Negative Binomial Regression by Surojit Biswas

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

nbreg( x, y, varargin )

Analyzing Investment Strategies with CVaR Portfolio Optimization by Bob Taylor

Scripts and data to demonstrate the new PortfolioCVaR object in Financial Toolbox. (finance, portfolio, optimization)

covered_engine(X, T, mu, sigma, ...

gbm_calibration(t0, X, t)

gbm_call_price(X0, K, r0, T, sigma)

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)

Rapid Centroid Estimation by Mitchell Yuwono

An efficient particle swarm approach for rapid optimization of cluster centroids. (optimization, statistics, data exploration)

RCE( in, k, varargin )

distmat(in,x,distance, mu, sd, P, s_in)

plot_swarm(in, labels, centroids, particle_trajectory, rand...

Treynor-Black portfolio management model by Ben

Treynor-Black portfolio management model (portfolio management, optimization, active)

[pct_w_pos_opti beta_pos_opti pct_w_active measures_port me...

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 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...

Using MATLAB to Optimize Portfolios with Financial Toolbox by Bob Taylor

Scripts and data to demonstrate the new Portfolio object in Financial Toolbox. (backtesting, analysis, finance)

part1_plot(varargin)

PortfolioDemo

part1_intro.m

Portfolio Optimizer Tool by Patric Schenk

Portfolio Optimizer Tool (data import, gui, finance)

portfoliotool(varargin)

ExcelReport

Portfolio

LinStats by Michael Boedigheimer

Statistical analysis (ANOVA,…) and plotting of fixed and mixed effects models using modern methods (statistics, gui, optimization)

blkrepmat( type, c, q )

center(X, V, dim)

coeff2eqn( coeffs, var_names, skipzeros, parens )

Mutual Information -2 variablle by Taesam Lee

Estimate Mutual Information with kernel density function (simulation, optimization, signal processing)

[Ixy,lambda]=MutualInfo(X,Y)

RAPID RADIOMETRIC ENHANCEMENT OF COLORED 3D POINT CLOUDS USING COLOR BALANCING by Ulas Yilmaz

Modules for radiometric enhancement of colored 3D point clouds using color balancing (image processing, 3d, radiometric enhanceme...)

cbalance(clouds,varargin)

cbalanceTest.m

Non-linear regression GUI by Pablo Marín

This GUI solves model-based non-linear regression problems of the univariate and multivariate form. (statistics, optimization)

nlinreg(varargin)

Automated Failure Boundary Mapping by Stuart Kozola

Demo files from July 21, 2009 webinar (statistics, optimization, clustering)

Failure Boundary Identification

Flutter Model Demo

boundaryArea(Y,X,lb,ub,limitFunction)

Reliable and Roubst Design by Stuart Kozola

MATLAB Code used in the Jan 2008 Digest Article (uncertainty, robust design, optimization)

cumprobPlot(cost)

myCostFcn(x,simParms)

myCostFcnRR(x,simParms)