Questions tagged [matlab]
A programming language/environment. Use this tag for any on-topic question that (a) involves MATLAB either as a critical part of the question or expected answer, & (b) is not just about how to use MATLAB .
141
questions
19
votes
2
answers
25k
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Correlation coefficient between a (non-dichotomous) nominal variable and a numeric (interval) or an ordinal variable
I've already read all the pages in this site trying to find the answer to my problem but no one seems to be the right one form me...
First I explain you the kind of data I'm working with...
Let's ...
- 193
22
votes
4
answers
39k
views
k-means implementation with custom distance matrix in input
Can anyone point me out a k-means implementation (it would be better if in matlab) that can take the distance matrix in input?
The standard matlab implementation needs the observation matrix in input ...
- 341
17
votes
1
answer
2k
views
Non-uniform distribution of p-values when simulating binomial tests under the null hypothesis
I heard that under the null hypothesis the p-value distribution should be uniform. However, simulations of binomial test in MATLAB return very different-from-uniform distributions with mean larger ...
- 425
7
votes
1
answer
3k
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Cross-validation techniques for time series data
What is an appropriate cross-validation technique for time series data?
I have a daily 4 years time series data and fitting a SVM model by MATLAB R2015b:
...
- 4,271
27
votes
3
answers
28k
views
How can I generate data with a prespecified correlation matrix?
I’m trying to generate correlated random sequence with mean = $0$, variance = $1$, correlation coefficient = $0.8$. In the code below, I use s1 & ...
- 271
15
votes
1
answer
22k
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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 ...
- 5,085
10
votes
2
answers
13k
views
Normalizing a 2D-histogram and getting the marginals
I have a 2D-histogram for two vectors, s1 and s2, generated using the hist3 function in Matlab:
[hist2D, binC] = hist3([s1' s2']);
I am normalizing it by making ...
- 591
15
votes
2
answers
23k
views
How to perform cross-validation for PCA to determine the number of principal components?
I'm trying to write my own function for principal component analysis, PCA (of course there's a lot already written but I'm just interested in implementing stuff by myself). The main problem I ...
- 652
9
votes
1
answer
3k
views
The effect of the number of samples in different cells on the results of ANOVA
I have written a 3-way ANOVA in C++. I have 3 factors, lets say A, B and C and my aim is to check the strength of all possible interactions and main effects. The result of my code is the same as in ...
- 427
4
votes
1
answer
3k
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How to compute PCA scores from eigendecomposition of the covariance matrix?
Given a data matrix $\mathbf X$ of $12 \times 7$ size with samples in rows and variables in columns, I have calculated centered data $\mathbf X_c$ by subtracting column means, and then computed ...
- 775
47
votes
4
answers
107k
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How to interpret mean of Silhouette plot?
Im trying to use silhouette plot to determine the number of cluster in my dataset. Given the dataset Train , i used the following matlab code
...
- 4,477
22
votes
4
answers
118k
views
Generate random numbers following a distribution within an interval
I need to generate random numbers following Normal distribution within the interval $(a,b)$. (I am working in R.)
I know the function rnorm(n,mean,sd) will ...
- 323
19
votes
2
answers
18k
views
Best way to perform multiclass SVM
I know that the SVM is a binary classifier. I would like to extend it to multi-class SVM. Which is the best, and maybe the easiest, way to perform it?
code: in MATLAB
...
- 1,133
14
votes
2
answers
8k
views
How to compare two or more correlation matrices?
I have $P$ correlation matrices $(n \times n)$ computed with $P$ sets of $(m \times n)$ data (observed) using the MATLAB function corrcoef.
How do I compare and ...
- 243
13
votes
4
answers
11k
views
How can I draw a value randomly from a kernel density estimate?
I have some observations, and I want to mimick sampling based on these observations. Here I consider a non-parametric model, specifically, I use kernel smoothing to estimate a CDF from the limited ...
- 543
5
votes
3
answers
3k
views
Strange outcome when performing nonlinear least squares fit to a power law
I have a data set (given below in my MATLAB code) y vs. x and my eventual goal is to fit it to a power law $y=ax^b$ to see what exponent $b$ I get. I did some non-linear least squares fitting and ...
- 629
3
votes
2
answers
1k
views
Do we always assume cross entropy cost function for logistic regression solution unless stated otherwise?
