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5683 | 2 | null | 5682 | 3 | null | I have never used it, but I know for new versions of IML, you can call R routines. Maybe start by looking at [http://support.sas.com/rnd/app/studio/statr.pdf](http://support.sas.com/rnd/app/studio/statr.pdf).
| null | CC BY-SA 2.5 | null | 2010-12-22T01:26:07.817 | 2010-12-22T01:26:07.817 | null | null | 2040 | null |
5684 | 2 | null | 5664 | 3 | null | In addition to the existing answers, you may find it useful to read up about test norms, a well established topic in psychology and education.
- Test Norms: Their Use and Interpretation.
- http://psychassessment.com.au/PDF/Chapter%2004.pdf
- Google 'test norms'
| null | CC BY-SA 2.5 | null | 2010-12-22T03:23:21.193 | 2010-12-22T03:23:21.193 | null | null | 183 | null |
5685 | 2 | null | 5681 | 1 | null | It may not make sense to take an unweighted average of all $N$ observations if the subjects are divided among $k$ subpopulations [=groups] - unless the sample sizes in the groups are proportional to the sizes of the subpopulations. Otherwise, what characteristic[s] of interest would an unweighted average estimate?
You... | null | CC BY-SA 2.5 | null | 2010-12-22T04:48:57.077 | 2010-12-22T11:47:26.107 | 2010-12-22T11:47:26.107 | null | 1112 | null |
5686 | 1 | null | null | 54 | 75312 | I would like to know why some languages like R has both NA and NaN. What are the differences or are they equally the same? Is it really needed to have NA?
| What is the difference between NaN and NA? | CC BY-SA 2.5 | null | 2010-12-22T06:52:16.957 | 2022-11-24T14:03:06.527 | null | null | 2479 | [
"r"
] |
5687 | 2 | null | 5686 | 46 | null | >
?is.nan
?is.na
?NA
?NaN
Should answer your question.
But, in short:
NaN means $\frac {0} {0}$ -- Stands for Not a Number
NA is generally interpreted as a missing value and has various forms - NA_integer_, NA_real_, etc.
Therefore, NaN $\neq$ NA and there is a need for NaN and NA.
| null | CC BY-SA 2.5 | null | 2010-12-22T07:08:13.557 | 2010-12-22T07:08:13.557 | 2020-06-11T14:32:37.003 | -1 | 1307 | null |
5688 | 2 | null | 5686 | 12 | null | NA is for missing data. NaN, as J.M. said is for arithmetic purpose. NaN is usually the product of some arithmetic operation, such as `0/0`. NA usually is declared in advance, or is a product of operation when you try to access something that is not there:
```
> a <- c(1,2)
> a[3]
[1] NA
```
| null | CC BY-SA 2.5 | null | 2010-12-22T07:09:16.243 | 2010-12-22T07:09:16.243 | null | null | 2116 | null |
5690 | 1 | 9097 | null | 12 | 7815 | I'm looking into median survival using Kaplan-Meier in different states for a type of cancer. There are quite big differences between the states. How can i compare the median survival between all the states and determine which ones are significantly different from the mean median survival all across the country?
| How to compare median survival between groups? | CC BY-SA 2.5 | null | 2010-12-22T09:55:50.503 | 2012-04-29T18:11:51.660 | 2011-04-29T01:09:38.913 | 3911 | 1291 | [
"multiple-comparisons",
"survival"
] |
5691 | 1 | 5692 | null | 5 | 4201 | I wish to create a confidence interval for a statistic calculated on a table (let's say the p.value of chisqr.test).
For this, I might sample a bootstrap sample with the same size, from a table with the proportions of the table I have. And my questions are:
- Is this a correct procedure to use, or is there some catch... | Is it o.k. to bootstrap sample of a table from its proportions - and how to do so (in R)? | CC BY-SA 3.0 | null | 2010-12-22T11:13:56.733 | 2016-03-28T23:09:59.270 | 2016-03-28T23:09:59.270 | 2910 | 253 | [
"r",
"chi-squared-test",
"bootstrap",
"contingency-tables"
] |
5692 | 2 | null | 5691 | 4 | null | Let me see if I understand you correctly:
You have a contingency table say $M$ by $N$ and you calculate a statistic based on this table. You want a CI for this statistic and you don't have a theoretical CI (or may be you don't want to use it, due to some reason).
Generally, if you have a contingency table, the columns... | null | CC BY-SA 2.5 | null | 2010-12-22T11:46:08.653 | 2010-12-22T11:46:08.653 | null | null | 1307 | null |
5693 | 2 | null | 4687 | 6 | null | First of all, your usage of the term "prior probability" seems to be wrong. For any node N with discrete values $n_i$ the probability that a certain value of N occurs a priori is $p(N=n_i)$. If a node has no parents, one is interested in calculate this prob. But if a node has parents P, one is interested in calculating... | null | CC BY-SA 2.5 | null | 2010-12-22T12:52:08.763 | 2010-12-22T13:04:42.997 | 2010-12-22T13:04:42.997 | 264 | 264 | null |
5694 | 2 | null | 5691 | 1 | null | I once asked similar [question on stackoverflow](https://stackoverflow.com/questions/2281561/random-sample-from-given-bivariate-discrete-distribution). Basically you sample from table the same way you sample vector.
| null | CC BY-SA 2.5 | null | 2010-12-22T13:05:52.840 | 2010-12-22T13:05:52.840 | 2017-05-23T12:39:26.523 | -1 | 2116 | null |
5695 | 2 | null | 2891 | 2 | null | If these are exclusive behaviours - they must either turn left or right and can't go straight on, stop or anything else - then you have data that you might assume are binomially distributed: in the example you give there are then 1042 left turns (the 'ones') in 1084 'runs' which you are implicitly assuming to be indepe... | null | CC BY-SA 2.5 | null | 2010-12-22T14:21:26.737 | 2010-12-22T14:21:26.737 | null | null | 1739 | null |
5696 | 1 | null | null | 14 | 1271 | I have multiple independent coders who are trying to identify events in a time series -- in this case, watching video of face-to-face conversation and looking for particular nonverbal behaviors (e.g., head nods) and coding the time and category of each event. This data could reasonable be treated as a discrete-time se... | Interrater reliability for events in a time series with uncertainty about event time | CC BY-SA 2.5 | null | 2010-12-22T15:41:17.387 | 2013-07-26T14:41:13.317 | 2010-12-22T15:59:33.153 | 930 | null | [
"time-series",
"reliability",
"agreement-statistics"
] |
5698 | 1 | 5699 | null | 3 | 5794 | Please forgive me if this is not the right Stack Exchange (and for inventing terms).
