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updated 4 months ago

Fast or Accurate Moving Average (mex functions) by Francesco Pozzi

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 1 year ago

Inequality Package by Francesco Pozzi

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

atkinsonineq.m

ginicoeff(p, w)

lorenzcurve.m

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updated almost 2 years ago

Weighted Covariance Matrix by Francesco Pozzi

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

weightedcov(Y, w)

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updated almost 2 years ago

Weighted Correlation Matrix by Francesco Pozzi

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

weightedcorrs.m

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updated almost 2 years ago

Weighted Kendall Rank Correlation Matrix by Francesco Pozzi

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 almost 4 years ago

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

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 almost 4 years ago

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

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 almost 4 years ago

Downside correlation by Francesco Pozzi

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

downsidecorrelation(Y, m)

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updated almost 4 years ago

Upside correlation by Francesco Pozzi

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

upsidecorrelation(Y, m)

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updated almost 4 years ago

Upside covariance by Francesco Pozzi

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

upsidecovariance(Y, m)

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updated almost 4 years ago

Downside covariance by Francesco Pozzi

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

downsidecovariance(Y, m)

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updated almost 4 years ago

Upside variance by Francesco Pozzi

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

upsidevariance(Y, m)

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updated almost 4 years ago

Downside variance by Francesco Pozzi

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

downsidevariance(Y, m)

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updated 5 years ago

Correlation Percentiles by Francesco Pozzi

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 5 years ago

Download the entire archive of mp3 and zip files from Project Gutenberg by Francesco Pozzi

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 5 years ago

Fast Correlation between two vectors by Francesco Pozzi

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 5 years ago

Analytical solution for Orthogonal Linear Least Squares in two dimensions by Francesco Pozzi

The function returns the Orthogonal Linear Least Squares estimate for parameters of line ax+by+c=0 (least squares, orthogonal least squa..., orthogonal linear lea...)

OrthLLS2D(x, y)

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updated 5 years ago

MVG Multivariate Gaussian random number generator by Chad Lieberman

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

mvg(mu,Sigma,N)

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updated almost 6 years ago

Rudimental compression algorithms for 2D matlab plots by Francesco Pozzi

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 6 years ago

Rankings by Francesco Pozzi

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

DenseRankings(x)

FractionalRankings(x)

FractionalRankings2(x)

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