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Hi guys,
Once Issue #4 has been addressed the next part is to compute various statistics from the wavelet decomposition, here are the main ones:
- [x] Classical wavelet variance: this is the cla…
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In Schafer and Strimmer (and other papers) they also discuss variance shrinkage and then they tend to combine both shrinkage of the sample covariance with shrinkage of the variance (e.g. in corpcor). …
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As @johnynek notes, we could probably make the type classes contravariant.
https://github.com/stripe/bonsai/pull/10#discussion_r49503106
Given the specificity rules around implicit search, I'm not s…
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Implement the paper:
Exploiting Variance Information in Monte-Carlo Tree Search
Robert Lieck, Vien Ngo, Marc Toussaint
AlphaZero etc. do not use either of the classic definitions of U, but use …
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I got irritated by a stochastic CI failure on how different the sample variance is from sampling from `SafeNegativeBinomial` vs `NegativeBinomial` so I made it more principled test based…
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I've been running your script and it seems that it runs without problems with my data. My question is: How can I get global, local and unique variance from the OnPLS model? (so far I'm including 3 tab…
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Looks like PCA will be harder than we though.
When I take the first 10 principal components (after whitening), they collectively only explain about 18% of the variance. I'm not sure if the problem is …
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I don't know where to put hypothesis tests and confidence intervals for variance and standard deviation.
It should have the usual test_, confint_, tost_, power functions for one and two sample cases …
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- [x] better study error in variance estimate as function of level, moment
- [x] use some plots in variance estimation tests
- [ ] for lognorm (and possibly other) distributions, the dependency on l…
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**Lightweight Charts™ Version:** 4.1.7
**Issue**
When using a custom `priceFormatter` to create a text display for very large numbers, when all the current `data` for the chart is the same, no are…
Fyko updated
2 months ago