# Tagged Questions

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### Does it make sense to use PCA when the determinant of the correlation matrix is (almost) zero?

I'm running a PCA over a data set of $N \times p$ size ($N\approx 1000$ being the number of measurements and $p\approx 200$ being the number of dimensions/predictors). I expect many of the predictors ...
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### Think Simple Statistics for Bits [closed]

So I am an engineering major and have not taken stats in a while. I have this homework question that goes like this: "Channel codes are constructed by introducing redundancy in a structured fashion. ...
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### Calculate basic statistics for stream of binary data [closed]

I was reading this thread and started to think if there are any statistical tool to analyze binary data. I am mostly interested in the R project since it has good data-analysis tools for decimals ...
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### Speeding up hat matrices like $X(X'X)^{-1}X'$ (projection matrices) and other aspects of custom-built estimator when software runs out of memory

Is there a way to speed up $Z(Z'Z)^{-1}Z'$ type matrices? I am implementing the expression below directly using a matrix language and my program frequently crashes while if I run OLS on them using a ...
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### C code programming for statistics

Where can we find C code for statistical computing? R is kind of slow when doing a lot of iterations. C is a lot faster but coding is always heavy-duty. I am wondering does anybody have any good ...
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### how to draw dependent binomial sample

Hello I would like to draw samples from two binomial distributions, say B1 ~ binomial(100,p1) and B2 ~ binomial(100,p2) and I want them to be dependent. Any suggestions on how to do it? I am using R.
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### What is the time complexity of Lasso regression

What is the asymptotic time complexity of Lasso regression as either the number of rows or columns grows?
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### Issues with using glmnet package for MATLAB

I am trying to use the glmnet MATLAB package to train my elastic net model on some huge data. My features are of size 13200, and I have around 6000 samples of these....
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### What is the current 'standard' for modern statistical computing hardware?

I am in the market for a new system (probably a laptop) that would be be used primarily for Bayesian/MCMC analyses. If I had unlimited funds I would obviously buy very high end hardware and be done ...
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### Anomaly Detection in a set of points

I have a set of points in a matrix of size 100 x 100(total 10000 points). I know that there are roughly 500 anomaly points in it. There is a corresponding truth file which contains the true anomalous ...
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### Avoiding matrix inversions with the multivariate Gaussian distribution?

Let $(X, Y)$ be a Gaussian random vector with mean $\mu$, variance $\Sigma$ and both $X$ and $Y$ are vectors. No structure is assumed on $\Sigma$ (aside from being symmetric positive definite). Is ...
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### How important is using the exact method for ties in a Cox model, and how long should this take?

I'm analyzing the results of some simulation work using a Cox proportional hazard model, and I have what I perceive are a great many ties in the data, representing when a particular individual in the ...
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### Inverse of the central difference operator

The central difference is a method to approximate numerically the derivative of a function sampled at discrete intervals. In R, one would do: ...
6k views

### Command-line tool to calculate basic statistics for stream of values

Is there any command-line tool that accepts the flow of numbers (in ascii format) from standard input and gives the basic descriptive statistics for this flow, such as min, max, average, median, RMS, ...
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### Computing the expected value using the sample mean gives poor convergence?

This is for Project Euler problem #371: http://projecteuler.net/problem=371 My solution was to generate a huge random pool of numbers between 0 and 999 inclusive, repeatedly ask the question 'How ...
6k views

### Computation speed in R?

I have been tasked with moving one of our current large stochastic models out of SAS and into a new language. Personally, I prefer a traditional compiled language, but the PI wants me to check out R, ...
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### How to sample from a normal distribution with known mean and variance using a conventional programming language?

I've never had a course in statistics, so I hope I'm asking in the right place here. Suppose I have only two data describing a normal distribution: the mean $\mu$ and variance $\sigma^2$. I want to ...
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### Is there a qualitatively useful statistic or approach to an ill-behaving sample average?

I was running some timing simulations on a computer. As is often done with low latency things like this, I was running the relevant block in a loop $k$ times and then recording the total time over $k$ ...
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### How to make R's gamm work faster?

Last night I started a complex calculation with gamm() and it took me... user system elapsed 9259.76 326.05 9622.64 (s) ......
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### Multiple simulations of a system under different conditions - paired data?

I am currently generating data by simulating a model of chemical system under different conditions (temperature) over time. In each simulation, the starting structure being modeled is exactly the same ...
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### How to compute the weight matrix for WLS estimation of a multi-group ordinal CFA model

I am attempting to perform a two-group confirmatory factor analysis (CFA) of one continuous factor on six ordinal predictors in OpenMx (...
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### Symbolic computer algebra for statistics

What functionality should exist in a CAS that was specifically geared toward Statistics? Symbolic algebra systems like Mathematica and Maple are often used for calculus, logic, and physics problems ...
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### Testing statistical software

What techniques/approaches are useful in testing statistical software? I'm particularly interested in programs that do parametric estimation using maximum likelihood. Comparing results to those from ...
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### C++ libraries for statistical computing

I've got a particular MCMC algorithm which I would like to port to C/C++. Much of the expensive computation is in C already via Cython, but I want to have the whole sampler written in a compiled ...
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### Computing platform for R: System76 Linux laptop with dual core i5 or quad core i7?

Even though this is not directly a question related to statistical analyses, I thought this group might have some useful insights. My school windows-xp based workstation takes several hours to run ...
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### Online, scalable statistical methods

This was inspired by Efficient online linear regression, which I found very interesting. Are there any texts or resources devoted to large-scale statistical computing, by which computing with ...
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### Which method to use for anomaly detection?

I think people here could guide me in solving a problem related to anomaly detection in Computer Science. The term anomaly here refers to some undesired event occuring in the system like a virus ...
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### Who uses R with multicore, SNOW or CUDA package for resource intense computing?

Who of you in this forum uses ">R with the multicore, snow packages, or CUDA, so for advanced calculations that need more power than a workstation CPU? On which hardware do you compute these scripts? ...
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### Visualization of a multivariate function

This is somewhat vague, but suppose you have a black box function $f(x_1,x_2,\ldots,x_k)$, for which you have code, and you are interested in the behaviour of $f$ when the $x_i$ are i.i.d. standard ...