# Statistics

**URL:** https://discourse.julialang.org/c/domain/stats/12.md?page=4

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**Page:** 5

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## [Julia equivalent of boost accumulator](https://discourse.julialang.org/t/julia-equivalent-of-boost-accumulator/106733)

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**Author:** [@Yue-Zhengyuan](https://discourse.julialang.org/u/Yue-Zhengyuan)\
**Replies:** 3\
**Last updated:** [November 26, 2023, 10:15am UTC](https://discourse.julialang.org/t/julia-equivalent-of-boost-accumulator/106733 "2023-11-26T10:15:04Z")

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Is there a Julia package similar to boost accumulator of C++? The boost accumulator can calculate the statistical properties (average, standard error, etc) of a data stream on the fly without storing all datas.

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## [ERROR: LinearAlgebra.SingularException(5)](https://discourse.julialang.org/t/error-linearalgebra-singularexception-5/106491)

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**Author:** [@Shayan](https://discourse.julialang.org/u/Shayan)\
**Replies:** 5\
**Last updated:** [November 20, 2023, 10:09pm UTC](https://discourse.julialang.org/t/error-linearalgebra-singularexception-5/106491 "2023-11-20T22:09:48Z")

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How should I deal with this error: ERROR: LinearAlgebra.SingularException(5) I have the following matrix: Xₜ⁽ˡ⁾ = \[ 0.997838 1.01925 1.01489 1.00797 0.997964 0.992047 1.02963 0.987861 0.990278 0.991172 \] And…

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## ['ESS' in Turing.jl](https://discourse.julialang.org/t/ess-in-turing-jl/103650)

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**Author:** [@PrimulaBunce](https://discourse.julialang.org/u/PrimulaBunce)\
**Replies:** 3\
**Last updated:** [November 20, 2023, 9:21pm UTC](https://discourse.julialang.org/t/ess-in-turing-jl/103650 "2023-11-20T21:21:53Z")

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Hi, I’m new to MCMC, and I’m using the Turing package to implement NUTS. par\_NUTS = sample(model, NUTS(1000, 0.65), MCMCThreads(), 1000, 3) I’m trying to figure out what the Effective Sample Size (ESS) values retur…

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## [QMC vs rand](https://discourse.julialang.org/t/qmc-vs-rand/106195)

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**Author:** [@tchebycheff](https://discourse.julialang.org/u/tchebycheff)\
**Replies:** 12\
**Last updated:** [November 16, 2023, 5:28am UTC](https://discourse.julialang.org/t/qmc-vs-rand/106195 "2023-11-16T05:28:19Z")

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X\_t is a d-dimensional geometric Brownian process and Y\_t = \\min\_i X\_t^{(i)}. My objective is to simulate paths of Y\_t at t=\\Delta, 2\\Delta, ..., M\\Delta. There are significant differences in E(Y\_t) estimates from QMC/S…

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## [Mice for julia](https://discourse.julialang.org/t/mice-for-julia/60355)

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**Author:** [@brett\_knoss](https://discourse.julialang.org/u/brett_knoss)\
**Replies:** 10\
**Last updated:** [November 9, 2023, 2:07pm UTC](https://discourse.julialang.org/t/mice-for-julia/60355 "2023-11-09T14:07:02Z")

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is there a Julia version of this R package Multivariate Imputation by Chained Equations • mice or another package that is usable for Chained imputation in Julia?

