diff options
| -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); |