User Ram Ahluwalia

41 votes

4 answers

40k views

Measures of similarity or distance between two covariance matrices

asked Aug 23, 2011 at 2:40

36 votes

1 answer

23k views

What are some useful guidelines for GBM parameters?

asked Apr 3, 2012 at 3:27

31 votes

7 answers

42k views

Testing for linear dependence among the columns of a matrix

asked Oct 1, 2011 at 17:46

23 votes

2 answers

23k views

Caret re-sampling methods

asked Oct 27, 2011 at 1:20

16 votes

3 answers

15k views

Is there a way to disable the parameter tuning (grid) feature in CARET?

asked Feb 27, 2012 at 19:40

15 votes

1 answer

7k views

Constrained Optimization library for equality and inequality constraints

asked Dec 14, 2011 at 2:00

10 votes

2 answers

475 views

Regularization $L_1$ norm and $L_2$ norm empirical study

asked May 15, 2012 at 15:34

7 votes

5 answers

6k views

Calculating the transfer entropy in R

asked Jun 30, 2011 at 0:19

7 votes

2 answers

4k views

Is there an R optimization package that can handle integer constraints and non-linear objective functions?

asked Jul 14, 2011 at 5:18

6 votes

1 answer

2k views

Maximum likelihood estimation procedures for state-space linear models

asked Sep 9, 2011 at 4:39

6 votes

1 answer

1k views

Function to convert arithmetic to log-based covariance matrix?

asked Nov 18, 2011 at 21:26

6 votes

2 answers

3k views

Multiple regression with constraints on coefficients [closed]

asked Mar 6, 2012 at 15:27

5 votes

1 answer

7k views

How to retrieve model-specific information when using the caret package?

asked Feb 27, 2012 at 15:53

5 votes

0 answers

870 views

Is there a package in R that calculates the Durbin-Watson test assuming a weighted regression? [closed]

asked Jan 25, 2012 at 19:58

5 votes

2 answers

4k views

Prediction with GLS

asked Aug 17, 2011 at 20:26

5 votes

1 answer

1k views

How to apply Mahalanobis weighted regression in R?

asked Aug 4, 2011 at 4:59

5 votes

0 answers

3k views

Random Forests / adaboost in panel regression setting

asked Jul 25, 2011 at 16:35

4 votes

1 answer

272 views

Sampler method to choose in Monte Carlo Markov chain estimation

asked Jul 26, 2011 at 22:01

4 votes

2 answers

19k views

GRS statistic in R to test that intercepts from multivariate panel regression are jointly zero?

asked Jul 19, 2011 at 18:29

4 votes

0 answers

425 views

Technique to remove factor structure from panel data

asked Aug 29, 2012 at 19:33

3 votes

2 answers

2k views

Residual analysis of cross-sectional time-series forecasts

asked Feb 27, 2012 at 15:49

3 votes

1 answer

119 views

Eigenvalue cleansing methods in R? [closed]

asked Jul 25, 2011 at 16:23

3 votes

1 answer

396 views

Imputation with panel data exhibiting dependence structure

asked Aug 5, 2011 at 16:29

3 votes

1 answer

3k views

Eigenvectors corresponding to eigenvalues

asked Aug 23, 2011 at 5:51

3 votes

1 answer

2k views

Second moment of draws from a multivariate normal covariance matrix

asked Oct 18, 2011 at 21:43

2 votes

2 answers

879 views

Best imputation method for stochastic noisy data?

asked Jul 1, 2011 at 0:00

2 votes

0 answers

441 views

Weighted average semi-parametric regression in R [closed]

asked Jul 20, 2011 at 22:10

2 votes

0 answers

494 views

Approximate vs. Strict Factor model specification in R [closed]

asked Jul 15, 2011 at 3:18

2 votes

1 answer

6k views

How to compute an exponentially weighted covariance matrix function in R? [closed]

asked Dec 4, 2011 at 16:34

2 votes

0 answers

821 views

Are there linear multiple regression methods resilient to missing data?

asked Mar 5, 2012 at 23:36

Stack Exchange Network

31 Questions

Measures of similarity or distance between two covariance matrices

What are some useful guidelines for GBM parameters?

Testing for linear dependence among the columns of a matrix

Caret re-sampling methods

Is there a way to disable the parameter tuning (grid) feature in CARET?

Constrained Optimization library for equality and inequality constraints

Regularization $L_1$ norm and $L_2$ norm empirical study

Calculating the transfer entropy in R

Is there an R optimization package that can handle integer constraints and non-linear objective functions?

Maximum likelihood estimation procedures for state-space linear models

Function to convert arithmetic to log-based covariance matrix?

Multiple regression with constraints on coefficients [closed]

How to retrieve model-specific information when using the caret package?

Is there a package in R that calculates the Durbin-Watson test assuming a weighted regression? [closed]

Prediction with GLS

How to apply Mahalanobis weighted regression in R?

Random Forests / adaboost in panel regression setting

Sampler method to choose in Monte Carlo Markov chain estimation

GRS statistic in R to test that intercepts from multivariate panel regression are jointly zero?

Technique to remove factor structure from panel data

Residual analysis of cross-sectional time-series forecasts

Eigenvalue cleansing methods in R? [closed]

Imputation with panel data exhibiting dependence structure

Eigenvectors corresponding to eigenvalues

Second moment of draws from a multivariate normal covariance matrix

Best imputation method for stochastic noisy data?

Weighted average semi-parametric regression in R [closed]

Approximate vs. Strict Factor model specification in R [closed]

How to compute an exponentially weighted covariance matrix function in R? [closed]

Are there linear multiple regression methods resilient to missing data?