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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Gaussian processes - Covariance matrix is not positive definite with SE kernel [on hold]

I am trying to implement the simplest example of a Gaussian process in Matlab. I want to draw samples from a prior distribution. Also I want to use the Squared Exponential kernel. Unfortunately the ...
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11 views

How to get LDA 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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11 views

use pca method for dementionality reduction in matlab for big data [on hold]

I must use pca in matlab for dementionality reduction for a big data. and I want that show pcs are from what variables. please help me
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0answers
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 ...
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1answer
30 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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0answers
14 views

How to make a 4X6 matrix from a 6X6 diagonal matrix in MATLAB [on hold]

I am having a diagonal matrix A = diag(a,b,c,d,e,f) which is a 6X6 matrix. From this I want to make 4X6 matrix specified by: B(1, :) = [a b 0 0 0 0] B(2, :) = [0 0 c 0 0 0] B(3, :) = [0 0 0 d e 0] ...
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0answers
13 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 ...
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0answers
18 views

How to marginalise out hyperparameters using GPML? [on hold]

I have been trying out the GPML package for the past couple of days, and have successfully implemented a few examples and so on. But there is one thing I don't seem to be able to get over. In all the ...
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0answers
15 views

R and MATLAB: Line Plot with Layered Categorical Variables [on hold]

I'd like to reproduce the graph in the attached figure in R and MATLAB. Note that the x-axis contains categorical variables (hour and day). There could be multiple lines in the y-axis (e.g., the ...
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0answers
10 views

Matlab code for quantile quantile estimation of Parameters [closed]

I need matlab code for quantile quantile estimation of parameter of distributions for data coming from heavy tailed distribution, mixture distributions are also to be taken into consideration, I have ...
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0answers
28 views

Warning in Matlab: “Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND = 8.513489e-019.” [closed]

I am running an optimization of inventory using CVX in matlab inside my monte-carlo and I get this message for some of my runs. I was testing the code for the cases with very small variance to ...
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0answers
11 views

What is a quick way to train log-linear models in MATLAB? [closed]

I am looking for a quick way to train and test log-linear like models in Matlab. I found this: http://uk.mathworks.com/help/stats/mnrfit.html The only problem with that function is that it expects a ...
2
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1answer
20 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
6 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 ...
0
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1answer
42 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
61 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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33 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 ...
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0answers
8 views

Semi-parametric single index binary choice models [migrated]

I am programming into MATLAB some semi-parametric single-index binary choice models. Based on the notes http://athena.sas.upenn.edu/petra/class721/semipara.pdf my estimators using an average ...
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1answer
29 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 ...
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1answer
32 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 ...
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1answer
29 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
25 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
7 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 ...
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1answer
38 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 ...
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1answer
55 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
16 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
28 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 ...
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0answers
25 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
49 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 ...
0
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0answers
28 views

mean square distortion of quantization data set

I am using the matlab function lloyds to cluster a 1-dimensional timeseries. [partition,codebook,distor] = lloyds(training_set,initcodebook); and I get that the ...
0
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1answer
32 views

How to use Particle Swarm Optimization for finding hyper-parameters of Support Vector Regression?

I want to use Particle Swarm Optimization (PSO)for finding hyper parameters of a support vector regression problem. Initially I tried to find the same using grid search method,but the Matlab code is ...
1
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1answer
43 views

Compute log likelihood of data after fitting the GLM?

Please forgive my inexpertise in stats. I am playing around with a toy general linear model (GLM) with MATLAB glmfit. ...
3
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0answers
197 views

How to understand Gibbs distribution

I have a graph model such as Following the Hammersley–Clifford theorem describes that Markov random fields exhibit a Gibbs distribution with an energy function as follows: $$P(x)=\frac ...
3
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1answer
69 views

Reproducing Pankratz's ARIMA models for U.S. savings rate

I'm wondering if anyone has been able to reproduce the U.S. savings rate models in Pankratz's "Forecasting with Dynamic Regression Models"? If you google: pankratz table-1.6 The first link for me ...
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1answer
68 views

find a general formula between two parameters using curve-fit

I am trying to study the relationship between two parameters say A and B for an image. For a single scene S1, I take 20 images ...
2
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0answers
48 views

How do statistics packages (e.g., fitglm in MATLAB, SPSS/SAS/Stata) handle mean centering for higher order terms? [closed]

Many questions (e.g., Centering in linear regression & How to include a linear and quadratic term when also including interaction with those variables? ) have been asked about mean centering (aka ...
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2answers
75 views

Which standard deviation to use for p-value of regression coefficients?

Matlab generates regression coefficients for vector time series models ("vgxvarx"). For a given regression coefficient, the p-value is just the area under the t-distribution beyond |t| > ...
2
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0answers
46 views

Automatic classification of outliers

I have the following plot of data: and I am trying to separate the main part of the data with the outliers that are far away from the main data (for example the data found at around x=250, around ...
0
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0answers
30 views

Correlation between ordinal variables

I want to know the correlations between 3 groups of variables which are ordinal (rating of 1 to 10). I have followed the formula on wiki and computed the Kendall tau-b correlation coefficients matrix. ...
0
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1answer
31 views

Matlab's sizing of exogenous inputs to vector time series

Matlabs commands for analyzing vector time series (e.g., vgxvarx, vgxproc) accept exogenous inputs. I understand the explanation that each of p inputs can have q paths with r observations, requiring ...
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0answers
34 views

How to use Kernel Regression to predict new data?

I have climate data for 240 predictors and precipitation flux (as the target variable) for 3000+ days. I want to use Gaussian kernel regression to predict the precipitation flux for the next 2000+ ...
1
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1answer
49 views

Hazard function of a gamma distribution

The system we are working on is biological, more specifically the distribution of specific events across a chromosome. This can be thought of as 1D array (the chromosome) across which points can be ...
0
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1answer
57 views

What are variable weights in principal component analysis (PCA) using MATLAB?

Can I set variable (inputs) weights in MATLAB for principal component analysis using pca() function? There is VariableWeights ...
3
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1answer
75 views

Most accepted theory to analyse trend in data series

I have pollutant concentration for long period I want to determine trend. I have read some of the question answers in this blog regarding same . I have few queries. What is most accepted theory to ...
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0answers
20 views

SVM always predicts same label

I have 11 labels. I trained an SVM model: ...
1
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1answer
50 views

What is the meaning characterizing a model as “conditional mean”

I've been going through time series material of late, trying to re-invent myself as a practitioner in the field. Until I got to the point of actually trying to Matlab some models, I had never run ...
2
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0answers
31 views

Make 2D color histogram with uniform distribution (Likert scale)

UPDATE: I've been told that I cannot specifically ask for help in regards to the programming (MatLab and PR Tools), but instead should seek help for general techniques. So that's what I'm doing. Long ...
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1answer
30 views

How do I obtain the “Anomaly series” of a time series?

I have a time series of the Sea Surface Temperature (SST) of the Caribean Sea and I have to obtain the anomalies of that time series. ...
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1answer
45 views

Time Series Analysis using Fourier Technique

i need to perform "Time Series Analysis" using Fourier Analysis/Technique on temperature data of 17 years. Their are four columns in it "Years", "Months", "Days" and "Temperature in C". I need basic ...
7
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1answer
127 views

Mechanics behind deviation from random distribution

The system we are working on is biological, more specifically the distribution of programmed DNA damage events across a chromosome. This can be thought of as 1D array (the chromosome) across which ...