MATLAB is a high-level language and interactive programming environment developed by MathWorks. It is the foundation for a number of other tools related to statistical analysis, including Statistics Toolbox, Optimization Toolbox, Curve Fitting Toolbox and Neural Network Toolbox.

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4 views

LDA scores too big

I'm trying to do dimensionality reduction with LDA in MATLAB. I'm using this code to calculate the coefficients. But I'm confused whether (and when) should I center the data. So I have ...
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27 views

How do I measure the “distinctness” or perhaps “uniqueness” of a sample?

I am relatively new to statistics and machine learning so I do not know if I'm always using the right terminology. Please forgive me. I will use Matlab style syntax to explain things as I am using ...
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9 views

Hiding the 0 pixel values from the image in display [on hold]

i have a binary image and don't want to show the 0 pixels values in display, so i can superimpose it into an other image how i can do that ? I change the transparency of the image but its for the ...
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2answers
19 views

How to analyse the accuracy and standard deviation of a neural network in matlab toolbox? [on hold]

I am new in Matlab and neural network, and I am doing a prediction with some data that I found on the internet to learn more about it. Here is my function to create a neural network: ...
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1answer
42 views

PCA output of Matlab's pca() function doesn't match manual calculation

I try to calculate the PCA in my matrix and I use two ways for this: PCA function [coeff, score, eigenvalues] = pca(M); And for compare and understand the PCA ...
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17 views

How to extend independent significance features test to multiple classes?

I have found this post about feature selection using the independent significance features test. There is also an implementation provided. Unfortunately it only works for 2 classes but I have 4 ...
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0answers
16 views

SVMs with Dummy Variables in Matlab [closed]

Context: I have a cell array with 19 features that are all categorical (nominal) (as columns) and ~1500 data entries (as rows). I've looped through all the columns and used ...
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0answers
19 views

How to generate random numbers correlated to a given dataset in matlab [closed]

I have a matrix x with 10,000 rows and 20 columns. I want to generate another new matrix of random numbers , y, where y is correlated to x with correlation coefficient q. Note that the matrix x is ...
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1answer
19 views

MATLAB - using ridge regression weights

One simple and straightforward question, which is confusing me because poor results that I'm getting. I'm using MATLAB's built in ridge function to get weights for my model, on my training dataset. ...
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14 views

Problem with data on Matlab Neural Network Toolbox

I am currently working on a NARX network for a time-series prediction problem. I am using a 3*4644 array as inputs and a 1*4644 array as my targets. I do not have any delay on the input and the ...
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30 views

Why is the reported p-value in papers is so less than 0.05 in wilicoxon test? [duplicate]

0 down vote favorite I have been testing my two vectors using wilicoxon signed rank test and kolmogorov smirnov test to evaluate their significance of difference. I am using matlab fr this purpose ...
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1answer
29 views

Weighted median of a portfolio

I need to calculate weighted median return for a portfolio (using MATLAB). There is information available online: MATLAB Central/rates&weights and Excel/note 4+4+4+7+7/5 logic How would you ...
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0answers
16 views

Rankit normal scores in matlab? [closed]

Is there a command that converts data into rankit normal scores in Matlab? I can do it in SPSS, but I'd like to do it in Matlab.
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1answer
26 views

Simulating a Brownian Excursion Process using Software

I would like to simulate a Brownian excursion process using a computer. I want to create sample paths of a Brownian excursion (a Brownian excursion is a Brownian bridge conditioned to be positive at ...
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83 views
+50

What is the meaning of expression $\sum E[y_{t-1}y_{t-1}^T]$ & how to implement?

