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.

learn more… | top users | synonyms

0
votes
1answer
10 views

Multi-class logistic Generalized Additive Models: Is there a package for it? [on hold]

I am looking for a package for three-class logit and probit GAM. I have searched and found out that ZeligGAM in R works for this but it seems that it is only applied to binary dependent variables. In ...
0
votes
0answers
5 views

Marginal means confidence interval

lets say that I have 4 groups and I want to report whether there are significant differences between them in a measured variables. Each group has different numbers of male/female and different ...
-1
votes
0answers
16 views

comparing more than 2 groups of different size having binary values

I have 4 groups (Group 1, Group 2, Group 3, Group 4) that could be seen as binomial distributions. The groups have different sizes and the elements of each group can assume [0,1] values. Each group ...
0
votes
0answers
14 views

Without using random function, how can i generate multivariate normal distribution? [on hold]

mu = [2,3]; sigma = [1,1.5;1.5,3]; mvnrnd(mu,sigma,100); this function in matlab gives 100 samples which is normally distributed with mean 'mu' and covariance matrix 'sigma'.I don't want to use random ...
0
votes
0answers
19 views

How to correct the means of a variable in 4 groups matlab

I compute the mean of the variable Y in 4 groups (A B C D) that differ for age, gender and body mass index (BMI). ...
0
votes
0answers
12 views

How should I build my quadratic mixed-effects model for repeated measures for gauging the effect of time?

Multiple subjects were each exposed to an event. I measured a hormone 12 times (-60, -30, -10, -5, 0, 5, 10, 20, 30, 40, 50, 60) Time (minutes) is centered around the onset of the event. We know the ...
0
votes
0answers
18 views

compare groups taking into account confounding factors

I have data from human participants in a study and I am using MATLAB to analyse it. The participants are divided in 4 groups according to their disease severity. The demographic characteristics of the ...
0
votes
0answers
25 views

Convert Fortran to Matlab [closed]

The other forum started with the discussion already, but the topic closed, since it did not have any application in finance. I hope to find help on this topic as well. The topic is about a code ...
0
votes
2answers
42 views

Response Surface Methodology (RSM) for A Mathematical Model

I would like to create a second order polynomial model using Response Surface Methodology (RSM) for a non-polynomial mathematical model. For example, I would like to represent $f(x)=x_1 + \sin(x_1x_2) ...
0
votes
0answers
22 views

Good filter methods for multiple feature selection for regression problem

Anybody can suggest filter feature selection methods (would be more useful any links to already implemented MATLAB functions/toolboxes) that can rank combinations of features instead of ranking each ...
1
vote
0answers
22 views

Find a scaling transform of a function

Let us consider some function $f(x)$ (that is similar to sum of many separate gaussian peaks) and a function $F(x)=Cf(s(x)) + b(x)$. We know the values of $f(x)$ at points ${x_i}, (i=1,...,N)$ and ...
1
vote
1answer
39 views

Ways to stabilize OLS betas [closed]

I am estimating the parameters of a system of OLS equations in Matlab. $y=X\beta+\epsilon \to \hat \beta=(X'X)^{-1}X'y$. My $X$ is a $5\times 5$ matrix and $y$ is a $5\times 1000$ matrix, so $\beta$ ...
1
vote
0answers
41 views

Normalisation before and after PCA

Is it valid to normalise a dataset, reduce dimensionality with PCA and then to normalise the reduced dimension data? Assuming this is performed on training data, should the same PCA coefficients be ...
1
vote
1answer
65 views

Generate t distributed random variable in matlab

How can we generate t distributed random variables with given mean and covariance in matlab. trnd is a function in matlab but we can get random variable with different degrees of freedom but how to ...
0
votes
0answers
3 views

How to account for drift in system identification output?

I am trying to identify the lateral dynamics of a vehicle. I use steering angle as input, and lateral displacement, lateral velocity and yaw rate as output. I use idss method of MATLAB. The issue ...
0
votes
0answers
14 views

Dendrogram for classification tree

I wonder if there any way to better visualize multiclass (~10) classification tree in MATLAB. The only solution I came up with is to use: ...
-1
votes
0answers
39 views

How to do hierarchical clustering in Matlab?

I want to apply Ward clustering on the rows of a matrix X (with Euclidean distance). In Matlab I can do it with Z = linkage(A,'ward','euclidean'); In the end I ...
0
votes
0answers
24 views

LDA scores too big

I'm trying to do dimensionality reduction with linear discriminant analysis (LDA) in MATLAB. I'm using this code to calculate the coefficients. But I'm confused whether (and when) should I center the ...
1
vote
1answer
27 views

How to apply distance-based clustering or dimensionality reduction for too many samples

I have a dataset with 200K samples (cases) and 30 variables. Every distance-based method for clustering or dimension reduction technique that I use, such as DBSCAN, Hierarchical Clustering, LLE, ...
0
votes
0answers
55 views

When feature extracting for an RBF network, 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 ...
0
votes
1answer
56 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 ...
0
votes
0answers
21 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 ...
0
votes
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. ...
0
votes
0answers
23 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 ...
-3
votes
0answers
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 ...
0
votes
1answer
35 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 ...
1
vote
0answers
19 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.
0
votes
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 ...
0
votes
0answers
40 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
vote
1answer
36 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 ...
1
vote
1answer
38 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 ...
0
votes
1answer
38 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. ...
0
votes
0answers
12 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 ...
0
votes
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 ...
0
votes
0answers
267 views

How can I predict Stock Market using Gaussian Process with the help of GPML?

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} ...
0
votes
1answer
17 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 ...
0
votes
1answer
56 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 ...
0
votes
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 ...
0
votes
0answers
15 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 ...
0
votes
0answers
15 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 ...
0
votes
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 ...
1
vote
2answers
69 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
votes
1answer
20 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']; ...
0
votes
0answers
39 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 ...
2
votes
1answer
60 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 ...
0
votes
0answers
33 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
votes
1answer
29 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 ...
0
votes
0answers
10 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
vote
1answer
59 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, ...
4
votes
1answer
79 views

Why is my combined p-value, obtained using the Fisher's method, so low?

I have multiple individuals, for whom I collected two time series of some parameter. For each individual, I calculated, whether these time series are correlated. So, if I have 20 individuals, as a ...