Pertanyaan yang diberi tag dlm

11
Memperkirakan parameter model linear yang dinamis

Saya ingin menerapkan (dalam R) Model Dynamic Linear berikut yang sangat sederhana yang saya punya 2 parameter waktu yang tidak diketahui (varian kesalahan pengamatan dan varian kesalahan negara ).ϵ1tϵt1\epsilon^1_tϵ2tϵt2\epsilon^2_t Ytθt+1==θt+ϵ1tθt+ϵ2tYt=θt+ϵt1θt+1=θt+ϵt2 \begin{matrix} Y_t &...

r mcmc dlm particle-filter
9
Hitung kurva ROC untuk data

Jadi, saya memiliki 16 percobaan di mana saya mencoba untuk mengotentikasi seseorang dari sifat biometrik menggunakan Hamming Distance. Ambang batas saya diatur ke 3.5. Data saya di bawah dan hanya percobaan 1 yang Benar-Benar Positif: Trial Hamming Distance 1 0.34 2 0.37 3 0.34 4 0.29 5 0.55 6...

mathematical-statistics roc classification cross-validation pac-learning r anova survival hazard machine-learning data-mining hypothesis-testing regression random-variable non-independent normal-distribution approximation central-limit-theorem interpolation splines distributions kernel-smoothing r data-visualization ggplot2 distributions binomial random-variable poisson-distribution simulation kalman-filter regression lasso regularization lme4-nlme model-selection aic r mcmc dlm particle-filter r panel-data multilevel-analysis model-selection entropy graphical-model r distributions quantiles qq-plot svm matlab regression lasso regularization entropy inference r distributions dataset algorithms matrix-decomposition regression modeling interaction regularization expected-value exponential gamma-distribution mcmc gibbs probability self-study normality-assumption naive-bayes bayes-optimal-classifier standard-deviation classification optimization control-chart engineering-statistics regression lasso regularization regression references lasso regularization elastic-net r distributions aggregation clustering algorithms regression correlation modeling distributions time-series standard-deviation goodness-of-fit hypothesis-testing statistical-significance sample binary-data estimation random-variable interpolation distributions probability chi-squared predictor outliers regression modeling interaction