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updated 15 days ago

Fast or Accurate Moving Average (mex functions) by Liber Eleutherios

Liber Eleutherios

Return the moving average of 2D matrix X, given a running window w (average mean statisti...)

accuratemovav(X, w)

fastmovav(X, w)

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updated 15 days ago

Inequality Package by Liber Eleutherios

Liber Eleutherios

Inequality Metrics: Gini Coefficient associated to the Lorenz Curve, Theil and Atkinson indexes (atkinson, statistics, probability)

atkinsonineq.m

lorenzcurve.m

ginicoeff(p, w)

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updated 15 days ago

Weighted Covariance Matrix by Liber Eleutherios

Liber Eleutherios

Calculates a Weighted Covariance Matrix (statistics, correlation, covariance)

weightedcov(Y, w)

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updated 15 days ago

Weighted Correlation Matrix by Liber Eleutherios

Liber Eleutherios

Compute coefficients of the Weighted Correlation Matrix, as an alternative to CORRCOEFF (correlation, weighted correlation, statistics)

weightedcorrs.m

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updated 15 days ago

Weighted Kendall Rank Correlation Matrix by Liber Eleutherios

Liber Eleutherios

Fast Weighted Kendall Rank Correlation Matrix (much much faster than Matlab CORR) (corrcoef, corr, weighted kendall rank...)

kendalltau(Y, w)

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updated 15 days ago

SUB2IND4UP Linear index from subscripts of upper triangular matrix (only elements above diagonal) by Liber Eleutherios

Liber Eleutherios

Single index for given subscripts of a 2D upper matrix, (no elements over the diagonal) (subscripts, linear indexes, vector)

sub2ind4up(I, J)

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updated 15 days ago

IND2SUB4UP Subscripts from linear index for upper triangular matrix (only elements above diagonal) by Liber Eleutherios

Liber Eleutherios

Subscripts from a given single index for a 2D upper matrix (no elements over the diagonal) (subscripts, linear indexes, vector)

ind2sub4up(IND)

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updated 15 days ago

Downside correlation by Liber Eleutherios

Liber Eleutherios

This function returns the downside correlation for the columns of variable Y (variance, standard deviation, covariance)

downsidecorrelation(Y, m)

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updated 15 days ago

Upside correlation by Liber Eleutherios

Liber Eleutherios

This function returns the upside correlation for the columns of variable Y (variance, standard deviation, covariance)

upsidecorrelation(Y, m)

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updated 15 days ago

Upside covariance by Liber Eleutherios

Liber Eleutherios

This function returns the upside covariance for the columns of variable Y (variance, standard deviation, covariance)

upsidecovariance(Y, m)

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updated 15 days ago

Downside covariance by Liber Eleutherios

Liber Eleutherios

This function returns the downside covariance for the columns of variable Y (variance, standard deviation, covariance)

downsidecovariance(Y, m)

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updated 15 days ago

Upside variance by Liber Eleutherios

Liber Eleutherios

This function returns the upside variance for the columns of variable Y (variance, standard deviation)

upsidevariance(Y, m)

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updated 15 days ago

Downside variance by Liber Eleutherios

Liber Eleutherios

This function returns the downside variance for the columns of variable Y (variance, standard deviation)

downsidevariance(Y, m)

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updated 15 days ago

Correlation Percentiles by Liber Eleutherios

Liber Eleutherios

CORRPERC estimates percentiles & standard deviations of a correlation matrix, performing a bootstrap (correlation, percentiles, standard deviation)

corrperc(Y, perc, n_iters, matrix3D)

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updated 15 days ago

Download the entire archive of mp3 and zip files from Project Gutenberg by Liber Eleutherios

Liber Eleutherios

Some very rudimental functions for downloading all mp3 & zip files from Project Gutenberg (data import)

gutenberg_download_mp3

gutenberg_download_zip

gutenberg_pages

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updated 15 days ago

Fast Correlation between two vectors by Liber Eleutherios

Liber Eleutherios

fastcorrelation is a fast and numerically stable algorithm for computing the correlation (in C) (algorithm, vectors, correlation)

fastcorrelation(x, y)

slowcorrelation(x, y)

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updated 15 days ago

Analytical solution for Orthogonal Linear Least Squares in two dimensions by Liber Eleutherios

Liber Eleutherios

The function returns the Orthogonal Linear Least Squares estimate for parameters of line ax+by+c=0 (statistics, probability, least squares)

OrthLLS2D(x, y)

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updated 15 days ago

Rudimental compression algorithms for 2D matlab plots by Liber Eleutherios

Liber Eleutherios

Rudimental compression algorithms for 2D matlab plots (make eps images small for your LaTeX docs!) (compression, resolution, plot)

compress2D(x, y, width, height, alpha)

compress2Dh(x, y, width, height, alpha)

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updated 15 days ago

Rankings by Liber Eleutherios

Liber Eleutherios

Calculate Rankings with five different methodologies (statistics, probability, ranking)

DenseRankings(x)

FractionalRankings(x)

FractionalRankings2(x)

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updated 6 years ago

MVG Multivariate Gaussian random number generator by Chad Lieberman

Chad Lieberman

Generates vectors from the multivariate normal distribution parameterized by specified mean vector a (statistics, probability, multivariate)

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