11,468 reputation
12571
bio website linkedin.com/pub/andy-ross/14/…
location Columbia, MO
age 32
visits member for 2 years, 6 months
seen 2 hours ago

4h
answered FindDistributionParameters of a sum of a mixture distribution
Jul
18
comment Why do EstimatedDistribution and DistributionFitTest work this way
You should find the answer to this in my response to this question.
Jul
2
awarded  Curious
Jun
18
comment Why am I getting wildly incorrect results from FirstPassageTimeDistribution with inexact transition matrix?
This one wasn't my baby so I can't really say for sure what is going on. I suspect that a completely different algorithm is being used for inexact numbers and it is failing. You should file a bug.
Jun
10
answered How to add a column to a table that counts the number of times the lines appear?
May
30
awarded  Nice Answer
May
19
answered Replicability of RandomVariate within a function?
May
19
comment Replicability of RandomVariate within a function?
Any reason you are avoiding Mean[Abs@Differences[x]]? That seems a lot simpler here. Not to mention, it will be much faster.
May
15
comment Undo differences in a time series
Right. ARIMA does all of this under the hood.
May
14
comment What is the meaning of Automatic in goodness of fit test?
@Szabolcs I don't see anything wrong with your approach. I don't have access to the source so I can't promise that the Infinity is safe across the board. You know the typical caveat about undocumented internals being subject to change.
May
14
comment Undo differences in a time series
I recommend fitting an ARIMA process to the original data. It includes the trend component so you won't have to undo the differencing.
May
8
awarded  Custodian
May
2
awarded  Notable Question
May
2
comment SmoothHistogram with sharp boundary
I believe my answer to this question is what you are looking for.
Apr
20
comment Determining the dimension of a probability distribution
@Szabolcs I believe DistributionDomain is fairly robust but it may be that the representation of domains may change in the future. Some things are pretty wonky, like held ranges to infinity, and probably need different symbols to represent them.
Apr
17
comment Determining the dimension of a probability distribution
There is also Statistics`Library`DistributionDimensionality but I make no promises that it is robust.
Apr
9
awarded  Good Answer
Apr
4
answered What is the meaning of Automatic in goodness of fit test?
Apr
2
comment Plot Wiener Process and its running maximum
Yes, that is correct.
Apr
1
answered Plot Wiener Process and its running maximum