First matlab codes for statistics

statistics/code/quartiles.m

@@ -0,0 +1,25 @@
+% generate data:
+x = randn( 1, 100000 );
+
+% histogram:
+[h,b] = hist( x, 100 );
+% normalize:
+bs = b(2)-b(1);
+h = h/sum(h)/bs;
+
+% plot:
+bar( b, h );
+xlabel( 'x' );
+
+% median, quartile:
+xs = sort( x )
+q = [ xs(length(xs)/4), xs(length(xs)/2), xs(3*length(xs)/4) ];
+%q = quantile( x, [0.25, 0.5, 0.75 ] );
+
+% plot:
+bar( b(b<q(1)), h(b<q(1)), 'FaceColor', [0.5 0 0.5] );
+hold on;
+bar( b((b>=q(1)) & (b<q(2))), h((b>=q(1)) & (b<q(2))), 'FaceColor', [0.9 0 0] );
+bar( b((b>=q(2)) & (b<q(3))), h((b>=q(2)) & (b<q(3))), 'FaceColor', [0 0 0.9] );
+bar( b(b>=q(3)), h(b>=q(3)), 'FaceColor', [0.5 0 0.5] );
+hold off;

statistics/code/randomwalk.m

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+function x = randomwalk(n,p)
+    r = rand(n,1);
+    r(r<p) = -1.0;
+    r(r>=p) = +1.0;
+    x = cumsum(r);
+end

statistics/code/randomwalkstatistics.m

@@ -0,0 +1,25 @@
+p = 0.5;
+nsteps = 100;
+nwalks = 1000;
+
+y = zeros( nwalks, nsteps/10 );
+for k = 1:length( y )
+    x = randomwalk( nsteps, p );
+    for j = 1:nsteps/10
+        y(k,j) = x((j-1)*10+1);
+    end
+    %plot( x )
+    %pause( 1 )
+    if rem(k,100) == 0
+        %[h1,b1] = hist( y(1:k,1), [-50:2:50] );
+        %[h2,b2] = hist( y(1:k,2), [-50:2:50] );
+        %bar( b1, h1, 1.0, 'b' );
+        %hold on;
+        %bar( b2, h2, 'FaceColor', 'r' );
+        %hold off;
+        sdev = var( y(1:k,:), 1 );
+        plot( sdev )
+        pause( 1.0 );
+    end
+end
+