The Anderson-Darling test (Anderson and Darling, 1952) is used to test if a sample of data comes from a specific distribution. It is a modification of the Kolmogorov-Smirnov (K-S) test and gives more weight to the tails than the K-S test. The K-S test is distribution free in the sense that the critical values do not depend on the specific distribution being tested.
The Anderson-Darling test makes use of the specific distribution in...
The Anderson-Darling test (Anderson and Darling, 1952) is used to test if a sample of data comes from a specific distribution. It is a modification of the Kolmogorov-Smirnov (K-S) test and gives more weight to the tails than the K-S test. The K-S...
This GUIDE program compute the double exponential Alpha and Beta parameters. The fminsearch function make the main calculate process. the program may be comiled by: mcc -m -B sgl FRYO NUEVO RAYO
There is no selection in Curve Fitting Toolbox that the property of the plot could be changed, for example, log plot, loglog plot. This is useful expecially when you are fitting a log or exponential curve. Help included.
The Anderson-Darling test (Anderson and Darling, 1952) is used to test if a sample of data comes from a specific distribution. It is a modification of the Kolmogorov-Smirnov (K-S) test and gives more weight to the tails than the K-S test. The K-S...
This collection generates random variables and vectors of random variables with various distributions, including Bernoulli, geometric, exponential, Gaussian, Poisson, discrete uniform, and continuous uniform, based on the parameters you input to...
this program used to find exponential smoothing
The Central Limit Theorem (CLT) states that the sample average of N i.i.d. random variables approaches the normal distribution.
This script displays the probability density function of the sample average of N i.i.d variables with...
Calculates exponential averaged RMS of a signal using the specified windowlength as the time constant.
Useful for computing sound pressure level from microphone data.
Uses digital filter. Much faster than cumsum.
This is a demo program of the paper Ant colony optimization for wavelet-based image interpolation using a three-component exponential mixture model," Expert Systems with Applications, Vol. 38, No. 10, Sept. 2011, pp. 12514-12520.
Directions to run the file.
1. Unzip the file "TradingStrat.zip" so that you'll get the folder "TradingStrat". 2. Set your working directory as "TradingStrat > CSV" (The CSV folder holds the comma...
This above Fractal code investigates the effect of a small change in the Affine transform of a fractal generating function, namely the Mandelbrot set generated using the existing trigonometric sinusoidal operations. This involves a basic logic of...
Simple VaR Calculator provides: - Evaluation of return distribution of single asset or portfolio of assets; - Volatility forecasts using moving average and exponential algorithm;
- Value at Risk of single asset...
Instructions: 1. Give the symbol of the stock. 2. Give today's date in the specific format (months-days-year). 3. 'GET DATA' button fetches the data from Yahoo server. 4. Choose the number of days you want to examine. 5....
The programme here draws the plot of the periodic signal whose d-deOaoCkd-de? is given by user.
Following data should be entered by user. 1. Ck value (separate for k=zero, k= even and k=odd) 2. Time period of periodic...
Kernel Regression Toolbox Version 1.0 (R14) 01-Aug-2004
General information. Comprises functions to carry out kernel regressions.
General Functions: ykr - Higher order olynomial kernel regression ykr0 - 0-th...
CH_XCORR Calculate cross-correlograms with a wide range of options.
SYNTAX CCG = CH_XCORR(HC_L,HC_R,FRAME_LENGTH,NOVERLAP,MAXLAG,TAU) CCG = CH_XCORR(...,INHIB) CCG = CH_XCORR(...,IC_T,NORM_FLAG) CCG =...
A "ringdown" experiment records the amplitude of a resonator as it decays under the influence of the damping in the system, without any external input. Ringdown.m analyzes a data set from a resonator ringdown measurement and determines...
variogramfit performs a least squares fit of various theoretical variograms to an experimental, isotropic variogram. The user can choose between various bounded (e.g. spherical) and unbounded (e.g. exponential) models. A nugget variance can be...
The Anderson-Darling test (Anderson and Darling, 1952) is used to test if a sample of data comes from a specific distribution. It is a modification of the Kolmogorov-Smirnov (K-S) test and gives more weight to the tails than the K-S test. The K-S... |