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updated 7 months ago

Latin Hypercube by Nassim Khaled

lhsdesign_modified generates latin hypercube samples (latin, hypercube, doe)

[X_scaled,X_normalized]=lhsdesign_modified(n,min_ranges_p...

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updated 1 year ago

Speeding Up Algorithms: When Parallel Computing and GPUs do and don't accelerate by Michael Weidman

Files and slides from the presentation of the same name. (finance, gpu, parallel)

calcProbRuin(EquitySAVal)

calcValuePayoutAndFees_GPU( ...

calcValuePayoutAndFees_VEC( ...

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updated 1 year ago

Tests against the null hyptothesis of whiteness by Hanan Shteingart

Tests whether a given signal is white (delta function in autocorrelation) (whiteness, random, noise)

white_test(x, maxlag, alpha)

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updated 1 year ago

anovanTable by Sanjay Manohar

Calls ANOVAN, but takes an N-dimensional array as the data. (dimension, statistics, matrix)

anovanTable(T, varargin)

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updated 3 years ago

regstats2 by Oleg Komarov

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

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

REGSTATS2: what's new

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updated almost 6 years ago

Sens Trend Test with seasonallity present, non-parametric by Jeff Burkey

A monotonic trend test that has good power with seasonal data. Requires no missing data. (monotonic, seasonal trends, statistics)

SenT(datain, alpha)

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updated 6 years ago

Merge dataset arrays by Dimitri Shvorob

(in a SQL equijoin) (structures, cell arrays, dataset)

joindst(x,y,type,varargin)

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updated 7 years ago

Winsorize data by Dimitri Shvorob

(using PRCTILE) (statistics, probability, winsorize)

winsor(x,p)

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updated 9 years ago

DistributionFit by J. David Cogdell

Fits normal, lognormal, and weibull distributions to data. (statistics, probability, distribution)

distributionfit(data,distribution,nbins)

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updated almost 10 years ago

Multivariate Lognormal Simulation with Correlation by Stephen Lienhard

A multivariate lognormal simulator. (statistics, probability, lognormal)

MvLogNRand( Mu , Sigma , Simulations , CorrMat )

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updated almost 12 years ago

rndinvn by Panagiotis Braimakis

Samples from the inverse normal. (statistics, probability, inverse)

randinvnorm

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updated 12 years ago

Poissrnd by Mischa Tolsma

Speed optimized version of poissrnd (statistics, probability, poisson)

poissrnd(lambda,m,n,state,method)

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