Multivariate normal cumulative distribution by Zdravko Botev

Zdravko Botev (view profile)

• 13 files
• 309 downloads
• 4.88459

state-of-the-art algorithm for computing the multivariate normal cdf in high dimensions (gaussian, normal, truncated)

mvncdf(l,u,Sig,n)

Log Multivariate Normal Distribution Function by Benjamin Dichter

Benjamin Dichter (view profile)

• 1 file
• 13 downloads
• 5.0

outputs log likelihood array for series of observations x where x_n ~ N(mu,Sigma) (gaussian, normal distribution, probability)

logmvnpdf(x,mu,Sigma)

Multivariate normal cumulative distribution (QMC) by Zdravko Botev

Zdravko Botev (view profile)

• 13 files
• 309 downloads
• 4.88459

state-of-the-art algorithm for computing the multivariate normal cdf in medium dimensions (cumulative distributi..., gaussian, normal)

mvnqmc(l,u,Sig,n)

Truncated multivariate normal by Tim Benham

Tim Benham (view profile)

• 5 files
• 37 downloads
• 4.55

Generates pseudo-random vectors drawn from the truncated multivariate normal distribution. (random, distribution, gaussian)

TruncatedGaussian(sigma, range, varargin)

chebycenter(A,b,r0)

rmvnrnd(mu,sigma,N,A,b,rhoThr)

Truncated Multivariate Normal Generator by Zdravko Botev

Zdravko Botev (view profile)

• 13 files
• 309 downloads
• 4.88459

(perfect) sampling from the truncated multivariate normal density (truncated, normal, gaussian)

mvrandn(l,u,Sig,n)

Rectangular Confidence Regions by Tom Davis

Tom Davis (view profile)

• 5 files
• 234 downloads
• 4.45086

Confidence Hypercubes (statistics, probability, multivariate normal d...)

qsimvnv( m, r, a, b )

rcr(s,varargin)

Multivariate Gaussian Distribution by Timothy Felty

Timothy Felty (view profile)

• 7 files
• 80 downloads
• 3.70512

Calculates samples from a multivariate Gaussian distribution. (statistics, probability, gaussian distribution)

mgd(N,d,rmean,covariance)

Multivariate NIG fit by Panagiotis Braimakis

Panagiotis Braimakis (view profile)

• 7 files
• 40 downloads
• 3.63636

It fits a multivariate normal inverse gaussian distribution to your data (finance, modeling, analysis)

MNIGscheme2

Truncated Normal and Student's t-distribution toolbox by Zdravko Botev

Zdravko Botev (view profile)

• 13 files
• 309 downloads
• 4.88459

Perfect simulation from the truncated (multivariate) normal and student's t-distribution. (truncated, normal, gaussian)

Phinv(p,l,u)

cases(p,l,u)

cholorth( Sig, l, u )

Multiple peaks in PDF by kumar vishwajeet

kumar vishwajeet (view profile)

• 1 file
• 2 downloads
• 1.0

There are multiple peaks in the plot of PDF (probability density f..., multivariate normal d..., mathematics)

MVG Multivariate Gaussian random number generator by Chad Lieberman

Chad Lieberman (view profile)

• 2 files
• 3 downloads
• 5.0

Generates vectors from the multivariate normal distribution parameterized by specified mean vector a (statistics, probability, multivariate)

mvg(mu,Sigma,N)

mvncond2(Mean, Sigma, ind, values) by Bogdan Potanin

Bogdan Potanin (view profile)

• 7 files
• 15 downloads
• 0.0

Vectorized estimation of multivariate normal distribution conditional mean and covariance matrix. (statistics, distribution)

mvncond2(mean, sigma, ind, values)

Confidence Region Radius by Tom Davis

Tom Davis (view profile)

• 5 files
• 234 downloads
• 4.45086

Confidence Intervals, Circles, and Spheres (statistics, probability, multivariate normal d...)

crr(s,varargin)

Qudrivariate and pentavariate normal orthant probabilities by Khaled Hamed

Khaled Hamed (view profile)

