From 3b0a343ff2cab08508c4718952ce0cb2b9df4fc8 Mon Sep 17 00:00:00 2001
From: Jan Klemkow <j.klemkow@wemelug.de>
Date: Sat, 12 May 2012 10:47:16 +0200
Subject: chi_pred: add an inactive chi rand. pred method.

---
 chi_pred.m  | 9 +++++++++
 run_tests.m | 3 ++-
 2 files changed, 11 insertions(+), 1 deletion(-)
 create mode 100644 chi_pred.m

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);
-- 
cgit