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Like approximate entropy (ApEn), Sample entropy (SampEn) is a measure of complexity. [1] But it does not include self-similar patterns as ApEn does. For a given embedding dimension, tolerance and number of data points, SampEn is the negative natural logarithm of the probability that if two sets of simultaneous data points of length have distance < then two sets of simultaneous data points of ...
In R, this test is performed by function bgtest, available in package lmtest. [5] [6] In Stata, this test is performed by the command estat bgodfrey. [7] [8] In SAS, the GODFREY option of the MODEL statement in PROC AUTOREG provides a version of this test. In Python Statsmodels, the acorr_breusch_godfrey function in the module statsmodels.stats ...
Introduced in Python 2.2 as an optional feature and finalized in version 2.3, generators are Python's mechanism for lazy evaluation of a function that would otherwise return a space-prohibitive or computationally intensive list. This is an example to lazily generate the prime numbers:
There are eight observations, so the median is the mean of the two middle numbers, (2 + 13)/2 = 7.5. Splitting the observations either side of the median gives two groups of four observations. The median of the first group is the lower or first quartile, and is equal to (0 + 1)/2 = 0.5.
gretl is an example of an open-source statistical package. ADaMSoft – a generalized statistical software with data mining algorithms and methods for data management; ADMB – a software suite for non-linear statistical modeling based on C++ which uses automatic differentiation; Chronux – for neurobiological time series data; DAP – free ...
Condition numbers can also be defined for nonlinear functions, and can be computed using calculus.The condition number varies with the point; in some cases one can use the maximum (or supremum) condition number over the domain of the function or domain of the question as an overall condition number, while in other cases the condition number at a particular point is of more interest.
Rainflow counting identifies the closed cycles in a stress-strain curve. The rainflow-counting algorithm is used in calculating the fatigue life of a component in order to convert a loading sequence of varying stress into a set of constant amplitude stress reversals with equivalent fatigue damage.
In statistics, Mallows's, [1] [2] named for Colin Lingwood Mallows, is used to assess the fit of a regression model that has been estimated using ordinary least squares.It is applied in the context of model selection, where a number of predictor variables are available for predicting some outcome, and the goal is to find the best model involving a subset of these predictors.