# Statistics

**URL:** https://discourse.julialang.org/c/domain/stats/12.md?page=6

[Latest](https://discourse.julialang.org/latest.md) · [Categories](https://discourse.julialang.org/categories.md) · [Tags](https://discourse.julialang.org/tags.md)

**Page:** 7

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## [Announcement: econometrics notes, and another econometrics.jl](https://discourse.julialang.org/t/announcement-econometrics-notes-and-another-econometrics-jl/5348)

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**Author:** [@mcreel](https://discourse.julialang.org/u/mcreel)\
**Replies:** 8\
**Last updated:** [April 9, 2023, 11:20am UTC](https://discourse.julialang.org/t/announcement-econometrics-notes-and-another-econometrics-jl/5348 "2023-04-09T11:20:17Z")

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Another econometrics resource that uses Julia: I am adapting my graduate level teaching notes so that the examples use Julia. These notes are at the first year Ph.D. level, and cover basic topics such as linear regressio…

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## [In GaussianProcess.jl it is throwing error if I choose \`MeanConst()\`](https://discourse.julialang.org/t/in-gaussianprocess-jl-it-is-throwing-error-if-i-choose-meanconst/97008)

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**Author:** [@Sourish](https://discourse.julialang.org/u/Sourish)\
**Replies:** 9\
**Last updated:** [April 4, 2023, 12:08pm UTC](https://discourse.julialang.org/t/in-gaussianprocess-jl-it-is-throwing-error-if-i-choose-meanconst/97008 "2023-04-04T12:08:15Z")

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Hi In the following code, I am trying to implement a constant mean function from GaussianProcesses.jl. But it is throwing an error stating no method matching MeanConst() using GaussianProcesses n = 100; x = 2π \* rand(n…

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## [VARX Model Estimation and Analysis](https://discourse.julialang.org/t/varx-model-estimation-and-analysis/96503)

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**Author:** [@DionysisPap](https://discourse.julialang.org/u/DionysisPap)\
**Replies:** 8\
**Last updated:** [March 24, 2023, 4:51pm UTC](https://discourse.julialang.org/t/varx-model-estimation-and-analysis/96503 "2023-03-24T16:51:38Z")

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As a beginner, i would like to ask if Julia provides any package (or function) for black box polynomial model estimation (preferably VARX model) and anaylis.

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## [How can I perform GLM regression on column names with spaces?](https://discourse.julialang.org/t/how-can-i-perform-glm-regression-on-column-names-with-spaces/96442)

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**Author:** [@bertulli](https://discourse.julialang.org/u/bertulli)\
**Replies:** 6\
**Last updated:** [March 22, 2023, 5:06pm UTC](https://discourse.julialang.org/t/how-can-i-perform-glm-regression-on-column-names-with-spaces/96442 "2023-03-22T17:06:37Z")

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Hi all, very noob question but I can’t find an answer. I’m trying to do a linear regression on some data I have: julia\> df\_under\_test\[:, \[instruction\_sym, measure\_power\_sym, binary\_weight\_sym\]\] 1165×3 DataFrame Row │…

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## [Replace Rmath RNGs](https://discourse.julialang.org/t/replace-rmath-rngs/96231)

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**Author:** [@ArunSanganal](https://discourse.julialang.org/u/ArunSanganal)\
**Replies:** 1\
**Last updated:** [March 17, 2023, 7:25am UTC](https://discourse.julialang.org/t/replace-rmath-rngs/96231 "2023-03-17T07:25:04Z")

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I have gone through issue#294\[1\], and the PR\[2\], matbesancon, who made the PR wrote the #TODO for every unchecked distribution in the issue. (Hypergeometric, NegativeBinomial, NoncentralChisq, poison, and skellam) but ap…

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## [On-the-flight kernel density estimation?](https://discourse.julialang.org/t/on-the-flight-kernel-density-estimation/95817)

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**Author:** [@lmiq](https://discourse.julialang.org/u/lmiq)\
**Replies:** 15\
**Last updated:** [March 13, 2023, 5:12pm UTC](https://discourse.julialang.org/t/on-the-flight-kernel-density-estimation/95817 "2023-03-13T17:12:03Z")

