Questions on the statistical functions of Mathematica.

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7
votes
1answer
235 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
296 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
123 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
297 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 ...
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: ...
7
votes
1answer
852 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.
0
votes
1answer
136 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
620 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
165 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 ...
3
votes
1answer
183 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
659 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 ...
5
votes
4answers
2k views

Function for Autocorrelation

Is there a built in function to compute the autocorrelation of a signal ?
6
votes
1answer
224 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 ...
10
votes
2answers
3k 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 ...
19
votes
4answers
2k 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
155 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: ...
4
votes
3answers
733 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 ...
5
votes
2answers
488 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
138 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; ...
11
votes
2answers
1k 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
559 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
338 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 ...
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
106 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 ...
3
votes
1answer
241 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 ...
7
votes
1answer
281 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 ...
9
votes
3answers
659 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)?
4
votes
1answer
238 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: ...
6
votes
1answer
226 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: ...
3
votes
2answers
279 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 ...
8
votes
1answer
405 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
350 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: ...
7
votes
1answer
856 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
297 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 ...
3
votes
1answer
234 views

Getting slightly different results in fitting a logit model in R and Mathematica

I'm fitting some data to a Logit model in both Mathematica and R and I'm getting slightly different results. R code: ...
0
votes
1answer
238 views

Trying to plot this probability

Can anyone help me plot this? log P(X >= x) = alpha logx x=0.001 + k(0.001) k= 0, ..., 100 I can't figure out the coding for this.. I've been trying this for a while, and can't seem to figure it ...
7
votes
1answer
599 views

How do I calculate the probability of reaching mean residual life

I need to understand the Survival Analysis concept of "mean residual life (MRL)" and calculating probabilities for reaching it. From another discussion: The MRL at time t is the mean additional ...
6
votes
1answer
372 views

Inconsistency in Histogram's “Probability” Binsize

Context Let me define a Probability distribution (following the documentation and with some connection to this question) ...
9
votes
2answers
203 views

How to find synchronization offset?

I have 2 sets of data containing delays (audio / video). ...
7
votes
1answer
292 views

RandomVariate with a Discrete Distribution

Nature has provided me with a random variable $Z$ taking on the values $0, 1, 2, \ldots$, with probabilities $z_0, z_1, \cdots$. I can sample from the distribution of $Z$ reasonably efficiently (I ...
3
votes
0answers
205 views

Mathematica Complains about Non Symmetric Covariance matrix, when it's not the case

I was doing some fitting with Mathematica7 using NonlinearModelFit. It's quite long the program to do the fit and that's why I am not displaying here ... It goes ok, and I can get the fit parameters ...
8
votes
2answers
510 views

Most efficient way to obtain samples from high-dimensional multivariate distributions?

Is MultinormalDistribution[] efficient and easy to use for high dimensions? I have a variable $n$ representing the dimension of a Monte Carlo integration I do on a ...
23
votes
1answer
504 views

How to augment the realm of functions Mathematica thinks it knows how to integrate symbolically

My question involves extending the functionality of Integrate over specific integrals in the most generic manner. Specifically, is it possible to "hack into" ...
4
votes
2answers
227 views

How to find the variance under the assumption that x follows some probability distribution

I am aware that we can find the expectation under the assumption that x follows some probability distribution, something like this: ...
1
vote
1answer
460 views

Problem with Estimating the parameters value of gamma distribution

can anyone please help me with this problem? I am trying to estimate parameters of gamma distribution (fitted into a set of data). Following are my command and the output produced by mathematica: ...
2
votes
2answers
443 views

Total Variation Distance of probability matrix

How can I calculate the Total Variation Distance of a transition Matrix? is there any built in function? I've searched all documentation and haven;t found anything. ** More information: Let me try ...
3
votes
1answer
761 views

stationary distribution of a transition matrix

How can I solve the stationary distribution of a finite Markov Chain? In other words, how can I estimate the eigenvectors of a transition matrix?
9
votes
1answer
349 views

BUGS-type calculations in Mathematica

Recently I have been teaching myself how to Bayesian calculations with the BUGS language (JAGS, in particular). However, I find myself wondering how one might use Mathematica to do similar ...
10
votes
1answer
402 views

Cluster analysis returns questionable results

A few weeks ago I ran a cluster analysis on some economic data and (unfortunately only) now I found out that some results do not make sense. For instance I analyzed the development of unemployment ...
4
votes
2answers
427 views

How to fit one distribution to another?

I have a custom distribution created to model some experimental observations. While too complicated to include in this question, I can provide an example and some illustrations to convey a sense of ...