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Normal Gaussian Distribution software
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Normal Gaussian Distribution

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Added: July 19, 2013 | Visits: 198

Normal Inverse Gaussion Distribution At the moment, the normal inverse Gaussian distribution is not included in the statistics toolbox. This collection of m-files supplements this toolbox with the most important functionalities for the NIG distribution: random numbers, moments, cdf, pdf and parameters by moment fit.



Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 10 KB Download (20): Normal Inverse Gaussion Distribution Download

Added: August 27, 2013 | Visits: 199

NIG MCMC fit Gibbs sampler for sampling from the invariance Normal Inverse Gaussian distribution. (Bayesian scheme of Karlis & Lillestol (2004))





Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 10 KB Download (19): NIG MCMC fit Download

Expectation-Maximization algorithm for bi-variate Normal Inverse Gaussian distribution EM estimation of parameters of bi variate NIG distribution.The test file:1. Simulate biNIG sample with use of randraw.m (http://www.mathworks.com/matlabcentral/fileexchange/7309)or invgrnd.m (http://www.mathworks.com/matlabcentral/fileexchange/10934) .2. Calls EMBIVNIG.m (values of starting...


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 10 KB Download (18): Expectation-Maximization algorithm for bi-variate Normal Inverse Gaussian distribution Download

Added: June 09, 2013 | Visits: 196

Multivariate Gaussian Distribution Creates a number of samples from a specified number of dimensions and centers them around a given mean, and within a given covariance range. You might not find it very useful, but hey, I need something to do this so why not.To use:You need to generate 1000 samples from a 3 dimensional Gaussian...


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 10 KB Download (19): Multivariate Gaussian Distribution Download

Added: July 29, 2013 | Visits: 236

Complex Generalized Gaussian distribution generator Generates complex generalized gaussian random variables with augmentedcovariance matrix Ta = [2*s 0; 0 2*s];and shape parameter c, where c = 1 corresponds to the Gaussian case.x = cggd_rand(c,s,N) generates a vector 1xN of complex samples with a circulargaussian distribution with shape parameter...


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 1024 KB Download (19): Complex Generalized Gaussian distribution generator Download

Added: September 08, 2013 | Visits: 199

Closed-skew Gaussian generator Genereates random number from the closed-skew Gaussian distribution with two different methods:CSN_mcmc.mDoes mcmc, so each realisation are not completely independent% Usage: [res, t_wi, t_inv] =CSN_mcmc(Mu,Sigma,Gamma,Nu,Delta,num,burn)%% Mu,Sigma,Gamma,Nu,Delta: parameters in CSN% num: number...


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 10 KB Download (18): Closed-skew Gaussian generator Download

Added: September 06, 2013 | Visits: 185

Generate spatial data The script generates spatial data with a scale-invariant power spectrum (1/f noise) and a normal error distribution.The spectral density of the data is proportional to f^BETA, where f is the frequency and BETA is the spectral exponent (BETA=0 is white noise, BETA=-2 is Brown noise).To generate...


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 10 KB Download (18): Generate spatial data Download

Added: August 04, 2013 | Visits: 181

Univariate Multimodal Random Number Generator Sometimes we need samples that come from a mixture of pdf's, where more than 1 peaks are observed. E.g. for analyzing goodness of a non-parametric kernel density estimation method.By using the Rejection method, this function generates random numbers from a mixture (average sum) of N normal...


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 10 KB Download (18): Univariate Multimodal Random Number Generator Download

Released: July 17, 2012  |  Added: July 17, 2012 | Visits: 137

Randov Probability Calculator Simple to use, Randov finds percentiles and cumulative probabilities for some common probability distributions: normal (Gaussian), Snedecor's F, Student's t, exponential, Poisson, binomial, and geometric. With this mobile application, you won't ever need to use a statistics textbook appendix,...


Platforms: iOS

License: Shareware Cost: $0.99 USD Size: 512 KB Download (9): Randov Probability Calculator Download

Added: September 14, 2013 | Visits: 188

Create a non Isotropic 3D Gaussian Point Spread Function (PSF) Create a non isotropic 3D Gaussian PSFThe program takes three different standard deviation as input and creates a 3D non isotropic Gaussian distribution realted to it.Works faster with Statistical toolbox, but works fine without.