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I have the following type of problem: imagine a Monte-Carlo simulation generating some data, and I want to estimate the density function for that simulation. I cannot store the data for each Monte-Carlos step, which woul…

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## [PCA on one time series variable into components](https://discourse.julialang.org/t/pca-on-one-time-series-variable-into-components/95915)

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**Author:** [@BMval](https://discourse.julialang.org/u/BMval)\
**Replies:** 3\
**Last updated:** [March 11, 2023, 8:54pm UTC](https://discourse.julialang.org/t/pca-on-one-time-series-variable-into-components/95915 "2023-03-11T20:54:54Z")

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I tried to use PCA from MultivariateStats, and I got a little bit stuck. I have a one-time series variable - Y. I need to decompose it into orthogonal factors (by using PCA). It looks like a number of factors can be l…

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## [Dot broadcasting of an assignment to a tuple](https://discourse.julialang.org/t/dot-broadcasting-of-an-assignment-to-a-tuple/95829)

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**Author:** [@dmbates](https://discourse.julialang.org/u/dmbates)\
**Replies:** 1\
**Last updated:** [March 9, 2023, 11:09pm UTC](https://discourse.julialang.org/t/dot-broadcasting-of-an-assignment-to-a-tuple/95829 "2023-03-09T23:09:20Z")

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The context of this question is an algorithm called iteratively re-weighted least squares (IRLS) used to fit generalized linear models (GLMs). At each iteration vectors of the mean responses, μ, the unit deviances, dev, …

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## [Cumulative distribution function results are not perfectly fit for simulation and analytical methods](https://discourse.julialang.org/t/cumulative-distribution-function-results-are-not-perfectly-fit-for-simulation-and-analytical-methods/94747)

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**Author:** [@Jian\_ZUO](https://discourse.julialang.org/u/Jian_ZUO)\
**Replies:** 4\
**Last updated:** [March 8, 2023, 4:36pm UTC](https://discourse.julialang.org/t/cumulative-distribution-function-results-are-not-perfectly-fit-for-simulation-and-analytical-methods/94747 "2023-03-08T16:36:47Z")

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Hi everyone, I have a task to analytically compute a Cumulative distribution function (CDF) for the Gamma process with random effects. I developed the computation based on follows: In my case, I set: using Distribut…

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## [What loss to enforce the \`i.i.d\`ness of a dataset?](https://discourse.julialang.org/t/what-loss-to-enforce-the-i-i-d-ness-of-a-dataset/95731)

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**Author:** [@lrnv](https://discourse.julialang.org/u/lrnv)\
**Replies:** 0\
**Last updated:** [March 8, 2023, 12:11pm UTC](https://discourse.julialang.org/t/what-loss-to-enforce-the-i-i-d-ness-of-a-dataset/95731 "2023-03-08T12:11:47Z")

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Hi, I need some help to find a coherent loss to encode the properties i need about my estimator. I want to split a dataset in two, in the Fourrier sense (the infinite divisibility sense). More precisely, consider that …

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## [Linear regression without the intercept term](https://discourse.julialang.org/t/linear-regression-without-the-intercept-term/18063)

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**Author:** [@leejm516](https://discourse.julialang.org/u/leejm516)\
**Replies:** 7\
**Last updated:** [March 8, 2023, 9:14am UTC](https://discourse.julialang.org/t/linear-regression-without-the-intercept-term/18063 "2023-03-08T09:14:32Z")

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In GLM.jl, the use of DataFrame is preferred, but the lm function does support the use of vectors and matrices. In the latter case, however, I can’t do fit without the intercept term (i.e. b0 = 0). Is there a way to do t…

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## [LMM coefficient difference](https://discourse.julialang.org/t/lmm-coefficient-difference/95626)

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**Author:** [@PharmCat](https://discourse.julialang.org/u/PharmCat)\
**Replies:** 0\
**Last updated:** [March 6, 2023, 6:05pm UTC](https://discourse.julialang.org/t/lmm-coefficient-difference/95626 "2023-03-06T18:05:04Z")

