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bio website linkedin.com/pub/andy-ross/14/…
location Columbia, MO
age 32
visits member for 2 years, 7 months
seen 7 hours ago

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
Mar
31
comment Requesting explanation of FitModel code
I've gone to your chat room. that might be more efficient.
Mar
31
comment Requesting explanation of FitModel code
You should be using "Properties" not "Field". Also note that you need to use quotes.
Mar
31
comment Requesting explanation of FitModel code
Notice that the dispatch created in With contains a list of rules. The left-hand side of the rules are property names (in this case BreuschPagan and WhitesHeteroskedasticity) the right hand side are the values (here injected using With).
Mar
31
revised Requesting explanation of FitModel code
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Mar
31
comment Requesting explanation of FitModel code
Indeed. I use these so frequently that I often take them for granted. I'll add a comment to this effect.
Mar
30
answered Requesting explanation of FitModel code
Mar
26
comment Inconsistent DistributionFitTest results?
@Steve see my edit
Mar
26
revised Inconsistent DistributionFitTest results?
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Mar
26
comment Inconsistent DistributionFitTest results?
To test goodness of fit I recommend looking at a QuantilePlot against the fitted distribution you give. It appears that it fits pretty well until we get out into the right tail.
Mar
26
comment Inconsistent DistributionFitTest results?
@Steve, sorry I was unsuccessfully trying to multitask. I've fixed the copy-paste errors.
Mar
26
revised Inconsistent DistributionFitTest results?
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Mar
26
revised Inconsistent DistributionFitTest results?
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Mar
26
answered Inconsistent DistributionFitTest results?
Mar
25
comment What is the best distribution for my histogram?
Just for clarity, DistributionFitTest defaults to a test for normality. The fitted distribution is NOT the best fitting distribution. It is the best fitting distribution in the family you are testing. When setting the distribution family to Automatic you are using the normal family of distributions.