For discrete random variables X and Y, the mutual information of X and Y can be defined as follows:
$I(X;Y) = \sum_{y \in Y} \sum_{x \in X}
p(x,y) \log{ \left( \frac{p(x,y)}{p_1(x)\,p_2(y)}
... | Can the mutual information of a "cell" be negative? | CC BY-SA 2.5 | 0 | 2010-12-22T16:16:54.973 | 2016-02-25T12:23:41.740 | 2010-12-22T16:51:18.393 | 2485 | 2485 | [
"mutual-information",
"information-theory",
"probability"
] |
5699 | 2 | null | 5698 | 1 | null | Answered on [Theoretical Computer Science](https://cstheory.stackexchange.com/questions/3939/can-the-mutual-information-of-a-cell-be-negative/3943#3943). CI cannot be negative.
The gist is that $CI=p(x_0) KL(p (y|x_0), p(y))$, and the Kullback-Leibler divergence is non-negative.
| null | CC BY-SA 3.0 | null | 2010-12-22T17:16:24.587 | 2016-02-25T12:23:41.740 | 2017-04-13T12:32:33.667 | -1 | 2485 | null |
5700 | 1 | 444148 | null | 13 | 12085 | Greetings,
I'm performing research that will help determine the size of observed space and the time elapsed since the big bang. Hopefully you can help!
I have data conforming to a piecewise linear function on which I want to perform two linear regressions. There is a point at which the slope and intercept change, and I... | Finding the change point in data from a piecewise linear function | CC BY-SA 2.5 | null | 2010-12-22T17:44:21.793 | 2023-05-04T11:52:10.127 | 2011-02-28T12:34:24.513 | 2116 | 2488 | [
"regression",
"change-point"
] |
5701 | 2 | null | 5700 | 6 | null | If the number of points is not too big, you may try all possibilities. Let's assume that the points are $X_i=(x_i,y_i)$ where $i=1,..,N$. Than, you may loop with $j$ from $2$ to $N-2$ and fit two lines to both $\{X_1,...,X_j\}$ and $\{X_{(j+1)},...,X_N\}$. Finally, you pick $j$ for which the sum of sum of squared resid... | null | CC BY-SA 2.5 | null | 2010-12-22T17:56:04.617 | 2010-12-22T17:56:04.617 | null | null | null | null |
5702 | 2 | null | 5700 | 8 | null | R package [strucchange](http://cran.r-project.org/web/packages/strucchange/index.html) might help you. Look at the vignette, it has a nice overview how to solve similar problems.
| null | CC BY-SA 2.5 | null | 2010-12-22T17:56:27.893 | 2010-12-22T17:56:27.893 | null | null | 2116 | null |
5703 | 1 | null | null | 8 | 589 | Given $n$-vectors $x, y_1, y_2$ such that the Spearman correlation coefficient of $x$ and $y_i$ is $\rho_i = \rho(x,y_i)$, are there known bounds on the Spearman coefficient of $x$ with $y_1 + y_2$, in terms of the $\rho_i$ (and $n$, presumably)? That is, can one find (non-trivial) functions $l(\rho_1,\rho_2,n), u(\rho... | Are there bounds on the Spearman correlation of a sum of two variables? | CC BY-SA 2.5 | null | 2010-12-22T17:57:02.523 | 2010-12-23T20:53:49.907 | 2010-12-22T21:15:59.063 | 795 | 795 | [
"correlation",
"spearman-rho",
"bounds"
] |
5705 | 2 | null | 4687 | 2 | null | Consider two simple cases,
1) a real valued variable X is the parent of another real valued variable Y
2) a real valued variable X is the parent of a discrete valued variable Y
Assume that the Bayes net is a directed graph X -> Y. The Bayes net is fully specified, in both cases, when P(X) and P(Y | X) are specified. ... | null | CC BY-SA 2.5 | null | 2010-12-22T18:30:25.820 | 2010-12-22T18:30:25.820 | null | null | 1739 | null |
5706 | 1 | null | null | 3 | 199 | Suppose I have a fleet of two-car trains riding around, and that each car is equipped with a data recording device. Unfortunately, some of the recording devices aren't working. I don't know either the exact size of the fleet or the percentage of failed recording devices. I'd like to make a reasonable guess about how ma... | Extrapolating the amount of data missing from the amount of data partially missing | CC BY-SA 2.5 | null | 2010-12-22T18:52:56.557 | 2010-12-23T14:41:47.153 | 2010-12-23T14:41:47.153 | null | null | [
"data-mining",
"missing-data",
"transportation"
] |
5707 | 2 | null | 5700 | 5 | null | This is an (offline) changepoint detection problem. Our [previous discussion](https://stats.stackexchange.com/questions/2432/loess-that-allows-discontinuities/2445#2445) provides references to journal articles and R code. Look first at the [Barry and Hartigan](http://www.jstor.org/pss/2290726) "product partition mode... | null | CC BY-SA 2.5 | null | 2010-12-22T19:16:53.440 | 2010-12-22T19:16:53.440 | 2017-04-13T12:44:20.943 | -1 | 919 | null |
5708 | 2 | null | 5664 | 1 | null | I'd like to add another cautionary note, and a suggestion. When asked for a 1-5 rating, I usually think up some scale, like:
- worst ever
- real bad
- ok
- great
- awesome
If your raters did similarly, taking an average is somewhat questionable; the difference between "worst ever" and "real bad" may be larger th... | null | CC BY-SA 2.5 | null | 2010-12-22T19:37:14.630 | 2010-12-22T19:37:14.630 | null | null | 2489 | null |
5709 | 2 | null | 5706 | 6 | null | This is a quick partial response to outline some options and correct some errors.