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Hello! I try to use MixedModels and GLM for binary data outcome analysis. So I have model: @formula(resp ~ pred1 + pred2) where pred1 and pred2 are continuous predictors. I fit model with Bernoulli() distribution an…

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## [Appel F1 implementation in Julia?](https://discourse.julialang.org/t/appel-f1-implementation-in-julia/95587)

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**Author:** [@LolianSh](https://discourse.julialang.org/u/LolianSh)\
**Replies:** 1\
**Last updated:** [March 6, 2023, 3:35am UTC](https://discourse.julialang.org/t/appel-f1-implementation-in-julia/95587 "2023-03-06T03:35:45Z")

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Hi, do you guys know if there is any impelemntation of the Appel hypergeometric function in Julia? AppellF1\[a, b1, b2, c, x, y\] I had a look into HypergeometricFunctions.jl, but only found the implementation of Gauss’s…

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## [Is it worthwhile for a regular Julia user to learn SQL?](https://discourse.julialang.org/t/is-it-worthwhile-for-a-regular-julia-user-to-learn-sql/95387)

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**Author:** [@oviedorodolfo](https://discourse.julialang.org/u/oviedorodolfo)\
**Replies:** 4\
**Last updated:** [March 4, 2023, 2:03am UTC](https://discourse.julialang.org/t/is-it-worthwhile-for-a-regular-julia-user-to-learn-sql/95387 "2023-03-04T02:03:56Z")

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Is it worthwhile to learn SQL for someone who will seldom need to access SQL databases? I so, what dialect?

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## [Sum or convolution of discrete uniform random variable](https://discourse.julialang.org/t/sum-or-convolution-of-discrete-uniform-random-variable/15426)

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**Author:** [@leclere](https://discourse.julialang.org/u/leclere)\
**Replies:** 10\
**Last updated:** [March 3, 2023, 2:22pm UTC](https://discourse.julialang.org/t/sum-or-convolution-of-discrete-uniform-random-variable/15426 "2023-03-03T14:22:14Z")

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Hello, I am interested in the convolution of random independent discrete variables (and in particular uniform discrete random variables). Is there an efficient way of constructing this ? Or should I just write my own co…

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## [\[Turing.jl\] How to generate samples ("observations") from a model](https://discourse.julialang.org/t/turing-jl-how-to-generate-samples-observations-from-a-model/95258)

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**Author:** [@dmetivie](https://discourse.julialang.org/u/dmetivie)\
**Replies:** 6\
**Last updated:** [March 2, 2023, 8:05am UTC](https://discourse.julialang.org/t/turing-jl-how-to-generate-samples-observations-from-a-model/95258 "2023-03-02T08:05:20Z")

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Hello, Let say I define a Turing model and would like to use it to generate not only from prior but also some associated y observations. Here is an example: @model function mymodel(y::AbstractVector{F}) where {F\<:Real}…

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## [Is there a library function to fit an identity-link NB1 regression model?](https://discourse.julialang.org/t/is-there-a-library-function-to-fit-an-identity-link-nb1-regression-model/92824)

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**Author:** [@jacques1](https://discourse.julialang.org/u/jacques1)\
**Replies:** 8\
**Last updated:** [March 1, 2023, 8:37am UTC](https://discourse.julialang.org/t/is-there-a-library-function-to-fit-an-identity-link-nb1-regression-model/92824 "2023-03-01T08:37:14Z")

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I would like to build an identity link negative binomial 1 glm model for some data (where negative binomial 1 means that the dispersion parameter is of the form (1 + theta)\*mean). This means I need to simultaneously cont…

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## [Multi output Gaussian Process package?](https://discourse.julialang.org/t/multi-output-gaussian-process-package/95335)

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**Author:** [@lsablon](https://discourse.julialang.org/u/lsablon)\
**Replies:** 3\
**Last updated:** [February 28, 2023, 4:00pm UTC](https://discourse.julialang.org/t/multi-output-gaussian-process-package/95335 "2023-02-28T16:00:54Z")

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Hello, I am attempting to predict temperatures on a grid using a small dataset. Based on my research, I believe that Gaussian Processes would be the most effective approach. However, I am having trouble finding a packag…

