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The DHARMa package in R aims to provide scaled (quantile) residuals that, according to the DHARMa vignette, "can be interpreted as intuitively as residuals from a linear...
Asked on 12/20/2021
1 answerIn supervised learning, we refer to the regressors as independent variables and response variables as dependent, but from a probabilistic standpoint, I am having trouble understanding this. To breakdown my...
Asked on 12/20/2021 by 24n8
1 answerObviously computing the inverse Hessian is hard when a probability distribution is fitted on high-dimensional datapoints. One idea to reduce computational cost would be to approximate the distribution with a...
Asked on 12/20/2021 by Dionysis M
2 answerGiven a dataset $mathcal{D} = {x_i}, i = 1, ldots, N, x_i in mathbb{R}$ In machine learning, what assumption is made as to how data are generated? I've seen...
Asked on 12/20/2021 by Fraïssé
0 answerI have been assigned the task of finding out how (and if) the biological diversity of tropical insects (ants) is related to environmental variables. So I did a small field...
Asked on 12/20/2021 by terauser
0 answerI am trying to understand how I should denote the equation for rescaling the following 7 categories into one value. The final weighted average is 0.57, which is possible by...
Asked on 12/20/2021
0 answerPerson A chooses an integer between 1 and 100 at random, then B can guess that number in (at most) 7 attempts, i.e. $log_2(100)+1=7$. What if now A chooses...
Asked on 12/20/2021 by dynamic89
1 answerThis is from task 5.3. in Bayesian Data Analysis 3rd edition by Gelman et al. It deals with a hierarchical model where I am supposed to simulate the posterior distribution...
Asked on 12/20/2021
1 answerAs I understand it, statsmodels.stats.contingency_tables.Table.test_nominal_association() and scipy.stats.chi2_contingency() refer to the same test, however the results are different:import numpy as np### Contingency tabletab = np.array([[6,20],[13,5]])### SciPyfrom scipy.stats import chi2_contingencychi_val,p_val,dof,exp_val=chi2_contingency(tab)print("Chi...
Asked on 12/20/2021 by eurohacker
1 answerI recently found out that Bai and Perron test for identifying structural breaks using the package strucchange can't be used in case time series is non stationary. Is anyone aware...
Asked on 12/20/2021
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