RGDS_Practical_Guide by Ronald/Daniel

The location for programs linked to the book <title> that will be published 2013. (simulation, pharmaceutical)

concmod(regimenType, numSubjects)

SINR-based k-coverage probability in cellular networks by H. P. Keeler

Calculating the k-coverage probability with Poisson process-based cellular network models. (sinr, coverage probability, cellular networks)

CovPFade=funProbCovFade(tValues,betaConst,x)

In=funIn(betaConst,n,x)

Jn=funJn(Tn,betaConst,n,numbMC)

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)

Monte Carlo Simulation with Simulink by Ryan G

Select blocks to vary parameters for Monte Carlo Simulation. (control design, simulink, gui)

Monte Carlo Simulation with Simulink

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...

Measures of Analysis of Time Series toolkit (MATS) by Dimitris Kugiumtzis

MATS computes many measures of scalar time series analysis on many time series in one go. (nonlinear dynamics, time series analysis, finance)

AAFTsur(xV,nsur)

AMRBootstrap(xV,arm,nsur)

ARMAfitite(xV,mV,pV,TV)

Panning Effect on a Mono-Audio Input by Vinay Kumar Tadepalli

Panning effect is implemented for both an audio file and any audio input device such as microphone. (communications, data import, signal processing)

panning.m

panning1.m

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)

JPEG Compression (DCT) by Vinay Kumar Tadepalli

JPEG compression using Discrete Cosine Transform Technique (but when i run it i h..., communications, signal processing)

dct1.m

Mutual Information -2 variablle by Taesam Lee

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

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

bernpdf by Peter Cotton

Distribution of the sum of independent non-identical Bernoulli random variables using convolution (statistics, probability, simulation)

bernpdf(p)

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)

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)

Expectation-Maximization algorithm for bi-variate Normal Inverse Gaussian distribution by Karol Binkowski

Expectation-Maximization (EM) algorithm for bi-variate Normal Inverse Gaussian (biNIG) distribution (finance, statistics, simulation)

EMBIVNIG(x1, x2, iter, tolcrit, alphas, betas1, betas2, del...

binigm1(mu1, mu2, alpha, beta1, beta2, dlt, Sigma)

binigm2(mu1, mu2, alpha, beta1, beta2, dlt, Sigma)

BeadFluct v1.0 by Fabian Czerwinski

Monte-Carlo simulation to calculate position of micronsized particles in optical trap (biophysics, biotech, simulation)

[header, t, Mx]=BeadFluct(m,n,fsample, r, fc)

calcRealWorldFactorScores by Martyn Dorey

Takes output from factoran and turns into real world explained returns and residuals. (statistics, probability, factor)

calcRealWorldFactorScores(mxLoadings,mxAssets,vecIdio,T)

Multivariate Lognormal Simulation with Correlation by Stephen Lienhard

A multivariate lognormal simulator. (statistics, probability, lognormal)

MvLogNRand( Mu , Sigma , Simulations , CorrMat )