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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optimization - cost function matlab [on hold]

suppose I have a signal x1 always positive of length N = 1000. % signal x1 x=rand(1,1000); x(x<0)=0.01; I have also other 599 signals x2, x3,...,x600 (they ...
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15 views

Incremental SVD implementation in MATLAB [on hold]

Is there any library/toolbox which has implementation of incremental SVD in MATLAB. I have implemented this paper, it is fast but does not work well. I tried this but in this also error propagates ...
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6 views

nntool data normalizing [on hold]

I have some concerns related to the use of nntool in MATLAB toolbox. I have found that nntool by default normalizes the inputs to the range [-1 1]. how to changes these values both input and output ...
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1answer
17 views

Do the values in the second factor from a principal component analysis have to have different signs?

I am computing the principle component matrix of a financial database and to obtain the second factor I extrapolate the second vector. So far, it's easy, but I wonder, do the signs of the second ...
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11 views

Usage of periodicity transforms in practice [on hold]

After a long and exhaustive search for the most appropriate transform for my problem, I have found some help. The periodicity transform at the link should work like a treat. Unfortunately I could not ...
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19 views

How to deal with singular covariance matrix in linear discriminant analysis?

I am using a MATLAB routine to perform linear discriminant analysis (LDA) to my face data, and I get this error: ...
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0answers
13 views

Evaluate the multivariate normal using variance matrices $\boldsymbol{\Lambda}+\alpha_{i}\mathbf{a}\mathbf{a}^{T}+\beta_{j}\mathbf{b}\mathbf{b}^{T}$

I need to calculate a huge amount of inverses and determinants to evaluate the pdf of the multivariate Gaussian. Specifically I need to compute the inverses and determinants of the following ...
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1answer
13 views

Matlab - why crossval function inputs a full trained model?

The question is regarding the Matlab implementation. As we can see here, the crossval function expects to receive a full trained model. For example, my data ...
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17 views

Difficulties in interpreting the Equations in Parameter estimation for linear dynamical system

I have implemented the Kalman Smoothing with Expectation Maximization based on the Paper Parameter Estimation for Linear dynamical system. All notations are based on this paper. The model is an IIR ...
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26 views

Why PCA gives vector as output for 294*40 matrix in matlab [closed]

I am new to stats and matlab too. I referred tutorial to use pca in matlab I have 294*40 matrix named pcaInput and I write ...
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0answers
50 views

Matlab : Help needed in correcting the implementation for Kalman Filter

I have implemented the Kalman Smoothing with Expectation Maximization based on the Paper Parameter Estimation for Linear dynamical system. All notations are based on this paper. The model is an IIR ...
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0answers
35 views

using Cross Validation in matlab with neural networks

I want to make a cross validation on neural network, I tried to pass the labels to crossval function, with the help of ...
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0answers
25 views

10 balls in 3 boxes simulation in MATLAB

Does anyone know how I could use matlab to calculate the probability of throwing 10 balls at 3 buckets? Bucket 1 has a 1/4 chance, bucket 2 has a 1/2 chance and bucket 3 has a 1/4 chance. So how would ...
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24 views

autoregressive coefficient and white noise

I have one variable of Monthly rainfall data. I have developed a forecasting model using Back-propagation Neural Network Model (using Matlab), with 3 input units and one output unit, the three inputs ...
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0answers
24 views

Parameter selection in one class svm

Is there any accepted way to select the best parameters for one-class svm with a linear kernel in r? I have managed to run the svm function in e1071 but it is super sensitive to the model ...
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0answers
19 views

On the computational efficiency of some matlab code when finding the loglikelyhood

I am looking at some code on GAS models found here (number 7). The code finds the log-likelihood of the joint conditional distribution of each observation by summing up the single log-likelihood of ...
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1answer
25 views

Clarification in the terms of log-likelihood expression

I am trying to implement Eq(7) given below from Parameter estimation for Linear dynamical system where Q is a 2 by 2 covariance matrix of the process noise. The model is ...
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1answer
62 views

Maximum a posteriori estimation with one single training example?

