FINDSEQ by Oleg Komarov

Find sequences of repeated (adjacent/consecutive) numeric values. NaNs and Infs are supported. (sequence, repeated, consecutive)

findseq(A,dim)

Forecasting the FTSE 100 with high-frequency data: A comparison of realized measures by Oleg Komarov

My dissertation for the MSc in Finance & Economics from Warwick Business School (dissertation, fex, finance)

bp(h,numout,varargin)

fltmedian(data,volume)

fltout(dates,price,k,mult)

Metastockread by Oleg Komarov

Read metastock files (master, emaster, xmaster and .dat/.mwd) (metastock, finance, import)

metastockread(fullpath)

regstats2 by Oleg Komarov

Regstats enhanced. Robust std.errors; loops on a matrix of responses, 'onlydata' model. (error, newey, regstats)

REGSTATS2: what's new

stats=regstats2(responses,data,model,whichstats)

Set functions with multiple inputs by Oleg Komarov

Intersectm, ismemberm, setdiffm, setxorm, unionm with multiple inputs. Ex: intersectm(a,b,c,…). (intersect, ismember, setdiff)

EXAMPLES

intersectm(varargin)

ismemberm(varargin)

WWW.RANDOM.ORG random integers/sequences/strings by Oleg Komarov

Get true random integers, sequences or strings (rand, integer, randi)

randorg(n, range, varargin)

seqorg(range, varargin)

strorg(n, len, varargin)

GINI coefficient by Oleg Komarov

A measure of statistical dispersion (gini, coeff, statistic)

ginicoeff(In,dim,nosamplecorr)

Display ws variables size in KB, MB or GB by Oleg Komarov

Displays with appropriate unit of data storage. Sorting by size/name (non c.sensitive) is supported. (size, storage, bytes)

wssize(varargin)

Pivot/unPivot by Oleg Komarov

Group a flat dataset into pivot table and unpivot it back (group, unpivot, unstack)

PIVOT AND UNPIVOT: a user's guide

Pivot(In,Fun,noHeaders,Pad)

unPivot(In,dim,rmPad)

Matlab mesh to PDF with 3D interactive object by Alexandre Gramfort

Export triangulated mesh into a pdf with a 3D interactive object. (3d pdf, pdf, 3d)

mesh_normals(points,faces)

mesh_to_latex(fname,points,faces,face_vertex_data)

save_idtf(filename,points,faces,face_vertex_data)

Trim leading/trailing repeated values by Oleg Komarov

Numeric vector/2D matrix. Trims leading, trailing or both sides; operates columnwise or row-wise. (trim, repeated, leading)

trimRepLT(In,dim,mode)

CELL2FLOAT by Jos (10584)

converts cell array into scalar float array (v4.0, jan 2010) (matrices, cell, double)

cell2float(C, Filler, StopOnError)

MS SQL JDBC connection by Oleg Komarov

Establishes JDBC connection to MS SQL Easier to use than "database(…)" NEW! Windows authentication (sql, microsoft, database)

MSSQLconn(dbname, userpassmethod, varargin)

Heteroskedasticity test by Oleg Komarov

White, White special case and Breush-Pagan tests. Stat TB needed: regstats and chi2cdf. (heteroskedasticity, white, breush)

TestHet(Res, X, Whichtest, Yhat)

TestHetDemo.m