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updated 21 days ago

App Builder for SimBiology Models by Asawari Samant

Tool to automate the process of creating standalone, model-exploration apps for SimBiology model (simbiology, pkpd, systems biology)

buildApp(inputSet, compileFlag)

createSlider(f, pNum, pInfo)

createUI(model, appName)

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updated 1 month 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 2 months ago

hpmixed by Viktor Witkovsky

REML based fitting of the linear mixed effects models with a simple variance covariance structure (statistics)

getFisherInfApprox(lmefit,options)

getFisherInfExact(lmefit,options)

getLambda(varNames,model,dataset,options)

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updated 2 months ago

Infrared Image Software (IRIS) by Kevin Hellemans

FTIR Image Data Processing (ftir, gui, chemistry)

CLUSTERWINDOW (varargin)

CMEANSWINDOW (varargin)

IRIS.m

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updated 3 months ago

Semideviation by Abdulaziz Alhouti

Estimates the downside and upside deviations (finance, investment, statistics)

[LowerSTD UpperSTD]=semistd(x)

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updated 3 months ago

Chaos test by Ahmed Ben Saïda

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

chaosfn(Theta, X, L, m, q, ActiveFN)

chaostest.m

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updated 4 months ago

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

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 4 months ago

Predictive model calibration by Michael Weidman

A script exploring 3 useful concepts in predictive models (monte carlo, bootstrap, bootstrapping)

plotCalibrations(pctThresholds, calib1, calib5, calib10, ...

plotForecasts(simPrices, simStartDate, actualPrices)

CalibrationScript.m

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updated 4 months ago

MATLAB for R Users in Computational Finance by Ameya Deoras

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 5 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 5 months ago

percentilePlot: Plot Any Percentile for Time Series Data by Kirk

Plot specific percentile for any 2d or 1d data set. (statistics, distribution, plot)

colorSpectrum(N)

percentilePlot(Data,varargin)

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updated 5 months ago

Working with Time-Series Data in MATLAB by Abhaya

These are the example files for the webinar: "Working with Time-Series Data in MATLAB". (data exploration, interpolation, data import)

createfigure(X1, Y1)

ausmap.m

format_data.m

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updated 5 months ago

Levene's test for homogeneity of variance by Aaron Schurger

Tests for differences in variance between different subsets of data. (statistics, variance, anova)

levenes(data,grp)

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updated 5 months 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 7 months 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 7 months ago

MLIB - toolbox for analyzing spike data by Maik Stüttgen

Set of functions for the basic analysis of spike data from neurophysiological experiments (action potential, spike sorting, peristimulus time his...)

checkunit.m

mnspx.m

mpsth.m

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updated 7 months ago

Parallel Coordinate Plots GUI toolbox by Barnaby

Visualize and manipulate parallel coordinate plots with this GUI. UNIVERSITY OF BRISTOL (parallel coordinate p..., parallel coordinate p..., parallel coordinate)

AN=scaletominmax(A)

AN=scaletominmax(A)

Filter(varargin)

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updated 7 months 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 7 months ago

Commodities Trading with MATLAB by Anshuman Mishra

Demos from the 'Commodities Trading with MATLAB' webinar - July 25, 2013. (algorithmic trading, automated trading, trading)

ComputeCrossSectionalMomentum(params)

ComputeCrossSectionalStrategy( CommodityTypes, mainContai...

FilterByContractNumber( parentSet, contractNum)

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updated 8 months ago

Signal Dependent Noise Level Estimation by xinhao liu

This code will estimate the three parameters of signal dependent noise model. (signal dependent nois..., noise variance, noise estimation)

GSGNoiseModel(sigw, sigu, gamma,X)

SGDNoiseLevel(img,patchsize,conf,itr)

addSGDNoise(X, sigw, sigu, gamma )

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updated 8 months ago

Improved Digital Image Correlation (DIC) by Elizabeth Jones

Calculate full-field displacements and strains from a set of images with a random speckle pattern. (digital image correla..., experimental mechanic..., noncontact)

...

...

...

