4
votes
0answers
220 views

Multivariate normality test from R's energy

Could someone explain me which is the null hypothesis of the energy test of multivariate normality (R package energy)? By using this test I obtained a very ...
3
votes
3answers
219 views

What to do when the intersection of some time series doesn't contain enough data point?

I have to do some studies on time series, which involve computing the covariance matrix. However, my time series span on different time intervals and their intersection is too short to provide me a ...
1
vote
3answers
88 views

Where can I find accessible reference to vector autoregression?

I would like to understand the topic conceptually rather than through equations
2
votes
0answers
696 views

Explanation of the Kolmogorov-Smirnov Test with applications in Java

I'm trying to apply the Kolmogorov-Smirnov test for goodness-of-fit to a dataset. I have a large set of values, and would like to know whether it fits a Poisson distribution with given $\lambda$. As ...
1
vote
0answers
74 views

Formulate hypotheses when $\mu_A < \mu_B$ is different from $\mu_A > \mu_B$

I'm testing two different settings (say 'A' and 'B') for a machine. From physical arguments, I know that $\mu_B >= \mu_A$. If really $\mu_B < \mu_A$, there's something fundamentally wrong with ...
1
vote
1answer
489 views

How to decide whether difference between two conditions is significant?

I'm trying to analyse an experiment I performed. I executed 9 tests measurements, at two different settings (A and B); I expect it to be normal distributed. I had the following hypotheses: $H_0:\; ...
8
votes
5answers
2k views

Video lectures about data mining?

I want to learn data mining. Are there any free video lectures out there which explain the process of data mining in depth?
5
votes
2answers
2k views

Is there an R optimization package that can handle integer constraints and non-linear objective functions?

I am looking for an optimization routine that can optimize a non-linear objective function with integer constraints. NuOPT for S-Plus, CPLEX, or Matlab include powerful optimization packages for these ...
1
vote
2answers
409 views

When was the cross-correlation function invented? And what was the motivation behind it?

In a previous question I asked about the history of auto-correlation In this question I'm interested in the discovery process behind cross-correlation. When was it invented? Was it independently ...
6
votes
2answers
610 views

How to combine the results of several binary tests?

First off let me say that I had one stats course in engineering school 38 years ago. So I'm flying blind here. I've got the results of what are essentially 18 separate diagnostic tests for a ...
2
votes
1answer
352 views

When was the autocorrelation function invented? And what was the motivation for it?

I'm just very curious about the discovery process behind the autocorrelation function. When was it invented? Was it independently invented multiple times, for example? What was the motivation for ...
3
votes
1answer
489 views

Effect size for rectangular frequency table

I have run several Chi-square tests and want a measure of effect size. I have some 1x2 tables, 1x4 tables, 4x9, and 3x4 tables of frequency data. What measure of effect size can I use on these ...
5
votes
2answers
198 views

Modeling a 1D random walk with nonconstant probabilities

I have (what I will term, for lack of a better word) a random walk that has a particular property: it tends to be right of the origin some fraction k of the time and left 1-k of the time (and on the ...
3
votes
1answer
196 views

AdaBoost on a continuum of base classifiers

A tutorial on AdaBoost suggests that AdaBoost can be applied to a continuum of classifiers (at the bottom of the first page). Does it mean to simply discretize the classifiers, for example, which are ...
2
votes
1answer
133 views

Is it valid to assign observations partially to both test and train in n-fold cross validation?

I'm looking to use n-fold cross validation for selecting meta-parameters for fitting a model to a dataset. However, dropping observations entirely from the learning-set while fitting the model to each ...
7
votes
1answer
1k views

Propagation of error using 2nd-order Taylor series

I am reading a text, "Mathematical Statistics and Data Analysis" by John Rice. We are concerned with approximating the expected value and variance of the random variable $Y$. We are able to calculate ...
2
votes
1answer
475 views

The upper bound of the training error of AdaBoost

I am reading an overview of AdaBoost written by Schapire, which calculates the upper bound of the training error in Eq. (5), section 3. In fact, it states that ...
3
votes
3answers
3k views

Random effect nested under fixed effect model in R

Looking for help to create a model for my data gathered from a reciprocal transplant experiment: I have 2 populations of fish (A and B) and 2 temperature regimes (warm and cold) that were crossed ...
3
votes
3answers
294 views

Significance test of whether participants have more friends of the same sex

I've run into a simple problem - but no idea how to access it correctly. I've 85 people asked concerning their social network; first example: how many friends do you have. Second, what gender is each ...
2
votes
1answer
816 views

How to get equivalent ANOVA in R for a model with and without a random effect?

My question is: Is there a way to either force Anova() to somehow analyze gls objects (which internally are almost identical ...
10
votes
1answer
3k views

How to setup and interpret ANOVA contrasts with the car package in R?

Let's say I have a simple 2x2 factorial experiment that I want to do ANOVA on. Like this, for example: ...
1
vote
1answer
162 views

What exactly is the name of the type of regression analysis where you try to see if the model is significant over *multiple* start/end values?

An example is here: http://www.reddit.com/r/askscience/comments/ine4x/regarding_the_recent_lapse_of_global_warming_in/c2554al I'm sure it's related to robust statistics. But I'm sure that there's a ...
3
votes
2answers
2k views

What are some examples of “real world” problems that can be modeled using vector autoregressive models?

