Autocorrelation Function (ACF)
Computes ACF for a given series and plots correlogram.
11 years ago | 36 downloads |
Generate multivariate normal data
Generate sample data based on user defined correlations (not covariances).
12 years ago | 1 download |
Full Rank Factorization
Performs a full rank factorization, X=KL
12 years ago | 2 downloads |
Plot a plane or line in 3D
User specifies two independent vectors, and the corresponding plane is graphed.
13 years ago | 2 downloads |
Sort Eigenvectors & Eigenvalues
Sort a set of eigenvectors and corresponding eigenvalues
13 years ago | 4 downloads |
Create orthonormal vectors
Creates a random set of orthonormal vectors
14 years ago | 1 download |