matlab
Matlab – char string vergleichen
Monday, March 14th, 2011A=’test’; B=’Test’; if strcmp(A,B); msgbox(‘OK’); else msgbox(‘falsch’); end
matlab – simByEuler – Euler simulation of stochastic differential equations (SDEs) Synopsis
Tuesday, March 1st, 2011Synopsis [Paths, Times, Z] = SDE.simByEuler(NPERIODS) [Paths, Times, Z] = SDE.simByEuler(NPERIODS, ‘Name1′, Value1, ‘Name2′, Value2, …) Description This method simulates any vector-valued SDE of the form where: X is an NVARS-by-1 state vector of process variables (for example, short rates or equity prices) to simulate. W is an NBROWNS-by-1 Brownian motion vector. F is an NVARS-by-1 vector-valued drift-rate [...]
matlab eye – Identity matrix
Tuesday, March 1st, 2011yntax Y = eye(n) Y = eye(m,n) Y = eye([m n]) Y = eye(size(A)) Y = eye(m, n, classname) Description Y = eye(n) returns the n-by-n identity matrix. Y = eye(m,n) or Y = eye([m n]) returns an m-by-n matrix with 1‘s on the diagonal and 0‘s elsewhere. The size inputs m and n should be nonnegative integers. Negative integers are treated as 0. [...]