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updated 1 month ago

Multivariate Hoeffding's Phi-Squared by Ivan Medovikov

Nonparametric measure of multivariate association. (nonlinear, copulas, nonparametric)

multphi2.m

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updated 10 months ago

Watson's U2 statistic based permutation test for circular data by Pierre M├ęgevand

Performs a permutation test based on Watson's U2 statistic for 2-sample testing of circular data. (statistics, circular, watson)

U2=watsons_U2(A1,A2)

[p,U2_obs,U2_H0]=watsons_U2_perm_test(A1,A2,N)

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updated 11 months ago

Machine Learning with MATLAB by Abhishek Gupta

These are the supporting MATLAB files for the MathWorks webinar of the same name. (blackbox modeling, nonparametric, partitional clusterin...)

Clustering Corporate Bonds

Machine Learning using MATLAB

ImportBankData(filename, startRow, endRow)

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updated 1 year ago

Alternating Conditional Expectation algorithm (ACE) by Henning Voss

Alternating Conditional Expectation algorithm (ACE) to calculate optimal transformations (nonparametric, ace, alternating condition...)

ace_main()

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updated 2 years ago

TRIPLESTEST by Jos (10584)

a non-parametric test for asymmetry (statistics, probability, test symmetry nonpara...)

triplestest(X, alpha)

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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 almost 4 years ago

laplace.m by Peter Cotton

Smooth compact 1,2 or 3 dimensional atomic probability distribution (del2, delsq, laplacian)

laplace(xs,A,b,AEq,bEq,varargin)

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updated 4 years ago

Regression by Arnout Tilgenkamp

Non parametric regression using kernels to estimate density function of residuals. (regression, parametric, nonparametric)

KLMHR2(X,y)

KMLHR(B,X,y)

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updated 4 years ago

Non-parametric error/confidence intervals by Matthew Nelson

Calc standard error of the mean or non-parametric confidence intervals for samples of a time series (statistics, nonparametric, chebyshev)

DataSeriesNonParamErr.m

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updated 4 years ago

McNemar est by Giuseppe Cardillo

Perform the McNemar test on a 2x2 matrix (statistics, probability, mcnemar)

mcnemar(varargin)

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updated 4 years ago

Jonckheere-Terpstra test on trend by Giuseppe Cardillo

A nonparametric Test for Trend (jonckheereterpstra te..., trend, nonparametric)

jttrend.m

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updated 6 years ago

AnDarksamtest by Antonio Trujillo-Ortiz

Anderson-Darling k-sample procedure to test whether k sampled populations are identical. (statistics, probability, andersondarling)

AnDarksamtest.m

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updated almost 7 years ago

Variability: a non-parametric measure by Joel Heath

calculate Variability from an array, without assuming distribution; robust & no rare event issues (statistics, probability, variability)

Variability(sample)

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updated 7 years ago

NonParametric Statistical Toolbox by Erik Erhardt

These are MatLab functions for performing Exact and approximate NonParametric statistics on small da (statistics, probability, nonparametric)

KendallTau(x,y)

MakeCorr(V)

[data,data2,k,k2]=npar_wilcoxrsum(data,data2,k,k2)

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updated 7 years ago

Nonparametric Power Spectrum Estimation With Thresholded Cepstrum by Steve Lutes

A function to nonparametrically estimate the power spectrum via thresholded cepstrum (spectral analysis, power spectrum, cepstrum)

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updated 7 years ago

Non-parametric random generator by Karel Zimmermann

Function generates n random numbers from a non-parametric probability distribution. (nonparametric, random generator, histogram)

nonParamRnd(h,n)

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updated almost 10 years ago

checkstationary by Zlatko Petroff

Non-papametric tests for stationary. (statistics, probability, check)

checkstationary(X,N,alpha,method);

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updated 10 years ago

Conover's Two-Sample Squared Ranks Test for Equality of Variance by Benjamin Levy

Performs two-sample squared ranks test for equality of variance. (statistics, probability, nonparametric)

P=RowFind(aC,M);

SquaredRanksTest(x,y,p,side,data);

ranksWithTies(Z);

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updated 10 years ago

FPtest by Antonio Trujillo-Ortiz

Fligner-Policello non-parametric two-samples robust-rank order test. (statistics, probability, flignerpolicello)

FPtest.m

MW11cdf(X,N)

MW22cdf(X,N)

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