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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Sensitivity Analysis for Mulitple Dependent and Independent Variables

I have Mulitple Vectors of Independent Variables and Multiple Vectors of Dependent Variables from a Monte Carlo Simulation. For each Dependent Variable, I want to know the contribution of each ...
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22 views

Fit dummies in a Regression

I have a regression specification that consists of a binary dependent variable y, a constant alpha and a dummmy predictor ...
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1answer
5 views

Matlab classify function for multi-class classification

What kind of Machine Learning method does the function "classify" in Matlab use for the multi-class classification? Is it SVM? If so, how does it use the classifier for multiple classes?
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7 views

Whats going wrong in Implementation of this gaussian bernoulli RBM?

When i run this program after few epoch output become NAN. The problem is in finding negdata value. In particular multiplying with sigma. If i remove sigma, it works fine. Could someone help in ...
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1answer
24 views

Issues in estimation and plot

I am learning adaptive filters and testing the performance of using Least Squares and Kalman filter for parameter estimation for $y = X + \text{noise}$. The model is autoregressive AR(2) model $$y(t) ...
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12 views

Comparision of feature selection cost functions

I'm using an optimization algorithm to feature selection besides choosing number of neurons in a neural network. I have 21 features and have ...
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17 views

Estimating a GARCH model [on hold]

Okay say I have a list of returns and that's all How do I estimate a GARCH(1,1) model, including every step? Like where does every variable come from? Basically I'm trying to do it from scratch so I ...
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1answer
35 views

Convert continues number to integer number in optimization algorithms in MATLAB

I'm using a continuous optimization algorithm for optimizing neural network's number of neurons in first and second layers besides feature selection so I used this structure for converting continues ...
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9 views

Stata - Multiple rotated plots on graph (including distributions on sides of axes) [migrated]

I would like to produce a single graph containing both: (1) a scatter plot (2) either histograms or kernel density functions of the Y and X variables to the left of the Y axis and below the X axis. I ...
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1answer
57 views

Outlier detection in out-sample data for the purpose of classification

This is the most widely used method for outlier detection in econometrics and statistical problems. X is our data that we're searching for outliers in it (in ...
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13 views

Problem simulating AR and MA models using filters

I do not know how to use filter to simulate AR and MA models. To me it looks the same way for both MA and AR Estimate AR so then how do I know that the model is AR or MA ? For example, Problem1: For ...
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1answer
12 views

Cross-correlation in matlab: symmetrical plot and sign convention

I have two cosine signals in MATLAB both having a frequency of 100 Hz and the second signal has been delayed in time by 0.003 seconds. Both signals have been sampled at 1 Khz. When I use the cross ...
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29 views

Estimating error in ARIMA(p,d,q)

I am trying to model my data with ARIMA(1,2,12) and since the variance is not stationary I have also included GARCH (2,3). I have saved all the parameter of my model in a variable called mdl. I have ...
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35 views

Autoregressive distributed lag models ADL(p,q): seeking “how to” preferably in Matlab (Stata/R/Python/C# etc)

Could anyone provide me the details of how to determine the lag order of the distributed lags for an $\text{ADL}(p,q)$ model in Matlab or another statistical package (and very much preferably in ...
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0answers
24 views

How calculate average probabilities in MLP or SVM?

I have a system that find best model (best inputs and parameters of MLP/SVM) model in a financial problem for every inserted database and create a specific model for a specific data sample. I'm using ...
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1answer
43 views

How do I compute the density of this data set that is made up of two different 3D-distributions?

A sequel to this question. I have a dataset where: $\frac{4}{5}$ of the points are drawn from: $(x, y) \sim \mathcal{U}_{2}(0,30)$, $(z) \sim \mathcal{U}_{1}(14.5, 15.5)$. $\frac{1}{5}$ of the ...
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17 views

Interpreting the Johansen cointegration test output

I am running the Johansen cointegration test using 2 non-stationary time-series, as suggested by the literature. The output I got is the following: ...
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1answer
54 views

Multivariate normal distribution has peaks

I'm trying to calculate a bivariate normal distribution in matlab(with mvnpdf), but the pdf I obtain has a strange shape with several peaks. This is the code I use: ...
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1answer
131 views

Total least squares curve fit problem

I am trying to fit a quadratic curve across a scatter plot of two variables. Since both variables are noisy I cannot use an ordinary least square regression (OLS) and I would like to have a ...
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19 views

Multi-class AUC in Matlab

I would like to compute the area under the ROC-courve (AUC) metric for a classifier with multiple classes. Do you know (reliable) functions for Matlab that implement methods for that, like e.g. in ...
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27 views

Expectation Maximization, dice example, always converging in second iteration

I am simulating two loaded dice and trying to estimate individual die prior probabilities and probability mass functions for each of them using the EM algorithm. Below is my Matlab code. Likelihood ...
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20 views

Custom Neural network in matlab

I am trying to make a custom Neural network structure using 'network' command. I am a little confused.Can we change the connections between individual neurons?Like it is possible in weka?
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38 views

MATLAB interperetation of Neural networks

I am new to Neural networks and I am trying to build a custom neural network using the NN toolbox in MATLAB.I am using the "create custom neural network function". Now, I find the neural network ...
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1answer
43 views

Logarithmic probabilty distribtion and respective problems in matlab

Dear crossvalidated community, quite frankly, I'm not that much into statistics and therefore, I'm having much trouble solving some issues im having in Matlab right now. My plan is to ...
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24 views

Walking recognition

I have walking samples from 20 different people. My aim is to detect which walking samples are from which person. I'm trying to achieve this by extracting "walking cycles" from each person's dataset ...
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30 views

How can I calculate a discrete Cumulative Distribution MultiDimensional Array from a discrete Probability Mass Array when dimensions > 2?

