Questions on the statistical functions of Mathematica.
14
votes
4answers
877 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 ...
4
votes
2answers
494 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:
...
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 ...
11
votes
1answer
289 views
Which Distributions can be Compiled using RandomVariate
Recently, Oleksandr kindly showed a list of Mathematica commands that can be compiled.
RandomVariate was part of that list. However, whether this can be compiled depends upon the distribution that is ...
24
votes
4answers
2k views
Simultaneously fitting multiple datasets
What is the proposed approach if one wants to simultaneously fit multiple functions to multiple datasets with shared parameters?
As an example consider the following case: We have to measurements of ...
22
votes
1answer
406 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" ...
13
votes
1answer
368 views
Detecting and counting signals in list data: checking pulse rate
Hope this isn't too much of a basic question: I'm looking for some Mathematica functions, but I don't know which ones.
Background
I recently read about a simple technique for reading your body's ...
13
votes
3answers
453 views
Measure a DensityHistogram[] pair similarity
I study human vision and more specifically eye-movements.
"If we display 2 symmetrical patterns (20 min one after the other), will our gaze distribution be symmetric is my research question."
The 2 ...
15
votes
1answer
734 views
Histograms with pre-counted data
I've got some large data sets which have been counted but not binned already - essentially, a list of pairs of values (not bins) and counts.* (Or, equivalently, it's been binned into too-small bins.) ...
9
votes
3answers
240 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, ...
3
votes
3answers
222 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 ...
3
votes
1answer
385 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?
2
votes
4answers
1k views
Function for Autocorrelation
Is there a built in function to compute the autocorrelation of a signal ?
8
votes
2answers
318 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 ...
7
votes
1answer
235 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 ...
6
votes
1answer
422 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 ...
6
votes
1answer
165 views
Inconsistency in Histogram's “Probability” Binsize
Context
Let me define a Probability distribution (following the documentation and with some connection to this question)
...
1
vote
2answers
174 views
Calculating the Mean of a Truncated Multinormal Distribution
First, I'm a little disappointed that Mathematica balks at:
Mean[TruncatedDistribution[{{0, Infinity}},MultinormalDistribution[{0}, {{1}}]]]
Second, is the ...
