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  2. Generalized linear mixed model - Wikipedia

    en.wikipedia.org/wiki/Generalized_linear_mixed_model

    The Python Statsmodels package supports binomial and poisson implementations. [14] The Julia package MixedModels.jl provides a function called GeneralizedLinearMixedModel that fits a generalized linear mixed model to provided data. [15] DHARMa: residual diagnostics for hierarchical (multi-level/mixed) regression models (utk.edu) [16]

  3. Stochastic simulation - Wikipedia

    en.wikipedia.org/wiki/Stochastic_simulation

    In order to determine the next event in a stochastic simulation, the rates of all possible changes to the state of the model are computed, and then ordered in an array. Next, the cumulative sum of the array is taken, and the final cell contains the number R, where R is the total event rate.

  4. Generalized additive model - Wikipedia

    en.wikipedia.org/wiki/Generalized_additive_model

    The recommended package in R for GAMs is mgcv, which stands for mixed GAM computational vehicle, [11] which is based on the reduced rank approach with automatic smoothing parameter selection. The SAS proc GAMPL is an alternative implementation. In Python, there is the PyGAM package, with similar features to R's mgcv.

  5. Poisson binomial distribution - Wikipedia

    en.wikipedia.org/wiki/Poisson_binomial_distribution

    An R package poibin was provided along with the paper, [13] which is available for the computing of the cdf, pmf, quantile function, and random number generation of the Poisson binomial distribution. For computing the PMF, a DFT algorithm or a recursive algorithm can be specified to compute the exact PMF, and approximation methods using the ...

  6. Bernstein polynomial - Wikipedia

    en.wikipedia.org/wiki/Bernstein_polynomial

    Here, we take advantage of the fact that Bernstein polynomials look like Binomial expectations. We split the interval into a lattice of n discrete values. Then, to evaluate any f(x), we evaluate f at one of the n lattice points close to x, randomly chosen by the Binomial distribution. The expectation of this approximation technique is ...

  7. Binomial regression - Wikipedia

    en.wikipedia.org/wiki/Binomial_regression

    Binomial regression is closely connected with binary regression. If the response is a binary variable (two possible outcomes), then these alternatives can be coded as 0 or 1 by considering one of the outcomes as "success" and the other as "failure" and considering these as count data : "success" is 1 success out of 1 trial, while "failure" is 0 ...

  8. Binomial options pricing model - Wikipedia

    en.wikipedia.org/wiki/Binomial_options_pricing_model

    The binomial pricing model traces the evolution of the option's key underlying variables in discrete-time. This is done by means of a binomial lattice (Tree), for a number of time steps between the valuation and expiration dates. Each node in the lattice represents a possible price of the underlying at a given point in time.

  9. Erdős–Rényi model - Wikipedia

    en.wikipedia.org/wiki/Erdős–Rényi_model

    A graph generated by the binomial model of Erdős and Rényi (p = 0.01) In the (,) model, a graph is chosen uniformly at random from the collection of all graphs which have nodes and edges. The nodes are considered to be labeled, meaning that graphs obtained from each other by permuting the vertices are considered to be distinct.