One of the most frequent used techniques in statistics is linear regression where we investigate the potential relationship between a variable of interest (often called the response variable but there are many other names in use) and a set of one of more variables (known as the independent variables or some other term). Unsurprisingly...
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A common model used in the financial industry for modelling the short rate (think overnight rate, but actually an infinitesimally short amount of time) is the Vasicek model. Although it is unlikely to perfectly fit the yield curve, it has some nice properties that make it a good model to work with. ...
A few months ago, Latuszyński, Kosmidis, Papaspiliopoulos and Roberts arXived a paper I should have noticed earlier as its topic is very much related to our paper with Randal Douc on the vanilla Rao-Blackwellisation scheme. It is motivated by the Bernoulli factory problem, which aims at (unbiasedly) estimating f(p) from an iid sequence of...
There's a new local R User Group in San Diego (CA, USA), and they're meeting tonight. If you're in the area, why not RSVP and come along? The topic looks great: Our speaker, Scott Wallihan, will be covering how to expand R's functionality through custom packages. This topic will be covered over two meetings....
The latest version of R from the R Project, R 2.11.0, is now available in source code form. Binaries for Windows, Mac and Linux will appear in your local CRAN mirror in the next few days. Some new features include: Support for rendering bitmap images in graphics devices, via a new function rasterImage() The...
The new R 2.11.0 is out! Get it from here. Take a look at these posts for some miscellaneous advices to make the upgrade easier. Also this thread on stackoverflow can be of some value. Fell free to contribute with suggestions about how to upgrade your ...
In David Smith’s latest blog post (which, in a sense, is a continued response to the latest public attack on R), there was a comment by Barry that caught my eye. Barry wrote: Even I get caught out on R quirks after 20 years of using it. Compare letters and letters for the most...
The Department of methodology and Evaluation Research at Universität Jena has made available a set of free online video courses on data analysis.They cover topics that are particularly relevant to psychology and social science researchers, including ...
Click on image for a larger version. Here is the code: par(bg="black") par(mar=c(0,0,0,0)) plot(sort(rpois(10000,100))/rpois(10000,100),frame.plot=F,pch=20,col="blue")
This is one way to check for the version of PGF that is installed in an automated way. First create a tex file with the following contents: \documentclass{article} \usepackage{tikz} \batchmode \makeatletter \typeout{PGFVersion=\pgfversion} \@@end Say y...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
