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updated 6 days ago

Flexible distributions toolbox by Ahmed BenSaïda

Ahmed BenSaïda (view profile)

Two 5-parameter distributions tools. (statistics, distribution fitting)

ghcdf.m

ghfit.m

ghpdf.m

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updated 19 days ago

GIBBON: The Geometry and Image-Based Bioengineering add-On for MATLAB by Kevin Moerman

Kevin Moerman (view profile)

GIBBON: The Geometry and Image-Based Bioengineering add-On for MATLAB (bioengineering, finite element, meshing)

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updated 22 days ago

Bond Pricer Applying Kalman Filter by mono

mono (view profile)

Compute the yield curve based on two SDE models applying Kalman Filter (yield curve, zero coupon bond, pricing)

CIR_CompoundRate_Kalman_fmincon(input_data)

CIR_SpotRate_LSM_fmincon(input_data)

CIR_pricing(input_data,flag,r0,tau)

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updated 24 days ago

Continuum undergoing combined elasto-plasto-damage transformation. by Jan Valdman

Time-dependent evolution of the continuum undergoing combined elasto-plasto-damage transformation. (fem, quadratic programming, the newton method)

FEM_Newton_optimized(U,Zeta,P1prev,number_of_steps,dampin...

Lshape_mesh(number_of_refinements)

aminv

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updated 1 month ago

Long Term Energy Forecasting with Econometrics in MATLAB by David Willingham

Dynamic energy demand forecasting using Econometrics (ARIMA/VAR/GARCH) (load forecasting, long term load foreca..., energy forecasting)

createFit(Datein, Fin)

createFit1(x, y)

data_prep(ds,dE)

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updated 1 month ago

HGS Chemical Equation Solver by Open LLOP

Open LLOP (view profile)

Computation of chemical equilibrium problems related to combustion and isentropic expansion. (aerospace, rockets, chemical equilibrium)

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updated 1 month ago

deprecated -- Light Field Toolbox v0.3 -- v0.4 now available by Donald Dansereau

A set of tools for working with light field (aka plenoptic) imagery in Matlab (light field, plenoptic, lytro)

compute_extrinsic_refine.m

compute_extrinsic_init.m

LFBuildLensletGridModel( WhiteImg, GridModelOptions, Debu...

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updated 1 month ago

Light Field Toolbox v0.4 by Donald Dansereau

A set of tools for working with light field (aka plenoptic) imagery in Matlab (light field, plenoptic, lytro)

compute_extrinsic_refine.m

compute_extrinsic_init.m

LFBuild2DFreqFan( LFSize, Slope1, Slope2, BW, FiltOptions )

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updated 1 month ago

Linear Programming with Nonlinear Programming Solvers by John Hedengren

Similar interface to linprog but solution with nonlinear programming solvers such as IPOPT (nonlinear, linear programming, ipopt)

apm(server,app,aline)

apm_app(server,name)

apm_details(server,app,x,lam)

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updated 1 month ago

SaivDr Package by Shogo Muramatsu

System object definitions for sparsity-aware image and volume data restoration (image processing, nsolt, ista)

fcn_ksvdsdiclrn(params)

mytest(testCaseStr)

saivdr.dictionary.nsolt.mexsrcs.fcn_AtomConcatenationHori...

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updated 2 months ago

Optometrika by Yury

Yury (view profile)

Fast ray tracing across lenses, prisms, and human eye (optics, optical modeling, ray tracing)

coslens( y, z, args, flag )

ellipse_draw( x0, cv, ax, angle, nvert, color )

ellipse_fill( X, Y, x0, cv, ax, angle, hard )

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updated 2 months ago

Markov Decision Processes (MDP) Toolbox by Marie-Josee Cros

Functions related to the resolution of discrete-time Markov Decision Processes. (control design, toolbox, markov decision proce...)

mdp_LP(P, R, discount)

mdp_Q_learning(P, R, discount, N)

mdp_bellman_operator(P, PR, discount, Vprev)