I am doing maximum a posteriori (MAP) to estimate $\mu$ and $\sigma$ with $N$ samples drawn from $\mathcal{N}(5, 1)$. The priors that I place are $\mu\sim\mathcal{N}(5, 1)$ and ...
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0answers
31 views

The accuracy measure of a classification process

I have build the signal processing and feature extraction models, those features, inputed to Neural Network using matlab, which is give me the following performance measure,And I have several ...
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0answers
5 views

Add a custom distance in linkage function MATLAB [migrated]

I have created a custom distance function that give a matrix as an output, I want to use this custom distance in the linkage fuction in MATLAB, but when I write this on MATLAB: ...
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33 views

Are there ways to improve Levenberg-Marquardt backpropogation performance in Neural Networks?

When using Levenberg-Marquardt optimization for a function approximation problem, the performance and speed generally trumps that of the gradient descent. I am approximating the functions cos(n * Pi) ...
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26 views

Confidence interval for variances

I have a lot of variances $\sigma^2(x)$ as these: Now I have two task: remove the vertical outliers and compute the confidence intervals (for all cases, this is only one case). I think that their ...
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0answers
9 views

Random forest in matlab: questions about OOB error in TreeBagger [migrated]

I'm currently working on a classification/regression problem with random forests and using Matlab's TreeBagger. I want to estimate the performance of the model for the two different classes(positive ...
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0answers
15 views

How is a most probable Hessian used to calculate Bayesian Prediction Intervals?

I'm using the MATLAB Neural Network Toolbox to use Bayesian Regularization (trainbr.m) to train a neural network which has one input, one hidden, and one output layer. I use this network for ...
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17 views

Matlab survival curve log rank test

I am trying to do survival analysis in matlab and want to calculate log rank test scores among several curves. I found a possible code to do log rank here. But based on its description, it can only do ...
2
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1answer
26 views

Overall $p$-value for a multiple linear regression (in MATLAB)?

I wish to explore the effects of the component percentages (independent variables) on fruit sweetness $S$ (dependent variable). Assume for simplicity that our fruit only contains 3 components, ...
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13 views

Output's probabilities of ANFIS in MATLAB

Is anyway to have output probabilities of binary classification using MATLAB ANFIS toolbox (or other related toolboxes)? Outputs are 1 and 0. So if we have 0.7 for ...
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47 views

Generate complex random vectors distributed as $\textit{proper}$ Complex Gaussian

This is different from this and this question. How can we generate (in Matlab) complex random vectors which are distributed according to the proper complex distribution $\mathcal{CN}(\vec\mu, ...
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28 views

Mahalanobis Distance - Geometric Place

Given a matrix $\mathbb{X}$ of 20 elements, representing 20 observation of a 5-variable normal, I was asked to find the Sample Mean Vector and Sample variance matrix and to find the geometric place of ...
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37 views

How to use minor component analysis to forecast time series?

I would like to forecast a time series based on minor eigenvalues of the autocorrelation matrix. But I seem to be doing something wrong. I have the following steps implemented in MATLAB, but the ...
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2answers
40 views

Computationally efficient Gaussian MAP estimation algorithm in MATLAB

I have a MAP estimation model for a Gaussian prior and i.i.d Gaussian noise: $$y=x+n$$ where $x\sim\mathcal{N}(0,\Sigma)$ and $n\sim \mathcal{N}(0,\sigma^2I)$. The MAP estimate is given by $$ ...
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1answer
48 views

Robust OLS standard errors (Newey-West)

I am running a simple OLS regression with HAC adjustment (i.e. Heteroschedasticity and Autocorrelation adjustment) using the following function in hac() in matlab. ...
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20 views

