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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31 views
Parameters estimation of ODE system
I have all the data and an ODE system of three equations which has 9 unknown coefficients (a1, a2,..., a9).
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22 views
GARCH models in MATLAB: Why does MATLAB force me to include ARCH terms in any GARCH model?
As far as I know, it is statistically possible/mathematically valid to fit a GARCH model to a stationary time series without including any coefficients on the innovation terms, i.e., including only ...
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2answers
31 views
How to interpret the model parameters of libsvm via MATLAB interface?
I used the MATLAB interface of libsvm for doing binary classification of 997-dimensional training data. I am trying to understand how the resulting model is used to compute the predicted output (which ...
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36 views
Mapping gini index
In my model, there are 3 players, whose income is function of two arbitrary parameters. Say, ...
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1answer
60 views
Implementing Logistic Regression in MATLAB
I have a data set of 13 attributes where some are categorical and some are continuous (can be converted to categorical). I need to use logistic regression to create a model that predicts the responses ...
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0answers
12 views
Loading FRED quarterly data in Matlab/Octave [migrated]
I am trying to load quarterly data from the US Federal Reserve, Economic Data (FRED) into Matlab (actually Octave, but that shouldn't make a difference right?).
The problem is that the FRED lists ...
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25 views
STATA - Correction for finite sample
I need for running an autoregressive model with correction for finite sample coefficients, following the model proposed by Shaman & Stine in 1989.
I usually use stata and matlab for my analysis, ...
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0answers
18 views
Constructing a sample
I have a vector of 0's and 1's from a finite population, where there is an unequal proportion of 0's and 1's. How can I construct a sample (with replacement) from this population with an equal number ...
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50 views
Statistical test for multiple comparison with dependent observations (MATLAB)
I want to use matlab to perform a statistical test to find if there's a significantly higher mean return in any of n different sample populations. However, I can only find post hoc (although they can ...
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37 views
how to use svm classifier in feature extraction
I calculated the 5 features of a video for 40 frames
data=[eigen_x,STRAIN_ENERGY,POTENTIAL_ENERGY]
Then I run 20 videos stored the data in array form in Excel
...
6
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2answers
100 views
Implementation of Dirichlet cdf?
I need to compute the Dirichlet CDF, but I can only find implementations of the PDF.
Do you guys know of any library (preferably in R) implementing it?
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1answer
72 views
matlab neural network strange simulation performance
I am not quite sure if this is the right place for a question like this, but asking anyway.
Having <14x10 double> input matrix (manually normalized) and <5x10 double> output matrix (manually ...
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1answer
143 views
Cross Correlation (xcorr in MATLAB) vs Pearson Correlation (corr in MATLAB)
Are the values of xcorr(x,y) in MATLAB correlation values or not? I'm asking this because in MATLAB xcorr(x,y,'coeff') ...
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44 views
alternating least squares and all zero rows-columns
I'm trying to implement the algorithm described in Large-scale parallel collaborative filtering for the Netflix prize and I'm having some trouble understanding how to deal with a rating matrix that's ...
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0answers
43 views
trouble in prediction in neural network classifier
I am training a 4-class neural network classifier.
The details of my data are:
featurelength = 280
...
2
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1answer
54 views
OLS result with LASSO
I'm using the lasso function in MATLAB to perform regularized regression for parameter selection. I'm new to LASSO, so I generated some toy data and tested LASSO with lambda = 0 to make sure I would ...
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7answers
249 views
Visualizing high dimensional data
I have samples of two classes which are vectors in high dimensional space and I want to plot them in 2D or 3D.
I know about dimensionality reduction techniques, but I need a really simple and easy to ...
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1answer
36 views
Finding uncertainty in coefficients from polyfit in Matlab (no Toolboxes)
I have a data set of x- and y-values, that I want make a linear fit of. Using polyfit(x,y,1) I get the coefficients a and ...
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1answer
90 views
Finding uncertainty in coefficients from polyfit in Matlab
I have a data set of x- and y-values, that I want make a linear fit on. Using polyfit(x,y,1) I get the coefficients a and ...
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2answers
40 views
How is the signed rank statistic defined in Matlab?
Given a sequence of sample points $X_1, \dots, X_n$, I am trying to
find a Matlab function to
compute the signed rank statistic defined as $$ \sum_{i=1}^n sign(X_i) r_i $$ where $r_i$ is the rank ...
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0answers
56 views
Distribution of random variable
The chloride concentration at depth $x$ mm at time $t$ is:
$$
\text{C}(x,t)=\text{Cs}(1-\text{erf}(x/(2(D*t)^{0.5}))
$$
where $\text{Cs}$ is chloride surface concentration with Lognormal ...
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1answer
84 views
HMM forward algorithm in MATLAB
Does anyone know where can I find a pseudo code or MATLAB code of the HMM forward algorithm?
4
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3answers
214 views
How to test my data against an specific normal distribution?
I need to test my data to see if it follows a normal distribution with specific mean and std like N~(mu, std) I know that this can be done by Kolmogorov-Smirnov test which has a function in both ...
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1answer
32 views
Estimating point of phase transition
I have stochastic simulations that depend on a parameter $k$. As I vary $k$ the quantities I track vary gradually and then suddenly transition to very different values and continue to vary gradually ...
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1answer
186 views
PCA using princomp in MATLAB
I'm trying to do dimensionality reduction using matlab princomp, but i'm not sure i'm do it right.
here is the my code just for test, but I'm not sure that I'm doing projection right:
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1answer
29 views
What will be the first value when we difference for ARIMA model
I want to difference a nonstationary time series to fit an ARIMA model with X(t)=X(t)-X(t-1) formula (using diff function in MATLAB) but I can not figure out what ...
