This is a graph from our surveys with the University of Munich in B&H about ten years ago.(Click on it to see a large version.) In previous presentations (but not in peer-reviewed journals) I have talked about the peak on the subscale ...

For new users, starting R for the first time can be a little daunting. Luckily, Patrick Burns of Burns Statistics has put together a handy tutorial to help the first-time R user get beyond "blank screen syndrome": So you have successfully started R on your machine. Here's where the trouble sometimes starts -- there's a big, huge prompt daring...

Stephen Stigler has written a paper in the Journal of the Royal Statistical Society Series A on Francis Galton’s analysis of (his cousin) Charles Darwin’ Origin of Species, leading to nothing less than Bayesian analysis and accept-reject algorithms! “On September 10th, 1885, Francis Galton ushered in a new era of Statistical Enlightenment with an address

Mean reverting strategies are beating on mean reversion of the prices. There are various flavors of mean reverting strategies, but as a proxy I chose RSI(2). You can find many entries on blogosphere about this strategy, but nowadays its popularity dried up. What made me wondering is that there was an idea about correlation between return

Here is a (prompt!) reply from Mark Girolami corresponding to the earlier post: In preparation for the Read Paper session next month at the RSS, our research group at CREST has collectively read the Girolami and Calderhead paper on Riemann manifold Langevin and Hamiltonian Monte Carlo methods and I hope we will again produce a

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The ggplot2 package offers powerful tools to plot data in R. The plots are designed to comply with the “grammar of graphics” philosophy and can be produced to a publishable level relatively easily. For users wishing to create a good map without too much thought I would recommend this worksheet. For those without their own

Version 0.2.7 of RcppArmadillo is now on CRAN. This updates the included Armadillo template library to version 0.9.80 which Conrad released a few days ago. RcppArmadillo makes it easy to write highly efficient and highly readable C++ code for linear al...