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# Questions tagged [julia]

Julia is a high-level, high-performance dynamic programming language for technical computing, with syntax that is familiar to users of other technical computing environments.

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### Open source code for factor-augmented VAR (FAVAR) model

I am looking for an open source package (R, Python, Julia) that has an implemented FAVAR (factor-augmented VAR) class for time-series prediction problem. I've already tried to use several solutions ...
47 views

### mathematical difference between two functions used in scaling data and viewing distribution

I am trying to understand the difference between f(x) and g(x) below. I am not a mathematician or statistician, so please bear ...
542 views

### Coordinate Descent in Ordinary Least Squares not converging

As a warm-up to writing my own elastic net solver, I'm trying to get a fast enough version of ordinary least squares implemented using coordinate descent. So if $b = Ax$, I want to find $x$ that ...
322 views

### QQ-Plots in Julia via Plots.jl? [closed]

I am trying to make QQ-Plots in Julia, but the only solution I could find is this old example using Gadfly. Given that it's being deprecated, I wanted to know if anyone knew of a solution for making ...
78 views

### Looking for saddle point in scalar function with multiple parameters

I have real valued function, let's call it $f(\mathbf{x}, \mathbf{y})$, which I would like to maximise the function wrt $\mathbf{x}\in\mathrm{R}^d$ and minimise it wrt $\mathbf{y}\in\mathrm{R}^q$. ...
147 views

### Explaining the numbers in a decision tree

Using the famous Iris data set with Julia decision tree classifier I get the following tree. ...
1k views

### Unexpectedly slow convergence when classifying MNIST digits with a Neural Network

I recently finished my implementation of a multilayer artificial neural network in Julia; I train it with SGD (no momentum, no decay, no regularization, just basic SGD), computing the gradient by ...
234 views

### JuliaOpt Empirical Likelihood Estimation

I am trying to perform an empirical likelihood estimation in a regression setting using JuliaOpt (Convex or JuMP) and ran into difficulties using either API. The problem: Empirical likelihood for ...
64 views

### Large Sample Properties Least Square Estimator

I am trying to understand the properties of the least squares estimator. In particular the Gauss-Markov theorem states that the estimator is independent from the distribution of the error term. Thus ...
411 views

### Non-Linear Least Squares Sine Frequency Estimation in julia

I am trying to estimate an artificial non-linear maximum likelihood problem which works fine as long as there is no frequency in a sine function to estimate. I am using julia Optim and Distributions ...