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Hi,
Looks like there is support for lots of common distribution. There are a handful of other distributions which are not presently supported but could (fingers crossed) be easily implemented. Lo…
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I have tried a few hours to solve this problem,but i failed.almost in line 38, the likelihood_statistics function,g = [multivariate_normal(mean=means[k], cov=covs[k]) for k in range(0, len(weights))],…
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# Mahalanobis distance
The idea:
- Mahalanobis "distance" or similarity is standard deviation extended to multiple variables
- Main idea of this script is to measure similarity of all locations in …
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We have established the validity of our unified embedding methods because we even wrote a paper utilizing them in detail and comparing them with each other. There isn't any doubt that they work. Howev…
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VAR has Monte Carlo simulation error bands for IRF that do not have unit tests.
According to the documentation of Stata's `irf create` Stata uses a parametric residual bootstrap, i.e. estimated res…
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Hello! Quick question. In previous versions of gllvm, one could run something like
```
anova(mod1, mod2,
which = "uni",
method = "fdr")
```
This functionality seems…
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How to pre-train the lag-llama model with multivariate time series data?
For example:
num_time_steps = 300
data = [
{
"start": pd.Timestamp("2020-01-01", freq="D"),
"targ…
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```
sage: x,y,z,t,u = SR.var('x,y,z,t,u')
sage: f = ((1 + x + y + 2*z^2 + 3*t^3 + 5*u^5)^6).expand()
sage: g = ((1 + u + t + 2*z^2 + 3*y^3 + 5*x^5)^6).expand()
sage: %time _ = (f*g).expand()
CPU …
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May help for some (future) plots? Close if this is useless :)
```py
import matplotlib.pyplot as plt
from matplotlib.gridspec import GridSpec
import numpy as np
rs = np.random.RandomState(42)
…