You are implicitly seeking a [method of moments estimator](http://en.wikipedia.org/wiki/Method_of_moments_%28statistics%29). Under your assumptions, letting $f$ be the failure rate and $n$ be the fleet size, the expectations of the $S_i$... | null | CC BY-SA 2.5 | null | 2010-12-22T20:17:21.017 | 2010-12-22T20:17:21.017 | null | null | 919 | null |
5710 | 2 | null | 423 | 27 | null | From [SMBC](http://www.smbc-comics.com):
| null | CC BY-SA 2.5 | null | 2010-12-22T23:06:03.883 | 2010-12-22T23:06:03.883 | null | null | 1106 | null |
5712 | 2 | null | 5686 | 6 | null | I think of NA standing for 'Not Available', while NaN is 'Not a Number', although this is more mnemonic than explanation. By the way, I know of no language other than R (perhaps Splus?) that has both. Matlab, for example, has only NaN.
| null | CC BY-SA 2.5 | null | 2010-12-23T01:12:45.503 | 2010-12-23T17:23:28.107 | 2010-12-23T17:23:28.107 | 795 | 795 | null |
5713 | 1 | null | null | 9 | 13376 | Occasionally I see in literature that a categorical variable such as sex is “partialled” or “regressed” out in (fixed-effects or mixed-effects) regression analysis. I'm troubled with the following practical issues involved in such a statement:
(1) Usually the coding method is not mentioned in the paper. Such a variabl... | Partialling or regressing out a categorical variable? | CC BY-SA 2.5 | null | 2010-12-23T04:43:03.667 | 2010-12-24T00:48:56.240 | 2010-12-23T04:53:54.900 | 1513 | 1513 | [
"regression"
] |
5714 | 2 | null | 2419 | 6 | null | I had good success with the tree-based learners in [Milk: Machine Learning Toolkit for Python](http://luispedro.org/software/milk). It seems to be under active development, but the documentation was a bit sparse when I was using it. The test suite (github.com/luispedro/milk/blob/master/tests/test_adaboost.py) contain... | null | CC BY-SA 2.5 | null | 2010-12-23T05:18:33.843 | 2010-12-23T05:18:33.843 | null | null | 2498 | null |
5715 | 2 | null | 5700 | 3 | null | Also the [segmented](http://cran.r-project.org/web/packages/segmented/index.html) package has helped me with similar problems in the past.
| null | CC BY-SA 2.5 | null | 2010-12-23T11:04:55.210 | 2010-12-23T21:31:31.840 | 2010-12-23T21:31:31.840 | 930 | 1291 | null |
5716 | 2 | null | 5713 | 4 | null | I don't think (1) makes any difference. The idea is to partial out from the response and the other predictors the effects of Sex. It doesn't matter if you code 0, 1 (Treatment contrasts) or 1, -1 (Sum to zero contrasts) as the models represent the same "amount" of information which is then removed. Here is an example i... | null | CC BY-SA 2.5 | null | 2010-12-23T11:47:46.440 | 2010-12-23T11:47:46.440 | null | null | 1390 | null |
5717 | 2 | null | 5713 | 1 | null | It looks like I can't add a long comment directly to Dr. Simpson's answer. Sorry I have to put my response here.
I really appreciate your response, Dr. Simpson! I should clarify my arguments a little bit. What I'm having trouble with the partialling business is not a theoretical but a practical issue. Suppose a linear ... | null | CC BY-SA 2.5 | null | 2010-12-23T15:31:46.357 | 2010-12-23T21:28:57.707 | 2010-12-23T21:28:57.707 | 930 | 1513 | null |
5718 | 2 | null | 4172 | 1 | null | Another [question](https://stats.stackexchange.com/questions/527/what-ways-are-there-to-show-two-analytical-methods-are-equivalent/) seems to have covered similar ground, at least in regards to similarity of discrete values. There I suggest regressing regression would be usable in theory for the GPS position, though I... | null | CC BY-SA 2.5 | null | 2010-12-23T16:59:38.090 | 2010-12-23T16:59:38.090 | 2017-04-13T12:44:29.923 | -1 | 196 | null |
5719 | 2 | null | 5713 | 1 | null | Remember though that error will be reduced by adding any addtional factors. Even if gender is insignficant in your model it may still be useful in the study. Signficance can be found in any factor if the sample size is large enough. Conversly, if the sample size is not large enough a signficant effect may not be tes... | null | CC BY-SA 2.5 | null | 2010-12-23T17:05:00.970 | 2010-12-23T17:05:00.970 | null | null | null | null |
5720 | 2 | null | 5603 | 3 | null | Frankly, what you have is still a Markov Chain, as vqv has very rightly pointed out. (PS I tried to add this as a comment but where is the button??)
| null | CC BY-SA 2.5 | null | 2010-12-23T17:10:23.330 | 2010-12-23T17:10:23.330 | null | null | 2472 | null |
5722 | 2 | null | 5703 | 4 | null | Spearman's rank correlation is just the Pearson product-moment correlation between the ranks of the variables. Shabbychef's extra constraint means that $y_1$ and $y_2$ are the same as their ranks and that there are no ties, so they have equal standard deviation $\sigma_y$ (say). If we also replace x by its ranks, the p... | null | CC BY-SA 2.5 | null | 2010-12-23T19:11:42.133 | 2010-12-23T20:53:49.907 | 2010-12-23T20:53:49.907 | 449 | 449 | null |
5723 | 2 | null | 5682 | 4 | null | You might want to pick up (or look at) a copy of Rick Wicklin's book: Statistical Programming with SAS IML software
[https://support.sas.com/content/dam/SAS/support/en/books/statistical-programming-with-sas-iml-software/63119_excerpt.pdf](https://support.sas.com/content/dam/SAS/support/en/books/statistical-programming-... | null | CC BY-SA 4.0 | null | 2010-12-23T20:42:30.510 | 2019-02-14T17:43:29.250 | 2019-02-14T17:43:29.250 | 74358 | 686 | null |
5724 | 1 | null | null | 1 | 197 | I'm new here and wondering if anyone could give me some hints on how to estimate the time varying coefficient and state variable together. Here is my model:
observation equation: $Y(t)= A(t)X(t)+ w(t)$,
state equation: $X(t)=\phi X(t-1)+v(t)$,
here I have time varying coefficient $A(t)$, it doesn't depend on any prede... | Multiplicative unobservable component in state space model | CC BY-SA 2.5 | null | 2010-12-23T22:25:19.767 | 2010-12-24T13:05:52.223 | 2010-12-24T13:05:52.223 | 2510 | 2510 | [
"time-series"
] |
5725 | 2 | null | 5713 | 2 | null | It's true that the choice of coding method influences how you interpret the model coefficients. In my experience though (and I realise this can depend on your field), dummy coding is so prevalent that people don't have a huge problem dealing with it.
In this example, if male = 0 and female = 1, then the intercept is ba... | null | CC BY-SA 2.5 | null | 2010-12-24T00:48:56.240 | 2010-12-24T00:48:56.240 | null | null | 1569 | null |
5726 | 2 | null | 5603 | 1 | null | You might find Scott and Smyth '03 of interest: [http://www.datalab.uci.edu/papers/ScottSmythV7.pdf](http://www.datalab.uci.edu/papers/ScottSmythV7.pdf).