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updated 2 months ago

PROMPT by Gaik Tamazian

PRotein cOnformational Motion PredicTion toolbox. (computational biology, conformational change, proteomics)

atomicmass(atomicSymbols)

circdist(X, Y)

circinterp(X, Y, nValues, shortArc)

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updated 4 months ago

Dynamic Copula Toolbox 3.0 by Manthos Vogiatzoglou

Functions to estimate copula GARCH and copula Vine models. (copulas, toolbox, dependence)

ARMAeq(theta, data, spec)

CalcStErrors(MyFunc, theta, data, grad, hessian, spec, so...

CopulaGARCHLogL(theta,data,spec,solver)

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updated 4 months ago

deprecated -- Light Field Toolbox v0.2 -- v0.3 now available by Donald Dansereau

A set of tools for working with light field (aka plenoptic) imagery in Matlab (toolbox, light field, plenoptic)

compute_extrinsic_init.m

compute_extrinsic_refine.m

LFBuildLenseletGridModel( WhiteImg, GridModelOptions )

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updated 4 months ago

GPLVM-WPHM by James Barrett

Dimensionality reduction tool for survival (time-to-event) data. (survival analysis, gplvm, dimensionality reduct...)

gw_hyp(p, initial_x, b_wc, model)

gw_initialise(gw_options, t, E, varargin)

gw_multiple_train(gw_options_multiple, q, t, E, varargin)

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updated 4 months ago

Gaussian process regression for survival data with competing risks by James Barrett

Flexible non-parametric regression tool for survival data (including competing risks) (survival analysis, time to event data, gaussian process regr...)

gpcr_f_objective(f,par,model,invK,logdet)

gpcr_hyp_objective(gpcr_options,par, model)

gpcr_initialise(X,tau,E,kernel,indepR)

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updated 4 months ago

Fitting complex analytic laws to data by means of Genetic Algorithms by Lorenzo Luini

The script allows to easily fit predefined complex analytical laws using Genetic Algorithms (analytical laws, fit, genetic algorithms)

FitLaw_GA(X,y,fh,Int,LB,UB)

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updated 4 months ago

Binary Genetic Algorithm Feature Selection.zip by Oluleye Babatunde

Genetic Algorithm for Feature Selection (genetic algorithm, feature selection, zernike moments)

Binary_Genetic_Algorithm_Hezy_2013

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updated 5 months ago

Automated Trading with MATLAB - 2012 by Stuart Kozola

Stuart Kozola (view profile)

Files from the Automated Trading webinar showing X_Trader and QuickFIX/J integration. (x_trader, algorithmic trading, genetic programming)

createMSMQ()

crossover(parents,options,GenomeLength,FitnessFcn,unused,...

dsample(HLC, factor)

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updated 5 months ago

Data based modeling of nonlinear dynamic systems using System Identification Toolbox by Rajiv Singh

Perspectives on nonlinear identification using a throttle valve modeling example. (toolbox, system identification, narmax)

throttleODE(t, x, F, c, k, K, b, varargin)

throttledemo.m

dataprep.m

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updated 5 months ago

Visual Hyper Sudoku by Alan Weiss

Solve Sudoku puzzles or Hyper Sudoku puzzles (integer programming, binary integer progra..., sudoku)

hypersudokuEngine(B,ishyper)

visualHyperSudoku()

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updated 6 months ago

Worst-Case Propagation of Uncertainty by Brad Ridder

Estimates the propagated uncertainty for a function, at a given point, with given uncertainties. (error, uncertainty, propagation)

colebrook_solve(x)

worstcase(f,x,uncertainties)

worstcase_colebrook_example

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updated 6 months ago

genfit by Andri M. Gretarsson

This is a data fitting program tailored for use in physics or other physical sciences. (data fitting, measurement, data exploration)

