From 3b0a343ff2cab08508c4718952ce0cb2b9df4fc8 Mon Sep 17 00:00:00 2001 From: Jan Klemkow Date: Sat, 12 May 2012 10:47:16 +0200 Subject: chi_pred: add an inactive chi rand. pred method. --- chi_pred.m | 9 +++++++++ 1 file changed, 9 insertions(+) create mode 100644 chi_pred.m (limited to '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 -- cgit