Re: HELP IN RECURSIVE ESTIMATION WITH MATHEMATICA
- To: mathgroup at smc.vnet.net
- Subject: [mg78122] Re: HELP IN RECURSIVE ESTIMATION WITH MATHEMATICA
- From: David Bailey <dave at Remove_Thisdbailey.co.uk>
- Date: Sat, 23 Jun 2007 07:12:48 -0400 (EDT)
- References: <f5gall$gbj$1@smc.vnet.net>
Cecilia Maria Caruso wrote: > Hallo, > I'm Cecilia Caruso, an italian management engineer who is going to take her II level degree. I'm studying for my final work in Statistical Quality Control and i need some informations. > > My teacher used a sigmoidal model to study a process and she used fitting tools of Mathematica to manage and study the data. > Now i have to perform CUSUM and CUSUMQ tests on it, to test the constancy of parameters vector along the time. > > I must use a "recursive least squares" estimation method to perform the tests. I must use this method because the tests involve recursive residuals. I have a "Mathematica 5.1" version and i can't see if it's possible to perform these tests with your software. > Can you help me? Is it possible to perform these tests with Mathematica 5.1? > Thank you so much > Greetings, > Cecilia Maria Caruso > > > ------------------------------------------------------ > Scegli infostrada: ADSL gratis per tutta l=92estate e telefoni senza canone Telecom > http://click.libero.it/infostrada > > > This is a bit like looking at a hammer and asking if it would be suitable for constructing a particular kind of garden shed! It is possible that someone has a package that does what you require, but otherwise you will have to program Mathematica to do what you want. I would be very cautious about using any computerised mathematical method without having a reasonable understanding of what it is trying to do, and how it should be applied to your application. Don't just use some software like a black box! David Bailey http://www.dbaileyconsultancy.co.uk