago

Weighted Covariance Matrix by Francesco Pozzi

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

weightedcov(Y, w)

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updated 1 year ago

Autocovariance by Jacques Burrus

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

autocov(X,Y)

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updated 1 year 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 (active appearance mod..., 2d, active shape model)

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

AAM_2D_example.m

AAM_3D_train_example.m

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updated 1 year 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 2 years ago

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)

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updated 3 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 3 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 3 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 3 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 3 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 almost 4 years ago

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()

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updated 4 years ago

autocov.m by Phillip M. Feldman

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

autocov(x,maxlag)

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updated 5 years ago

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)

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updated almost 6 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 8 years ago

multcov by Antonio Trujillo-Ortiz

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

multcov(n,p)

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updated 8 years ago

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)

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updated almost 9 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 9 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 9 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 9 years ago

error_ellipse by AJ Johnson

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

h=error_ellipse(varargin)

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updated almost 10 years ago

Variance of Vector Elements by Luigi Rosa

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

prova.m

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