0
votes
1answer
34 views
+50

Calibrating Generalized Hyperbolic distribution in R - which parameters are valid and allow for a numerical calculation of absolute moments

I am using the R-package ghyp in order to calibrate and model. In fact my coding is based on this paper. I know that I could do quite a robust fit using ...
1
vote
0answers
52 views
+50

time varying continuous covariate with one single binary outcome

Despite having only a single binary outcome for each ID, there are multiple correlated measurements for the same test for each ID at different timepoints. The individual ID´s are obviously ...
8
votes
5answers
236 views
+50

What exactly are censored data?

I have read different descriptions of censored data: A) As explained in this thread answer, unquantified data below or above a certain threshold is censored. Unquantified means data is above or below ...
0
votes
1answer
30 views
+50

Help interpret Distribution of Wlan Signal Strength Measurements

For my project I need to evaluate large amounts of wlan signal strength measurements. Measurement is in dBm which is a logarithmic scale for milli watt (so every 3dBm the milliwatts double) where ...
3
votes
0answers
78 views
+50

Predicting Y from a regression model for dY

I have some time series data where I'm modelling temperature as a function of various predictors. On physical grounds, I can expect that $$\frac{dT}{dt} \propto T_a - T$$ where $T_a$ is the ambient ...
1
vote
0answers
36 views
+50

Bootstrapping the data to set up a prior

I am using a Gaussian model with a conjugate Normal-Inverse-Wishart (NIW) prior, as described here. The advantage of this approach is that the marginal likelihood $p(y)$, which is what I am interested ...
6
votes
1answer
111 views
+50

Can we use leave one out mean and standard deviation to reveal the outliers?

Suppose I have normally distributed data. For each element of the data I want to check how many SDs it is away from the mean. There might be an outlier in the data (likely only one, but might be also ...