GUI for univariate time series modeling and decomposition based on Pandit and Wu (1983)
|License: Freeware||Size: 81.92 KB||Download (20): DDS Toolbox 2007 Download|
Gauss numerical integration of univariate funcitons by 7-point Gaussian quadrature. Very accuracy and fast.
|License: Freeware||Size: 10 KB||Download (19): Gauss numerical integration Download|
This is a demo of MATLAB Excel Builder. This demo explains how one can compile MATLAB code into an Excel based COM component using MATLAB Excel Builder. This demo compiles a MATLAB code that depicts Univariate Interpolation into an Excel based COM component. Following this, it also explains how...
|License: Freeware||Size: 266.24 KB||Download (18): Excel Builder Demo: Univariate Interpolation Download|
Command language audit software - used for audits: * audit identification of duplicates, gaps, audit for outliers, population summaries, data classification and stratification, univariate statistics, audit sample size computations, percentiles/quartiles, Federal holiday dates, histograms and...
|License: Freeware||Size: 6.78 MB||Download (35): Audit Commander Download|
RiskMetrics.m: Estimates the univariate or multivariate RiskMetrics. USAGE: rm = RiskMetrics(data,alpha) INPUTS: data = ( m x n ) vector lamba = the scale parameter method = Univariate or Multivariate OUTPUTS: rm = ( m x n ) volatility vector for the univariate case or an [( n x n )x m]...
|License: Freeware||Size: 10 KB||Download (18): RiskMetrics Download|
The non-linear regression problem (univariate or multivariate) is easily posed using a graphical user interface (GUI) that solves the problem using one of the following solvers: - nlinfit: only univariate problems. - lsqnonlin: can deal with multivariate problems (more than one dependent fitting...
|License: Freeware||Size: 30.72 KB||Download (21): Non-linear regression GUI Download|
The Toolbox forecasts the volatility of a (mxn) vector of data and from a variety of in-built / non-in-built GARCH models with various distributions, as well as the univariate RiskMetrics. The toolbox also estimates a number of Volatility Forecast Loss Functions and if selected Value-at-Risk for...
|License: Freeware||Size: 20.48 KB||Download (19): Volatility Forecast Toolbox Download|
AMI computes and plots average mutual information (ami) and correlation of univariate or bivariate time series for different values of time lag.USAGE: [amis corrs] = ami(xy,nBins,nLags)INPUT: xy: either univariate (x) or bivariate ([x y]) time series data. If bivariate time series are given then...
|License: Freeware||Size: 30.72 KB||Download (18): ami and correlation Download|
EZ-R Stats for Windows is an audit software tool for the auditor which can be used for fraud detection. Some of the key tools include testing conformity with Benford's law in order to identify unusual data distributions, procedures for quantifying population characteristics such as...
|License: Freeware||Size: 31.69 MB||Download (111): EZ-R Stats for Windows Download|
Statistics::OLS is a Perl module to perform ordinary least squares and associated statistics. SYNOPSIS use Statistics::OLS; my $ls = Statistics::OLS->new(); $ls->setData (@xydataset) or die( $ls->error() ); $ls->setData (@xdataset, @ydataset); $ls->regress(); my ($intercept, $slope)...
|License: Freeware||Size: 8.19 KB||Download (79): Statistics::OLS Download|
Regress+ is a user-friendly, state-of-the-art tool for mathematical modeling. It will optimize almost any univariate deterministic model (equation) as well as stochastic models (distributions) having at most five parameters. It offers features and functionality unmatched by any other available...
|License: Freeware||Download (75): Regress Plus Download|
Dap is a small statistics and graphics package based on C. The user wishing to perform basic statistical analyses is now freed from learning and using C syntax for straightforward tasks, while retaining access to the C-style graphics and statistics features provided by the original...
Platforms: *nix, C/C++, BSD
|License: Freeware||Download (35): Dap Application Download|
This submission provides functions (and examples scripts) for estimation, simulation and forecasting of a general Markov Regime Switching Regression. Features of the package:- Support for univariate and multivariate models.- Support of any number of states and any number of explanatory...
|License: Freeware||Size: 409.6 KB||Download (28): MS_Regress - A Package for Markov Regime Switching Models in Matlab Download|
This is the algorithm involved on the use of the non-linear forecast of asset's prices based on the nearest neighbour method.The basic idea of the NN algorithm is that the time series copies it's own past behavior, and such fact can be used for forecasting purposes. On the zip file there are two...
|License: Freeware||Size: 112.64 KB||Download (18): Nearest Neighbour Algorithm for Stock Prices Forecasts Download|
This demo shows how you can create a COM component from a MATLAB code using MATLAB COM Builder and use the same in an external project independent of MATLAB. This demo compiles a function that uses MATLAB Interpolation capability into a COM component and uses it in an external Visual Basic...
|License: Freeware||Size: 184.32 KB||Download (19): COM Builder Example: Univariate Interpolation Download|
Java Algebra System (JAS for short) is an object oriented, type safe and multi-threaded approach to computer algebra. JAS provides a well designed software library using generic types for algebraic computations implemented in the Java programming language. The library can be used as any other...
|License: Freeware||Size: 23.39 MB||Download (16): Java Algebra System Download|
Statsmodels is a Python package that provides a complement to scipy for statistical computations including descriptive statistics and estimation of statistical models. Main Features regression: Generalized least squares (including weighted least squares and least squares with autoregressive...
|License: Freeware||Size: 3.23 MB||Download (17): scikits.statsmodels Download|