Questions on the statistical functions of Mathematica.
7
votes
1answer
105 views
CorrelationTest small bug?
Consider two Normally distributed random variables:
x1 = RandomVariate[NormalDistribution[], {1000}];
x2 = RandomVariate[NormalDistribution[], {1000}];
I want to ...
10
votes
0answers
130 views
4
votes
1answer
112 views
AR(1) Process first term
I'm trying to generate a very simple AR(1) Process with Mathematica using the ARProcess[] function. The process must have the following format:
$Y_t = \alpha + ...
9
votes
3answers
241 views
Different calculation of median and quartiles, bug in BoxWhiskerChart?
When you plot a dataset with BoxWhiskerChart passing over the box in the plot with your mouse pointer shows some specifics about the dataset (min and max values, ...
10
votes
2answers
229 views
What do the options of SmoothKernelDistribution do?
The function SmoothKernelDistribution has three options that are not described in too much detail in the Mathematica's help window.
InterpolationPoints: What is ...
1
vote
1answer
99 views
PDF on TransformedDistribution of two BinomialDistribution too slow
I'd been doing my own convolutions of distributions for some calculations, decided to use built-ins.
With
...
1
vote
1answer
117 views
Computing Correlations and p-values
I have two vectors $A$ and $B$ of length (say) $50$ or so, and I want to determine whether there is any correlation between their entries. I computed their correlation directly and found it to be ...
4
votes
1answer
205 views
Using DistributionFitTest on custom distributions in Mathematica 8
I originally posted this question on Stack Overflow, but I didn't get any answers, and I'm hoping to have better luck here.
I'm trying to compute the goodness-of-fit of a bi-modal Gaussian ...
13
votes
5answers
2k views
Estimate error on slope of linear regression given data with associated uncertainty
Given a set of data, is it possible to create a linear regression which has a slope error that takes into account the uncertainty of the data?
This is for a high school class, and so the normal ...
1
vote
2answers
135 views
Probability density histogram with unequal bin widths
I am confused by output of Histogram and HistogramList for probability density ("PDF") when ...
2
votes
1answer
145 views
Calculate variance of random walk?
How can I symbolically calculate the variance of the following random walk in Mathematica?
Given several discrete random variables such that $p(Z_i=1-2k)=p$, where $k$ is a small real number, and ...
7
votes
1answer
165 views
Overlay of pdf using PairedHistogram in Mathematica
With a standard 1D histogram, I can generate a pdf overlay using Show and Plot.
I'd like to do something similar with ...
1
vote
0answers
167 views
Matrix algebra vs. PrincipalComponents and Varimax/Oblimin
Using matrix algebra I can calculate loadings and scores from the covariance matrix (data matrix is column centered):
...
2
votes
1answer
58 views
Standard Deviation and StandardDeviationFilter
I found this scant description of StandardDeviationFilter in the documentation, implying one could use it to generate a moving standard deviation:
I've got a ...
2
votes
1answer
70 views
How to get confidence bands of parameters from a fitting procedure?
I have done fitting of data points with a given model that has two parameters (A and B), using NonlinearModelFit. The result of the fit is the maximum of the ...
0
votes
0answers
89 views
build and estimate a time series process
I want to generate an EGARCH process. My problem is that I do not see how to create new processes beyond those available.
The process itself is :
$$\epsilon(t) = \sigma(t) \eta(t)$$
...
4
votes
2answers
512 views
How to use a 3×3 covariance matrix to plot an error ellipsoid?
I have a 3×3 error covariance in Mathematica, but I don't know how to use it for plotting the error ellipsoid. It would be great if you can show me how I can do that for the below covariance matrix:
...
4
votes
0answers
49 views
Is there a common name for OrderDistribution? [closed]
I can't seem to find any reference material on what Mathematica calls OrderDistribution via Google or Wolfram|Alpha or the ASA.
I can read what the Documentation ...
7
votes
1answer
599 views
Wald–Wolfowitz Runs Test
Does Mathematica 8 implement Wald–Wolfowitz runs test for randomness? I can't find it in the documentation. I would like to test some fit residuals.
2
votes
4answers
122 views
Descriptive statistics of two events
I am trying to use the descriptive statistics feature of Mathematica to answer the following question: suppose I have two events, A and B, whose occurrence is described by a normal distribution around ...
0
votes
1answer
85 views
No Tukey Test on ANOVA package
I'm trying to use the ANOVA package and have mathematica display the Tukey PostTest, but all I get is this:
...
4
votes
1answer
135 views
Multinomial logistic regression
Has anyone done multinomial logistic regression in Mathematica?
The binomial case is essentially done on the LogitModelFit documentation page and works fine.
I am ...
2
votes
1answer
112 views
EmpiricalDistribution for Gini Coefficient Runs Slow
I am repurposing code that I found in this blog post (http://datavoreconsulting.com/sports/gini-coefficients-and-the-olympic-medal-race/) to generate the Gini coefficient for other data sets I am ...
2
votes
1answer
77 views
ConditionalEntropy and Statistics`Library`NConditionalEntropy
There is a function available from the Statistics`Library context called NConditionalEntropy that appears to compute ConditionalEntropy. Thus ...
...
5
votes
2answers
180 views
Plotting 2D Data with Categorical Data in One of the Dimensions
I have a 2D data set in the form of:
data={{Category, Integer}, {Category, Integer},{Category, Integer}...}
It is a pretty simple data set with four categories ...
2
votes
4answers
1k views
Function for Autocorrelation
Is there a built in function to compute the autocorrelation of a signal ?
