image thumbnail

updated 1 month ago

okomarov/wrds by Oleg Komarov

Matlab API to WRDS and SAS data sets (ssh, wrds, sas)

image thumbnail

updated 3 months ago

okomarov/ismemberb by Oleg Komarov

Ismember with reduced memory footprint through block processing (ismember, block processing, memory)

image thumbnail

updated 3 months ago

passfield by Oleg Komarov

Password dialog and masked edit box uicontrol for passwords (password, uicontrol, edit)

image thumbnail

updated 6 months ago

Programmatically scroll Variables Editor by Oleg Komarov

Opens a variable in the Variables Editor (grabs focus if open) and scrolls to position. (java, variables editor, desktop)

image thumbnail

updated 6 months ago

nanfillts by Oleg Komarov

Fill consecutive NaNs with last available value (time series, fill, nan)

image thumbnail

updated 1 year ago

FINDSEQ by Oleg Komarov

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

findseq(A,dim)

image thumbnail

updated 1 year ago

Metastockread by Oleg Komarov

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

metastockread(fullpath)

image thumbnail

updated 1 year ago

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)

image thumbnail

updated 1 year ago

Schemaball by Oleg Komarov

Plot correlation matrix as a schemaball (schemaball, correlation, plot)

schemaball(r, lbls, ccolor, ncolor)

schemaballUnit

image thumbnail

updated almost 3 years ago

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)

image thumbnail

updated 3 years ago

regstats2 by Oleg Komarov

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

REGSTATS2: what's new

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

image thumbnail

updated 4 years ago

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)

image thumbnail

updated 4 years ago

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)

image thumbnail

updated 4 years ago

GINI coefficient by Oleg Komarov

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

ginicoeff(In,dim,nosamplecorr)

image thumbnail

updated almost 5 years ago

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)

image thumbnail

updated almost 5 years ago

Pivot/unPivot by Oleg Komarov

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

PIVOT AND UNPIVOT: a user's guide

Pivot(In,Fun,noHeaders,Pad)

unPivot(In,dim,rmPad)

image thumbnail

updated almost 5 years ago

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

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

mesh_normals(points,faces)

mesh_to_latex(fname,points,faces,face_vertex_data)

save_idtf(filename,points,faces,face_vertex_data)

image thumbnail

updated almost 5 years ago

CELL2FLOAT by Jos (10584)

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

cell2float(C, Filler, StopOnError)

image thumbnail

updated 5 years ago

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)

image thumbnail

updated 5 years ago

Heteroskedasticity test by Oleg Komarov

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

TestHet(Res, X, Whichtest, Yhat)

TestHetDemo.m

Contact us