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updated 9 months ago

Machine Learning with MATLAB by Abhishek Gupta

These are the supporting MATLAB files for the MathWorks webinar of the same name. (blackbox modeling, nonparametric, partitional clusterin...)

ImportBankData(filename, startRow, endRow)

NNfun(X,Y)

bubbleplot(x, y, z, siz, col, shape, varargin)

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updated 12 months ago

Building and Extending Portfolio Optimization Models with MATLAB by sri

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 1 year ago

Hierarchically grouped boxplot by Matt Tearle

A modification to boxplot that shows the hierarchical relationships between the grouping variables. (boxplot, variability plot, statistics)

hierarchicalBoxplot(x,grp,separatorlines,color)

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updated 1 year ago

Gap statistics by Alessandro Crimi

Algorithm for cluster validity index, R. Tibshirani et al. 2001 (cluster, validity index, kmeans)

gap_statistics(data, num_clusters, num_reference_bootstra...

test_gap_statistics(test_datas)

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updated 1 year ago

Multiple curve fitting with common parameters using NLINFIT by Chen

Wrapper for NLINFIT which allows simultaneous fitting for multiple data sets with shared parameters. (fitting, multiple, nonlinear)

nlinmultifit(x_cell, y_cell, mdl_cell, beta0, options)

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updated 1 year ago

Owlstone Lonestar PLS Regression Analysis by Giuseppe Elia

Program to perform PLS regression analysis on Owlstone's Lonestar FAIMS analyser. (lonestar, faims, pls)

FAIMS_OFFLINE(varargin)

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updated 1 year ago

SimpleScores by Giuseppe Elia

Plots the PCA scores using the princomp(X) function. Loads files direct from .csv. (scores, pca, data analysis)

SimpleScores(varargin)

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updated 1 year ago

NHANESCOPEConvertSASCodeToSTATACodeToReadNHANESDataFile by Rex Cheung

This NHANESCOPE program converts a SAS input program to a STATA do-file (data export, data import)

NHANESCOPEConvertSASCodeToSTATACodeToReadNHANESDataFile(S...

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updated 1 year ago

Price call and put options using Constant Elasticy of Variance model by Hanan Kavitz

An alternative to using Black and Scholes model is using Constant Elasticity of Variance model. (financial models, black and shcoules, constant elasticity m...)

[call,put]=constantElasticity(S,K,r,T,sigma,q,alpha)

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updated 1 year ago

Black and Shcoles calculator by Hanan Kavitz

Graphical Black and Shcoles calculator for visualizing different sensetives (bls, black and shcoles, gui)

blscalculator(varargin)

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updated 1 year ago

Analyzing Investment Strategies with CVaR Portfolio Optimization by Bob Taylor

Scripts and data to demonstrate the new PortfolioCVaR object in Financial Toolbox. (finance, portfolio, optimization)

covered_engine(X, T, mu, sigma, ...

gbm_calibration(t0, X, t)

gbm_call_price(X0, K, r0, T, sigma)

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updated 1 year ago

Multi Class SVM by Cody

Model and classify training/test data sets into more than 2 classes with SVM. (svm, multiclass svm, support vector machin...)

multisvm(TrainingSet,GroupTrain,TestSet)

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updated 1 year ago

Fitting Harmonic Potential by Francois Dion

This is a simple function for Harmonic Potential Fitting (harmonic oscillator, fitting)

fit_harm(R,POT)

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updated 1 year ago

MATLAB Tools for Scientist by Asawari Samant

Files from the webinar: MATLAB Tools for Scientists- Introduction to Data Analysis and Visualization (dose response, data import, gui)

DoseResponseFit(varargin)

createFit(doseB, y, clr)

createFit(iDose, iResponse)

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updated 1 year ago

Regime Switching Model with Time Varying Transition Probabilities by Zhuanxin Ding

Code for estimating a Markov Regime Switching Model with time varying transition probabilities. (statistics, econometrics and stat...)

[Simul_Out]=MS_Regress_Sim(nr,Coeff,k,distrib)

[Spec_Out]=param2spec_tvtp(param,Spec_Tag,constCoeff,type...

