2
votes
Vector Autoregression model without using past values of predicted value
A VAR model is efficiently estimated with equation-by-equation OLS. If you restrict certain coefficients to be zero (which is what dropping lags of the dependent variable amounts to), you may gain ...
- 26.7k
1
vote
Accepted
PCA as Pre-Processing before Clustering through GMM
1. Would it make sense to assume that the components in my GMM have diagonal covariance matrices?
No.
Define a $K=2$ mixture of bi-variate Gaussian distributions with covariance matrices that are not ...
1
vote
Accepted
Investigate significance of adonis (Permanova) coefficients
See https://mibwurrepo.github.io/Microbial-bioinformatics-introductory-course-Material-2018/multivariate-comparisons-of-microbial-community-composition.html
if "group" is the name of the ...
- 76
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