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bio website linkedin.com/pub/andy-ross/14/…
location Columbia, MO
age 31
visits member for 2 years, 3 months
seen 4 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
2
comment Plot Wiener Process and its running maximum
Yes, that is correct.
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
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
26
comment Inconsistent DistributionFitTest results?
@Steve see my edit
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
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.
Mar
5
comment RandomSample Bug?
@Szabolcs I suspected auto-compilation as well.
Feb
18
comment Finding the location of the last day of the month in a list of dates
Are these true end of month dates or are you looking for the last available day for each month in your data? For example would {{2001,1,30},{2001,1,31},{2001,2,12}} give {{2},{3}} or {{2}} ?
Jan
18
comment AndersonDarlingTest and DistributionFitTest Leaking Memory
Looks like a bug.
Jan
4
comment How does LocationTest choose its “AutomaticTest”?
With that in mind, there should probably be a message saying the equal variance test is being ignored...
Jan
4
comment How does LocationTest choose its “AutomaticTest”?
In the first case you are saying "check for normality" in the remaining examples you are saying "ignore normality and just check for equal variances". Since there is only one sample the equal variances test has no impact on the test that is chosen.
Oct
3
comment PearsonChiSquareTest: set degrees of freedom
Observed and expected counts in each bin.
Oct
3
comment PearsonChiSquareTest: set degrees of freedom
Notice that it is the length of the bins minus 1. You would bin your data with 5 bins if you want 4 degrees of freedom.
Oct
2
comment RandomVariate does not fill range of PDF of distribution
Also, don't use D as your distribution name, that is a built-in symbol. As a general rule it is always good to start your own function names in lower case to avoid such conflicts.
Oct
2
comment RandomVariate does not fill range of PDF of distribution
Your distribution is not define as it is called in the RandomVariate call.