Answered

Efficient code for obtaining the probability of X or less, when the PDF is known, but the CDF cannot be expressed precisely

Unless you have closed form or a good approximation to the CDF, it seems like your only option is to integrate the PDF with MATL...

Efficient code for obtaining the probability of X or less, when the PDF is known, but the CDF cannot be expressed precisely

Unless you have closed form or a good approximation to the CDF, it seems like your only option is to integrate the PDF with MATL...

4 months ago | 1

Answered

Compare Betas from two different GLMS

You might compare confidence intervals. For example, the estimated value for evidence control is .62033. Compute an approximate...

Compare Betas from two different GLMS

You might compare confidence intervals. For example, the estimated value for evidence control is .62033. Compute an approximate...

4 months ago | 0

Answered

How can I simulate data from two different distribution using Copulas?

OK, then I think you are almost there. You have the data X, Y, and rhoXY. Start by estimating the parameters for your gamma an...

How can I simulate data from two different distribution using Copulas?

OK, then I think you are almost there. You have the data X, Y, and rhoXY. Start by estimating the parameters for your gamma an...

4 months ago | 0

| accepted

Answered

How can I simulate data from two different distribution using Copulas?

The question is a little confusing because the U values are from 0 to 1 but the Q values aren't. Q(1,:) looks like a gamma but ...

How can I simulate data from two different distribution using Copulas?

The question is a little confusing because the U values are from 0 to 1 but the Q values aren't. Q(1,:) looks like a gamma but ...

4 months ago | 0

Answered

seed for Monte Carlo

It sounds like you would be better off not to set the seed at all--just use MATLAB's default seed, which is different every time...

seed for Monte Carlo

It sounds like you would be better off not to set the seed at all--just use MATLAB's default seed, which is different every time...

4 months ago | 0

Answered

Running repeated anova on all elements of large matrix

If you really just want the F value, you can probably get it much faster by looking up the formulas for the one-factor within-Ss...

Running repeated anova on all elements of large matrix

If you really just want the F value, you can probably get it much faster by looking up the formulas for the one-factor within-Ss...

4 months ago | 0

| accepted

Answered

Generate column of random numbers that change slowly from row to row

You might generate the random points as you have but then smooth them with the smooth or filter function, e.g., sprob = zeros(s...

Generate column of random numbers that change slowly from row to row

You might generate the random points as you have but then smooth them with the smooth or filter function, e.g., sprob = zeros(s...

4 months ago | 0

| accepted

Answered

What the two columns represnt when i generate a multivarite normal random numbers

The two columns represent the two variables measured for each case, and the N rows represent the N randomly selected cases from ...

What the two columns represnt when i generate a multivarite normal random numbers

The two columns represent the two variables measured for each case, and the N rows represent the N randomly selected cases from ...

4 months ago | 0

| accepted

Answered

Fitting a non-linear model to my data

Take logs and use multiple regression. That is, fit the model log(y) = a log(x1) + b log(x2) etc This will give you the best ...

Fitting a non-linear model to my data

Take logs and use multiple regression. That is, fit the model log(y) = a log(x1) + b log(x2) etc This will give you the best ...

4 months ago | 1

| accepted

Answered

Integrating a t-test into a function how-to

Put in a breakpoint at the ttest2 line and check the inputs x and y that you are passing. These must not be what ttest2 expects...

Integrating a t-test into a function how-to

Put in a breakpoint at the ttest2 line and check the inputs x and y that you are passing. These must not be what ttest2 expects...

4 months ago | 0

Answered

Fit Gaussian mixture model with weighted observations

It's not exactly clear (to me either) what it means to weight the different observations in this context, but maybe you have som...

Fit Gaussian mixture model with weighted observations

It's not exactly clear (to me either) what it means to weight the different observations in this context, but maybe you have som...

4 months ago | 0

Answered

Convolution of two different pdf (uniform and normal distribution)

The Cupid toolbox will do this. For example, u = Uniform(0,100); n = Normal(100,10); % 2nd parameter is sigma, not sigma^2 c...

Convolution of two different pdf (uniform and normal distribution)

The Cupid toolbox will do this. For example, u = Uniform(0,100); n = Normal(100,10); % 2nd parameter is sigma, not sigma^2 c...

4 months ago | 0

| accepted

Answered

Within- & between-subjects in 'anovan'

I also found the lack of between/within terminology a bit daunting. With respect to your first question, here is an example tha...

Within- & between-subjects in 'anovan'

I also found the lack of between/within terminology a bit daunting. With respect to your first question, here is an example tha...

5 months ago | 1

Question

any trick to stop fminsearch early?

I am using fminsearch to minimize an error score in fitting a model to many, many data sets. Often, the error score gets close ...

5 months ago | 2 answers | 0

Answered

How can I introduce a known autocovariance to a lognormal process

You should be able to do it by generating your sequence one element at a time, if you can't find a canned routine that will do i...

How can I introduce a known autocovariance to a lognormal process

You should be able to do it by generating your sequence one element at a time, if you can't find a canned routine that will do i...