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## [What is the difference between the two methods of lm on GLM.jl](https://discourse.julialang.org/t/what-is-the-difference-between-the-two-methods-of-lm-on-glm-jl/95140)

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**Author:** [@dpabon](https://discourse.julialang.org/u/dpabon)\
**Replies:** 2\
**Last updated:** [February 25, 2023, 3:00pm UTC](https://discourse.julialang.org/t/what-is-the-difference-between-the-two-methods-of-lm-on-glm-jl/95140 "2023-02-25T15:00:17Z")

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The application of each one of the methods produced a different result: using DataFrames using GLM new\_x = rand(100,3) new\_y = rand(100) GLM.lm(new\_x, new\_y) Produce: LinearModel{GLM.LmResp{Vector{Float64}}, GLM.Den…

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## [Suggestion for homepage of https://juliastats.org/](https://discourse.julialang.org/t/suggestion-for-homepage-of-https-juliastats-org/94948)

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**Author:** [@ForestRaven](https://discourse.julialang.org/u/ForestRaven)\
**Replies:** 3\
**Last updated:** [February 25, 2023, 12:04am UTC](https://discourse.julialang.org/t/suggestion-for-homepage-of-https-juliastats-org/94948 "2023-02-25T00:04:00Z")

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Hi, Looking for ressources on statistics with Julia, I came across https://juliastats.org/. As a Julia noob, I expected the links on the main page to redirect to the documentation of each package. Instead, it points to…

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## [Problem with multi-armed bandit problem: explore vs. exploit dilemmas](https://discourse.julialang.org/t/problem-with-multi-armed-bandit-problem-explore-vs-exploit-dilemmas/95002)

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**Author:** [@rocco\_sprmnt21](https://discourse.julialang.org/u/rocco_sprmnt21)\
**Replies:** 4\
**Last updated:** [February 22, 2023, 1:56pm UTC](https://discourse.julialang.org/t/problem-with-multi-armed-bandit-problem-explore-vs-exploit-dilemmas/95002 "2023-02-22T13:56:22Z")

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A methodology which is called Thompson sampling per multi-armed bandit problem is illustrated here § 3.8 Example: Bayesian Bandits In the description of this simulated experiment I cannot understand this instruction …

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## [How get the values of pdf function Beta](https://discourse.julialang.org/t/how-get-the-values-of-pdf-function-beta/94962)

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**Author:** [@rocco\_sprmnt21](https://discourse.julialang.org/u/rocco_sprmnt21)\
**Replies:** 12\
**Last updated:** [February 22, 2023, 7:53am UTC](https://discourse.julialang.org/t/how-get-the-values-of-pdf-function-beta/94962 "2023-02-22T07:53:51Z")

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using Distributions using StatsPlots plot(Beta(1, 1), ylim=(0, 5), size=(400, 300), label=false, xlabel="x", ylabel="P(x)", title="Beta distribution shapes") How does plot get the values of the Beta pdfunction …

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## [What does lp and crank refer to in the prediction](https://discourse.julialang.org/t/what-does-lp-and-crank-refer-to-in-the-prediction/94233)

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**Author:** [@Nobel\_Chowdary](https://discourse.julialang.org/u/Nobel_Chowdary)\
**Replies:** 1\
**Last updated:** [February 20, 2023, 6:59am UTC](https://discourse.julialang.org/t/what-does-lp-and-crank-refer-to-in-the-prediction/94233 "2023-02-20T06:59:44Z")

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## [Empirical distribution type for continuous variables](https://discourse.julialang.org/t/empirical-distribution-type-for-continuous-variables/5676)

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**Author:** [@juliohm](https://discourse.julialang.org/u/juliohm)\
**Replies:** 18\
**Last updated:** [February 14, 2023, 2:48pm UTC](https://discourse.julialang.org/t/empirical-distribution-type-for-continuous-variables/5676 "2023-02-14T14:48:24Z")

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Is there a functionality somewhere in StatsBase.jl or Distributions.jl for computing statistics from an empirical distribution type? Specifically, suppose I have samples in the real line, and that I want to compute the q…

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## [How to calculate correlation and covariance matrix between columns of a TimeArray](https://discourse.julialang.org/t/how-to-calculate-correlation-and-covariance-matrix-between-columns-of-a-timearray/94038)