I would appreciate any help in trying to calculate the Cumulative Distribution Array of a Probability Mass Array when dimensions > 2, essentially a discrete joint cumulative distribution from a sample ...
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46 views

calling weka classifier in matlab with cossValidateModel()

i am working on feature selection problem and calling weka classifiers in matlab for checking classification accuracy of selected features. i have called weka classifier with evaluate model ...
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54 views

10 fold cross validation model in weka

Trying to build a specific Neural Network arcitecture and testing it using 10 fold cross validation of a dataset. Now building the model is a tedious job and Weka expects me to make it 10 times for ...
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0answers
36 views

Neural networks creates negative output

I am using a simple feedforward neural network in MATLAB to predict the output for inputs in the range [1e-5, 0.3]. (These are the activations of another network.) I am using a sigmoid function for ...
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12 views

How to check if data needs to be seasonally differenced in MATLAB

I am forecasting data using ARIMA. I would like to know if there is any test to check if seasonal differencing is needed in the ARIMA model. I know R uses Canova Hansen test, but does MATLAB provide ...
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38 views

Trend: Linear or exponential

I am trying to forecast data using ARIMA. I have read articles which say that I should first take the log of the series, if my series follows an exponential trend. My question is: Is there a ...
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1answer
25 views

DBSCAN & OPTICS [closed]

I'm looking for DBSCAN and OPTICS matlab codes for clustering 'm' pattern in 3D space: the imput is a matrix where the 'm' rows are vectors a the 'n'=3 columns are X,Y,Z axes. I would also like the ...
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22 views

Intuition behind which eigenvectors to use in PCA for orthogonal regression

I am learning PCA, and while this seems like an obvious question, I can't seem to understand some of the ideas behind which eigenvectors to use when performing orthogonal regression with PCA. My code ...
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2answers
84 views

Unimodal or bimodal data (MATLAB)?

I am trying to figure out what I did wrong or what I could do to get accurate results. I have n vectors of data, and I am trying to decide whether each dataset is unimodal or bimodal. I assumed that ...
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1answer
15 views

Simulating Gaussian Mixture signals

I am trying to simulate a signal produced from a GMM of 3 mixtures. Here's MATLAB code ...
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1answer
34 views

Radial distribution to cartesian coordinates

I'm trying to go from a radial distribution in polar coordinates to cartesian coordinates. I'm using Matlab and have tried pol2cart, but are having some trouble getting a matrix with probabilities. ...
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1answer
36 views

Is it posible to perform the inverse of multidimensional scaling analysis

We have lot of 3D data and we reduced it to 2D for performing fuzzy clustering and obtaining prototypes. We used some matlab functions that were very well documented. Now we would like to see to which ...
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1answer
65 views

Get fitted values estimated in ARIMA in Matlab

I am using Matlab to forecast time series data using ARIMA algorithm. I am able to get forecasted values, but unable to get the fitted values. This is what I mean. In R: ...
2
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1answer
103 views

R square test in matlab

I did the code for my $R^{2}$ (R square) test in MATLAB but it is not working accordingly. I want to test the Weibull distribution against my raw data, hence I want to do an $R^{2}$ (R square) test. ...
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1answer
31 views

How to implement a 2-D Gaussian Processes Regression through GPML (MATLAB)?

I just touched Gaussian processes two weeks ago. I am not very familiar with the selection of a model and its hyperparameters. Here is the demo code that I run for a 2-D Gaussian processes regression. ...
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1answer
62 views

Nonparametric ANOVA with interaction?

Is there any nonparametric version of ANOVA able to deal with multiple factors AND evaluate their interaction(s)? If the interactions are really impossible to evaluate, is there any generalization of ...
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2answers
110 views

Testing goodness of fit

I am using MATLAB 2012a to run 3 tests. With my data, I obtain very small values, and for the Anderson–Darling (A–D) tests, the results are not even normalized. Please verify my code. I am also using ...
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33 views

How to implement data I have to svmtrain() function in MATLAB?

I have to write a script using MATLAB which will classify my data. My data consists of 1051 web pages (rows) and 11000+ words (columns). The first 230 rows are about computer science course (to be ...
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27 views

Goodness of fit for orthogonal least square regression

We have a set of XY coordinates which we have fitted with an orthogonal least square regression model. We have a vector of residuals for each point and the fitted line. How do we assess goodness of ...
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1answer
60 views

Zero inflated negative binomial with selection

I am looking for a Stata (or R/Matlab if there's no Stata) implementation of the model described by Greene (1994) (http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1293115). It is essentially a ...
3
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1answer
13 views

How to calculate the product of Gaussian variables in Matlab

I want to calculate the distribution of a product of two i.i.d. Gaussian distributed variables a and b. In principle, this should be possible by defining a new variable x with a dirac delta ...
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0answers
25 views

Understanding matlab code for converting raw input images into matlab format

f = fopen('train-images-idx3-ubyte','r'); [a,count] = fread(f,4,'int32'); g = fopen('train-labels-idx1-ubyte','r'); [l,count] = fread(g,2,'int32'); fprintf(1,'Starting to convert Training MNIST ...
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2answers
49 views

Is a restricted Boltzmann machine trained using a contrastive divergence algorithm an unsupervised learning method?

I am designing RBM with CD training methodology in MATLAB. CD is an unsupervised learning algorithm, so I do not need to use any label information included in input. Does that make sense?
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1answer
60 views

factor analysis for given data with help of matlab

suppose that we have following data i have done covariance matrix and eigenvalue decomposition ...
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21 views

HMM library, different length sequences training

I'm using the Kevin Murphy's HMM library in MATLAB(http://www.cs.ubc.ca/~murphyk/Software/HMM/hmm.html) There is a section called 'How to use the toolbox'. There is this example for GMM ouputs: ...