• 2 files
• 4 downloads
• 4.0

Evaluate the qudrivariate and pentavariate normal distribution orthant probabilities (pentavariate normal, orthant probability, quadrivariate normal)

pentaorth(s)

quadriorth(s)

Truncated Normal Generator by Zdravko Botev

Zdravko Botev (view profile)

• 13 files
• 309 downloads
• 4.88459

truncated normal generator (simulation, statistics, probability)

trandn(l,u)

Expectation-Maximization algorithm for bi-variate Normal Inverse Gaussian distribution by Karol Binkowski

Karol Binkowski (view profile)

• 1 file
• 2 downloads
• 2.0

Expectation-Maximization (EM) algorithm for bi-variate Normal Inverse Gaussian (biNIG) distribution (simulation, statistics, finance)

EMBIVNIG(x1, x2, iter, tolcrit, alphas, betas1, betas2, d...

binigm1(mu1, mu2, alpha, beta1, beta2, dlt, Sigma)

binigm2(mu1, mu2, alpha, beta1, beta2, dlt, Sigma)

Truncated Gaussian by Bruno Luong

Bruno Luong (view profile)

• 45 files
• 375 downloads
• 4.64147

Generate a pseudo-random vector X drawn from the truncated Gaussian distribution (gaussian, normal, random)

TruncatedGaussian(sigma, range, varargin)

Multivariate Lognormal Simulation with Correlation by Stephen Lienhard

Stephen Lienhard (view profile)

• 6 files
• 24 downloads
• 4.01667

A multivariate lognormal simulator. (statistics, probability, lognormal)

MvLogNRand( Mu , Sigma , Simulations , CorrMat )

GreatRatio(x,Sigma,mu) by Bogdan Potanin

Bogdan Potanin (view profile)

• 7 files
• 15 downloads
• 0.0

Estimates generalized investse Mill's ratio (distribution, statistics)

GreatRatio(x,Sigma,mu)

ACR by Antonio Trujillo-Ortiz

Antonio Trujillo-Ortiz (view profile)

• 189 files
• 678 downloads
• 3.88267

Upper percentiles squared Mahalanobis distance critical value for test of single multivariate normal (statistics, probability, squared mahalanobis d...)

ACR(p,n,alpha)

mvsregress by Robert Piche

Robert Piche (view profile)

• 4 files
• 37 downloads
• 4.33333

Robust multivariate regression using the Student-t distribution (statistics, student, studentt)

mvsregress(X,y,nu)

linstats 2006b by Michael Boedigheimer

Michael Boedigheimer (view profile)

• 6 files
• 36 downloads
• 4.33

linear multivariate statistics (statistics, probability, em anova manova anaco...)

How to build a linear model

Model Validation Tutorial

hypothesis testing tutorial

moutlier1 by Antonio Trujillo-Ortiz

Antonio Trujillo-Ortiz (view profile)

• 189 files
• 678 downloads
• 3.88267

Detection of Outlier in Multivariate Samples Test. (statistics, probability, outlier)

ACR(p,n,alpha)

moutlier1(X,alpha)

HZmvntest by Antonio Trujillo-Ortiz

Antonio Trujillo-Ortiz (view profile)

• 189 files
• 678 downloads
• 3.88267

Henze-Zirkler's Multivariate Normality Test. (statistics, probability, henzezirkler)

HZmvntest.m

rmvregress by Juha Ala-Luhtala

Juha Ala-Luhtala (view profile)

• 1 file
• 2 downloads
• 0.0

Function for multivariate robust linear regression with missing data. (robust regression, missing data)

rmvregress(X,Y,TYPE,PAR,C,A,EST)

DorHanomunortest by Antonio Trujillo-Ortiz

Antonio Trujillo-Ortiz (view profile)

• 189 files
• 678 downloads
• 3.88267

Doornik-Hansen Omnibus Multivariate (Univariate) Normality Test. (statistics, probability, doornikhansen)

DorHanomunortest(X,alpha)

