Sampling From A Multivariate Nd
Aug 14, 2006Does anyone have VBA code to sample from a multivariate normal distribution? The correlation can be the same for all variables.
View 2 RepliesDoes anyone have VBA code to sample from a multivariate normal distribution? The correlation can be the same for all variables.
View 2 RepliesI am trying to do multivariate polynomial regression in excel, trying to correlate data of the form y=f(x1,x2) with second order polynomials:
Y = c + a1*x1 + a2*x1^2 + a3^x1^3 + b1*x2 + b2*x2^2 + b3*x2^3
Using the following command, I have achieved this:
=LINEST(A2:A10,B2:B10^{1,2,3,0,0,0}*C2:C10^{0,0,0, 1,2,3},TRUE,TRUE)
theory Excel uses for this kind of regression?
I have a multivariate dataset with a large number of cases. eg. 50.000 cases (data points) and 40 variables. I need to calculate the distances between each pair of data points in this 40-dimensional space. Obviously i cannot produce a whole data matrix, which would have to be 50.000 x 50.000 big. but i need at least the average distance - if N is the number of cases there are (N*N-N)/2 possible pairs of points. Idealy, the (N*N-N)/2 distances could be placed in a column so i could make a histogram of the values. Still this doesn't seem like a very good solution as the (N*N-N)/2 distances if N=50.000 would fill about 75 worksheets!
Here is a simplified exaple of what i want to do, but with N=4 and only 3 variables:
original data:
IDv1v2v3
1103010
2202510
3202020
4402015
Distance matrix:
1234
10 11,1803398917,3205080832,01562119
211,18011,1803398921,21320344
317,32 11,18033989020,61552813
432,01 21,2132034420,615528130
I'm trying to take a random sample without replacement. The sample is also partially representative, e.g. if a certain proportion of the data are Class A and a certain proportion is Class B, that proportion is maintained in the sample. After the proportions are set, the observations within each class are randomized.
Is there anyway to sample a number of rows, where the number of rows is based on the value in another cell, without having to use a lookup function or index match? Sorry if the question is a little unclear; please let me know if you need any clarification.
I have a file (see SAMPLE file attached) with over 2000 records. I need to know if there is a way to do a sampling or random selection by ethnicity and gender in order to get a diverse population for only 60 individuals. The selection criteria should be on ethinicity and gender.
Is this possible?
I have a set of data that represents points in a cycle. I would like a way to take a subsample of the data at discrete percentages (i.e., 0%, 5%, 10%......100%).
View 3 Replies View RelatedI need to audit files produced by others based on a numerical sampling. For instance, I may need to audit every 5th file for one person, but every 12th file for person 2.
Does XL (2007) have an easier way to select every "Xth" file than numbering the lines manually?
I have 3 calculations I would like to make based on data in the spread sheet and I can't seem to get them to work with data from the two separate columns.
I tried a few of the index match max formulas I found here and could only get them to work with one column of data.
I have the spread sheet attached and the 3 calks I want to do are blank on the bottom.
I am using Excel 2011 for Mac