Re: [OctDev] new function to financial package: cov2corr()

[YuHong]

Hello,

I have modified the function code.  Now the function's running time with 2x2 
input is around 0.0004 seconds.  Also I have submitted the function to the 
tracker system with ID# 3408709: 
https://sourceforge.net/tracker/?func=detail&aid=3408709&group_id=2888&atid=352888.

Best regards,

Hong Yu


From: hyu0...@hotmail.com
To: carandraug+...@gmail.com
CC: octave-dev@lists.sourceforge.net; hyu0...@hotmail.com
Subject: RE: [OctDev] new function to financial package: cov2corr()
Date: Mon, 12 Sep 2011 12:59:54 +0000









Hello,

Thanks!  I will try a better way for the function.

Best regards,

Hong Yu



> From: carandraug+...@gmail.com
> Date: Mon, 12 Sep 2011 12:11:09 +0100
> Subject: Re: [OctDev] new function to financial package: cov2corr()
> To: hyu0...@hotmail.com
> CC: octave-dev@lists.sourceforge.net
> 
> 2011/9/12 YuHong <hyu0...@hotmail.com>:
> > I have written a new function 'cov2corr()' to the financial package in
> > Octave, based on MatLab's financial toolbox manual.  Basically cov2corr()
> > convert covariance to standard deviation and correlation coefficient.  For
> > example,
> 
> Hi Hong,
> 
> I think the suggestions given by Søren to your other function corr2cov
> also apply to this. You should be able to avoid the use of for loops
> which will make your code much much faster. Can you try that?
> 
> Carnë
                                                                                
  
------------------------------------------------------------------------------
BlackBerry&reg; DevCon Americas, Oct. 18-20, San Francisco, CA
Learn about the latest advances in developing for the 
BlackBerry&reg; mobile platform with sessions, labs & more.
See new tools and technologies. Register for BlackBerry&reg; DevCon today!
http://p.sf.net/sfu/rim-devcon-copy1 
_______________________________________________
Octave-dev mailing list
Octave-dev@lists.sourceforge.net
https://lists.sourceforge.net/lists/listinfo/octave-dev