The tag has no wiki summary.

learn more… | top users | synonyms

1
vote
2answers
96 views

Difficulty with auto.arima function results

I am new to R and the ARIMA model and I am attemping to forecast 1440 values into the future using a base of roughly 5000 numbers. It is data extracted roughly every minute from a machine ...
0
votes
2answers
44 views

cumulative distribution function , cdf problem

I cannot understand how step 2 transformed to step 3, anybody help me please ???
2
votes
1answer
111 views

Calculating power function for ANOVA

There are several functions in R to calculate the power of a test, for example, the pwr-functions of the pwr package. My question is how we get this function for ...
0
votes
1answer
33 views

Gradient without function, just testing and training data

I am new to optimization in particular so I think what I am looking for is vocabulary to describe a particular area of problems. In many (all?) optimization algorithms you need to take the gradient of ...
0
votes
0answers
21 views

Empirical Conditional Intensity Function

I'm trying to compute the empirical conditional intensity function in my data. I have two types of events, event Type1 and event Type2, that can occur in a time interval of, say, 1 day (events don't ...
0
votes
1answer
59 views

Function to find the quantile in a vector corresponding to constant $x$ [closed]

Suppose I have constant x=0.1 in the language R and I have a vector vec = rnorm(200). Is ...
7
votes
2answers
185 views

Function of random variables

I am not sure what the right keywords would be for this but I would like to know if it is possible to apply functions to random variables. I think it may make sense in terms of expected value but I ...
1
vote
1answer
87 views

R - Calculate trendline and extend it for 365 days automatically

I have daily data with logarithmic decreasing trend (around 30-days-data). In excel I'm calculating these data's trendline and with that trendline equation, I'm projecting these values to 365-days ...
2
votes
1answer
36 views

Requirements for evaluation function in evolutionary algorithms

For a publication I'm looking for references for generic requirements of evaluation/fitness functions in evolutionary (more specifically genetic) algorithms. I could come up with some requirements ...
0
votes
0answers
113 views

lm to lmer function tweaking

I have stolen and modified a snippet of code found off the internet from (http://www.r-bloggers.com/aic-bic-vs-crossvalidation/) which graphically depicts AIC and BIC values for different polynomial ...
0
votes
1answer
86 views

Can I derive the PDF ( f(C) ) from a spatial function defined as C(x)?

Say I have a random variable (such as concentration) that is defined spatially by some function $C(x)$. I would like to derive a PDF $(f(C))$ from the concentration function $C(x)$ over some domain ...
0
votes
0answers
16 views

Covariance of function uncertainty, why (J^T)*S*J? [duplicate]

As I understand it; to get the uncertainty of a function that is based on some measurements, the derivative of this function with respect to this measurment has to be calculated, and multiplied by ...
0
votes
1answer
120 views

Finding the similarity between two functions

I am a first-year grad student in Computer Science, and I need some help with a problem that I think is statistically oriented. I have taken a statistics course, but it was abysmal and I haven't had ...
0
votes
1answer
102 views

Cumulative function to probability density function

I have some data points for which I would like to show the density using Python, but the package SciPy is not working for Python 3.3. I am looking for a solution to be able to plot some data in the ...
2
votes
1answer
205 views

R: Defining a new continuous distribution function to use with Kolmogorov-Smirnov Test

I wish to run the Kolmogorov-Smirnov test on my data to determine how well it conforms to a specific continuous distribution function I have in mind. If my understanding is correct, the ...
1
vote
1answer
545 views

calculation of correlation time?

I have two time series of a two realizations of a random process, the process fluctuate around an average so i consider that is a ergodic process. I compute the time correlation function, but i need ...
0
votes
1answer
73 views

Can I represent a non-boolean function with a TREE?

I have a question in respect to tree representation of a non-Boolean function. Is there any problem in representing a function from space Boolean->Limited Integer or Limited Integer->Limited ...
1
vote
0answers
78 views

Question related to binomial distribution

Let $X \sim Binomial (n, p)$ with both $n$ and $p$ known. Suppose for some non-increasing function $G:[0,1] \rightarrow [0,1]$, and some fixed $c_0 \in [0,1]$, we have that \begin{align} ...
9
votes
2answers
266 views

How to estimate the accuracy of an integral?

An extremely common situation in computer graphics is that the colour of some pixel is equal to the integral of some real-valued function. Often the function is too complicated to solve analytically, ...
6
votes
1answer
451 views

Proof that if higher moment exists then lower moment also exists

The $r$-th moment of a random variable $X$ is finite if $$ \mathbb E(|X^r|)< \infty $$ I am trying to show that for any positive integer $s<r$, then the $s$-th moment $\mathbb E[|X^s|]$ is ...
1
vote
0answers
130 views

Objective function in linked prediction models

I would like to use R “optimize” function to estimate the model: $\hat{Y_{t}}=a\cdot \hat{Y}_{t-1}+b\cdot X_{t}+c\cdot X_{t-1}$ Important thing is that the predition $\hat{Y_{t}}$ (let’s say ...
0
votes
0answers
141 views

Posterior mean of exponential functions: how to do it with MCMC?

I am struggling with estimation of posterior mean of simple exponential function f(x)=exp(x). Mixing of the chain is quite good and there is no problem with estimation of simple mean, but since ...
-2
votes
3answers
169 views

Find a mapping of two probability mass function to another probability mass function

Lets' $p$ and $q$ are probability mass functions of two discrete random variables. I need examples of functions $F(p,q)$ that $r = F(p,q)$ and $r$ is a probability mass function for some random ...
5
votes
1answer
437 views

In spatial regression, what is a spherical autocorrelation structure?

I have a large gridded dataset for the globe (i.e a spherical, wraparound surface) that I'm applying spatial regression to (using a CAR model). I've been using the default autocorrelation function, ...
9
votes
1answer
349 views

Proving a sequence decreases (supported by plotting a large number of pts)

Many of the questions I've posted on SE in the last month have been in the goal of helping me solve this particular problem. The questions have all been answered, but I still can't come up with a ...
2
votes
0answers
115 views

Estimating the x-intercept of an arbitrary monotonically increasing function

I have a continuous monotonically increasing function, $f(x)$, whose $x$-intercept, $x^*$, I am trying to estimate. I have a dataset of $(x_i,y_i)$ pairs, with each $y_i=f(x_i)+\varepsilon_i$, where ...
1
vote
0answers
103 views

What's the difference between $p(x \mid \theta)$ and $p(x; \theta)$? [duplicate]

Possible Duplicate: Meaning of probability notations $P(z;d,w)$ and $P(z|d,w)$ Can you tell me the difference between $p(x \mid \theta)$ and $p(x; \theta)$? I know $p(x \mid \theta)$ is ...
1
vote
2answers
159 views

Family of functions ranging from zero to one with parameter influencing rate of approach to one

What is a family of functions which goes from 0 to 1 and has one or more parameters that alters the rate at which a value of 1 is approached?