6
votes
1answer
136 views
Obtaining standardised regression coeffiecients
Regression coefficients are the constant that indicate the rate of change in one variable as a function of change in another. Standardised regression coefficients are the same, but refer to a change ...
7
votes
2answers
1k views
Performing a chi-square goodness of fit test
How would I perform a chi-square goodness of fit test? I have tried the following, where my data consists of the observed values whilst the data pair contains the correct values. Then I use the ...
14
votes
4answers
878 views
Efficiently generating n-D Gaussian random fields
I am interested in an efficient code to generate an $n$-D Gaussian random field (sometimes called processes in other fields of research), which has applications in cosmology. I wrote the following ...
0
votes
1answer
108 views
Discrete 3D plots of median ratios of two 2D matrices of lists of values
Lets say I have 2 2D arrays where each cell contains a list of values:
Example:
...
5
votes
2answers
137 views
BoxWhiskerChart with logarithmic axes
I would like to make a following chart
Ideally I would also like to control the boxes position on a logarithmic x-axis.
Some inspiration how to do the latter may be found in the answer to my ...
3
votes
3answers
223 views
BoxWhiskerPlot - how to specify boxes position on the horizontal axis
Let's say I have a folowing set of data:
k = 1 : list of values
k = 3 : list of values
k = 10 : list of values
I know that to make a BoxWhiskerChart I have to ...
4
votes
2answers
162 views
Fitting data to an ARProcess using FindProcessParameters
I have 50 data points that I would like to represent as an AR(4) process. I'd like to over-plot the behaivor of the estimated process model with that of the original (raw) data before I use the model ...
2
votes
1answer
94 views
Using NSolve on an equation that involves Mean and TruncatedDistribution
What I would like to do is create a mixture distribution that has a specified mean by varying one parameter in the distribution. To do this I've written the following code;
...
8
votes
2answers
398 views
Finding distribution parameters of a gaussian mixture distribution
Short version: how to estimate the parameters of a mixture of multivariate normal distributions (i.e.: Gaussian mixture model)?
Long version.
I am trying to estimate the parameters of a mixture of ...
8
votes
1answer
335 views
Recommended book on random processes to understand new functionality in Mathematica 9?
I am interested in exploring the new functionality on random processes available in Mathematica 9, but I am not familiar with all of the underlying mathematics.
Could you recommend a book that ...
6
votes
1answer
193 views
Fix end point in smooth kernel distribution density
I am using some extreme value fitting method which results in a parametric distribution for values exceeding some threshold, all values $\geq 0$.
For smaller values I'd like to use a smooth kernel ...
1
vote
1answer
159 views
Filtering Lists in Mathematica [duplicate]
Possible Duplicate:
Select/Delete with Sublist elements?
I need help in filtering long lists of x,y coordinates.Lets use the following list as an ...
0
votes
1answer
70 views
Draw from HistogramDistribution with ParallelTable
I wanted to check something, but ran into troubles using HistogramDistribution in combination with ParallelTable.
The code does the following: Compute a HistogramDistribution of some sample and use ...
0
votes
0answers
70 views
How to map over non-Null values in a list [duplicate]
Possible Duplicate:
Selectively Mapping over elements in a List
I have a list of distributions and a list of samples. I'm trying to calculate probabilities of some record being within one ...
3
votes
1answer
165 views
How do you pattern match a DataDistribution
I have a function,
f[dist_, samp_]:=somework[dist, samp]
that I want to return Null or zero if passed a null distribution. I ...
6
votes
1answer
205 views
WinBUGS Interface
Has anyone created on WinBUGS (Bayesian inference Using Gibbs Sampling) interface with Mathematica similar to BugsXLA for Excel? I'd like to setup the model, define the evidence in a notebook and then ...
8
votes
3answers
443 views
Forest plot with Mathematica 9
Does anyone have experience with or a package for the creation of forest plots in Mathematica 9?
For instance for subgroup analyses of cox model or meta-analysis (e.g rmeta package in R)?
3
votes
1answer
188 views
EstimatedProcess hangs with documentation example
Not sure if this is a bug or a typo but for the first example of the ARMAProcess in Mathematica 9 we have:
...
4
votes
1answer
120 views
Representative Smooth Kernel Distribution from Truncated Distribution
I am trying to produce a better distribution from a dataset that is bounded to be greater than 0. Here is an example distribution from the documentation that mimics the behavior of the actual dataset:
...
2
votes
2answers
168 views
Generating a range of numbers according to some rules
I'm pretty new to Mathematica, and I'm mainly a programmer so I don't have a lot of knowledge about maths.
I want to generate a set of UNIQUE incremental numbers (series) according to the following ...
7
votes
1answer
236 views
Random variables with transformed discrete distributions cannot be applied to Probability[] function?
I have two discrete uniform distributions over same support:
Dx = DiscreteUniformDistribution[{-8, 8}];
Dy = DiscreteUniformDistribution[{-8, 8}];
I use ...
0
votes
1answer
174 views
How to create function that classifies sample data
I want to create expression, that classifies samples ( 4 weather features -> decision).
Example training data:
For the values that i have data for, I can use rules:
...
6
votes
1answer
424 views
Grain(Particle) Size Distribution (PSD) Analysis with Mathematica
I would like to do an analysis of the grain size distribution of a Monte Carlo Grain Growth simulation I implemented based on the nice example by Rituraj Nandan (see Link).
The result of this ...
10
votes
1answer
216 views
Incorrect means of order statistics for the standard normal distribution
Table[Mean[OrderDistribution[{NormalDistribution[], 4}, i]], {i, 1, 4}] // N
(* {-1.02938, -6.47326, 0.297011, 1.02938} *)
Above are the means of order statistics ...
