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updated 7 years ago

S-SOFM Toolbox by Alexandros Leontitsis

A toolbox to implement Spherical Self-Organizing Feature Maps (fuzzy logic, neural networks, spherical self organi...)

C=sphereneigh(X,radius)

[X,h]=trig(n)

[Y,h]=glyph(X,r,c)

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updated almost 8 years ago

Spearman Rank Correlation by Alexandros Leontitsis

It calculates the Spearman rank correlation coefficient. (statistics, probability, spearman)

[r,t,p]=spear(x,y)

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updated almost 8 years ago

Easter Sunday Indicator by Alexandros Leontitsis

Indicates if a date is the Easter Sunday (finance, modeling, analysis)

e=easter(day,month,year,dogma)

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updated almost 8 years ago

Hill climbing optimization by Alexandros Leontitsis

Constrained hill climbing optimization (optimization, hill climbing, constrained optimizat...)

[x,fval,gfx,output]=hill(fitnessfun,x0,options,varargin)

options=hilloptions(varargin)

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updated 9 years ago

Cronbach's Alpha by Alexandros Leontitsis

Cronbach's alpha calculation. (statistics, probability, cronbach)

a=cronbach(X)

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updated 9 years ago

WSMA by Alexandros Leontitsis

The calculation of the WSMA. (finance, modeling, analysis)

[WSMAshort,WSMAlong]=WSMA(asset,lead,lag,v,T)

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updated 9 years ago

Variance Ratio Test by Alexandros Leontitsis

Calculates the Variance Ratio Test (finance, modeling, analysis)

[vrt,zvrt]=VRTest(x,q,cor)

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updated 9 years ago

Hybrid Particle Swarm Optimization by Alexandros Leontitsis

A hybrid Particle Swarm Optimization algorithm for functions in the real space. (optimization, hybrid, particle swarm optimi...)

hPSO.m

options=hPSOoptions(varargin)

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updated almost 10 years ago

Chaotic Systems Toolbox by Alexandros Leontitsis

Analysis of chaotic systems. (chaos, nonlinear dynamics, time series)

[Y,T]=derivs(x,dim)

[Y,T]=phasespace(x,dim,tau)

[dlogCr,dlogr,dlogCrCI]=vr(logCr,logr,alpha)

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updated 10 years ago

TillsonT3 by Alexandros Leontitsis

Tillson smoothing moving average and chart. (finance, modeling, analysis)

[Tshort,Tlong]=TillsonT3(asset,lead,lag,a,T)

ema=Xmovavg(asset,windowlength)

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updated 10 years ago

Rescaled Range Analysis by Alexandros Leontitsis

Calculates the rescaled range analysis. (finance, modeling, analysis)

[logRS,logERS,V]=RSana(x,n,method,q)

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updated 10 years ago

LMS Toolbox by Alexandros Leontitsis

Least median of squares regression and relative algorithms (statistics, probability, robust regression)

[LMSout,blms,Rsq]=LMSar(x,p)

[LMSout,blms,Rsq]=LMSpol(y,p,x)

[LMSout,blms,Rsq]=LMSpolor(y,p,x)

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updated 10 years ago

Mutual Average Information by Alexandros Leontitsis

Calculates the Mutual Average Information of a time series (mutual, average, information)

v=mai(x,lag)

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updated 12 years ago

Box-Cox Transformation by Alexandros Leontitsis

Makes the Box-Cox transformation of a data set (statistics, probability, boxcox transformation)

v=boxcox(x,lamda,xdot)

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