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原创 KL Divergence between two multivariate normal distributions(使用了trace 和Expection的性质)
http://stats.stackexchange.com/questions/60680/kl-divergence-between-two-multivariate-gaussiansI give a detailed derivation process for the KL Divergence between two multivariate normal distributions.
2015-10-29 12:58:43 4459
原创 如何提取并输出使用forecast函数的预测值,ARIMA model in R
Example code with given Fourier series order K<R>#for daily time series forecasting and plot the forecasting result, ref : http://robjhyndman.com/hyndsight/longseasonality/n <- 2000m <- 200y <- ts(rn
2015-10-20 13:39:04 22186
转载 python 函数中或者new一个对象的时候 默认值如果设为list, dict, or sets要注意
ref:http://docs.python-guide.org/en/latest/writing/gotchas/函数的默认值要注意!!!如果是list, dict ,sets 给默认值得时候 不要在arguments 里面给,要在函数内部给exampleclass T:def __init__(self, a1 = []):self.a1 =
2015-10-14 17:11:24 1583
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