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## [Degenerate Multivariate Normal Sampling](https://discourse.julialang.org/t/degenerate-multivariate-normal-sampling/103825)

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**Author:** [@Jad\_Zeitouni](https://discourse.julialang.org/u/Jad_Zeitouni)\
**Replies:** 1\
**Last updated:** [October 28, 2023, 2:22pm UTC](https://discourse.julialang.org/t/degenerate-multivariate-normal-sampling/103825 "2023-10-28T14:22:01Z")

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It seems this topic keeps coming up over and over again (see here and here), with a lot of efforts to resolve it but it gets stuck. My code is reliant on using MvNormal for sampling. I could write my own code that check…

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## [Required methods to sample a multivariate distribution](https://discourse.julialang.org/t/required-methods-to-sample-a-multivariate-distribution/105443)

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**Author:** [@lrnv](https://discourse.julialang.org/u/lrnv)\
**Replies:** 1\
**Last updated:** [October 26, 2023, 2:37pm UTC](https://discourse.julialang.org/t/required-methods-to-sample-a-multivariate-distribution/105443 "2023-10-26T14:37:29Z")

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Hey, I have a question, maybe you can answer me. Following this Distributions.jl documentation, when I define a multivariate distribution, I implement the two functions : function Distributions.\_rand!(rng::Distributio…

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## [Interface for a distribution defined by its cdf](https://discourse.julialang.org/t/interface-for-a-distribution-defined-by-its-cdf/105394)

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**Author:** [@lrnv](https://discourse.julialang.org/u/lrnv)\
**Replies:** 16\
**Last updated:** [October 26, 2023, 8:48am UTC](https://discourse.julialang.org/t/interface-for-a-distribution-defined-by-its-cdf/105394 "2023-10-26T08:48:31Z")

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Hi, I do have an issue where I need to sample from a distribution that is defined by its cumulative distribution function: function unknown\_cdf(x) if x \< 0 return 0 else # do stuff... end en…

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## [Bruce Hansen's "Econometrics"](https://discourse.julialang.org/t/bruce-hansens-econometrics/104324)

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**Author:** [@Paul\_Soderlind](https://discourse.julialang.org/u/Paul_Soderlind)\
**Replies:** 4\
**Last updated:** [October 17, 2023, 12:53pm UTC](https://discourse.julialang.org/t/bruce-hansens-econometrics/104324 "2023-10-17T12:53:09Z")

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looks to be the next standard text for PhD econometrics. It has a number of empirical examples (in R, Stata and matlab), with code and data here: Bruce Hansen's Econometrics It shouldn’t be too hard to port the matlab c…

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## [Status of ABC-SMC samplers in Julia](https://discourse.julialang.org/t/status-of-abc-smc-samplers-in-julia/88348)

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**Author:** [@fipelle](https://discourse.julialang.org/u/fipelle)\
**Replies:** 10\
**Last updated:** [October 6, 2023, 4:36pm UTC](https://discourse.julialang.org/t/status-of-abc-smc-samplers-in-julia/88348 "2023-10-06T16:36:51Z")

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Hi, I was wondering what is the current status of ABC samplers in Julia. I have seen that GpABC.jl has a few options, but I was wondering if there are alternative packages with a special focus on SMC. I do not have some…

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## [Writing Turing.jl model to avoid loops?](https://discourse.julialang.org/t/writing-turing-jl-model-to-avoid-loops/104593)

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**Author:** [@dleather](https://discourse.julialang.org/u/dleather)\
**Replies:** 2\
**Last updated:** [October 6, 2023, 7:39am UTC](https://discourse.julialang.org/t/writing-turing-jl-model-to-avoid-loops/104593 "2023-10-06T07:39:37Z")

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I’m trying to estimate an 2-dimension Multivariate Ornstein-Uhlenbeck process in Turing.jl using the NUTS algorithm. The solution to this model involves the computation of a matrix exponential. As far as I can deduce, t…

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## [Turing's summary statistics - ESS](https://discourse.julialang.org/t/turings-summary-statistics-ess/103537)

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**Author:** [@PrimulaBunce](https://discourse.julialang.org/u/PrimulaBunce)\
**Replies:** 2\
**Last updated:** [October 6, 2023, 7:35am UTC](https://discourse.julialang.org/t/turings-summary-statistics-ess/103537 "2023-10-06T07:35:31Z")

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Hi, I’m new to MCMC, and I’m using the Turing package to implement NUTS. par\_NUTS = sample(model, NUTS(1000, 0.65), MCMCThreads(), 1000, 3) I’m trying to figure out what the Effective Sample Size (ESS) values returned…

