Questions tagged [estimation]

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1answer
34 views

Is there a problem using Check and Quiet with LinearModelFit?

I am using LinearModelFit in conjunction with Quiet and Check because I need to control when ...
2
votes
2answers
89 views

Test if NonlinearModelFit parameters are different between two data sets

I'm fitting the following model to different data sets using NonlinearModelFit: ...
2
votes
1answer
54 views

Looking for an estimator for non-linear statistics

Goal We sample $n$ individuals with replacement and measure their trait values $x_i$ for all individual $i$. The variable $x$ is bounded [0,1]. Let $\mu$ be the ...
0
votes
0answers
168 views

Estimate parameters of two correlated geometric Brownian motions

I would like estimate the parameters of the following set of Geometric Brownian Motions: $d P(t) = \mu_P P(t) d t + \sigma_P P(t) d Z_P(t)$ $d X(t) = \mu_X X(t) d t + \sigma_X X(t) d Z_X(t)$ ...
11
votes
1answer
264 views

Difficulty in parallelizing function using package (MCMC)

Difficulty in parallelizing Packages using DistributeDefinitions Context I am trying to parallelize some parameter estimation using MCMC. As a test run I expect ...
3
votes
1answer
163 views

FindDistributionParameters fails with custom distribution?

Context I would like to find the MaximumLikelihood solution of a customized PDF Let's start with a built in PDF. Following the documentation ...