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Dec
22
revised Plotting CSV files with UTC Universal Time
deleted 27 characters in body
Dec
22
answered Plotting CSV files with UTC Universal Time
Dec
21
comment Why is Likelihood / LogLikelihood not working?
After addressing @Sjoerd C. de Vries point you need to add another set of list braces around {x1,x2,x3,x4} it is expecting a dataset not a single point and multinomial distributions are multivariate.
Dec
21
comment Time Series Analysis - How does it Difference?
Yes, it uses the orders of the model to do the differencing. I will say that R still has its place, where it lacks in automation and sometimes ease of use it makes up in completeness. Mathematica's time series functionality is great but still immature so there will be things you can't easily do that may cause you to turn to R. If you go there I recommend starting with auto.arima which is the closest I've seen to TimeSeriesModelFit. Incidentally you can get the best of both worlds by getting familiar with RLink.
Dec
20
revised Time Series Analysis - How does it Difference?
added 172 characters in body
Dec
20
answered Time Series Analysis - How does it Difference?
Dec
20
comment Fitting higher order ARIMA models hangs, never completes
I believe EstimatedProcess is just using a different more general algorithm that doesn't scale particularly well but allows for the flexibility to fix some parameter values.
Dec
20
answered Fitting higher order ARIMA models hangs, never completes
Dec
18
comment RandomVariate form a Specific Distribution with Restrictions
TruncatedDistribution may be what you are after.
Dec
12
comment Linux: Mathematica crashes when clicking documentation links very fast
The work around is to click slower :p
Dec
10
revised TemporalData, RandomFunction, Loops: Extracting data from TemporalData sets?
deleted 324 characters in body
Dec
10
comment TemporalData, RandomFunction, Loops: Extracting data from TemporalData sets?
The graphs show the total number of paths at time t that have positive state. So, if we look at the last graph there are 50 paths with positive state until about t = 16.5 or so. At around t = 17.5 the number of paths with positive state is around 20.
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