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## [Sampling without replacement](https://discourse.julialang.org/t/sampling-without-replacement/1073)

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**Author:** [@SPV](https://discourse.julialang.org/u/SPV)\
**Replies:** 9\
**Last updated:** [October 5, 2023, 5:54am UTC](https://discourse.julialang.org/t/sampling-without-replacement/1073 "2023-10-05T05:54:32Z")

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rand(1:20, 3) gives three random integers in \[1:20\] with replacement. I see there are some threads on github on this issue, but I am not sure what is the recommended way with Julia 0.5 to sample without replacement.

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## [Markov Switching Regression](https://discourse.julialang.org/t/markov-switching-regression/23223)

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**Author:** [@tbeason](https://discourse.julialang.org/u/tbeason)\
**Replies:** 4\
**Last updated:** [October 3, 2023, 3:16pm UTC](https://discourse.julialang.org/t/markov-switching-regression/23223 "2023-10-03T15:16:10Z")

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Is there anything like GitHub - msperlin/MS\_Regress-Matlab: Repository for MS\_Regress, a matlab package for estimation and simulation of markov regime switching models for Markov “regime switching” written in Julia? I kn…

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## [Bell shaped?](https://discourse.julialang.org/t/bell-shaped/104362)

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**Author:** [@rocco\_sprmnt21](https://discourse.julialang.org/u/rocco_sprmnt21)\
**Replies:** 14\
**Last updated:** [September 28, 2023, 11:07pm UTC](https://discourse.julialang.org/t/bell-shaped/104362 "2023-09-28T23:07:37Z")

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Not a specific question about julia, but I’m sure someone can help me get a correct idea about the following problem. I know that the average tax applied in the various US states on the price of cigarettes is mu=73cents…

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## [Julia Packages for meta-analysis?](https://discourse.julialang.org/t/julia-packages-for-meta-analysis/22451)

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**Author:** [@Juan](https://discourse.julialang.org/u/Juan)\
**Replies:** 3\
**Last updated:** [September 14, 2023, 7:52pm UTC](https://discourse.julialang.org/t/julia-packages-for-meta-analysis/22451 "2023-09-14T19:52:31Z")

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Hello. What Julia package can I use to easily do meta-analysis? Till now I’ve been using some R packages such as metafor or metagen. http://www.metafor-project.org/doku.php

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## [\`mode\` and \`modes\` fail in Distributions.jl](https://discourse.julialang.org/t/mode-and-modes-fail-in-distributions-jl/103634)

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**Author:** [@aerdely](https://discourse.julialang.org/u/aerdely)\
**Replies:** 3\
**Last updated:** [September 8, 2023, 9:41am UTC](https://discourse.julialang.org/t/mode-and-modes-fail-in-distributions-jl/103634 "2023-09-08T09:41:29Z")

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The Distributions.jl package does not calculate correctly the theoretical mode and/or modes under models like Binomial, Poisson and NegativeBinomial here some examples: using Distributions ## Example 1 B = Binomial(3, …

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## [Regression Variance Inflation Factor (VIF)](https://discourse.julialang.org/t/regression-variance-inflation-factor-vif/60233)

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**Author:** [@Storopoli](https://discourse.julialang.org/u/Storopoli)\
**Replies:** 7\
**Last updated:** [September 1, 2023, 5:54am UTC](https://discourse.julialang.org/t/regression-variance-inflation-factor-vif/60233 "2023-09-01T05:54:45Z")

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Hello, how do I check for VIF Variance inflation factor - Wikipedia in a GLM.jl lm model? I went through the JuliaStats org repositories and package documentations and could not find anything.

