summaryrefslogtreecommitdiff
path: root/chi_pred.m
blob: 6e82d378f0cca0cee7ec49650ec44c15dbc3d346 (plain)
1
2
3
4
5
6
7
8
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