I am using Matlab glmfit for logistic regression. Now I know that usually people use the cross entropy to evaluate the error in predictions against the true labels ( which different than the linear ...
- 133
11
votes
3
answers
7k
views
Confidence interval for cross-validated classification accuracy
I'm working on a classification problem that computes a similarity metric between two input x-ray images. If the images are of the same person (label of 'right'), a higher metric will be calculated; ...
- 113
11
votes
2
answers
6k
views
QQ Plot Reference Line not 45°
I was plotting (standardized) return data with qqplot() in MATLAB against the theoretical quantiles of a normal distribution. However, the line in the QQ-Plot does ...
- 545
8
votes
2
answers
5k
views
Confused by MATLAB's implementation of ridge
I have two different implementations of ridge in MATLAB. One is simply
$\mathbf x = (\mathbf{A}'\mathbf{A}+\mathbf{I}\lambda)^{-1}\mathbf{A}'\mathbf b$
(as seen ...
- 81
7
votes
1
answer
5k
views
Singular values of the data matrix and eigenvalues of the covariance matrix
I am having some problem in computing SVD and PCA in Matlab.
I do not know if I am doing theoretical mistakes or programming mistakes.
Starting with a data matrix $X$, PCA computes the eigenvalues $\...
- 3,209
6
votes
2
answers
13k
views
Converting arbitrary distribution to uniform one
I have 500,000 values for a variable derived from financial markets. This variable has a arbitrary distribution. I need a formula that will allow me to select a range around any value of this variable ...
- 221
6
votes
5
answers
10k
views
Singular covariance matrix in Mahalanobis distance in Matlab
I am using the Mahalanobis distance to classify an unknown 64-dimensional vector into one of 75 classes. There are n samples of 64-dimensional vectors for each class, arranged into an Nx64 matrix ...
- 469
5
votes
1
answer
4k
views
Why is ridge regression giving different results in Matlab and Python?
Why is the output from Matlab and Python vary for ridge regression?
I use the ridge command in Matlab and scikit-learn in Python ...
- 4,127
4
votes
1
answer
427
views
Smoothness of a surface
I am currently working on a model which takes two parameters and produces a measurement statistic. Think of it as Z = f(X,Y).
Z is a matrix of my statistics and I am creating a surface plot of it in ...
BobJones
4
votes
1
answer
10k
views
Using canonical correlation analysis (CCA) to find matches
I have a training dataset of images: X (Visual) and Y (Infrared). Each set has $300$ training examples. I extract feature ...
- 173
2
votes
1
answer
268
views
Akaike Information Criterion I cannot interpret the result
Maybe is a silly question, or maybe I'm doing something wrong.
I've tried to implement AIC criterion to estimate the optimum number of parameters using Auto Regressive (AR) linear models using white ...
- 197
18
votes
4
answers
12k
views
Bootstrapping residuals: Am I doing it right?
First of all:
From what I understood, bootstrapping residuals works as follows:
Fit model to data
Calculate the residuals
Resample the residuals and add them to 1.
Fit model to new dataset from 3.
...
- 395
10
votes
2
answers
2k
views
Implementation of Dirichlet cdf?
I need to compute the Dirichlet CDF, but I can only find implementations of the PDF.
Do you guys know of any library (preferably in R) implementing it?
- 489
9
votes
5
answers
16k
views
Making square-root of covariance matrix positive-definite (Matlab)
Motivation: I'm writing a state estimator in MATLAB (the unscented Kalman filter), which calls for the update of the (upper-triangular) square-root of a covariance matrix $S$ at every iteration (that ...
- 381
8
votes
4
answers
2k
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FA: Choosing Rotation matrix, based on "Simple Structure Criteria"
One of the most important issues in using factor analysis is its interpretation. Factor analysis often uses factor rotation to enhance its interpretation. After a satisfactory rotation, the rotated ...
- 6,564
8
votes
5
answers
8k
views
Mean squared error of OLS smaller than Ridge?
I am comparing the mean squared error (MSE) from a standard OLS regression with the MSE from a ridge regression. I find the OLS-MSE to be smaller than the ridge-MSE. I doubt that this is correct. Can ...
- 135
6
votes
3
answers
10k
views
LibSVM cost weights for unbalanced data doesn't work
I have a dataset where the number of negative labeled values is 163 times the number of positive labeled values. That is, I have an unbalanced data set. I tried:
...
