Reputation
13,442
Top tag
Next privilege 15,000 Rep.
Protect questions
Badges
1 33 75
Impact
~140k people reached

Dec
10
revised TemporalData, RandomFunction, Loops: Extracting data from TemporalData sets?
added 294 characters in body
Dec
10
answered TemporalData, RandomFunction, Loops: Extracting data from TemporalData sets?
Dec
8
comment Why are TimeSeries objects reported with head “TemporalData”?
I absolutely agree.
Dec
8
comment Why are TimeSeries objects reported with head “TemporalData”?
This is also true of EventSeries. Out of curiosity what information are you losing? You can always check for a single path with the "PathCount" property. There is also an undocumented "ObjectType" property which will tell you if it is a TimeSeries or generic TemnporalData object.
Dec
8
comment Copula - Correlation or Covariance
Allowing for the Covariance is more general than using a Correlation matrix. You can assume unit variance and they are equivalent.
Dec
7
comment Most efficient searching algorithm in a table
@Rojo that is a very clean and fast solution (though not quite as fast as the compiled function). I didn't even know about FirstPosition so thanks for that! It is worth noting that for machine reals this looks for exact equal, even adding $MachineEpsilon will cause it to return Missing["NotFound"].
Dec
6
revised Most efficient searching algorithm in a table
added 415 characters in body
Dec
6
revised Most efficient searching algorithm in a table
deleted 45 characters in body
Dec
6
revised Most efficient searching algorithm in a table
added 379 characters in body
Dec
6
revised Most efficient searching algorithm in a table
added 379 characters in body
Dec
6
answered Most efficient searching algorithm in a table
Dec
6
comment The CorrelationMatrix is equal to corrcoef of Matlab?
It's not a dumb question but it is difficult to verify without both software packages and the right expertise. I do know that the Mathematica property is the correlation of the parameters ( the diagonal of the covariance matrix property is their variances) a brief look at the docs for the matlab function makes me think it is more akin to mathematicas Correlation function rather than the fitted model property.
Dec
6
comment Time Series fit in Mathematica
The built in functions for time series dont currently handle covariates. I highly recommend looking at RLink since R has some fantastic and very mature time series functionality like the auto.arima function.
Dec
5
comment Method of moments using just the moments?
@bills however if the moments they have are the parameters they wouldn't need to estimate. I think they have a situation where the parameters of interest are some function of the moments
Dec
5
comment Method of moments using just the moments?
You will have to do this yourself but depending on the distribution it shouldn't be difficult. If you need help with a particular example you can always add it to your question.
Dec
4
answered A simple expression that Mathematica can't simplify
Dec
1
comment FindDistributionParameters and Hypothesis Testing
Not off hand. I'm sure someone over at stats.stackexchange.com could get you started
Dec
1
revised FindDistributionParameters and Hypothesis Testing
deleted 459 characters in body
Dec
1
answered FindDistributionParameters and Hypothesis Testing
Dec
1
comment Drawing a square root spiral
That is a beautiful result! +1