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**Author:** [@mdogan](https://discourse.julialang.org/u/mdogan)\
**Replies:** 1\
**Last updated:** [February 4, 2023, 8:16pm UTC](https://discourse.julialang.org/t/how-to-calculate-correlation-and-covariance-matrix-between-columns-of-a-timearray/94038 "2023-02-04T20:16:26Z")

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I’m new to Julia. I want to calculate the correlation and covariance matrix of the columns of a TimeArray. To reproduce my example, I copied my code below to construct a TimeArray. using DataFrames using TimeSeries da…

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## [Distribution of sum of random variables](https://discourse.julialang.org/t/distribution-of-sum-of-random-variables/69023)

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**Author:** [@alexdmeyer](https://discourse.julialang.org/u/alexdmeyer)\
**Replies:** 18\
**Last updated:** [February 2, 2023, 3:06pm UTC](https://discourse.julialang.org/t/distribution-of-sum-of-random-variables/69023 "2023-02-02T15:06:35Z")

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Hey Julia folks, An equation I came across in my research requires evaluating the distribution of a linear combination of two random variables, aX + bY. Does the Distributions.jl package have a nice way to do this? More…

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## [New package: ApproximateVI.jl](https://discourse.julialang.org/t/new-package-approximatevi-jl/93454)

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**Author:** [@Nikos\_Gianniotis](https://discourse.julialang.org/u/Nikos_Gianniotis)\
**Replies:** 5\
**Last updated:** [January 28, 2023, 7:56pm UTC](https://discourse.julialang.org/t/new-package-approximatevi-jl/93454 "2023-01-28T19:56:57Z")

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Hello everyone, I recently wrapped up some code of mine and decided for my own sake to package it and register it with general Julia registry. The package can be found here: The package is about approximating an intr…

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## [StatsModels.jl: upcoming breaking changes to captured functions calls](https://discourse.julialang.org/t/statsmodels-jl-upcoming-breaking-changes-to-captured-functions-calls/93475)

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**Author:** [@dave.f.kleinschmidt](https://discourse.julialang.org/u/dave.f.kleinschmidt)\
**Replies:** 0\
**Last updated:** [January 24, 2023, 5:32pm UTC](https://discourse.julialang.org/t/statsmodels-jl-upcoming-breaking-changes-to-captured-functions-calls/93475 "2023-01-24T17:32:25Z")

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We recently merged a long-standing PR #183 (which some of you may remember from a juliacon talk in 2020 :scream: ) which is a fairly deep re-thinking of how we handle captured function calls, like the log in @formula(lo…

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## [Different behaviors on Latin Hypercube Sampling from two packages](https://discourse.julialang.org/t/different-behaviors-on-latin-hypercube-sampling-from-two-packages/93076)

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**Author:** [@MJulia](https://discourse.julialang.org/u/MJulia)\
**Replies:** 8\
**Last updated:** [January 23, 2023, 11:51am UTC](https://discourse.julialang.org/t/different-behaviors-on-latin-hypercube-sampling-from-two-packages/93076 "2023-01-23T11:51:22Z")

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I tried QuasiMonteCarlo.jl and LatinHypercubeSampling.jl. #for QuasiMonteCarlo.jl s1 = QuasiMonteCarlo.sample(25, \[0.0,0.0\], \[1.0,1.0\], LatinHypercubeSample()) 2×25 Matrix{Float64}: 0.4 0.56 0.96 1.0 0.68 0.16…

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## [Ignore, please (uninformed question)](https://discourse.julialang.org/t/ignore-please-uninformed-question/93390)

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**Author:** [@mcreel](https://discourse.julialang.org/u/mcreel)\
**Replies:** 1\
**Last updated:** [January 23, 2023, 10:32am UTC](https://discourse.julialang.org/t/ignore-please-uninformed-question/93390 "2023-01-23T10:32:28Z")

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In the course of preparing materials to explain boxplots to students, I am seeing something odd with the whiskers in a boxplot. The code ## example box X = randn(100) M = median(X) Q1 = quantile(X,0.25) Q3 = quantile(X,…

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