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115 views
Are GAMMs/GLM the best choice for calculating number of germs on hands?
We would like your opinion on whether GAMMs are a good option and how best to go about implementing for the following:
During a period of patient care, a nurse will accrue $Y$ colonies of bacteria on ...
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1answer
121 views
Matlab or R: relationship between categorical vs continuous variable
I have a six groups=[1:6] ACTid and a resulting continuous variable observed for each of the members is the group: Y
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1answer
70 views
Why sparse QR decomposition yield different results from dense QR decomposition in R?
A simple example is given below:
mat <- diag(1:6)
qr.R(qr(as(mat,"Matrix")))
qr.R(qr(dd))
the diagnal values are of opposite signs. There is a warning message ...
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1answer
106 views
What are my choices for transforming data that are not normally distributed?
I have two sets of data comparing two variables: x and y. I'd like to transform and compare both sets either in r or matlab.
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18 views
Comparing two or more sets of sequences
I have observed nurses during 400 episodes of care and recorded the sequence of surfaces contacts in each.
I categorised the surfaces into 5 groups 1:5 and calculated the probability density ...
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0answers
81 views
Multiple linear regression
I am new to regression analysis. Therefore, I would be grateful if you could kindly help me to set a model for my dataset. Briefly, I have images of diseased eyes (10) and control eye images (25). I ...
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0answers
33 views
PCA eigenvectors with opposite values [duplicate]
I am performing a PCA analysis in Matlab on a 110*7 dataset using some custom code. I am checking my code against Matlab's princomp and my eigenvectors are the same ...
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0answers
25 views
Help in modeling and fitting medical data
I am practically new in statistical modelling so kindly bear with my questions.I have a data set of 3 dimensions that is there are three columns and 50 rows (50 observations).These represent feature ...
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1answer
220 views
Kruskal-Wallis test of groups with unequal sample sizes matlab
I can't seem to work out why I can't perform a 5 grouped Kruskal-Wallis test on unequal sample sizes in matlab. Any thoughts how to do this?
Also as a post-hoc analyis using Wilcoxon Rank sum is this ...
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1answer
108 views
Metropolis-Hastings algorithm, using a proposal distribution other than a Gaussian in Matlab
I am currently working on my final year project for my mathematics degree which is based on giving an overview of the Metropolis-Hastings algorithm and some numerical examples. So far I have got some ...
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1answer
72 views
Two sequences, one HMM
I know how to fit a hidden markov model to a data sequence, using the matlab-implementation of the baum-welch algorithm.
But what should I do if I do not have one data sequence, but a bunch of them? ...
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54 views
2SLS with two instruments for one endogenous variable in matlab
I have one endogenous variable and two instruments for it, and I want to calculate my beta with the direct (one step) matrix formula
$\beta_2sls = X' Z(Z'X)^{-1}Z'X^{-1}X'Z(Z'Z)^{-1}Z'Y$
But if I ...
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48 views
Issues with sequential feature selection
I am trying to do some feature selection in gene expression data with 22215 features. I followed the tutorial here.
I initially applied filter method(ttest) to select the features having the best p ...
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1answer
141 views
Issues with feature selection in matlab
I am trying to use sequentialfs to do some feature selection in matlab. I have huge dimensional data of 22215 features. When I tried to use sequentialfs with svm as classifier so that it selects the ...
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0answers
8 views
Issues in doing feature selection using sequentialfs [duplicate]
I am trying to do some feature selection on gene expression data using sequentialfs function of matlab. The number of features is huge around 22215. And I have around 20 examples only. Now when I use ...
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2answers
103 views
PCA weights vs. standardized
I have a number of timeseries on which I want to apply a PCA (using matlab). These time series have very different variances.
My objective is:
1) all time series have the same weight for me, no one ...
0
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2answers
76 views
What are the statistical features of a network/graph without community structure?
I want to filter out networks/graphs which are just a single community rather than interconnected communities. Each community can either be a random graph or a star graph, but there should no ...
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0answers
52 views
Basic questions about regression models
I have some issues in the model representation
If the equation is in the form of y(t) = x(t)+ a*y(t-1)+b*y(t-2) then is this representing a Moving Average or ...
2
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1answer
157 views
What exactly the ROC curve can tell us or can be inferred?
(I post this originally at http://stackoverflow.com/questions/15477282/what-exactly-the-roc-curve-can-tell-us-or-can-be-inferred, but people directed me to here. Sorry about posting this twice.)
I ...
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0answers
36 views
Which level of abstraction is appropriate when designing a Hidden Markov Model?
Bear with me, it is all new to me.
I have measured a thing repeatedly over a period of time and I have clustered the results. (Clustered the measured values without the time information.) The ...
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1answer
103 views
PCA on returns or levels?
I am doing a PCA on a few economic indices (which I standardized) (24 timeseries). When doing the PCA on the values/level of the index, I get rather similar loadings on each index, which I think is ...
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0answers
38 views
Issue in system identification using black box modeling and Yule Walkers Equation
I have a set of observation, a vector consisting of 500 positive real values. I am having a tough time in figuring out what should be the model, i.e a general equation representing the data values. I ...
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0answers
133 views
MATLAB - Maximum likelihood for periodic function (angles)
In the MATLAB stats tutorials there is a section called "Fitting a More Complicated Distribution: A Mixture of Two Normals"
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2answers
253 views
Nonlinear regression:fit data to curve
I have googled and read a lot from Matlab documents but helpless in solving the following problems concerning nonlinear regression.I have a single observation vector consisting of 200 measurements ...
