Confidence Region Radius
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R = CRR(S) computes the radius of the mean-centered interval, circle, or sphere with 95% probability given S, which is either a vector of standard deviations or a covariance matrix from a multivariate normal distribution. If S is a real, symmetric, positive semidefinite matrix, CRR(S) is equivalent to CRR(SQRT(EIG(S))). Scalar S is treated as a standard deviation.
R = CRR(S,P) computes the confidence region radius with probability P instead of the default, which is 0.95.
R = CRR(S,P,TOL) uses a quadrature tolerance of TOL instead of the default, which is 1e-15. Larger values of TOL may result in fewer function evaluations and faster computation, but less accurate results. Use [] as a placeholder to obtain the default value of P.
R = CRR(S,P,TOL,M) performs a bootstrap validation with M normally distributed random samples of size 1e6. Use [] as a placeholder to obtain the default value of TOL.
R = CRR(S,P,TOL,[M N]) performs a bootstrap validation with M normally distributed random samples of size N.
Free download from Shareware Connection - R = CRR(S) computes the radius of the mean-centered interval, circle, or sphere with 95% probability given S
Version: 1.0 | Size: 61 KB | Platform: Matlab, Scripts
Released Date: 03-06-2013 | Rating: 0 | Title: Confidence Region Radius
Author Url: http://www.mathworks.com
Program Info Url: http://www.mathworks.com
Download Url: http://www.mathworks.com/matlabcentral/fx_files/10526/1/crr.zip
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