Uniform distribution over a convex polytope by Tim Benham

Tim Benham (view profile)

• 5 files
• 37 downloads
• 4.55

Samples uniformly the interior of a convex polytope. (polytope, random, uniform)

chebycenter(A,b)

cprnd(N,A,b,options)

Free Split and Merge Expectation Maximization for MultiVariate Gaussian Mixture by Sebastien PARIS

Sebastien PARIS (view profile)

• 34 files
• 448 downloads
• 4.40734

FSMEM can estimate MVGM parameters and number of conpounds via split/merge cluster moves (mathematics, optimization, signal processing)

test_fsmem_mvgm

mexme_fsmem_mvgm.m

gene_mvgm(d , K , sig)

RANDRAW by Alex Bar-Guy

Alex Bar-Guy (view profile)

• 7 files
• 138 downloads
• 4.39504

Efficient Random Variates Generator (from over 50 distributions). (statistics, probability, random variable gener...)

randraw.m

Latin Hypercube Sampling by Budiman Minasny

Budiman Minasny (view profile)

• 2 files
• 68 downloads
• 4.31313

Latin Hypercube Sampling (statistics, probability, sampling)

latin_hs(xmean,xsd,nsample,nvar)

lhs_empir(data,nsample)

lhs_empirco(data,nsample)

Laird-Ware Random Effects Model by David Schoenfeld

David Schoenfeld (view profile)

• 1 file
• 2 downloads
• 0.0

Fits a Linear Random Effects Model (statistics, probability, random effects)

random_effects(y,x,z,subject,method,svc,ssig2)

Paradoxical Behavior of Multidimensional Data by Ilias Konsoulas

Ilias Konsoulas (view profile)

• 14 files
• 239 downloads
• 4.795

Three counter-intuitive examples of how data behave in Multidimensional Euclidean Space. (higher dimensional da..., hypercube, hypersphere)

Example A. Volume of a Hypersphere Inscribed in a Hypercube.

Example B: Hypervolume of a Thin Shell between 2 Hypersph...

Example C: Tail Probabilities of Multivariate Normal Dist...

mcmc by David Shera

David Shera (view profile)

• 1 file
• 26 downloads
• 3.5

MCMC -- Markov Chain Monte Carlo Tools (statistics, probability, markov)

betalpr(p1,p2,alpha,beta)

gamlpr(g1, g2, alph, gam)

invwishirnd(S,d)

Differential Evolution Monte Carlo sampling by Corey Yanofsky

Corey Yanofsky (view profile)

• 1 file
• 15 downloads
• 5.0

easy Bayesian computation for real parameter spaces (statistics, probability, bayesian)

DEMC_sample.m

demo_DEMC.m

Ensemble MCMC sampler by Aslak Grinsted

Aslak Grinsted (view profile)

• 34 files
• 572 downloads
• 4.57733

An affine invariant ensemble Markov Chain Monte Carlo sampler (inference, metropolis, markov chain)

Gap statistics by Alessandro Crimi

Alessandro Crimi (view profile)

• 2 files
• 23 downloads
• 4.5

Algorithm for cluster validity index, R. Tibshirani et al. 2001 (cluster, validity index, kmeans)

gap_statistics(data, num_clusters, num_reference_bootstra...

test_gap_statistics(test_datas)

EM_GM by Patrick Tsui

Patrick Tsui (view profile)

• 3 files
• 26 downloads
• 3.88624

An expectation maximization algorithm for learning a multi-dimensional Gaussian mixture. (statistics, probability, expectation maximizat...)

EM_GM(X,k,ltol,maxiter,pflag,Init)

MIDAS Matlab Toolbox by Hang Qian

Hang Qian (view profile)

• 3 files
• 187 downloads
• 4.64444

Repack of Mi(xed) Da(ta) S(ampling) regressions (MIDAS) written by Eric Ghysels and collaborators (econometrics)

DccMidas(Data,varargin)

ForecastCombine(varargin)

GarchMidas(y,varargin)