A few weeks ago I suddenly reached the point that every graduate student once thought would never come - time to start writing my thesis. With a blank page and a blinking cursor staring me in the face it's time to compile all of my published and unpubl...
Monthly Archives: August 2010
Even Simpler Multivariate Correlated Simulations
So after yesterday’s post on Simple Simulation using Copulas I got a very nice email that basically begged the question, “Dude, why are you making this so hard?” The author pointed out that if what I really want is a Gaussian correlation structure for Gaussian distributions then I could simply use the mvrnorm() function from
Zurich 2010: R Course for Students
(This article was first published on Rmetrics blogs, and kindly contributed to R-bloggers) To leave a comment for the author, please follow the link and comment on his blog: Rmetrics blogs. R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web...
Map colors
Reader P was kind enough to make us a new color map so I promptly played around with it and other parameters. Need to figure out how to drop the labels and ticks on the “map” map.axes() is no help. In anycase, I had a day long struggle with my R set up, its all 
NppToR 2.4.0 Adds Auto-Completion
I’ve had a wonderful summer, very busy, but now I’ve finally had some time to sit down and program some thing on NppToR that I’ve been wanting to get out. Thanks to Yihui Xie and his wonderful R script for generating auto-completion files, NppToR now has a dynamic Auto-Completion feature like the Dynamic Syntax generation
Econometrics and R
Econometricians seem to be rather slow to adopt new methods and new technology (compared to other areas of statistics), but slowly the use of R is spreading. I’m now receiving requests for references showing how to use R in econometrics, and so I thought it might be helpful to post a few suggestions here. A
Hyper-g priors
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Earlier this month, Daniel Sabanés Bové and Leo Held posted a paper about g-priors on arXiv. While I glanced at it for a few minutes, I did not have the chance to get a proper look at it till last Sunday. The g-prior was first introduced by the late Arnold Zellner for (standard) linear models, 
The Chosen One
Toss one hundred different balls into your basket. Shuffle them up and select one with equal probability amongst the balls. That ball you just selected, it’s special. Before you put it back, increase its weight by 1/100th. Then put it back, mix up the balls and pick again. If you do this enough, at some
Stochastic Simulation With Copulas in R
A friend of mine gave me a call last week and was wondering if I had a little R code that could illustrate how to do a Cholesky decomposition. He ultimately wanted to build a Monte Carlo model with correlated variables. I pointed him to a number of packages that do Cholesky decomp but then
Where to Start with PDQ?
Once you've downloaded PDQ with a view to solving your performance-related questions, the next step is getting started using it. Why not have some fun with blocks? Fun-ctional blocks, that is.
Since all digital computers and network systems can be considered as a collection of functional blocks and these blocks often contain buffers, their performance can be modeled...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
