Date Vector or Serial Date Number to ISO 8601 Date String by Stephen Cobeldick

Convert a Date Vector/Number to an ISO 8601 Date String. Tokens control the date/time notation. (date, timestamp, datevec)

datestr8601(DVN,varargin)

ISO 8601 Date String to Serial Date Number by Stephen Cobeldick

Convert an ISO 8601 Date String to a Serial Date Number. Auto-detect or select timestamp style. (calendar date, date, datenum)

datenum8601(str,tok)

quadratic equation interpolation by Sherif Omran

assume you have a quadratic equation y=ax^2+bx+c.This script determines a, b , c (s, mathematics, measurement)

[a,b,c]=Quadratic(x,y)

N-Dimensional Trapezoidal integral by Mohammed Sadeq Al-Rawi

See title. (communications, biotech, image processing)

trapezoidal_rule_nd_integral(x, mat, N)

Generalized Hurst exponent by Tomaso Aste

Generalized Hurst exponent of a stochastic variable (finance, statistics, signal processing)

[mH,sH]=genhurst(S,q,maxT)

Weighted generalized Hurst exponent by Tomaso Aste

Computes the generalized Hurst exponent with exponential weights (finance, physics, signal processing)

[mH,sH]=genhurstw(S,q,delta,maxT)

Trapezoidal Integration by Aravazhi Anbarasu

Simple and intuitive numerical integration based on trapezoidal rule. (data import, data export, control design)

int_trapz(X,Ts)

Linear regression with statistics for multiple category data by Soumya Banerjee

This function does linear regression with statistics for multiple category data (OLS and RMA) (aerospace, automotive, biotech)

regress_plot_twocategories

Generating correlation matrices based on the boundaries of their coefficients. by Kawee Numpacharoen

Correlation can be generated using uniform random variable distribution within the boundaries. (statistics, simulation, mathematics)

[C,p]=RandomCorr(n,K)

Multifractal detrended fluctuation analyses by Espen Ihlen

The multifractal (detrended fluctuation..., statistics, medical)

MFDFA1(signal,scale,q,m,Fig)

MFDFA2(signal,scale,m,Fig)

Matlabcodes.m

Estimation of Nelson-Siegel and Svensson Models by Kamil Kladivko

Estimation of zero yield curve from coupon bond prices by Nelson-Siegel or Svensson model. (interpolation, nelson siegel, yield curve)

NScurve(Params, Tau, Model)

NSerror.m

NSest(Bonds, ShortRates, Model, Optimization)

Measures of Analysis of Time Series toolkit (MATS) by Dimitris Kugiumtzis

MATS computes many measures of scalar time series analysis on many time series in one go. (nonlinear dynamics, time series analysis, finance)

AAFTsur(xV,nsur)

AMRBootstrap(xV,arm,nsur)

ARMAfitite(xV,mV,pV,TV)

Weighted Data Binning [wbin] by Michael Lindholm Nielsen

Weighted data binning. (weighted data binning, data binning, time series)

wbin(X, Y, E, DX)

Best Fit Legend by rasam aliazizi

the best tool for signal processing, of a section of your data. (communications, control design, data export)

BestFitInfo(varargin)

Equation(polyCoeff, x, y)

GetMousePosition(varargin)

Generate [file/folder/any] name based on current time by sunil anandatheertha

Generate [file/folder] name based on current time. Useful for some automated folder/file creation. (aerospace, data export, automotive)

genFilename()

Matlab Monte Carlo Demo on Advanced Statistical Estimation of Variance and Standard Deviation by Amitava Biswas

Matlab Monte Carlo Demo on Advanced Statistical Estimation of Variance and Standard Deviation (aerospace, automotive, biotech)

biswas48.m

Simulated Annealing Optimization by Héctor Corte

This program performs simulated annealing otimization on functions of R^n in R. (annealing, physics, simulation)

sim_anl.m

Unprotect Excel sheet by rasam aliazizi

unprotecting a password protected sheet in excel, function requires a password to do that. (finance, gui, signal processing)

ProtecStatus2(Excel, password)

test1()

Kruskal Wallis statistics calculation for equal data by Sherif Omran

This code calculates the Kruskal Wallis statistics given for 2 datasets with equal length > 5 (finance, measurement, mathematics)

H=Kruskal_Wallis_V2(a,b)

Trend-Duration-Frequency by Agne Burauskaite-Harju

Test for trends in extreme values of data for several quantiles and data resolutions (statistics, mathematics, signal processing)

LegendreShiftPoly(n)

[GPD_param1, GPD_param2, GPD_quantiles, quantiles, sums]=GP...

[correct, begining_date_num, end_date_num]=input_correct(da...

Window cross-similarity by Agne Burauskaite-Harju

Time series window cross-similarity (statistics, mathematics, signal processing)

w_sim=window_cross_sim(data1, data2, t, w)

Cosine cross-similarity by Agne Burauskaite-Harju

Time series cosine cross-similarity, dominant lag ans maximum value (statistics, mathematics, signal processing)

[k, d_lag, max_sim]=cos_cross_sim(data1, data2, t, maxlag, ...

Nyquist Plot. by satendra kumar

More effective and interactive Nyquist plot Function (matlab, nyquist, polar plot)

lnyquist1(a,b,c,d,iu,w)

My Cubic Splines by Avinash Bhat

The programs are supported with enough documentation. The user needs to go through README first. (measurement, optimization, mathematics)

components( h, n, y )

gen_n_solve( n, x, d, b )

my_splines( N )

Trim leading/trailing repeated values by Oleg Komarov

Numeric vector/2D matrix. Trims leading, trailing or both sides; operates columnwise or row-wise. (trim, repeated, leading)

trimRepLT(In,dim,mode)

Algorithmic Trading with MATLAB - 2009 update by Ameya Deoras

M-file scripts and Simulink models from webinar on 28 May 2009 (algorithmic trading, high frequency, finance)

callnnpiter

ema(x,N)

emstd(X,N)

RST controller by Wolfram Ebert

RST polynomial controller implementation also suited for real-time. (signal processing, image processing, control design)