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| author | Jan Klemkow <j.klemkow@wemelug.de> | 2012-05-12 10:47:16 +0200 |
|---|---|---|
| committer | Jan Klemkow <j.klemkow@wemelug.de> | 2012-05-12 10:47:16 +0200 |
| commit | 3b0a343ff2cab08508c4718952ce0cb2b9df4fc8 (patch) | |
| tree | 44569c4030fada175260ea3c98e9ba0c00c83ed6 | |
| parent | f8308571ad5d3828c83e7cb6226429731cad883a (diff) | |
| download | dmc-3b0a343ff2cab08508c4718952ce0cb2b9df4fc8.tar.gz dmc-3b0a343ff2cab08508c4718952ce0cb2b9df4fc8.tar.bz2 dmc-3b0a343ff2cab08508c4718952ce0cb2b9df4fc8.zip | |
chi_pred: add an inactive chi rand. pred method.
| -rw-r--r-- | chi_pred.m | 9 | ||||
| -rw-r--r-- | run_tests.m | 3 |
2 files changed, 11 insertions, 1 deletions
diff --git a/chi_pred.m b/chi_pred.m new file mode 100644 index 0000000..6e82d37 --- /dev/null +++ b/chi_pred.m @@ -0,0 +1,9 @@ +function pred = chi_pred(price, data) + + times = size(price, 1) - size(data, 1); + pred = zeros(times, size(price, 2)); + + for i = 1:times + pred(i,:) = abs(chi2rnd(sqrt(var(data)))); + end +end diff --git a/run_tests.m b/run_tests.m index 4ab6922..12306a4 100644 --- a/run_tests.m +++ b/run_tests.m @@ -13,7 +13,8 @@ pred_methods = [ m('quad', @quad_regress_pred) m('log reg.', @log_regress_pred) m('sevenday', @sevenday_pred) - m('random', @rand_pred) + m('norm rand.',@rand_pred) +% m('chi rand.',@chi_pred) m('regress2', @regress_frequency_removal) ]; num_methods = size(pred_methods, 1); |