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Date Vector or Serial Date Number to ISO 8601 Date String Convert a Date Vector/Number to an ISO 8601 Date String. Tokens control the date/time notation. |
0 Comments 13 Downloads (30 Days) |
![]() updated 1 month ago |
ISO 8601 Date String to Serial Date Number Convert an ISO 8601 Date String to a Serial Date Number. Auto-detect or select timestamp style. |
0 Comments 9 Downloads (30 Days) |
![]() updated 4 months ago |
quadratic equation interpolation assume you have a quadratic equation y=ax^2+bx+c.This script determines a, b , c |
0 Comments 12 Downloads (30 Days) |
![]() updated 5 months ago |
N-Dimensional Trapezoidal integral See title. |
0 Comments 0 Downloads (30 Days) |
![]() updated 6 months ago |
Generalized Hurst exponent of a stochastic variable |
2 Comments 60 Downloads (30 Days) |
![]() updated 6 months ago |
Weighted generalized Hurst exponent Computes the generalized Hurst exponent with exponential weights |
0 Comments 8 Downloads (30 Days) |
![]() updated 7 months ago |
Simple and intuitive numerical integration based on trapezoidal rule. |
2 Comments 6 Downloads (30 Days) |
![]() updated 9 months ago |
Linear regression with statistics for multiple category data This function does linear regression with statistics for multiple category data (OLS and RMA) |
0 Comments 8 Downloads (30 Days) |
![]() updated 10 months ago |
Generating correlation matrices based on the boundaries of their coefficients. Correlation can be generated using uniform random variable distribution within the boundaries. |
3 Comments 8 Downloads (30 Days) |
![]() updated 11 months ago |
Multifractal detrended fluctuation analyses The multifractal |
0 Comments 32 Downloads (30 Days) |
![]() updated 1 year ago |
Estimation of Nelson-Siegel and Svensson Models Estimation of zero yield curve from coupon bond prices by Nelson-Siegel or Svensson model. |
1 Comment 41 Downloads (30 Days) |
![]() updated 1 year ago |
Measures of Analysis of Time Series toolkit (MATS) MATS computes many measures of scalar time series analysis on many time series in one go. |
17 Comments 72 Downloads (30 Days) |
![]() updated 1 year ago |
Weighted data binning. |
1 Comment 2 Downloads (30 Days) |
![]() updated 1 year ago |
the best tool for signal processing, of a section of your data. |
0 Comments 7 Downloads (30 Days) |
![]() updated 1 year ago |
Generate [file/folder/any] name based on current time Generate [file/folder] name based on current time. Useful for some automated folder/file creation. |
0 Comments 7 Downloads (30 Days) |
![]() updated 1 year ago |
Matlab Monte Carlo Demo on Advanced Statistical Estimation of Variance and Standard Deviation Matlab Monte Carlo Demo on Advanced Statistical Estimation of Variance and Standard Deviation |
1 Comment 6 Downloads (30 Days) |
![]() updated almost 2 years ago |
Simulated Annealing Optimization This program performs simulated annealing otimization on functions of R^n in R. |
4 Comments 30 Downloads (30 Days) |
![]() updated almost 2 years ago |
unprotecting a password protected sheet in excel, function requires a password to do that. |
0 Comments 2 Downloads (30 Days) |
![]() updated almost 2 years ago |
Kruskal Wallis statistics calculation for equal data This code calculates the Kruskal Wallis statistics given for 2 datasets with equal length > 5 |
0 Comments 1 Download (30 Days) |
![]() updated 2 years ago |
Test for trends in extreme values of data for several quantiles and data resolutions [GPD_param1, GPD_param2, GPD_quantiles, quantiles, sums]=... [correct, begining_date_num, end_date_num]=input_correct(... |
1 Comment 8 Downloads (30 Days) |
![]() updated 2 years ago |
Time series window cross-similarity |
0 Comments 4 Downloads (30 Days) |
![]() updated 2 years ago |
Time series cosine cross-similarity, dominant lag ans maximum value [k, d_lag, max_sim]=cos_cross_sim(data1, data2, t, maxlag... |
0 Comments 2 Downloads (30 Days) |
![]() updated 2 years ago |
More effective and interactive Nyquist plot Function |
0 Comments 0 Downloads (30 Days) |
![]() updated 3 years ago |
The programs are supported with enough documentation. The user needs to go through README first. |
0 Comments 3 Downloads (30 Days) |
![]() updated 3 years ago |
Trim leading/trailing repeated values Numeric vector/2D matrix. Trims leading, trailing or both sides; operates columnwise or row-wise. |
0 Comments 2 Downloads (30 Days) |
![]() updated 4 years ago |
Algorithmic Trading with MATLAB - 2009 update M-file scripts and Simulink models from webinar on 28 May 2009 |
13 Comments 30 Downloads (30 Days) |
![]() updated 4 years ago |
RST polynomial controller implementation also suited for real-time. |
0 Comments 3 Downloads (30 Days) |