Earlier in August I was on the R user conference which this year took place in Dortmund. It was a quite an exciting event gathering around 500 people from around the globe and featuring 170 presentations and talks. Topics varied from new developments in the R system, newly implemented statistical methods as well as plethora 
I’ve previously posted about two design flaws in R. The first post was about how R produces reversed sequences from a:b when a>b, with bad consequences in “for” statements (and elsewhere). The second post was about how R by default drops dimensions in expressions like M when i:j is a sequence only one long (ie, 
Jim Albert has a blog based on his book Bayesian Computation in R. Unfortunately, it seems they haven't been updating it too much recently but it looks like what's there is pretty good.
In those Copula codes you can get a rough idea what copula is, how to estimate and simulate it, how to test its performance, etc., to help you visualize what on earth the copula should look like, below R code draws plots of some widely used copulas.ht...
In a comment on my first post on design flaws in the R language, Longhai remarked that he has encountered problems as a result of R’s default behaviour of dropping a dimension of a matrix when you select only one row/column from that dimension. This was indeed the design flaw that I was going to 
The useR! 2008 meeting is about to commence. Although I am not able to go this year I will be keeping a close eye on the talks and slides that (I assume) will be posted. Last years useR! meeting (which … Continue reading →
We've just posted an updated version of GGobi - version 2.1.8. This version fixes a number of small bugs, particularly with theDescribeDisplay plugin. If you are on windows, make sure to also update to the latest version of gtk linked from the downlo...
We've just posted an updated version of GGobi - version 2.1.8. This version fixes a number of small bugs, particularly with theDescribeDisplay plugin. If you are on windows, make sure to also update to the latest version of gtk linked from the downlo...
Simple demonstration codes for process simulation in R, including Brownian motion simulation, Poisson process simulatio, Euler scheme simulation for Geometric Brownian motion, the mean-reverting process, and the process with two 'attractors', etc.http...
A short-rate model is usually calibrated to some initial structures in the market, typically the initial yield curve, the caps volatility surface, the swaptions volatility surface, and possibly other products, thus determining the model parameters. Va...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