- 731
6
votes
1
answer
14k
views
Bonferroni correction on multiple Kruskal-Wallis tests
My data consists of 3 groups, and 6 variables. The data are not normal so I want to use non-parametric tests to uncover significance. The first thing I wanted to get your opinion on is, is it ...
- 63
5
votes
2
answers
2k
views
How to extrapolate this simple trend line into the future for the purpose of forecasting in Matlab?
We have the following data points in variable data pertaining to a problem that we are solving:
...
- 223
5
votes
1
answer
7k
views
Interpreting Gaussian probabilities greater than 1 [duplicate]
Possible Duplicate:
Probability distribution value exceeding 1 is OK?
I'm a bit confused how I am getting probabilities greater than 1 when calculating p(x | mu, sigma) when x = mu. For example, ...
- 53
4
votes
1
answer
2k
views
Does random effects allow me to do repeated measures?
I am analysing some behaviour data from several participants in Matlab. I used to do "repeated measures" in SPSS.
But is this the same as adding "subject" as a factor, and choosing it as a random ...
- 1,035
3
votes
1
answer
11k
views
Use Gaussian RBF kernel for mapping of 2D data to 3D
I am working on SVMs and try to get all the concepts involved. For instance, the kernel mapping. I would like to construct some parts of the algorithm by myself, to understand what is happening.
My ...
- 215
3
votes
1
answer
4k
views
Ryan-Joiner test for normality in MATLAB
I have been reading about comparing Anderson-Darling, Ryan-Joiner and Kolmogorov-Smirnov tests at the Minitab blog, Anderson-Darling, Ryan-Joiner, or Kolmogorov-Smirnov: Which Normality Test Is the ...
- 163
3
votes
1
answer
7k
views
PCA using princomp in MATLAB
I'm trying to do dimensionality reduction using matlab princomp, but i'm not sure i'm do it right.
here is the my code just for test, but I'm not sure that I'm doing projection right:
...
- 2,217
3
votes
1
answer
840
views
Removing nuisance PCA components from the fMRI data
So in attempting to replicate analysis pipeline from Tambini & Davachi, PNAS 2013, Persistence of hippocampal multivoxel patterns into
postencoding rest is related to memory I'm hoping to use PCA ...
- 359
3
votes
1
answer
670
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 ...
- 768
3
votes
1
answer
3k
views
How can I perform a chi-square test for independence on signal samples?
Let's say I have two signals $x$ and $y$, sampled $N$ times, i.e.
$$ x = [ x_{1}, x_{2}, ..., x_{N} ] $$
$$ y = [ y_{1}, y_{2}, ..., y_{N} ] $$
I would like to check whether $x$ and $y$ are ...
- 591
2
votes
2
answers
1k
views
How to compare different distributions with reference truth value in Matlab?
I have values from 4 different methods stored in the 4 matrices. Each of the 4 matrices contains values from a different method as:
...
user1102
2
votes
0
answers
3k
views
Computing and plotting a correlogram
I have a sample data for a spatial grid of size 20x20. I need to plot the correlogram of this grid of data to see how much they are correlated. Currently I have 400 data points for the 20x20 grid ...
- 337
2
votes
3
answers
3k
views
Issues with feature selection in matlab
I am trying to use sequentialfs to do some feature selection in matlab. I have huge dimensional data of 22215 features. When I tried to use sequentialfs with svm as classifier so that it selects the ...
- 6,817
2
votes
1
answer
2k
views
Representative point of a cluster with L1 distance
The representative point of a cluster or cluster center for the k-means algorithm is the component-wise mean of the points in its cluster. The mean is chosen because it helps to minimize the within ...
- 589
2
votes
1
answer
3k
views
How can I calculate central moments of a joint pdf?
Let's say I have two signals $x_1$ and $x_2$, each having $N$ samples, i.e.:
$$ x_1 = \{ x_{11}, x_{12}, ..., x_{1N} \} $$
$$ x_2 = \{ x_{21}, x_{22}, ..., x_{2N} \} $$
The signals are both zero-...
- 591
1
vote
1
answer
2k
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 ...
- 463
1
vote
3
answers
5k
views
How to use an optimization solver to get t-stats and p-values for the estimates?
I calculate a data log likelihood (evaluated at a set of parameters to be estimated), and my task is to find the set of parameters that maximize my log likelihood.
My problem is: thought there are a ...
- 67