Questions on the statistical functions of Mathematica.

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4
votes
2answers
327 views

How to make a conditioning plot?

I'd like to make a conditioning plot just like coplot in R. Is there a pre-made solution or do I have to make a bunch of plots individually? Edit: This is an example from r screenshots. It is a way ...
0
votes
1answer
533 views

PDF of binomial distribution and mixed binomial distribution

I want to plot the PDF of binomial distributed function and a mixed binomial distributed function, therefore I entered for the binomial distribution function the following: ...
1
vote
0answers
602 views

How to Output Chi-Squared Statistics when using NonLinearModelFit

I am using NonLinearModelFit for some curve fitting and I was wondering if NLM is able to output chi-squared/leastsquared statistics from the best-fit parameters and confidence intervals. From my ...
0
votes
1answer
144 views

plot probability

Hi I just want to flatten a function, I tied it with Joined->True, but it did not work, hope somebody of you can help me. This is my code: ...
2
votes
1answer
247 views

Problem with Covariance Matrix Output in NonlinearModelFit

I am running NonlinearModelFit based off of some simulated data and trying to fit to a function with more than one parameter. Eventually, I would like to fit to 5 ...
2
votes
0answers
45 views

How can I account for assumed X and Y errors when using findfit? [duplicate]

I'm using very noisy biological data, and I need to assume, when doing linear regression, that there are errors in both X and Y. ...
3
votes
1answer
169 views

DistributionFitTest with WeightedData?

My problem is related to statistical testing with weighted data. I have a data sample and I assume that a part of the data follows a specific distribution (Pareto). So I fit my data to a distribution ...
0
votes
0answers
101 views

Binomial Distribution (binomial model inspired by Merton)

Binomial Distribution (binomial model inspired by Merton) Hi I want to do the following and I hope that anyone of you can help me out. In short, I have a portfolio consisting of 10 companies, ...
0
votes
1answer
111 views

Distance to a MultivariateStatistics median

I have a population of objects (each of which is described by a list of about a half-dozen real numbers), and I'd like to find some reasonable kind of distance between each of several different test ...
0
votes
2answers
608 views

How to generate a random data set with determined expected value and variance? [closed]

Recently I am doing my math homework and there is a question asking me to Come up with a dataset X that has at least 10 distinct numbers in it such that Expect[X] = 3.7, and Var[X] = 2.1. Actually I ...
4
votes
2answers
264 views

Numerical Integration with InverseErfc

I am trying to numerically integrate an equation that involves InverseErfc (embedded in the copula defined). The equation looks like the following: $$ \int_0^T \int_0^\infty \int_0^\infty ...
1
vote
0answers
165 views

Simulations with MonteCarlo and Autoregressive methods

I am trying to find the best-fit trend for my data. Here I just generated it but let's say I don't know my data trend at all. ...
2
votes
0answers
586 views

Linear regression with x and y errors

I have a question about finding a linear regression weighted with x and y errors. I found the answer provided by 0x4A4D in Estimate error on slope of linear regression given data with associated ...
1
vote
0answers
61 views

Changing GeometricBrownianMotionProcess function

Since the function GeometricBrownianMotionProcess is given by Mathematica I have some technical questions. If we consider the following example: ...
0
votes
0answers
373 views

Coefficient of determination (R squared) of EstimatedDistribution

I have estimated the distribution for a set of data as LogisticDistribution[3.5, 1.037]. How can I calculate and plot the coefficient of determination (R squared) ...
6
votes
2answers
858 views

How can I compute and plot the 95% confidence bands for a fitted logistic regression model?

I have a set of binary data that I' d like to fit a logistic regression model to and show the 95% confidence band around the fitted function. I can produce the regression model but how do I compute ...
2
votes
2answers
179 views

Stochastic problem

I have to organize a small sports league and I am puzzled on how to create the game plan. We are 8 persons playing table soccer with 2 vs. 2 matches. The idea is that each person plays once with ...
3
votes
1answer
429 views

How can I calculate the correlation dimension and/or the Lyapunov exponent of a time series using Mathematica

I have a pretty long time series (4000 data points). How can I calculate the Correlation dimension and/or Lyapunov exponent for such data? Please also advise on how to import the data as well.
8
votes
1answer
197 views

CorrelationTest small bug?

Consider two Normally distributed random variables: x1 = RandomVariate[NormalDistribution[], {1000}]; x2 = RandomVariate[NormalDistribution[], {1000}]; I want to ...
17
votes
1answer
350 views

Unexpected behavior of confidence bands for data presenting two regions with uneven noise

Let's generate some noisy data with uneven noise. ...
4
votes
1answer
248 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 + ...
8
votes
3answers
438 views

The default bandwidth of the SmoothKernelDistribution function

I am researching the Silverman rule of thumb for bandwidth selection. Below is a sample of my code, from which it seems that BW=63 is close to the default parameter given by Mathematica (2 images are ...
2
votes
1answer
361 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 ...
2
votes
0answers
536 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 ...
1
vote
2answers
411 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
122 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 ...
4
votes
1answer
288 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 ...
1
vote
2answers
208 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 : $$\epsilon(t) = \sigma(t) \eta(t)$$ ...
3
votes
4answers
219 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
135 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: ...
5
votes
1answer
595 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 ...
1
vote
1answer
120 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 ...
4
votes
2answers
3k 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: ...
2
votes
1answer
164 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
175 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
619 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 ...
6
votes
1answer
221 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 ...
0
votes
1answer
152 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: ...
7
votes
2answers
375 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 ...
4
votes
3answers
716 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
475 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
136 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; ...
4
votes
1answer
367 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 ...
8
votes
1answer
554 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 ...
2
votes
1answer
2k 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 ...
1
vote
1answer
104 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 ...
1
vote
0answers
292 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): ...
3
votes
1answer
238 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 ...
8
votes
3answers
648 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)?
6
votes
1answer
221 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: ...