Aligned Rank Transform with Matlab

This function is written to do aligned rank transform using matlab

for a data with heavy tail, this function could be used for getting the aligned rank transformed data and implementing Analysis of variance and mixed effect models
This is an approach used when the data has non-normal distribution

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Mobile Safari start scrolling display issue

Let get right to the issue. iOS safari does re-size the view until navigation bar gets to It’s minimal height. Hence does not scrolling at start of scroll gesture. And it does not trigger onresize event while re-sizing to get navigation bar smaller.
This is clearly an issue. I propose two solution for it. Continue reading Mobile Safari start scrolling display issue

Put your data into variables with file2var

Use this tool to get access to your data in javascript. Example is included in github.

Embed program data within executable. Text files as c string and binary files as c array.
file2var is easy to use program to do justĀ  that. Continue reading Put your data into variables with file2var

Reliability analysis using Cronbach’s alpha

I’ve written a Matlab function, which calculates the Cronbach’s alpha between some items and do the if item is deleted process. this function will automatically delete the item which increase the Cronbach’s alpha maximally. before entering in if item is deleted process it checks the initial Cronbach’s alpha. if the Cronbach’s alpha value was greater than 0.8. then the function will return a message that there is an excellent reliability and no item is required to be deleted. Continue reading Reliability analysis using Cronbach’s alpha

Monte Carlo simulation of Value at risk

I’ve written a code in Visual basic (excel macro), to do Monte Carlo repetitions to find the value at risk. for this reason, I’ve used Cornish-fisher expansion.

The formula for Value at risk, uses volatility, skewness and excess kurtosis and the number of trading periods in the recommended holding period to find the value at risk.


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Random walk movement

In this project, I wrote a matlab code to keep a marker which moves randomly toward a square area, inside the boundary. so the marker moves with a specific speed in a random direction. when the marker reaches to the boundary of the square area, it will first bounce back and then will keep moving to the another random direction. the number of movement and speed of the marker could be chosen by the user.

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Exponential smoothing

Exponential smoothing method for finding the trend and seasonality of the data and doing forecast. simple exponential smoothing is for the data which doesn’t have seasonality. for data which has seasonality exponential smoothing has three formula as we could see in the figure below:

exponential smoothing formula

at is level, bt is the trend and Ft is seasonality. alpha, beta and gamma are the damping ratio in appropriate with level, trend and seasonality respectively.

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