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 10 KB Download (18): Create a non Isotropic 3D Gaussian Point Spread Function (PSF) Download

Released: July 01, 2009  |  Added: April 08, 2010 | Visits: 1.681

Random List Generator Software Random List Generator Software is random number generator software with special algorithms includes random function, Messene Twister and Gaussian distribution. Random List Generator Software application creates countless random numbers by specifying minimum and maximum number from drop down list....


Platforms: Windows

License: Freeware Size: 960.41 KB Download (237): Random List Generator Software Download

Released: July 01, 2009  |  Added: April 19, 2010 | Visits: 1.348

Generate Random Numbers Generate Random Numbers is a software application that generates random numbers that can be used for business purpose. Generate Random Numbers is a list producer for random number by using different algorithms includes random function, Messene Twister and Gaussian distribution. Generate Random...


Platforms: Windows

License: Freeware Size: 960.41 KB Download (141): Generate Random Numbers Download

Added: September 12, 2013 | Visits: 294

gaussianPlume gaussianPlume Steady-state gaussian plume distribution model gaussianPlume models the dispersion of a continuous point source, i.e. plume, in various conditions and terrains. The output of gaussianPlume is a 3-dimensional matrix containing the concentrations of the emitted substance over a field...


Platforms: Matlab

License: Freeware Size: 20.48 KB Download (20): gaussianPlume Download

Added: May 11, 2013 | Visits: 283

American Call option Pricing Approximation Here is the code for the pricing of an american call option with one dividend. This is the Roll, Geske,Whaley approximation of an AMerican call with one dividend. This code makes use of Bivariate normal distribution and normal distribution. More pricing options would be followed soon.


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 10 KB Download (19): American Call option Pricing Approximation Download

Added: September 07, 2013 | Visits: 156

Update PDF Estimation Based on the Gaussian kernel density estimation, it is possible to update the PDF estimation upon receiving new data by using the same bandwidth.Without providing any previous estimation, this function does normal Gaussian kernel density estimation. The estimation parameters are stored in a...


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 10 KB Download (18): Update PDF Estimation Download

Added: May 29, 2013 | Visits: 213

HLNfit The Logistic-Normal distribution [1] is a distribution over a simplex which forms a richer class of distributions than Dirichlets and better captures intercomponent correlations. We present the method for fitting a Hierarchical Logistic-Normal (HLN) distribution given by Hoff [2].Instructions:1....


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 215.04 KB Download (18): HLNfit Download

Added: August 26, 2013 | Visits: 193

Simple Watermarking using Wavelet transform Performs watermarking of the input image by decomposing the image using haar wavlet. Noise generated with normal distribution is used as the key and is added to the input image to obtain the watermarked image.


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 20.48 KB Download (18): Simple Watermarking using Wavelet transform Download

Released: September 09, 2012  |  Added: September 09, 2012 | Visits: 284

NMath Stats NMath Stats is a .NET statistics library that provides functions for statistical computation and biostatistics, including descriptive statistics, probability distributions, combinatorial functions, multiple linear regression, hypothesis testing, analysis of variance, multivariate statistics,...


Platforms: Windows

License: Shareware Cost: $495.00 USD Size: 14.7 MB Download (29): NMath Stats Download

Released: November 16, 2012  |  Added: November 16, 2012 | Visits: 233

Randommite Randommite is a powerful data set generator. Within moments, it enables you to generate large amounts of realistic user-defined data with complete control over the type, range, amount and format. Randommite's power and flexibility saves time and money; it pays for itself on the very first day of...


Platforms: Mac

License: Shareware Cost: $19.99 USD Size: 19.7 MB Download (27): Randommite Download

Added: September 16, 2013 | Visits: 304

In sample value at risk and backtesting I wrote this code because I wanted to incorporate a new distribution in the model, not availiable in Matlab or OxMetrics. In this sample the input is a return series, it uses a Garch(1,1) model with a constant in mean in the returns, and calculates the maximum likelihood estimator (mle) for the...


Platforms: Matlab

License: Freeware Size: 10 KB Download (18): In sample value at risk and backtesting Download

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