[Spec_Output]=MS_Regress_Fit_tvtp(dep,indep,px,k,S,advOpt)

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updated 1 year ago

Matrix Decomposition by Aleksander

Positive definite correlation matrix based on spectral decomposition. Now both for .m, C and Mex (cholesky, decomposition, correlation matrix)

SpectralDP(Correlation)

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updated 1 year ago

SCOPE: plot survival and censoring data from excel file interactively by Rex Cheung

This program is a SCOPE sub-routine to plot the survival and censoring data stored in an excel file (mathematics, data import, data export)

xlsSeerComputeSurvivalFuntion(xlsfilename)

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updated 1 year ago

Parametric Value At Risk by David Willingham

Computes the Parametric Value at Risk for a given Portfolio (var, value at risk, parametric value at r...)

computeParametricVaR(returns,confidence_level,plot_flag)

exampleparvar.m

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updated 1 year ago

Historical Value At Risk by David Willingham

Calculates Historical Value at Risk for a given portfolio of returns (value at risk, portfolio, var)

computeHistoricalVaR(returns,confidence_level,plot_flag)

examplehistvar.m

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updated 1 year ago

Credit Scoring demo by Hanan Kavitz

This is a demo that uses boosting to do credit scoring of German customers. (statistics, boosting, classification)

creditRatingGui(varargin)

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updated 1 year ago

Treynor-Black portfolio management model by Ben

Treynor-Black portfolio management model (portfolio management, optimization, active)

[pct_w_pos_opti beta_pos_opti pct_w_active measures_port ...

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updated 1 year ago

Surrogate Model Optimization Toolbox by Julie

Surrogate model optimization algorithm for computationally expensive global optimization problems (global optimization, surrogate model, derivativefree)

BumpinessMinSampling(Data, maxeval, Surrogate, lambda, ga...

CandValue=PredictFunctionValues(Data,Surrogate,CandPoint,...

CandidatePointSampling(Data,maxeval,Surrogate,lambda,gamm...

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updated 1 year ago

Fast and efficient spectral clustering by Ingo

Perform fast and efficient spectral clustering algorithms (spectral clustering c...)

SimGraph_Epsilon(M, epsilon)

SimGraph_Full(M, sigma)

SimGraph_NearestNeighbors(M, k, Type, sigma)

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updated 1 year ago

MATB Script Generator by Matt Caywood

Generates script files for the popular Multi-Attribute Task Battery (MATB-II). (aerospace, human factors, psychology)

generate_MATB_task(filename,duration_min,...

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updated 1 year ago

Flow Cytometry GUI for Matlab by Nitai Steinberg

This GUI was built in order to make Flow Cytometry data analyses in Matlab – gating, statistics etc. (gui, flow cytometry, facs)

ArgStruct=parseArgs(args,ArgStruct,varargin)

FCGUI_build

FCGUI_main.m

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updated 1 year ago

SCOPE: interactively tabulate SEER excel variables by Rex Cheung

This takes SEER excel column data interactively, tabulate them, write back in table format. (data import, data export, optimization)

output=xls2tabulate2xls(xlsfilename)

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updated 1 year ago

SCOPE: GLM propensity recoding of new risk factor by Rex Cheung

This utility recodes by generalized linear model propensity score (data import, data export, optimization)

output=GLMPropensityRecodeLN(xlsfilename)

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updated 1 year ago

Physiologically-based Pharmacokinetic (PBPK) model for SimBiology by Sven Mesecke

Provides a PBPK and a Renin-Angiotensin system model for SimBiology (simbiology, simbiology model, pbpk)

calculateParacellularAbsorption(DrugLogP, DrugMolecularWe...

calculateTissuePartition(...

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updated 1 year ago

SCOPE: utility to recode the Cause Of Death (COD) in SEER by Rex Cheung

This SCOPE utility to recode the Cause Of Death in SEER for observedoutome variable. (data export, data import, mathematics)

xlsrecodeSEERcasueSpecificDeath(xlsfilename, cause)

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