11,708 reputation
12672
bio website linkedin.com/pub/andy-ross/14/…
location Columbia, MO
age 32
visits member for 2 years, 7 months
seen 58 mins ago

Aug
30
comment Is this the correct method in using bootstrapping to determine a lower confidence bound?
I don't see anything inherently wrong with your calculations but with so little data a better approach would be to fit a parametric distribution for time to failure that makes sense in the context of your problem. The result you obtain is very much dependent on the form of the distribution you choose. What do you expect the hazard rate to look like.
Aug
19
comment Implementation of the Vector Autoregressive Model
ARProcess handles the vector case and works symbolically. Not sure if that will help you here or not.
Aug
18
answered Correlation test issues
Aug
14
answered Can TemporalData be used as a container for TimeSeries and TimeSeries Metadata
Aug
5
awarded  Enlightened
Aug
5
awarded  Nice Answer
Jul
29
comment FindDistributionParameters of a sum of a mixture distribution
To my knowledge you won't have any luck with ProbabilityDistribution if you don't have a closed form for one of the distribution functions.
Jul
28
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