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updated 1 month ago

fitmethis by Francisco de Castro

FITMETHIS finds best-fitting distribution to data vector (fitting, best fit, maximum likelihood)

fitmethis(data,varargin)

plotfitdist(data,distname,par,dtype,varargin)

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updated 2 years ago

MAXIMUM LIKELIHOOD ESTIMATION OF THE COX-INGERSOLL-ROSS PROCESS: THE MATLAB IMPLEMENTATION by Kamil Kladivko

Maximum Likelihood Estimation of the Cox-Ingersoll-Ross process in Matlab (finance, maximum likelihood, interest rate modelin...)

CIRestimation(Model)

CIRobjective1(Params, Model)

CIRobjective2(Params, Model)

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updated almost 3 years ago

Blind Reverberation Time Estimation by Marco Jeub

Matlab source code for blind reverberation time estimation from reverberant speech signals (reverberation time es..., t60, rt)

ML_RT_estimation.m

ML_RT_estimation_frame.m

ML_RT_estimation_init(fs)

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updated 3 years ago

Boosted Generalized Additive Models (bgam) package by Patrick Mineault

Boosting for the Generalized Additive and Linear Models (GAM and GLM). (glm, gam, generalized linear mo...)

fitbgam(y,X,trainer,fitParams)

fitcvbgam(y,X,trainer,fitParams,folds)

bgam.CVFit

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updated almost 5 years ago

Basic PCA based log-Likelihood Classifier by Dirk-Jan Kroon

PCA algorithm suitable for detection / recognition of 2D image "objects" (pca, classifier, likelihood)

[Lmean,Gmean,Cgppca,invCgppca,Vtot]=train_model(L,G)

[distanceL,distanceG,LogLikelihood]=apply_model(T,Lmean,G...

example_classifier_ms.m

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updated 5 years ago

Risk and Asset Allocation by Attilio Meucci

Software for quantitative portfolio and risk management (finance, modeling, analysis)

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Addition(x,y);

Adendotd(dense, d, sparAd, Ablk, blkstart)

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updated 6 years ago

Nonlinear fitting n-dimensional data with arbitrary functions by Jan

Demonstrates the abilities of Matlab functions lsqcurvefit, fmincon and fminsearch to fit complex mo (optimization, nonlinear fit, nd)

fit_func

fit_nl

fit_nl_ex

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