[fpoly3_lin,fpoly3_nonlin,fsinh_nonlin]=genfit_example1

fitresult=genfit(X,Y,fhandle,params,varargin)

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updated 6 months ago

normalMLE.m by Tyler Ransom

Estimates heteroskedastic normal linear regression model via MLE (optimization, regression, analysis)

[like,grad]=normalMLE(b,restrMat,Y,X,W,d)

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updated 6 months ago

Chaos test by Ahmed BenSaïda

Ahmed BenSaïda (view profile)

A test for chaotic dynamics of a noisy time series based on the Lyapunov exponent. (chaos, lyapunov exponent, bifurcation)

chaostest.m

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updated 7 months ago

Preclinical PKPD modeling by Peter Gennemark

Classes for fundamental PKPD modeling in drug discovery (no support for a NLME modeling). (biotech, simulation, medical)

example_fit_ev_iv()

example_fit_inf()

example_readExcel_PKPD_writePowerPoint()

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updated 7 months ago

fminsdp by Carl-Johan Thore

A code for solving non-linear optimization problems with matrix inequality constraints. (constrained optimizat..., matrix inequalities, nonlinear optimizatio...)

...

...

...

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updated 8 months ago

ExMS-CL peptide analysis by Matthew Sochor

Matthew Sochor (view profile)

Script to analyze output from ExMS-CL (xray footprinting, oxidation rates)

XF_peptide_anaylsis

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updated 8 months ago

Solving Optimal Control Problems using Simscape Models for State Derivatives by Daniel Herber

This code replicates the results found in a tech report by the same name (brysondenham, design, control)

BrysonDenhamDerivative(t,y,u,p)

BrysonDenhamMain()

BrysonDenhamPlot(uMat,sMat,p)

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updated 9 months ago

Chebpack by Damian Trif

The MATLAB package Chebpack solves specific problems for differential or integral equations. (mathematics, differential equation..., integral equations)

A=fact(a,m)

B=Ex4_delay_main

Boussinesq.m

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updated 11 months ago

RGDS_Practical_Guide by Daniel/Ronald

MATLAB routines for the book: "Development of Innovative Drugs via Modeling with MATLAB". (simulation, pharmaceutical, simulink)

AUC

CTSbasics.m

DDEconst

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updated 12 months ago

IBimp by Mario G.C.A. Cimino

An interval-based approach for business process simulation based on genetic algorithms and the BPMN (bpmn, business process opti..., business process simu...)

...

createMatrix(X)

defaultoptions()

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updated 1 year ago

Visual Sudoku by Alan Weiss

Solve Sudoku puzzles (integer linear progra..., binary integer progra..., sudoku)

visualSudoku()

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updated 1 year ago

Deconvolution Mordenite Zeolite by Nikolay Cherkasov

The program deconvolutes IR spectra of mordenites (voigt, ftir, ir)

[fittingError areaBands plots]=deconvolute3Vt(x,y,nIterat...

complexErrorFunction.m

deconvolute3VtGUI()

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updated 1 year ago

GARCH,EGARCH,NAGARCH,GJR models and implicit VIX by Luis Espejo

Estimate GARCH/EGARCH/NAGARCH/GJR parameters from a time series of prices , rates and VIX value. (garch, vix, calibration)

Futures

Models

egarchmodel

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updated 1 year ago

MATLAB for R Users in Computational Finance by Ameya Deoras

Ameya Deoras (view profile)

Learn how to use MATLAB and R together to tackle your computational needs (r, rstudio, time series)

blsapp()

blsbtyval(SpotPrice, StrikePrice, RiskFreeRate, ...

blsmaincall2(Request)

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updated 1 year ago

Optimization in MATLAB: An Introduction to Quadratic Programming by Seth DeLand

Seth DeLand (view profile)

Files used in "An Introduction to Quadratic Programming" Webinar (optimization, quadratic programming, nonlinear optimizatio...)