They discuss markov modulated poisson processes, which varies the rate parameter based on which markov state it is in. You could have two states, one below and one ab... | null | CC BY-SA 2.5 | null | 2010-12-24T02:13:25.680 | 2010-12-24T02:13:25.680 | null | null | 2073 | null |
5727 | 1 | 5741 | null | 23 | 6384 | I have a question on calculating James-Stein Shrinkage factor in the [1977 Scientific American paper by Bradley Efron and Carl Morris, "Stein's Paradox in Statistics"](http://www-stat.stanford.edu/~ckirby/brad/other/Article1977.pdf).
I gathered the data for the baseball players and it is given below:
```
Name, avg45,... | James-Stein estimator: How did Efron and Morris calculate $\sigma^2$ in shrinkage factor for their baseball example? | CC BY-SA 3.0 | null | 2010-12-24T02:40:14.103 | 2018-07-01T01:05:25.077 | 2014-11-03T17:52:18.700 | 28666 | 2513 | [
"estimation",
"regularization",
"steins-phenomenon"
] |
5728 | 1 | 5764 | null | 9 | 20123 | I am running a model for a problem in insurance domain. The final results show some false positive x and some false negative y. I am using SAS Enterprise Miner for this. Can somebody suggest me how to reduce false positive? I know for this i have to increase the false negative. I want to know two things:
- Is there ... | Reducing false positive rate | CC BY-SA 2.5 | null | 2010-12-24T06:49:14.123 | 2021-06-15T09:41:06.170 | 2010-12-24T09:52:56.380 | null | 1763 | [
"data-mining",
"sas"
] |
5729 | 2 | null | 5728 | 2 | null | What you can do if you do not find the weight option is create the same effect yourself, by increasing the amount of the positives, for example you can give as an input to the algorithm 2 times each of the known positives an leave the negatives as they where. You can even increase it 10 times, it is a matter of experim... | null | CC BY-SA 2.5 | null | 2010-12-24T08:47:24.223 | 2010-12-24T08:47:24.223 | null | null | 1808 | null |
5730 | 2 | null | 4753 | 0 | null | I had the same problem with a sparce matrix in NLP and what we did was select the columns that where more useful to clasify our rows (that gave more information for discerning the result), if you want I can explain it to you in more detail but it is really simple you can figure it out.
But your problem does not seem t... | null | CC BY-SA 2.5 | null | 2010-12-24T09:01:39.010 | 2010-12-24T09:01:39.010 | null | null | 1808 | null |
5731 | 2 | null | 5724 | 1 | null | I think this is related to [a previously asked question](https://stats.stackexchange.com/questions/4334/state-space-form-of-time-varying-ar1). One of the answers suggested to use the [AD Model Builder software](http://admb-project.org). Although I haven't used it myself, looking at the manual it looks like an alternati... | null | CC BY-SA 2.5 | null | 2010-12-24T09:22:15.193 | 2010-12-24T09:22:15.193 | 2017-04-13T12:44:44.530 | -1 | 892 | null |
5732 | 1 | null | null | 8 | 1050 | Why the test function in Kolmogorov-Smirnov test takes the supremum of the set of differences, not maximum? When maximum (greatest element) of a set does not exist then supremum may exist, but if greatest element exist then supremum is same as greatest element. I want to know why here greatest element does not exist?
T... | Why "supremum", not "maximum" in Kolmogorov-Smirnov test? | CC BY-SA 2.5 | null | 2010-12-24T09:55:08.067 | 2010-12-24T12:34:18.007 | 2010-12-24T10:03:05.737 | null | 2516 | [
"kolmogorov-smirnov-test"
] |
5733 | 1 | 7892 | null | 10 | 5492 | I'm working on a Monte Carlo function for valuing several assets with partially correlated returns. Currently, I just generate a covariance matrix and feed to the the `rmvnorm()` function in R. (Generates correlated random values.)
However, looking at the distributions of returns of an asset, it is not normally distr... | Generate random multivariate values from empirical data | CC BY-SA 3.0 | null | 2010-12-24T10:35:28.497 | 2018-03-05T11:47:46.557 | 2018-03-05T11:47:46.557 | 7290 | 2566 | [
"markov-chain-montecarlo",
"monte-carlo",
"density-function"
] |
5734 | 1 | null | null | 2 | 5550 | I try to implement a time series data analysis project, but I have to do in Java, C# or Python, is there any good libary such like LOESS, ARIMA in R you can recommend?
| Is there any library like LOESS or ARIMA in Java/C# or Python? | CC BY-SA 4.0 | null | 2010-12-24T10:46:30.457 | 2019-09-17T11:39:24.123 | 2019-09-17T11:39:24.123 | 11887 | 2454 | [
"time-series",
"software"
] |
5735 | 2 | null | 5733 | 4 | null | Regarding the first question, you might consider resampling your data. There would be a problem in case your data were correlated over time (rather than contemporaneously correlated), in which case you would need something like a block bootstrap. But for returns data, a simple bootstrap is probably fine.
I guess the an... | null | CC BY-SA 2.5 | null | 2010-12-24T12:16:09.760 | 2010-12-24T12:16:09.760 | null | null | 892 | null |
5736 | 2 | null | 5733 | 3 | null | The answer to the first question is that you build a model. In your case this means choosing a distribution and estimating its parameters.
When you have the distribution you can sample from it using Gibbs or Metropolis algorithms.
