Questions tagged [estimation]
The estimation tag has no usage guidance.
6
questions
1
vote
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
...