Hess(in1)

calculateValue(s0,price,inFlow,turbFlow,spillFlow,C2A,n)

createPlots(turbFlow,spillFlow,inFlow,price,s0,C2A,n)

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updated 1 year ago

Algorithmic Trading | Moving Average Crossover Strategy with WFAToolbox by WFAToolbox

The classical technical analysis strategy for an advanced algorithmic trading GUI - WFAToolbox (finance, gui, trading)

MAcross_strategy(x,price)

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updated 1 year ago

Chen correlation wall temperature calculation by Danyal Mohaddes Khorassani

Calculation of pipe wall temperature using the 1963 Chen correlation for subcooled boiling flow (heat mass, thermodynamics, chen correlation)

WallTempCalc(A,B,C,Pin,guessPwall)

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updated 1 year ago

Algorithmic Trading with Bloomberg EMSX and MATLAB by Nicole Wilson

Files used in the webinar which can be viewed at http://www.optinum.co.za/webinars/contact_main.php (finance, demo, webinar)

constructTradingSignal(Data,M,N)

executeTrades(c, equity, signal)

generateSpacedInts(lb, ub, number)

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updated 1 year ago

DirLOT Toolbox by Shogo Muramatsu

MATLAB class definitions for directional lapped orthogonal transforms (optimization, image processing, genlot)

...

...

...

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updated 1 year ago

SpinEchoMLE by Lee Potter

Maximum likelihood estimator for spin echo time decay constant. (signal processing, chemistry, physics)

SpinEchoMLE(Y,two_tau,Avg,x,opt)

SpinEchoPeakEst(Y,loc,two_tau,opt)

ExampleSpinEchoMLE.m

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updated almost 2 years ago

Efficient Multidimensional Scaling (MDS) by Quan Wang

Quan Wang (view profile)

The is the source code of iterated Levenberg-Marquardt algorithm (ILMA) for solving MDS (mathematics, optimization, pattern recognition)

CM=confusion_matrix_reorder(CM)

[X, total_cost]=MDS_training(Dist,d,iter,strategy,display...

[X2]=MDS_encoding(X1,Dist,display_flag)

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updated almost 2 years ago

Truss Design Optimization Based on Generative Algorithms by James Allison

Supplementary material for a WCSMO publication regarding truss design optimization. (structural design, aerospace, automotive)

D=TrussData(Coord, Con)

GAcon(x)

JacobianStresscal(D, Area)

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updated almost 2 years ago

MPCC Solution of Genetic Regulatory Circuit Design Problems by James Allison

Demonstration of a novel MPCC-based technique for solving gene circuit design problems. (optimization, simulation, biotech)

MPCC_con()

constraint(xd,p)

master_genecircuit()

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updated almost 2 years ago

Building and Extending Portfolio Optimization Models with MATLAB by sri

sri (view profile)

Object-oriented implementations of the Portfo and the Black-Litterman approach (portfolio optimizatio..., finance, object oriented progr...)

View(varargin)

compareWeights( ExcessHistoricalReturns, ExcessImpliedRet...

PortfolioBL

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updated almost 2 years ago

Trinomial tree calibration by Francesco Paolo Esposito

This function calibrates the Hull-White trinomial tree. (finance)

trintree_calswaption( Curve, V, Period, coin )

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updated 2 years ago

Lognormal Perfusion Model by John Hudson

Fit disruption replenishment time-intensity data with the lognormal perfusion model (dynamic contrast enha..., dceus, ceus)

Wsinc(x,HW,Delay,Amp);

logperf_fit(signal_dat,t_dat,HW,guess,iterations,Fast);

logperf_model(A,mu,sigma,HW,Delay,t,Fast)

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updated 2 years ago

Simultaneous Plant and Control Design of an Active Automotive Suspension Using Direct Transcription by James Allison

A toolbox for using Direct Transcription to perform combined plant and control design. (aerospace, automotive, control design)

...

calc_state_constraints(t, xd, xu, stateCon)

calc_zdot(x, z, v)

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