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Get inspiration from [this presidential forecast](https://www.economist.com/interactive/us-2024-election/prediction-model/president) to create plots that illustrate the expected posterior distribution…
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We recently [replaced cdf functions](https://github.com/lawmurray/Birch/pull/5) from [Boost Math](https://www.boost.org/doc/libs/1_75_0/libs/math/doc/html/index.html) with our own implementations. The…
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This code is a slightly modified example from the Boost.Accumualators documentation, https://scicomp.ethz.ch/public/manual/Boost/1.55.0/accumulators.pdf , p.50.
It has two constants, `n`, `c` : sam…
wf34 updated
5 months ago
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Two algorithms that we could implement for starter in the sliding windo detection family:
* sliding window with parameters related to window (like in pandas). Get quantile or z score based on last …
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I noticed a very surprising result of the wtd.quantile function. If the weights are not integers, there seems to be an issue:
`> require(Hmisc)`
`> data weights wtd.quantile(data, weights=weights…
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Hello!
I was wondering if there is any native way of doing quantile regression with Flaml or any quick way of going about setting it up so that it works with it. I was taking a look at the tutorial…
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Can i use it if i have model prediction with lower bound and upper bound values, which i have obtained via quantile loss?
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I'm looking for a way to calculate the quantile_rank of a specific data point. For example, I may want to know that a data point is in the 80th percentile, or in the 3rd quartile. I think I'd prefer a…
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Via email:
I have two models, and I created the diagnostic plots for them using the Dharma package and the simulateResiduals() function. There seem to be a couple of significant deviations on the p…