Eq(1) represents an Autoregressive model driven by a zero mean input $x_t$ where $h = [h1,h2,..,hp]^T$; $y[t-1] = [y[t-1],y[t-2],...,y[t-p]^T$. Output of these observations are corrupted by zero ...
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0answers
36 views

How to interpret LASSO graphs

I was given access to a total of 19 pieces of deceptive and persuasive texts along with a percentage on whether the readers of the said text followed through with the text's demands. The 19 cases ...
1
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1answer
35 views

Rebuilding a signal based on mean, std, length and more

For some given signals, I have these parameters: Mean Standard Deviation Skewness Kurtosis Length (number of samples) Now I would like to know if I can rebuild the signal (an estimation) based on ...
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1answer
28 views

Maximum Likelihood Estimation for Conditional Random Field parameters

I have a custom potential function for a Conditional Random Field (CRF) very similar to Fei Fei Li's work. In this work, the parameter learning is done by Maximum Likelihood Estimation. I would like ...
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1answer
36 views

Unable to solve for x for an equation with independent variable in the exponent [closed]

I am trying to help a friend in finance research. I wish to solve, for x, the equation that looks like : g,h,c,p,a,b are all constants. I guess the first step would be to find it's derivative. ...
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8 views

best offtheshelf MATLAB hidden markov model toolbox

Whats the best,current off the shelf hidden markov model toolbox to use for MATLAB? I came across this http://bnt.googlecode.com/svn/trunk/docs/usage_dbn.html but it seems a bit old. there are ...
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0answers
11 views

Finding the distribution of a dependent function given the mean and coefficient of variation (COV) of the independent parameters

It is given that $A$ is log-normally distributed with a mean of 0.19 and coefficient of variation of 0.10, and $B$ is log-normally distributed with a mean 0.040 and COV equal to 0.10. How do I find ...
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227 views

Gaussian Processes for Stock Market

I'm reading this paper and I would like to implement it. It gives me a matrix in this way: $$ \begin{array}{lcr} \mbox{Year} & \mbox{day 1} & \mbox{day 2} & \dots & \mbox{day 250} ...
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1answer
15 views

Power of KStest

I have a basic question , I wanna to calculate the power of one sample kstest. Please help me out . I have the sample of 76 data. Calculated the h,p,k,cv for the given sample but not able to calculate ...
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1answer
48 views

Using bagged ensemble of regression trees, feature selection based on feature importance

I am working on relating aesthetic scores of given images (about 17k training+validation samples and 280 image features) and getting best result using ensemble of CARTs. Beside achieveing a good ...
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1answer
25 views

Event data correlation

I have two sets of data from two different types of sensor. For each instance a sensors output exceeds a threshold the amplitude and time is it is logged as an event. Thus each event consists of a ...
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0answers
14 views

GARCH Simulation: Extremely Large Starting Values

I have a time series with about 4000 observations that I would like to model using GARCH. In MATLAB, I have constructed a GARCH(1,1) model and generated many simulations from this model. However, the ...
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0answers
12 views

How to find cycle from autocorrelation?

I have an ECG data set of length 3380. It provides a cyclic plot diagram like this and autocorrelation diagram like this I am saying that the data set provides cyclic behavior. How can I prove ...
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1answer
48 views

Which ones of $n$ random variables have the largest mean (non-parametric way)?

Let us have $n$ random, mutually independent variables $X_1,X_2,\dots,X_n$. Let us have some samples of them such as $x_{i,j}$ where $i=1,\dots,n$. I want to know the maximal variable(s) based on ...
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2answers
62 views

best tool for plotting 3 3D lines in one plot

I'm trying to recreate an image using either R, Matlab or Python (the languages I know) but I'm having troubles finding a good library for the task. The image I'd like to recreate is the one below. ...
0
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1answer
16 views

Standard error computed by MATLAB multcompare?

Here is my toy data y = [1; 1; 2; 6; 7; 3]; and their group information is as follows grp = ['a'; 'b'; 'b'; 'a'; 'c'; 'c']; ...
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31 views

How to get Linear discriminant analysis projection matrix in Matlab

I didn't find anything about projection matrix in fitcdiscr help page. Is it possible to extract projection matrix from a model? If not, do you know some matlab LDA implementation that outputs this ...
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9 views

how can fixed parameters cost and gamma using libsvm matlab to improve accuracy? [migrated]

I use libsvm to classify a data base that contain 1000 labels. I am new in libsvm and I found a problem to choose the parameters c and g to improve performance. First, here is the program that I use ...
2
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1answer
55 views

Generating 2D different shapes with same mean and covariance matrix

Im trying to reproduce the synthetic data used in this article. The authors claim the data was generated from densities with the same mean and covariance matrix. Is there any principled way I to ...
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24 views

How to use Particle Swarm Optimization for finding optimal bandwidth with cross-validation?