On the side note, do you really need to sample from this distribution? Usually the inter... | null | CC BY-SA 2.5 | null | 2010-12-24T12:23:59.530 | 2010-12-24T12:23:59.530 | null | null | 2116 | null |
5737 | 2 | null | 5732 | 10 | null | Suppose a difference is an increasing continuous function on open interval and zero everywhere else. Then the maximum will not exist, but supremum will.
| null | CC BY-SA 2.5 | null | 2010-12-24T12:34:18.007 | 2010-12-24T12:34:18.007 | null | null | 2116 | null |
5738 | 2 | null | 5727 | 14 | null | I am not quite sure about the $c = 0.212$, but the following article provides a much more detailed description of these data:
Efron, B., & Morris, C. (1975). Data analysis using Stein's estimator and its generalizations. Journal of the American Statistical Association, 70(350), 311-319 [(link to pdf)](http://www.medici... | null | CC BY-SA 4.0 | null | 2010-12-24T12:55:41.967 | 2018-07-01T01:05:25.077 | 2018-07-01T01:05:25.077 | 196461 | 1934 | null |
5739 | 2 | null | 4334 | 1 | null | Would it possible to treat Y(t-1) as an exogenous variable, and estimate this state space model with kalman filter. Then the routine for estimating the coefficient is very standard.
| null | CC BY-SA 2.5 | null | 2010-12-24T13:12:37.723 | 2010-12-24T13:12:37.723 | null | null | 2510 | null |
5740 | 2 | null | 5734 | 7 | null | R is an open source project, so you can look at the file `src/library/stats/src/loessc.c` which implements the C-level computation behind `loess()`. You should be able to use that for an extension module to the other languages you listed. Or, and this may be easier, you some of the existing ways to access R from Java,... | null | CC BY-SA 2.5 | null | 2010-12-24T14:10:09.720 | 2010-12-24T14:10:09.720 | null | null | 334 | null |
5741 | 2 | null | 5727 | 22 | null | The parameter $\sigma^2$ is the (unknown) common variance of the vector components, each of which we assume are normally distributed. For the baseball data we have $45 \cdot Y_i \sim \mathsf{binom}(45,p_i)$, so the normal approximation to the binomial distribution gives (taking $ \hat{p_{i}} = Y_{i}$)
$$
\hat{p}_{i}\... | null | CC BY-SA 2.5 | null | 2010-12-24T16:06:05.953 | 2010-12-24T18:23:29.703 | 2010-12-24T18:23:29.703 | null | null | null |
5742 | 1 | 5743 | null | 3 | 277 |
## Background
I have a data set $Y$:
```
set.seed(0)
predictor <- c(rep(5,10), rep(10,10), rep(15,10), rep(20,10)) + rnorm(40)
response <- c(rnorm(10,1), rnorm(10,4), rnorm(10,2), rnorm(10,1))
plot(predictor, response)
```
and a set of models g$_i$:
```
fits <- list()
fits[['null']] <- lm(response ~ 1)
fits[[... | How can I calculate the probability of model $g_i$ given a set of $n$ models and AIC values? | CC BY-SA 2.5 | null | 2010-12-24T17:07:49.823 | 2010-12-25T15:35:17.650 | 2010-12-25T15:35:17.650 | 1381 | 1381 | [
"probability",
"model-selection",
"maximum-likelihood"
] |
5743 | 2 | null | 5742 | 2 | null | Although AIC may not be suitable in this context, Aikake weights provide the ratio of $$\frac{L(g_i|Y)}{\sum_{j=1:n}{L(g_j|Y)}}$$
## Solution
This can be calculated from AIC in this way for each model $i$ (closely following [Burnham and Anderson, 2002](http://books.google.com/books?id=BQYR6js0CC8C&pg=PA75&lpg=PA75&d... | null | CC BY-SA 2.5 | null | 2010-12-24T20:56:03.353 | 2010-12-24T21:25:57.317 | 2020-06-11T14:32:37.003 | -1 | 1381 | null |
5744 | 2 | null | 5691 | 0 | null | how to bootstrap a table ought to depend on how it was obtained. there are a few ways this can be done.
for example, one can sample n individuals and classify all of them into an $r\times c$ table. in this scenario, neither row nor column totals are fixed. it would then seem plausible that a bootstrap sample would tak... | null | CC BY-SA 2.5 | null | 2010-12-25T04:24:25.403 | 2010-12-25T04:24:25.403 | null | null | 1112 | null |
5745 | 2 | null | 5629 | 5 | null | See Wikipedia's
[List of uncertainty propagation software](http://en.wikipedia.org/wiki/List_of_uncertainty_propagation_software),
in particular Python
[uncertainties](http://packages.python.org/uncertainties) .
There's even a conference:
[http://probabilistic-programming.org/wiki/NIPS*2008_Workshop](http://probabilist... | null | CC BY-SA 3.0 | null | 2010-12-25T13:15:31.367 | 2016-09-07T11:45:57.263 | 2016-09-07T11:45:57.263 | -1 | 557 | null |
5746 | 1 | null | null | 4 | 936 | The [Secretary problem](http://en.wikipedia.org/wiki/Secretary_problem)
has an algorithm for fixed N and immediate accept/reject
(that is, reject reject ... accept one, stop).
There are several variants;
in mine, secretaries or samples come from a real-valued source Xj,
payoff is from best-so-far not last,
and each sam... | Optimal stopping from an unknown distribution | CC BY-SA 2.5 | null | 2010-12-25T15:29:04.023 | 2022-08-30T14:09:50.687 | 2010-12-29T13:00:33.357 | 557 | 557 | [
"sampling",
"search-theory",
"optimal-stopping"
] |
5747 | 1 | 5753 | null | 74 | 39505 | I know empirically that is the case. I have just developed models that run into this conundrum. I also suspect it is not necessarily a yes/no answer. I mean by that if both A and B are correlated with C, this may have some implication regarding the correlation between A and B. But, this implication may be weak. It ... | If A and B are correlated with C, why are A and B not necessarily correlated? | CC BY-SA 2.5 | null | 2010-12-25T19:24:45.540 | 2021-11-29T04:37:55.217 | 2011-01-12T16:15:01.780 | 919 | 1329 | [
"correlation",
"cross-correlation"
] |
5748 | 2 | null | 5747 | 16 | null | I will leave the statistical demonstration to those who are better suited than me for it... but intuitively say that event A generates a process X that contributes to the generation of event C. Then A is correlated to C (through X). B, on the other hand generates Y, that also shapes C. Therefore A is correlated to C, B... | null | CC BY-SA 2.5 | null | 2010-12-25T19:30:52.613 | 2010-12-26T08:17:28.360 | 2010-12-26T08:17:28.360 | 582 | 582 | null |
5749 | 1 | null | null | 3 | 197 | If you want to regress y on x, where multiple y's are observed at each x, is it ever better to instead take the mean at each x, and the use those means for the regression? Does it depend on the distributional assumptions?
| When is it better to average observations at the same abscissa? | CC BY-SA 2.5 | null | 2010-12-25T21:13:06.783 | 2010-12-26T13:45:12.120 | 2010-12-26T13:45:12.120 | null | null | [
"regression"
] |
5750 | 1 | 5754 | null | 71 | 23023 | I have several hundred measurements. Now, I am considering utilizing some kind of software to correlate every measure with every measure. This means that there are thousands of correlations. Among these there should (statistically) be a high correlation, even if the data is completely random (each measure has only abou... | Look and you shall find (a correlation) | CC BY-SA 3.0 | null | 2010-12-25T22:16:04.897 | 2017-02-15T22:44:30.453 | 2017-02-15T22:44:30.453 | 28666 | 888 | [
"correlation",
"multiple-comparisons",
"permutation-test"
] |
5751 | 2 | null | 5747 | 17 | null | I think it's better to ask "why SHOULD they be correlated?" or, perhaps "Why should have any particular correlation?"