Calculating the mutual information between two histograms

I've been set a sample exercise by my supervisor, and I'm totally lost as to where I should be heading. What I've been tasked with is to generate two histograms that approximate Gaussian PDFs. Then, ...
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2answers
83 views

Newey-West standard errors in OLS

I am trying to compute robust coefficient estimates for OLS, using the hac() function in MATLAB (see description of function in MathWorks). In my case, I am ...
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2answers
65 views

Curve fitting of (x,y) coordinates

I have three (x,y) coordinates that I got from experimental data. The coordinates represent drug solubility at corresponding pH values as appears below: ...
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1answer
29 views

SOM dimension doubt

I'm currently working on a research of data clustering using an ANN for self-organizing maps. I'm performing experiments using Matlab, over a Dataset of 20,000 samples and almost 80 variables. The ...
2
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1answer
41 views

Regression of an absolute value function

I have a series of data (21 points), that resemble a lot like an absolute value function (V-shape). I am trying to find the parameters which approximate my datapoints as best as possible with the help ...
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1answer
51 views

Partitioning for 10-fold cross validation using neural networks in MATLAB

I am working on an assignment which is set to recognize on of 6 basic human emotions based on facial expression data. The data set looks like this: input data: Nx136, where N is the total number of ...
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34 views

Mean Average Precision in Matlab with liblinear and vlfeat

I want to find the mean average precision (meanAP) from a classification problem. I am using liblinear for classification and I am trying to use vlfeat for the precision because it already includes a ...
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1answer
94 views

Time series forecasting using Support Vector Machines

I have been trying to use Support Vector Machine method for time series forecasting. I have seen allot of research papers, but nobody shared the code or tool they have used for that. Got some ...
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28 views

Why do Matlab's TreeBagger and fitensemble with 'bag' and same parameters give different predictions

Matlab's Statistical Toolbox has two bagging tree algorithms implementation: Tree Bagger Fitensemble (see 'Bag' method) I am currently using (1) for a Regression problem. However, I would like to ...
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1answer
22 views

number of rules from a classification tree?

I have generated a classification tree for a dataset using classregtree method in matlab. Tree gives me rules explained by if and elseifs. For a tree, i want to calculate number of rule generated from ...
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43 views

Confidence Interval calculation for Power Density Estimation in MATLAB

First of all, I am new to these statistics stuff but very interested in the background. I try to understand the confidence interval calculation for a power spectral density estimate in MATLAB. For the ...
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1answer
58 views

Choosing a good binary classifier to be trained by a small set of labeled data

I have a small set of labeled data (diagnosis in individual subjects): ~50 of "sick" observations ~100 of "healthy" observations In reality, only ~1% of the observations are expected to be ...
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0answers
33 views

Ordinal logistic regression model set-up for repeated measures

I have been looking for a non-parametric equivalent to a 3-way repeated measures ANOVA, and most of the sources I've read recommend using ordinal logistic regression. My ANOVA model had 3 ...
2
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1answer
59 views

MATLAB2014b `fitglme` causes error on intermediate results

((This post is a duplicate from Stack Exchange as there was no response there)) MATLAB R2014b's library function fitglme is acting up. It seems to be producing ...
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16 views

fisher test for periodic components

according to following site http://www.mathworks.com/help/signal/ug/significance-testing-for-periodic-component.html i have test following example ...
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2answers
75 views

Can I do a t-test to compare t-statistics?

I was trying to fit a 2-level "hierarchical model" all in one go, in MATLAB. But then realised it might be better to do the lower level first, then the higher level. Simply, I have 80 subjects, from ...
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1answer
27 views

Suspicious 3-way repeated measures ANOVA results

I'm getting weird results using the fitrm and ranova functions in Matlab. I've asked a similar question in the Matlab forums. The table below is part of the results for a 3-way repeated measures ...
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56 views

Laplace approximation for binomial distribution in matlab

i using bionrnd() function to generate a random vector and Laplace approximation formula to approximate the binomial distribution. but Laplace histogram dose not ...