change contour type17 (12/9/2012 7:42:08 AM) comp.soft-sys.matlab Hi,
I have a fig file containing contour at 99% level corresponding to three different functions. Each of the three contours have different colour. But now, I want to change the line style for each of them to ... kumar
SDE toolbox for non-diagonal correlation matrix021 (10/9/2012 8:57:07 PM) comp.soft-sys.matlab Hello,
I wanted to know if there is any SDE toolbox in MATLAB that can be used to get monte carlo(MC) simulations for the following system:
X_dot = f(X) + eta
eta_dot = f(eta) + Kappa
X_dot is nx1 vector(... kumar
Monte Carlo Integration117 (9/9/2012 8:00:08 AM) comp.soft-sys.matlab I am integrating the following function between L and U using dblquad. I get "NaN" and a warning of singularity.
F = real(constantForM.*((x-L).^(A(1)-1).*(y-L).^(A(2)-1).*(U-L-((x-L)+(y-L))).^(A(3)-1)).^2
... kumar
convex optimization problem618 (8/24/2012 8:25:08 AM) comp.soft-sys.matlab Hi,
I have an objective function of the following type:
J = x log(x/k) + cx
Subject to : f1(x) = alpha and f2(x) = beta
where alpha, beta, k and c are constants and x is a vector to be solved for. So, it i... kumar
About Dirichlet distribution129 (8/23/2012 2:11:07 AM) comp.soft-sys.matlab Hi,
Is there any method in MATLAB to sample from a dirichlet distribution whose support is [a,b]. where a is not zero and b is not 1.
Thanks.
... kumar
hypergeom() gives Inf139 (6/29/2012 3:49:07 PM) comp.soft-sys.matlab Hi,
I am using hypergeom function in Matlab to find 1F1. The arguments of hypergeom are:
hypergeom(1.5,4,973). I get "Inf" for it. So, I tried to write the code for hypergeom function. Here is the code:
tota... kumar
basic query about probability density function plot134 (6/12/2012 9:20:07 PM) comp.soft-sys.matlab Hi,
I've a very basic query about the plot of eigenvalue distribution of a random matrix.:
I've a random matrix(NxN) with i.i.d entries having a pdf 'p'. The joint density function of its eigenvalues(l_i) is ... kumar
ekpirical histogram of a density function145 (6/9/2012 3:06:57 AM) comp.soft-sys.matlab Hi,
I have 10000 realizations of a 50-dimensional vector X. i.e. I have X1, X2,...X10000, each of size 50x1. How to plot the empirical histogram of density function of X??
My understanding:
1. Find the mean ... kumar
Covariance at 99% level032 (6/7/2012 11:35:40 PM) comp.soft-sys.matlab Hi,
Given a pdf(probability density function), we can draw contours at different level i.e. 90% level, 95% level etc. I was wondering whether one can apply similar concept and calculate covariance of the pdf a... kumar
kwzeet's replies:
Items(9) /1
Does ode45 calculate jacobian internally??928 (5/30/2011 12:53:04 AM) comp.soft-sys.matlab We know that ode45 uses Runge-Kutta method to solve integration. And this method required calculation of jacobian of the equations. But ode45 does not ask user to explicitly provide jacobian of the equations. D... kwzeet(45)
Can I integrate the following function in MATLAB??737 (5/30/2011 10:57:02 PM) comp.soft-sys.matlab I want to numerically integrate the following function. Is it possible to do it in MATLAB?? I tried quad2d, dblquad. But there is no scope of symbolic constants in these commands. f(x,y) = log(1-x)*exp(-a*log(x... kwzeet(45)
Generate samples in Monte Carlo simulation525 (7/21/2011 10:22:10 PM) comp.soft-sys.matlab Hi, I need to generate samples for monte carlo simulation. The mean and covariance of the state is m and s. It is given that the state has gaussian distribution at t = 0.Which of the following is the better and... kwzeet(45)
How much precision can we get in MATLAB441 (10/26/2011 5:21:15 PM) comp.soft-sys.matlab I have to use a data file in MATLAB. This data file has floating point numbers with a precision upto 20 decimal points. Will MATLAB store all these 20 digits or will it truncate after 15 digits of decimal place... kwzeet(45)
Correct way of using Monte Carlo data734 (11/14/2011 7:45:14 PM) comp.soft-sys.matlab Hi, I have a doubt. Which is the better (or correct) method to obtain 100,000 monte carlo runs:- 1. Run monte carlo for the equations for 100,000 times, all at once. 2. Run monte carlo run 10 times for the equa... kwzeet(45)
chol or sqrtm335 (2/25/2012 2:11:17 AM) comp.soft-sys.matlab Hi, Given a positive definite matrix, which is the correct way to find its square root?? Should I use "chol" or "sqrtm"?? The eigen values of the resultant matrix given by each of them is different from the oth... kwzeet(45)
broken contours429 (3/12/2012 11:11:12 PM) comp.soft-sys.matlab I am trying to plot the contours corresponding to 125000 monte carlo runs. The contours are broken at some point i.e. I do not get a closed contour. Can someone explain why?? Thanks ... kwzeet(45)
Basic sampling question233 (3/22/2012 4:48:21 AM) comp.soft-sys.matlab If i try to draw monte carlo samples from a pdf, will I get more samples from high probability region and less samples from low probability region??? thanks. ... kwzeet(45)
convex optimization problem618 (8/24/2012 8:25:08 AM) comp.soft-sys.matlab Hi,
I have an objective function of the following type:
J = x log(x/k) + cx
Subject to : f1(x) = alpha and f2(x) = beta
where alpha, beta, k and c are constants and x is a vector to be solved for. So, it i... kwzeet(45)