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Diffstat (limited to 'chi_pred.m')
| -rw-r--r-- | chi_pred.m | 9 |
1 files changed, 9 insertions, 0 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 |