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Steps for Forecasting with known copula's parameters

I am unfamiliar with forecasting too much, but it will help based on the provided screenshot. If you want to transform Patton's codes or model from Matlab to R, then you may look at this package. here ...
Dr. Statistics's user avatar
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Can I use simulated data only for testing a Random Forest regression already trained on real data?

This is generally good practice for understanding many machine learning models, and some complex statistical models. It's especially valuable as a way to evaluate how the model extrapolates. In the ...
mkt's user avatar
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2 votes

How to simulate data for a Gamma glm?

A gamma GLM uses a constant shape parameter. The shape is related to the dispersion (the gamma shape = $1/\phi$) and GLMs are constant-dispersion. GLMMs are based on GLMs but with random effects added ...
Glen_b's user avatar
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Queueing Theory: How to estimate steady-state queue length for single queue, N servers?

In queueing theory, the system you're describing is typically modeled as an M/M/c queue (also known as the multi-server queue), where tasks arrive according to a Poisson process and service times are ...
warashi nguyen's user avatar
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Should simulation from a student-t copula distribution yield the input correlation matrix

No, the sample correlation matrix that you get from your random variates is not supposed to converge to the correlation matrix that you used to build your copula. "The linear correlation ...
Escherichia's user avatar
1 vote

Didactic example of mean-variance dependency in linear models

I like the idea of showing the consequences of not respecting the mean-variance relationship. However, I would say that there are more issues than just that if you attempt to model counts with an ...
Frans Rodenburg's user avatar

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