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multivariate_regression_example_pulmonary_data.R

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Simon Fraser University

Example: Contrasting Univariate and Multivariate Analyses

Consider the two classes indicated by `H' and `O' in Figure 7.1. The results are shown in Figure 7.2. data random; drop n; Group = 'H'; do n = 1 to 20; X = 4.5 + 2 * normal(57391); Y = X + .5 + normal ...
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Example estimate_multivariate_normal: FittingTest::BestModelBIC fails to compute the BIC

In the example Estimate a multivariate distribution, generated from estimate_multivariate_distribution.ipynb, cell 8, copulas are built from 2D marginals of a 4D Sample. The method BestModelBIC of the ...