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Some planned additions. No specific time for completion.
- [x] Patton-Politis-White Bandwidth Selection for Time-Series Bootstraps
- [x] Engle-Granger Cointegration Testing
- [x] Phillips-Ouliar…
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(mainly parking a reference for an old idea)
variance and covariance estimates are not very good in small or very small samples.
One idea is to use penalized or shrinkage (co)variance to get bette…
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there are currently two different ways pspecdata can estimate the covariance matrix to be stored in uvpspec.cov_array.
The first is to use 1d error bars specified by the user and computed using q_…
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The inverse Hessian is a nice estimator for the variance-covariance matrix of MLE parameter estimates (see [MLE notebook](https://github.com/rickecon/StructEst_W17/blob/master/Notebooks/MLE/MaxLikeEst…
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Hi there, me again, XD.
Is there any alternative to perform analysis of variance on multivariate functions, until the feature below is implemented? Problem illustrated with a random dataset example…
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A reader, Allan Lim, writes
> Happy new year! I hope you are doing great! I actually love to read your books above all Scala books available in the market. If I can make some suggestions, the explana…
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**Is your feature request related to a problem? Please describe.**
- Calibration of a large number of measurements can still requires a large amount of memory. The current suggested approach is to ca…
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Hi, I've noticed that trying to draw samples from a conditioned GP _sometimes_ returns ```nan```s if the kernel argument in ```condition()``` is not ```None``` using version 0.2.3. I've attached a sim…
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Hello everyone! I recently wrote https://github.com/keras-team/keras-io/pull/1440 and I'd like to make this example fully keras-core friendly. This requires implementations of probability distributi…
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Dear all
I am trying to plot estimates and CI from a mixed model fitted with gamlss (data attached):
[synchro.sp5.txt](https://github.com/strengejacke/ggeffects/files/6686792/synchro.sp5.txt)
…
ghost updated
2 years ago