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updated 28 days ago

Whittle Surrogate by Shawn Pethel

Generates a symbol sequence with a specified transition count. (whittles formula, markov chain, surrogate data)

MarkovOrderTests(r,N,K)

trans_count(d,Order)

whittle_number(f,u,v)

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updated 4 months ago

Adaptive Metropolis Hastings and Factor Slice Sampling by Khoa Tran

General purpose Markov Chain Monte Carlo sampling techniques for linearly correlated distribution (mcmc, monte carlo, markov chain)

AM(X,OPT)

FSS(X,OPT)

RWM(X,OPT)

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updated 10 months ago

Volume Computation of Convex Bodies by Ben Cousins

This software will approximate the volume of, or sample from, a high-dimensional convex body. (markov chain, volume, sampling)

Cube(dim, eps, type)

Sample(P,E,eps,p,flags,start_pt)

Simplex(dim, eps, type)

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updated 1 year ago

STEPS mobility model by Anh-Dung Nguyen

STEPS is a simple parametric model which can cover a large spectrum of human mobility patterns (human mobility, mobility model, preferential attachme...)

simulation_example(animation)

Group

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updated 3 years ago

wordhit by Ben Petschel

determines probabilities and expected times to produce words in a random character stream (probability, coin toss, random string)

[P,T,info]=wordhit(varargin)

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updated 3 years ago

Nonparametric Estimation of Regime Switching Data by Moeti Ncube

Methodology from simulated data without any modeling assumptions (markov chain, simulation, nonparametric)

[alpha,beta]=getparams(c,st)

discretesample(p, n)

markovchainmodel.m

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updated 6 years ago

An Example of Markov Chain and multinominal option pricing by Ying Li

One sample of the pricing of double barriers knock-in binary put option by using multinominal, Marko (finance, modeling, analysis)

MakovChain_KIBarriersDigitalPut(S0,StrikePrice,TopBarrier...

Multinominal_KIBarriersDigitalPut(S0,TopBarrier,BottomBar...

output=BSBinaryPutByLogPrice(LogCurrentPrice,LogStrike,ta...

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