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## [Is there an equivalent in Julia for the R change point detection library ecp](https://discourse.julialang.org/t/is-there-an-equivalent-in-julia-for-the-r-change-point-detection-library-ecp/103422)

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**Author:** [@Vidyasagar\_Atmakuri](https://discourse.julialang.org/u/Vidyasagar_Atmakuri)\
**Replies:** 0\
**Last updated:** [August 31, 2023, 7:03pm UTC](https://discourse.julialang.org/t/is-there-an-equivalent-in-julia-for-the-r-change-point-detection-library-ecp/103422 "2023-08-31T19:03:42Z")

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I am rewriting an R based forecast model which is using the ecp library, specifically the e.divisive function for change point detection. Is there an equivalent package in Julia that I can use. https://rdrr.io/cran/ecp/…

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## [What are the t-tests in the GLM.jl's models?](https://discourse.julialang.org/t/what-are-the-t-tests-in-the-glm-jls-models/103261)

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**Author:** [@bertulli](https://discourse.julialang.org/u/bertulli)\
**Replies:** 7\
**Last updated:** [August 28, 2023, 7:38pm UTC](https://discourse.julialang.org/t/what-are-the-t-tests-in-the-glm-jls-models/103261 "2023-08-28T19:38:53Z")

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Hi all, I’m not sure about the meaning of the pretty prints of GLM.jl’s models: julia\> model StatsModels.TableRegressionModel{LinearModel{GLM.LmResp{Vector{Float64}}, GLM.DensePredChol{Float64, LinearAlgebra.CholeskyPiv…

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## [Wrong links to the Statistics standard library](https://discourse.julialang.org/t/wrong-links-to-the-statistics-standard-library/103009)

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**Author:** [@aerdely](https://discourse.julialang.org/u/aerdely)\
**Replies:** 4\
**Last updated:** [August 26, 2023, 9:14am UTC](https://discourse.julialang.org/t/wrong-links-to-the-statistics-standard-library/103009 "2023-08-26T09:14:42Z")

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It seems like the all code source links in the Julia manual for the Statistics module have changed, none of them works. For example for the first one Statistics.std this link does not work. Not even here is possible to …

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## [Loglikelihood vs logpdf](https://discourse.julialang.org/t/loglikelihood-vs-logpdf/102966)

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**Author:** [@jar1](https://discourse.julialang.org/u/jar1)\
**Replies:** 2\
**Last updated:** [August 19, 2023, 5:43am UTC](https://discourse.julialang.org/t/loglikelihood-vs-logpdf/102966 "2023-08-19T05:43:07Z")

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What is the relationship between StatsAPI.loglikelihood(d, x) and Distributions.logpdf(d, x) where d::Distribution and x is a draw from it? In the examples I’ve tried, they give the same results. let d = Normal(0,1) …

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## [Is there a package for "random vectors" like rv in R?](https://discourse.julialang.org/t/is-there-a-package-for-random-vectors-like-rv-in-r/102787)

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**Author:** [@Tamas\_Papp](https://discourse.julialang.org/u/Tamas_Papp)\
**Replies:** 8\
**Last updated:** [August 17, 2023, 3:57pm UTC](https://discourse.julialang.org/t/is-there-a-package-for-random-vectors-like-rv-in-r/102787 "2023-08-17T15:57:21Z")

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Kerman and Gelman (2007) introduced an interesting way to think about posterior simulations, implemented in rv in R. The basic idea is to implement (a vector of) posterior draws as first-class values, and overload arithm…

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## [Package for specification of hierarchical statistical models](https://discourse.julialang.org/t/package-for-specification-of-hierarchical-statistical-models/102792)

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**Author:** [@juliohm](https://discourse.julialang.org/u/juliohm)\
**Replies:** 1\
**Last updated:** [August 16, 2023, 6:47pm UTC](https://discourse.julialang.org/t/package-for-specification-of-hierarchical-statistical-models/102792 "2023-08-16T18:47:21Z")

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Suppose we are given a set of random variables X\_1, X\_2, \\ldots, X\_n and that we want to specify a statistical model involving these variables. For example, one may be interested in specifying two marginals X\_1 \\sim \\ma…

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## [Mann-Whitney U Test vs. simple Bayesian inference](https://discourse.julialang.org/t/mann-whitney-u-test-vs-simple-bayesian-inference/99676)