5 months ago | 0

Answered

How to calculate the conditional proabability?

Crude, but maybe illustrative: all=readtable('RainTampa.txt','headerlines',31) nonzeroVar2 = all(all.Var2~=0,:); nonzeroVar2a...

How to calculate the conditional proabability?

Crude, but maybe illustrative: all=readtable('RainTampa.txt','headerlines',31) nonzeroVar2 = all(all.Var2~=0,:); nonzeroVar2a...

5 months ago | 0

Answered

How to find the maximum of a normalized fit of a histogram

Try this: dist = Histogram(2) maxnorm = max(dist.YData); line([min(dist.XData) max(dist.XData)], [maxnorm maxnorm], 'LineWidt...

How to find the maximum of a normalized fit of a histogram

Try this: dist = Histogram(2) maxnorm = max(dist.YData); line([min(dist.XData) max(dist.XData)], [maxnorm maxnorm], 'LineWidt...

5 months ago | 0

Answered

Extreme Value Distribution y-axis not same with Histogram

histogram(total,'normalization','pdf');

Extreme Value Distribution y-axis not same with Histogram

histogram(total,'normalization','pdf');

5 months ago | 0

Answered

Multiple univariate or multivariate analysis?

No, that's probably not the right way to go. The problem with this approach is that you have a 5% chance of making a type 1 err...

Multiple univariate or multivariate analysis?

No, that's probably not the right way to go. The problem with this approach is that you have a 5% chance of making a type 1 err...

5 months ago | 0

Answered

How to calculate the P-value using chi-square and degrees of freedom

p = 1 - chi2cdf(x,df)

How to calculate the P-value using chi-square and degrees of freedom

p = 1 - chi2cdf(x,df)

5 months ago | 0

Answered

Is there a way to do a multi normal distribution fitting in Matlab?

The sigma isn't really off. GMModel.Sigma is variance = sigma^2

Is there a way to do a multi normal distribution fitting in Matlab?

The sigma isn't really off. GMModel.Sigma is variance = sigma^2

5 months ago | 0

| accepted

Answered

Is there a way to do a multi normal distribution fitting in Matlab?

See fitgmdist

Is there a way to do a multi normal distribution fitting in Matlab?

See fitgmdist

5 months ago | 1

Answered

Log-Normal fit of histogram

fitdist wants the x values that were tabulated to get the histogram, not the bin counts. From your histogram, it looks like you...

Log-Normal fit of histogram

fitdist wants the x values that were tabulated to get the histogram, not the bin counts. From your histogram, it looks like you...

5 months ago | 0

Answered

Parameter estimation - estimate integers only

One way to do this is to write your objective function to return an error function that is linearly interpolated between two int...

Parameter estimation - estimate integers only

One way to do this is to write your objective function to return an error function that is linearly interpolated between two int...

5 months ago | 0

Answered

Fmincon: how to change input variable of function which is not a design variable?

If I follow what you are trying to do, one way is by nesting your objective function within some outer master function, somethin...

Fmincon: how to change input variable of function which is not a design variable?

If I follow what you are trying to do, one way is by nesting your objective function within some outer master function, somethin...

5 months ago | 0

| accepted

Answered

How to define the Conditional probability density function from a n-by-2 matrix ?

Maybe start with 'ksdensity' to estimate the joint pdf of x & y from your observed x,y pairs. Once you have a good numerical es...

How to define the Conditional probability density function from a n-by-2 matrix ?

Maybe start with 'ksdensity' to estimate the joint pdf of x & y from your observed x,y pairs. Once you have a good numerical es...

5 months ago | 0

| accepted

Answered

Plotting average of many empirical cumulative distribution functions

I'm pretty sure there is no function to do that. To compute the average function by Vincentizing, you first choose a set of CDF ...

Plotting average of many empirical cumulative distribution functions

I'm pretty sure there is no function to do that. To compute the average function by Vincentizing, you first choose a set of CDF ...

6 months ago | 0

| accepted

Answered

Problems with fmincon for design optimization

Hi Soheil, You have posted a lot of information and I certainly have not digested even a large fraction of it (it would take me...

Problems with fmincon for design optimization

Hi Soheil, You have posted a lot of information and I certainly have not digested even a large fraction of it (it would take me...

6 months ago | 0

| accepted

Answered

CDF-vector- 2 random variables

You apparently have a probability for each of the x and y values. So, you can just compute the different possible Ln(Z) values f...

CDF-vector- 2 random variables

You apparently have a probability for each of the x and y values. So, you can just compute the different possible Ln(Z) values f...

6 months ago | 0

| accepted

Answered

How create joint distribution of two dependent variables?

I don't think your two questions are equivalent. If you have the two marginal pdfs and the correlation, there are lots of ways ...

How create joint distribution of two dependent variables?

I don't think your two questions are equivalent. If you have the two marginal pdfs and the correlation, there are lots of ways ...

6 months ago | 0

| accepted