The following R code shows a case where x1 and x2 are both correlated with Y, but have 0 correlation with each other
```
x1 <- rnorm(100)
x2 <- rnorm(100)
y <- 3*x1 + 2*x2 + rnorm(100, 0, .... | null | CC BY-SA 4.0 | null | 2010-12-25T22:17:12.493 | 2021-11-29T02:48:36.597 | 2021-11-29T02:48:36.597 | 11887 | 686 | null |
5752 | 2 | null | 5750 | 7 | null | This is an example of multiple comparisons. There's a large literature on this.
If you have, say, 100 variables, then you will have 100*99/2 =4950 correlations.
If the data are just noise, then you would expect 1 in 20 of these to be significant at p = .05. That's 247.5
Before going farther, though, it would be good... | null | CC BY-SA 2.5 | null | 2010-12-25T22:22:20.943 | 2010-12-25T22:22:20.943 | null | null | 686 | null |
5753 | 2 | null | 5747 | 62 | null | Because correlation is a mathematical property of multivariate distributions, some insight can be had purely through calculations, regardless of the statistical genesis of those distributions.
For the Pearson correlations, consider multinormal variables $X$, $Y$, $Z$. These are useful to work with because any non-nega... | null | CC BY-SA 2.5 | null | 2010-12-25T23:54:38.263 | 2011-01-12T16:17:07.083 | 2011-01-12T16:17:07.083 | 919 | 919 | null |
5754 | 2 | null | 5750 | 76 | null | This is an excellent question, worthy of someone who is a clear statistical thinker, because it recognizes a subtle but important aspect of multiple testing.
There are [standard methods to adjust the p-values](http://www.technion.ac.il/docs/sas/stat/chap43/sect14.htm) of multiple correlation coefficients (or, equivalen... | null | CC BY-SA 2.5 | null | 2010-12-26T00:13:23.897 | 2010-12-26T00:13:23.897 | 2017-04-13T12:44:32.747 | -1 | 919 | null |
5755 | 2 | null | 5749 | 6 | null | When you use the means you are removing much of the variation of the y's around their averages. This would be incorrect if you are assessing the relationships between the individual y's and the x's. In particular it will cause you to overestimate the correlation between the y's and the x's and give you too much confi... | null | CC BY-SA 2.5 | null | 2010-12-26T00:19:39.053 | 2010-12-26T00:19:39.053 | null | null | 919 | null |
5756 | 2 | null | 5747 | 22 | null | Correlation is the cosine of the angle between two vectors. In the situation described, (A,B,C) is a triple of observations, made n times, each observation being a real number. The correlation between A and B is the cosine of the angle between $V_A=A-E(A)$ and $V_B=B-E(B)$ as measured in n-dimensional euclidean space. ... | null | CC BY-SA 2.5 | null | 2010-12-26T07:26:29.060 | 2010-12-26T07:54:47.530 | 2010-12-26T07:54:47.530 | 2526 | 2526 | null |
5757 | 1 | null | null | 7 | 2643 | In a double-blind study, when are deviations from the control group considered statistically significant? And is this related to the number of samples?
I realise that every experiment is different and statistical significance should depend on the deviations in measurements and the size of the sample group, but I'm hopi... | When is a deviation statistically significant? | CC BY-SA 2.5 | null | 2010-12-26T11:41:21.370 | 2010-12-26T16:39:54.303 | 2010-12-26T16:39:54.303 | 1497 | 1497 | [
"algorithms",
"statistical-significance"
] |
5758 | 2 | null | 4949 | 1 | null | It seems that you can go about this in two ways, depending on what model assumptions you are happy to make.
Generative Approach
Assuming a generative model for the data, you also need to know the prior probabilities of each class for an analytic statement of the classification error. Look up [Discriminant Analysis](... | null | CC BY-SA 2.5 | null | 2010-12-26T12:51:17.367 | 2010-12-26T12:51:17.367 | null | null | 1739 | null |
5759 | 2 | null | 4396 | 0 | null | I think one option is to split a SPSS file in groups. The menu approach is Data > Split file.
I have worked with the rank option, but I think that is better to split the file, for doing other analysis by groups.
| null | CC BY-SA 2.5 | null | 2010-12-26T13:37:32.393 | 2010-12-26T13:37:32.393 | null | null | null | null |
5760 | 2 | null | 5757 | 7 | null | This question gets to the heart of statistical thinking by recognizing that both (a) "every experiment is different," implying no single "cookbook" recipe will suffice to assess experimental results in all cases and (b) "significance should depend on the deviations in measurements," pointing towards the importance of p... | null | CC BY-SA 2.5 | null | 2010-12-26T15:52:51.497 | 2010-12-26T15:52:51.497 | null | null | 919 | null |
5761 | 2 | null | 5746 | 5 | null | Not an answer, but maybe this helps to clarify the question...
I don't think the secretary problem is without dependence on the underlying distribution. For example, if the observations aren't stationary, the 37% approach is not likely to be optimal.
For a concrete example, a person making monthly purchases in an inde... | null | CC BY-SA 4.0 | null | 2010-12-26T17:02:26.383 | 2022-08-30T14:09:50.687 | 2022-08-30T14:09:50.687 | 69508 | null | null |
5762 | 1 | 5784 | null | 2 | 494 | My project is about whether early language scores (on a reading task) can predict later scores on a social attribution task. I have to conduct a logistic regression for my project but I am stuck on which one is appropriate. This is because I have conducted a binary logistic and multinomial logistic regression but I alw... | What logistic regression is best to use? | CC BY-SA 2.5 | null | 2010-12-26T17:08:51.420 | 2010-12-28T15:30:54.830 | 2010-12-26T23:14:08.420 | null | null | [
"logistic",
"self-study"
] |
5763 | 2 | null | 5762 | 6 | null | Logistic regression is to be used when the outcome of interest is a binary variable (e.g., success/failure), whereas multinomial logistic is reserved for the case of a multi-category response variable (e.g., blue/red/green). In both cases, the response variable to be predicted is a categorical variable. The predictors ... | null | CC BY-SA 2.5 | null | 2010-12-26T17:29:24.403 | 2010-12-28T08:33:23.127 | 2010-12-28T08:33:23.127 | 930 | 930 | null |
5764 | 2 | null | 5728 | 12 | null | Regarding first (and second) question: A general approach to reduce misclassifications error by iteratively training models and reweighting rows (based on classification error) is [Boosting](http://en.wikipedia.org/wiki/Boosting). I think you might find that technique interesting.
