Normal Gaussian 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.
|License: Shareware||Cost: $0.00 USD||Size: 10 KB||Download (20): Normal Inverse Gaussion Distribution Download|
Gibbs sampler for sampling from the invariance Normal Inverse Gaussian distribution. (Bayesian scheme of Karlis & Lillestol (2004))
|License: Shareware||Cost: $0.00 USD||Size: 10 KB||Download (20): NIG MCMC fit Download|
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...
|License: Shareware||Cost: $0.00 USD||Size: 10 KB||Download (18): Expectation-Maximization algorithm for bi-variate Normal Inverse Gaussian distribution Download|
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...
|License: Shareware||Cost: $0.00 USD||Size: 10 KB||Download (20): Multivariate Gaussian Distribution Download|
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...
|License: Shareware||Cost: $0.00 USD||Size: 1024 KB||Download (19): Complex Generalized Gaussian distribution generator Download|
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...
|License: Shareware||Cost: $0.00 USD||Size: 10 KB||Download (18): Closed-skew Gaussian generator Download|
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...
|License: Shareware||Cost: $0.00 USD||Size: 10 KB||Download (18): Generate spatial data Download|
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...
|License: Shareware||Cost: $0.00 USD||Size: 10 KB||Download (18): Univariate Multimodal Random Number Generator Download|
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,...
|License: Shareware||Cost: $0.99 USD||Size: 512 KB||Download (9): Randov Probability Calculator Download|
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.
|License: Shareware||Cost: $0.00 USD||Size: 10 KB||Download (18): Create a non Isotropic 3D Gaussian Point Spread Function (PSF) Download|
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....
|License: Freeware||Size: 960.41 KB||Download (239): Random List Generator Software Download|
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...
|License: Freeware||Size: 960.41 KB||Download (142): Generate Random Numbers Download|
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...
|License: Freeware||Size: 20.48 KB||Download (20): gaussianPlume Download|
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.
|License: Shareware||Cost: $0.00 USD||Size: 10 KB||Download (19): American Call option Pricing Approximation Download|
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...
|License: Shareware||Cost: $0.00 USD||Size: 10 KB||Download (18): Update PDF Estimation Download|
The Logistic-Normal distribution  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 .Instructions:1....
|License: Shareware||Cost: $0.00 USD||Size: 215.04 KB||Download (18): HLNfit Download|
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.
|License: Shareware||Cost: $0.00 USD||Size: 20.48 KB||Download (19): Simple Watermarking using Wavelet transform Download|
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,...
|License: Shareware||Cost: $495.00 USD||Size: 14.7 MB||Download (29): NMath Stats Download|
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...
|License: Shareware||Cost: $19.99 USD||Size: 19.7 MB||Download (36): Randommite Download|
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...
|License: Freeware||Size: 10 KB||Download (18): In sample value at risk and backtesting Download|