Monthly Archives: September 2010

Effective sample size

September 23, 2010
By
Effective sample size

In the previous days I have received several emails asking for clarification of the effective sample size derivation in “Introducing Monte Carlo Methods with R” (Section 4.4, pp. 98-100). Formula (4.3) gives the Monte Carlo estimate of the variance of a self-normalised importance sampling estimator (note the change from the original version in Introducing Monte

Read more »

Seeing the Big Picture

September 23, 2010
By

Here’s a nice snippet from a 2009 article by Kass that I read yesterday: According to my understanding, laid out above, statistical pragmatism has two main features: it is eclectic and it emphasizes the assumptions that connect statistical models with observed data. The pragmatic view acknowledges that both sides of the frequentist-Bayesian debate made important

Read more »

Global done!

September 23, 2010
By
Global done!

Over the past few weeks I’ve been working at getting Moshtemp to work entirely in the raster package. I’ve been aided greatly by the author of that package, Robert, who has been turning out improvements to the package with regularity. For a while I was a bit stymied by some irregularities in getting source from

Read more »

R/Finance 2011 Call for Papers

September 23, 2010
By

Held annually in Chicago, R/Finance is the conference for R users in the financial services industry. This year's conference included presentations from practitioners and researchers at institutions like Invesco Asset Management, Black Mesa Capital, and some of the leading academic institutions from around the world. Next year's conference, to be held 29-30 April 2011, could include you. If you're...

Read more »

New housedata release 20100923

September 23, 2010
By

New Housedata release of 49,914 summary filings from 7897 candidates for the US House 2002-2010.

Read more »

IIATMS Guest Contribution

September 23, 2010
By
IIATMS Guest Contribution

After my recent posts fiddling around with heat maps for pitch location, Jason at It's About the Money, Stupid contacted me to ask if I would contribute some location maps for Yankee pitchers. Obviously, I couldn't pass up the chance to contribute to ...

Read more »

R Project and Google Summer of Code: Wrapping up

September 23, 2010
By
R Project and Google Summer of Code: Wrapping up

As this year's admin, I wrote up the following summary which has now been posted at the R site in the appropriate slot. My thanks to this year's students, fellow mentors and everybody else who helped to make it happen. ...

Read more »

R Project and Google Summer of Code: Wrapping up

September 23, 2010
By
R Project and Google Summer of Code: Wrapping up

As this year's admin, I wrote up the following summary which has now been posted at the R site in the appropriate slot. My thanks to this year's students, fellow mentors and everybody else who helped to make it happen. Projects 2010 As in 2008 a...

Read more »

R Project and Google Summer of Code: Wrapping up

September 23, 2010
By
R Project and Google Summer of Code: Wrapping up

As this year's admin, I wrote up the following summary which has now been posted at the R site in the appropriate slot. My thanks to this year's students, fellow mentors and everybody else who helped to make it happen. ...

Read more »

Monte Carlo Statistical Methods third edition

September 23, 2010
By
Monte Carlo Statistical Methods third edition

Last week, George Casella and I worked around the clock on starting the third edition of Monte Carlo Statistical Methods by detailing the changes to make and designing the new table of contents. The new edition will not see a revolution in the presentation of the material but rather a more mature perspective on what

Read more »