Regarding second question: The questio... | null | CC BY-SA 2.5 | null | 2010-12-26T20:51:31.283 | 2010-12-26T20:58:12.193 | 2017-04-13T12:44:36.927 | -1 | 264 | null |
5765 | 1 | null | null | 3 | 2293 | Given a list of numbers, is it possible to find out (or in other words, is there a statistical measure to tells the) the closeness of the numbers
(do note that i am not talking about correlation - this would be for 2 sequences - something like correlation between height and weight).
I am looking for something like a cl... | Measure of closeness | CC BY-SA 2.5 | null | 2010-12-27T05:22:20.193 | 2017-06-12T14:02:49.980 | 2017-06-12T14:02:49.980 | 11887 | 2535 | [
"descriptive-statistics",
"measurement",
"winsorizing"
] |
5766 | 2 | null | 5765 | 8 | null | The simplest would be the standard deviation. Other measures of 'scale' include the MAD (median absolute deviation), the IQR (interquartile range), Winsorized standard deviation, etc. You might also be interested in the [Index of Disperson](http://en.wikipedia.org/wiki/Index_of_dispersion), the [Coefficient of Variatio... | null | CC BY-SA 2.5 | null | 2010-12-27T05:34:18.727 | 2010-12-27T05:47:20.770 | 2010-12-27T05:47:20.770 | 795 | 795 | null |
5767 | 2 | null | 5765 | 1 | null | I'd use standard deviation, like shabbychef said. See [http://en.wikipedia.org/wiki/Variance](http://en.wikipedia.org/wiki/Variance) to learn more.
| null | CC BY-SA 2.5 | null | 2010-12-27T06:36:10.327 | 2010-12-27T06:36:10.327 | null | null | 2489 | null |
5768 | 1 | null | null | 3 | 1557 | I have been confused with the problem for a very long time, and hope that somebody here can help me out.
I have a experiment installed in split-plot design, with 3 temporal groups as blocks, and 2 factors (each have 3 fixed levels) combinations in each of the block, and I have 4 replicates in each treatments. I used to... | Can I test the effect of Block in a split plot design in R? | CC BY-SA 4.0 | null | 2010-12-27T09:00:13.790 | 2019-04-05T12:14:07.653 | 2019-04-05T12:14:07.653 | 11887 | 2536 | [
"r",
"experiment-design",
"split-plot"
] |
5769 | 2 | null | 5734 | 2 | null | With respect to loess the [BioPython](http://biopython.org/wiki/Biopython) project has a [lowess() function.](http://www.koders.com/python/fid5A91A606E15507B6823DEC7A059488A6624C4832.aspx?s=python)
As for ARIMA model fitting, [PyIMSL Studio](http://www.vni.com/campaigns/pyimslstudioeval/) contains a number of very usef... | null | CC BY-SA 2.5 | null | 2010-12-27T15:20:52.803 | 2010-12-27T16:36:11.353 | 2010-12-27T16:36:11.353 | 1080 | 1080 | null |
5770 | 2 | null | 5768 | 2 | null | I think you know this already, but you can calculate the F Statistic by the ratio of MS and the F Statistic follows $F_{df1, df2}$ where df1 and df2 are degrees of freedom of the numerator and denominator.
About your estimating the block effect question:
First, I don't understand what is your block effect? Normally in... | null | CC BY-SA 2.5 | null | 2010-12-27T16:46:32.043 | 2010-12-27T16:46:32.043 | null | null | 1307 | null |
5771 | 1 | 5780 | null | 5 | 1084 | Suppose I am doing some experimental procedure on two treatment groups. The procedure has several stages, each of which may fail. Failure at any stage halts the experiment. If all stages are passed then there is some useful result.
Although I'm primarily interested in the final result, the treatments might also entail ... | Multiple comparisons on nested subsets of data | CC BY-SA 2.5 | null | 2010-12-27T19:50:12.313 | 2010-12-28T10:48:09.420 | null | null | 174 | [
"hypothesis-testing",
"multiple-comparisons",
"chi-squared-test"
] |
5772 | 2 | null | 5762 | 1 | null | Good explanation. Remember in your program output for the multilogistic model will only give estimates for two models even though there are three categories. The model that produces the largest estimate has the higheset odds from coming from that group. The last group can be determined by 1-estimate1-estimate2. Fro... | null | CC BY-SA 2.5 | null | 2010-12-28T02:35:22.147 | 2010-12-28T02:35:22.147 | null | null | 2539 | null |
5773 | 2 | null | 5747 | 105 | null | I'm on an annual fishing trip right now. There is a correlation between the time of day I fish and the amount of fish I catch. There is also a correlation between the size of the bait I use and the amount of fish I catch. There is no correlation between the size of the bait and the time of day.
| null | CC BY-SA 2.5 | null | 2010-12-28T02:45:45.653 | 2010-12-28T02:45:45.653 | null | null | 2539 | null |
5774 | 1 | null | null | 215 | 248909 | I have a dataset that has both continuous and categorical data. I am analyzing by using PCA and am wondering if it is fine to include the categorical variables as a part of the analysis. My understanding is that PCA can only be applied to continuous variables. Is that correct? If it cannot be used for categorical data,... | Can principal component analysis be applied to datasets containing a mix of continuous and categorical variables? | CC BY-SA 3.0 | null | 2010-12-28T03:47:52.190 | 2020-11-19T10:01:35.460 | 2018-04-20T16:31:14.647 | 11887 | 2540 | [
"categorical-data",
"pca",
"correspondence-analysis",
"mixed-type-data"
] |
5775 | 2 | null | 5750 | 11 | null | From your follow up response to Peter Flom's question, it sounds like you might be better served by techniques that look at higher level structure in your correlation matrix.
