Monte Carlo example of the Multi-Factor coupled Commodity Forward curves Simulator by Ahmos Sansom

Implementation of the Multi-Factor multi commodity forward curve simulator (finance, mathematics, optimization)

GetCov(x, y)

LnTestofSims(mySims, LastFC, volFN, Factors)

MultiFactorForwardCurveSimulator(nSims, Seed, historicalFor...

Negative Binomial Regression by Surojit Biswas

NB2 Negative-Binomial regression. (statistics, mathematics, optimization)

nbreg( x, y, varargin )

Matrix Decomposition by Aleksander

Positive definite correlation matrix based on spectral decomposition. Now both for .m, C and Mex (spectral decompositio..., cholesky decompositio..., correlation matrix)

SpectralDP(Correlation)

SCOPE: plot survival and censoring data from excel file interactively by Rex Cheung

This program is a SCOPE sub-routine to plot the survival and censoring data stored in an excel file (mathematics, data import, data export)

xlsSeerComputeSurvivalFuntion(xlsfilename)

SCOPE: mulit-variate cox regression by Rex Cheung

Compute and plot cox regression fit using censored survival data stored in an excel file (data import, mathematics, statistics)

xlsSeerComputeSurvivalFuntionCoxRegression(xlsfilename)

SCOPE: kstest2 extended to allow censoring by Rex Cheung

Extends Matlab 2-sample Kolmogorov-Smirnov test to test "censored" survival data (data import, data export, statistics)

xlsSeerComputeSurvivalFuntionKSTest2(xlsfilename)

SCOPE: interactively tabulate SEER excel variables by Rex Cheung

This takes SEER excel column data interactively, tabulate them, write back in table format. (data import, data export, optimization)

output=xls2tabulate2xls(xlsfilename)

SCOPE: GLM propensity recoding of new risk factor by Rex Cheung

This utility recodes by generalized linear model propensity score (data import, data export, optimization)

output=GLMPropensityRecodeLN(xlsfilename)

SCOPE: utility to recode the Cause Of Death (COD) in SEER by Rex Cheung

This SCOPE utility to recode the Cause Of Death in SEER for observedoutome variable. (data export, data import, mathematics)

xlsrecodeSEERcasueSpecificDeath(xlsfilename, cause)

SCOPE: utility to interactively tabulate SEER data stored in Excel by Rex Cheung

This utility tabulates the column data that to be used in a table for publication of SEER data. (data export, data import, mathematics)

xlsToSEERTable.m

SCOPE: utility to recode categorical data as numerical scores by Rex Cheung

This utility converts SEER categorical data stored in Excel into numerical scores. (data export, data import, statistics)

recodedunivar2univar=Univar2UnivarRecode(filename)

STBL: Alpha stable distributions for MATLAB by Mark Veillette

Functions to handle one-dimensional alpha stable distributions (mathematics, probability, statistics)

stblcdf(x,alpha,beta,gam,delta,varargin)

stblfit(X,varargin)

stblinv(u,alpha,beta,gam,delta,varargin)

SCOPE Ver 1 GUI by Rex Cheung

This provides the GUI of SCOPE, the kernel functions, the instruction, and output examples. (mathematics, optimization, gui)

SCOPEVer1(varargin)

[maxAROC maxAROCRiskFactor stepsBinaryFusion]=FindMaxAROCBi...

[originalriskfactor binaryfusionriskfactor binaryfusionrisk...

SCOPE: bootstrapping the ROC areas and errors in two ways by Rex Cheung

Implemented bootstrapping by Monte Carlo sampling with replacement for ROC areas. (mathematics, statistics, optimization)

AROC=AROCforOptimization(observedoutcome,fittedoutcome)

[perfcurveAROC perfmean perfSTD cutoffAROC cutoffmean cutof...

bootstrapAROCTest.m

SCOPE: this utility gets the final risk levels and risk labels from ROC optimization by Rex Cheung

Use the steps from running SCOPE to obtain the final ROC-optimized risk factor and risk labels. (mathematics, optimization, statistics)

[originalriskfactor binaryfusionriskfactor binaryfusionrisk...

Fit all valid parametric probability distributions to data by Mike Sheppard

ALLFITDIST Fit all valid parametric probability distributions to data. (simulation, statistics, finance)

allfitdist(data,sortby,varargin)

Compression Techniques by Vinay Kumar Tadepalli

Huffman, Extended Huffman, Arithmetic, LZ78, Run Length Encoding, Run Length Decoding, DCT (image processing, communications, statistics)

Random Vector Normal to a Given Vector by David

Random unit vectors are generated that are normal to a specified vector in 3-space. (mathematics)

Vector_Normal_toAnother_Vector(A)

gaussmult by Antonio Trujillo-Ortiz

Gauss's multiplication formula. (mathematics, gauss, multiplication theore...)

gaussmult(m,z)

Empirical Bivariate CDF by Taesam Lee

Estimating Empirical Bivariate Cumulative Density Function (mathematics, statistics, simulation)

[biv_CDF,x_c,y_c,biv_PDF]=ecdfbiv(XD,nxbin,nybin)

Matlab Cluster Ensemble Toolbox by Vincent De Sapio

A Matlab toolbox for investigating the application of cluster ensembles to data classification. (data exploration, statistics, mathematics)

clustermap(idx)

covm(Q,D)

covm2d(theta,sx,sy)