Wednesday, December 10, 2008

Interleave


There was some curiosity over this, so here is a suggested solution. Rest of the solutions to follow.

function c = interleave(a, b)

c = zeros(1, length(a) + length(b));
if length(a) > length(b)
c(2 : 2 : 2*length(b)) = b;
c(c == 0) = a;
else 
c(1 : 2 : 2*length(a)) = a;
c(c == 0) = b;
end

Tuesday, December 9, 2008

Monday, December 8, 2008

On Nelson-Siegel


The original is here; as extended by Svensson is here.

Performance on Indian data: By
NSE and one more (the associated MATLAB codes are here).