Techniques like factor analysis, PCA, multidimensional scaling, and cluster analysis of variables can be used to group your variables into sets o... | null | CC BY-SA 2.5 | null | 2010-12-28T05:36:53.667 | 2010-12-28T05:36:53.667 | null | null | 183 | null |
5776 | 1 | null | null | 2 | 660 | There are 8 people playing poker.
So, the odds of winning the entire round = 1/8
2 rounds are played, and Bill wins both rounds.
What are the odds this was random? (Hypothesis test?)
NullH = Bill has no added skill. (Got lucky)
AltH = Bill has skill.
```
p = .13 = 1/8
q = .87 = 7/8
n = 2
SD = sqrt(pq/n) = .23
actual... | Odds of winning 2 trials in a row | CC BY-SA 4.0 | null | 2010-12-28T06:35:28.500 | 2020-09-05T14:26:16.770 | 2020-09-05T14:26:16.770 | 56211 | 1279 | [
"hypothesis-testing"
] |
5777 | 2 | null | 5774 | 119 | null | Although a PCA applied on binary data would yield results comparable to those obtained from a [Multiple Correspondence Analysis](http://en.wikipedia.org/wiki/Multiple_correspondence_analysis) (factor scores and eigenvalues are linearly related), there are more appropriate techniques to deal with mixed data types, namel... | null | CC BY-SA 4.0 | null | 2010-12-28T07:09:51.967 | 2020-11-19T09:42:47.060 | 2020-11-19T09:42:47.060 | 930 | 930 | null |
5778 | 2 | null | 5774 | 35 | null | A Google search "pca for discrete variables" gives this [nice overview](http://staskolenikov.net/talks/Gustavo-Stas-PCA-generic.pdf) by S. Kolenikov (@StasK) and G. Angeles. To add to chl answer, the PC analysis is really analysis of eigenvectors of covariance matrix. So the problem is how to calculate the "correct" co... | null | CC BY-SA 3.0 | null | 2010-12-28T07:41:44.453 | 2017-06-26T13:26:28.997 | 2017-06-26T13:26:28.997 | 28845 | 2116 | null |
5779 | 2 | null | 5776 | 1 | null | What you are observing is a random variable with [binomial distribution](http://en.wikipedia.org/wiki/Binomial_distribution), where number of trials is 2 and success probability $1/8$. You then can calculate p-value directly, without resorting to normal approximation. Your statistic is then the number of successes, whi... | null | CC BY-SA 2.5 | null | 2010-12-28T07:59:47.490 | 2010-12-28T09:10:10.303 | 2010-12-28T09:10:10.303 | 2116 | 2116 | null |
5780 | 2 | null | 5771 | 2 | null | Assuming I understood your question correctly, I think what you are doing is fine. However, it does sound like you should correct your P values for multiple comparisons (for example using holm method with p.adjust function in R). The reason for the adjustment is that you are searching for "interesting results" over t... | null | CC BY-SA 2.5 | null | 2010-12-28T10:48:09.420 | 2010-12-28T10:48:09.420 | null | null | 253 | null |
5781 | 2 | null | 5733 | 3 | null | I'm with @mpiktas in that I also think you need a model.
I think the standard method here would be to estimate a copula to capture the dependence structure between the different assets and use e.g. skew-normal- or t-distributed marginal distributions for the different assets. That gives you a very general model class ... | null | CC BY-SA 2.5 | null | 2010-12-28T10:48:46.020 | 2010-12-28T10:48:46.020 | null | null | 1979 | null |
5782 | 1 | 5790 | null | 40 | 52835 | Lets say we have random variable $X$ with known variance and mean. The question is: what is the variance of $f(X)$ for some given function f. The only general method that I'm aware of is the delta method, but it gives only aproximation. Now I'm interested in $f(x)=\sqrt{x}$, but it'd be also nice to know some general m... | Variance of a function of one random variable | CC BY-SA 3.0 | null | 2010-12-28T14:13:16.227 | 2020-03-01T13:35:12.273 | 2013-05-11T22:13:54.820 | -1 | 1643 | [
"variance",
"random-variable",
"delta-method"
] |
5783 | 2 | null | 5782 | 9 | null | To know the first two moments of X (mean and variance) is not enough, if the function f(x) is arbitrary (non linear). Not only for computing the variance of the transformed variable Y, but also for its mean.
To see this -and perhaps to attack your problem- you can assume that your transformation function has a Taylor e... | null | CC BY-SA 2.5 | null | 2010-12-28T14:59:28.877 | 2010-12-28T14:59:28.877 | null | null | 2546 | null |
5784 | 2 | null | 5762 | 2 | null | It sounds like either your professor gave you an incorrect recommendation, or you misunderstood, or you have not communicated what you want in a clear way. Something is wrong, in any case.
If you are trying to predict a numeric score (like IQ, SAT, etc) then you do not want logistic regression of any type. You probab... | null | CC BY-SA 2.5 | null | 2010-12-28T15:30:54.830 | 2010-12-28T15:30:54.830 | null | null | 686 | null |
5785 | 2 | null | 5776 | 6 | null | No, this is not right, because no observational context has been provided. All the following scenarios are consistent with the information given:
- Two games will be played. Beforehand, you hypothesize that Bill will win both. Assuming the results are independent and Bill has 1/8 chance of winning, the chance of th... | null | CC BY-SA 2.5 | null | 2010-12-28T16:24:26.547 | 2010-12-28T16:24:26.547 | null | null | 919 | null |
5786 | 1 | null | null | 11 | 1752 | Recently I have used Platt's scaling of SVM-outputs to estimate probabilities of default-events. More direct alternatives seem to be "Kernel logistic Regression" (KLR) and the related "Import Vector Machine".
Can anyone tell which kernel method giving probability-outputs is currently state of the art? Does an R-impleme... | Which kernel method gives the best probability outputs? | CC BY-SA 2.5 | null | 2010-12-28T16:32:06.750 | 2015-04-14T19:15:54.360 | 2015-04-14T19:15:54.360 | 9964 | 2549 | [
"logistic",
"svm",
"kernel-trick"
] |
5787 | 2 | null | 5734 | 0 | null | As far as I know there aren't many options. Libraries for time series analysis free or otherwise are hard to come by.
If you are doing this for work you can have a look at [NAG](http://www.nag.com). It's commercial and not Java native. But you can use JNI with their C library.
They have a [time series chapter](http:/... | null | CC BY-SA 2.5 | null | 2010-12-28T16:45:03.330 | 2010-12-28T16:45:03.330 | 2017-05-23T12:39:26.143 | -1 | 300 | null |
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