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**Author:** [@mthelm85](https://discourse.julialang.org/u/mthelm85)\
**Replies:** 2\
**Last updated:** [August 16, 2023, 2:02pm UTC](https://discourse.julialang.org/t/mann-whitney-u-test-vs-simple-bayesian-inference/99676 "2023-08-16T14:02:31Z")

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I’m looking at the Mann-Whitney U test from HypothesisTests.jl, and it is described as follows: Perform a Mann-Whitney U test of the null hypothesis that the probability that an observation drawn from the same populati…

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## [How to sample from MvNormal without allocating?](https://discourse.julialang.org/t/how-to-sample-from-mvnormal-without-allocating/96646)

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**Author:** [@markmbaum](https://discourse.julialang.org/u/markmbaum)\
**Replies:** 5\
**Last updated:** [August 15, 2023, 2:29pm UTC](https://discourse.julialang.org/t/how-to-sample-from-mvnormal-without-allocating/96646 "2023-08-15T14:29:28Z")

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Even using the in-place method rand! to sample from a MvNormal distribution seems to allocate some memory and be orders of magnitude slower than the univariate case. I only have a two dimensional case, so I was hoping to…

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## [lme4::lmList equivalent in Julia](https://discourse.julialang.org/t/lme4-lmlist-equivalent-in-julia/102670)

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**Author:** [@lindemann09](https://discourse.julialang.org/u/lindemann09)\
**Replies:** 2\
**Last updated:** [August 14, 2023, 10:23am UTC](https://discourse.julialang.org/t/lme4-lmlist-equivalent-in-julia/102670 "2023-08-14T10:23:43Z")

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The lme4 package in R has the function lmList, which I use heavily to examine shrinkage in mixed-models. MixedModels.jl does not seem to have the function. MixedModelsMakie.jl is great to visualize shrinkage, but it doe…

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## [How to "prioritize" choosing some parameters over others in Hyperopt.jl or similar packages](https://discourse.julialang.org/t/how-to-prioritize-choosing-some-parameters-over-others-in-hyperopt-jl-or-similar-packages/102594)

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**Author:** [@Datseris](https://discourse.julialang.org/u/Datseris)\
**Replies:** 5\
**Last updated:** [August 9, 2023, 11:37am UTC](https://discourse.julialang.org/t/how-to-prioritize-choosing-some-parameters-over-others-in-hyperopt-jl-or-similar-packages/102594 "2023-08-09T11:37:42Z")

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Hi there, I wasn’t sure whether I should have posted this in Statistics or in Optimization, but here it goes. I have a peculiar situation. I want to use Hyperopt.jl optimize a function quality(x::Vector{Int}). The funct…

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## [Real-number metric for quantifying the quality of a clustering output](https://discourse.julialang.org/t/real-number-metric-for-quantifying-the-quality-of-a-clustering-output/102385)

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**Author:** [@Datseris](https://discourse.julialang.org/u/Datseris)\
**Replies:** 2\
**Last updated:** [August 2, 2023, 9:37am UTC](https://discourse.julialang.org/t/real-number-metric-for-quantifying-the-quality-of-a-clustering-output/102385 "2023-08-02T09:37:56Z")

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Hi all, Given some data, and the output of DBSCAN applied to this data (or any other clustering algorithm really), I need a way to assign a real number that quantifies the “quality” of the DBSCAN clustering. I am wonde…

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## [Fusing measurement results](https://discourse.julialang.org/t/fusing-measurement-results/102100)

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**Author:** [@ufechner7](https://discourse.julialang.org/u/ufechner7)\
**Replies:** 3\
**Last updated:** [July 26, 2023, 11:12am UTC](https://discourse.julialang.org/t/fusing-measurement-results/102100 "2023-07-26T11:12:21Z")

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I have n measurements, statistically independant with n values x\_i and n standard deviations \\sigma\_i. How can I combine them to get one value and one standard deviation?

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