I want to use Particle Swarm Optimization (PSO)for finding optimal smoothing parameters of a kernel density estimation problem. Initially I tried to find the same using grid search method,but the ...
2
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1answer
27 views

Mixed Effects Analysis in MATLAB

I am new to Mixed Effects analysis, so please forgive my ignorance. I would like to determine if there is any significance between the means of two successive time points in an imaging ROI study. Each ...
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0answers
9 views

IDGREY error in Discrete State Space System Parameter Identification

I am trying to identify three parameters (Caf, Car, Iz) of a discrete state space system defined in the following code called grey_object.m ...
1
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1answer
58 views

A maxdet problem with three variables - maximum likelihood estimation in Mathlab/Mata/R

Problem Given $n$ known vectors $y_j = (y_1, y_2, ..., y_{K_j})', \forall j=1,n$ and a constant $K$; determine three vectors ($\alpha, \beta, \theta^2)$ that maximise: $$ \text{T} (\alpha, \beta, ...
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1answer
62 views

Does it make sense to compute adjusted $r^2$ with test set?

I have divided my time series into training and testing set. I would like to know if makes sense to compute the adjusted $r^2$ with the testing set or just on the training stage.
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0answers
41 views

How can I find the pdf using Kernel density estimation for an MLE application

I have $n$ observations of a random variable of an unknown pdf. I want to know if we can use kernel density estimate of the pdf with Maximum Likelihood estimation of a parameter. Let the data be the ...
0
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1answer
35 views

Logistic regression coefficients and exp(coefficients) meaning and relationship

Suppose that we have this output for Logistic Regression: Coef EXP(Coef) X1 2.45 11.67 X2 0.40 1.449 X3 -4.1401 0.0159 Here ...
1
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1answer
50 views

Positive or negative effect of neural network inputs on output in binary classification (MATLAB)?

How we can find an input has positive or negative effects on output in a binary classification neural network in MATLAB R2015a? (with ...
0
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1answer
32 views

How to estimate coefficients of a state space when relevant data is provided?

I have a state space system $\dot{x}$ = $Ax$ + $Bu$ $y$ = $Cx$ I know C matrix exactly. And A matrix looks something like this, and some of the $x_{ij}$ in A are known as well. Same goes with B. ...
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1answer
31 views

Meaning of MATLAB logistic regression coeficients [duplicate]

Suppose that I'm using this function to implement logistic regression in MATLAB R2015a: ...
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0answers
9 views

How to perform a filtering to get the low, middle and high frequency components of an image?

I am currently looking into some image processing project and just wondering how to obtain the low, middle and high frequency components of an image? For example, as this picture showed (I got it ...
0
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1answer
44 views

Which features are most relevant to each class in neural for network binary classification?

I designed a neural network for binary classification in MATLAB R2015a. What are differences between two classes? How system detects a sample is from class 1 or ...
1
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1answer
59 views

Measure the similarty between two sequences of letters

I'm trying to measure the similarity between two time-series sequences of letters with different lengths (e.g. s1=[A;A;A;C;B], s1=[Q;A;A;A;A;A] ). The order is very important. (e.g. s3=[A;A;A;C;C;C;C] ...
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0answers
18 views

Adding autocorrelation and heteroscedasticity to i.i.d. time series in R

here is the background to my question: I am building a VaR-Model (Value-at-Risk) using semi-parametric marginal distributions and a t-copula. This approach requires generating i.i.d. time series to ...
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0answers
34 views

Intra-class correlation and ANOVA for multi-class classification?

I have trained and evaluated with leave-one-out cross-validation classifiers (SVM, logistic regression, deep belief network, gaussian naive bayes, k-nearest neighbour) on my dataset. My dataset ...
0
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1answer
34 views

Gaussian process regression implementaion

I am using the GPML matlab code found here. I have been using a squared exponential cov function with ARD. I am finding that if I use the minimise function to train the process I get uniform large ...
0
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1answer
52 views

PCA dramatically reduce the accuracy of classification

I am doing classification of this UCI Dataset in Matlab. I represented dataset as matrix (instances x dimensions) and 2nd matrix as (instances x label [instances x 1]). With Naive Bayess I get ...