I would like to stay away from finance and economic examples since they are too abstract for me to understand. Are there any "real world" examples for example healthcare, exam marks, environmental ...
1
vote
5answers
7k views

Subset data by month in R

I am working with a time series of meteorological data and want to extract just the summer months. The data frame looks like this: ...
1
vote
2answers
377 views

WLS estimator and bootstrapping in sem package

Is there a way to run the sem function (R sem package) by using WLS method? Furthermore I have a very small data set (20 observations), can I overcome this problem ...
0
votes
1answer
137 views

Biclustering and variable selection

Maybe this is a naive question so do not blame me. I wonder if biclustering is equivalent to perform a clustering then a variable selection (eventually followed by a new clustering)? Do these ...
2
votes
1answer
216 views

Significant variable with no effect in logistic regression

In my logistic regression model, I have one independent variable that has a B value of 0, p = 0.006 and exp(B) = 1. Goodness-of-fit measures indicate that the model is acceptably "good". Intuitively, ...
7
votes
3answers
968 views

Machine learning techniques for time series estimation - forecasting price

Can anyone recommend any machine learning techniques for time series estimation? I have a series of times $t_{1}...t_{n}$, each having a set of associated features $f_{1}...f_{m}$, and a value $x$. ...
9
votes
4answers
538 views

Are there cases where there is no optimal k in k-means?

This has been inside my mind for at least a few hours. I was trying to find an optimal k for the output from the k-means algorithm (with a cosine similarity metric) so I ended up plotting the ...
6
votes
2answers
720 views

What is a vector autoregressive model?

I'm looking to understand this from a managerial perspective. For example if I was explaining linear regression I would say it is a line of best fit through some data points and it can be used to ...
1
vote
0answers
125 views

Introductory materials in statistical analysis and data visualisation

To get started on statistical analysis -- where would you recommend I go to learn?
9
votes
4answers
593 views

Online outlier detection

I want to process automatically-segmented microscopy images to detect faulty images and/or faulty segmentations, as a part of a high-throughput imaging pipeline. There's a host of parameters that can ...
2
votes
1answer
535 views

Error message when estimating group level interactions lmer

When estimating a group level interaction I get the following error: ...
3
votes
2answers
465 views

Time series data distribution forecast?

While having chronically data of population growth (registered users of a site), I want to compute a function that approximates future growth, based on past data. Also, what we ll be the distribution ...
3
votes
2answers
841 views

How to find out if a set of daily measurements are random or not?

There is a set of daily measurements. Time and measured values are both discrete. I want to find out whether measured values depend on the day the measurement was taken, or whether measurements are ...
6
votes
1answer
4k views

Generating values from a multivariate Gaussian distribution

I am currently trying to simulate values of a $N$-dimensional random variable $X$ that has a multivariate normal distribution with mean vector $\mu = (\mu_1,...,\mu_N)^T$ and covariance matrix $S$. I ...
2
votes
1answer
89 views

Greek Gamma in a moment generating function

I'm puzzled: what does a Greek $\Gamma$ mean in statistics? For example, here http://en.wikipedia.org/wiki/Weibull_distribution in the definition of the mean.
3
votes
2answers
180 views

Predicting raffle winners

I don't have a strong background in statistics, so forgive me if I'm making very elementary mistakes here or if this question is too simplistic. I am in a club with ~80 members, and every week, 10 ...
4
votes
2answers
868 views

Standardized residuals vs. regular residuals

I've got an easy question concerning residual analysis. So when I compute a QQ-Plot with standardized residuals $\widehat{d}$ on the y-axis and I observe normal distributed standardized residuals, why ...
4
votes
2answers
222 views

Election forensics using statistical methods in practice?

Are you aware of any examples of election forensics in practice? Or at least any applied research on real large-scale datasets (e.g. govermental elections)? Thanks.
5
votes
2answers
242 views

How is Google+ population estimated?

I keep reading that people are estimating the Google+ population based on statistical estimates: My model is simple. I start with US Census Bureau data about surname popularity in the U.S., and ...
3
votes
1answer
3k views

“Object not found” error in gls

As the R very beginner I'd like to ask if anyone could help me with the following problem? ...
5
votes
1answer
177 views

Why the statistical model of sampling with replacement is incomplete?

Suppose $(\mathscr{X,B,P})$ is a statistical model and $(\mathscr{X,B,P})^n$ is the corresponding model for sampling with replacement. My text book states that its incompleteness allows multiple ...
3
votes
1answer
636 views

Effects of step size in gradient descent optimisation

Im using gradient-descent-based algorithm for my problem where new_value = old_value - Step_size*Gradient For exit criteria, im determining the change in fn value between iteration i.e., if ...
5
votes
1answer
436 views

Estimating PDF of continuous distribution from (few) data points

What are some good, established methods for estimating the probability density function (denoted $f(x)$ from here on) of a continuous distribution, given a sample of points $x_1, \ldots, x_n$ drawn ...
3
votes
1answer
367 views

Calculating covariance for a non-strictly-stationary white noise process

I'm reading Hayashi's "Econometrics", and in Chapter 2, page 101 he discusses the following white noise process: I understand the calculations for the expected mean and variance, but I can't ...
4
votes
2answers
154 views

Checking what attributes of a population made objects more likely to do certain action

I'm pretty lost at how to approach this, and particularly with regards to the terminology; so please feel free to point to resources, fix my question name, etc. Thanks. I used R back in college, I've ...
4
votes
2answers
1k views

Will the silhouette formula change depending on the distance metric?

I am using Silhouette width to compute the best value for k in k-means. As I am performing document clustering, I am calculating the values of a and ...
3
votes
2answers
3k views

How to calculate skewness of data from histogram in R?

In R, the function skewness from package moments allows one to calculate the skewness of the distribution from a given sample. ...
2
votes
2answers
169 views

Visualizing a 5x5x5 data set

I'm trying to visualize a matrix of 3 datasets.* For the sake of example, let's say I have a list of hats, coats and shoes, and I want to display a 2D grid/visualization of each possible combination. ...

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