Monthly Archives: April 2011

When Buffon meets Bertrand

April 6, 2011
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When Buffon meets Bertrand

When Peter Diggle gave his “short history” of spatial statistics this morning (I typed this in the taxi from Charles de Gaulle airport, after waiting one hour for my bag!), he started with a nice slide about Buffon’s needle (and Buffon’s portrait), since Julian Besag was often prone to give this problem as a final

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Rcpp workshop / master class on April 28 in Chicago

April 6, 2011
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I realized I never announced this on the blog, so without further ado.... Rcpp Workshop in Chicago on April 28, 2011 This year's R/Finance conference will be preceded by a full-day masterclass on Rcpp and related topics which will be held on...

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There is a new version of pgfSweave, and its awesome!

April 6, 2011
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I just uploaded version 1.2.1 of pgfSweave, and I think it is just great! The most notable new feature is the use of the TikZ externalization library list and make feature instead of the pgf \begingraphicnamed functionality. This has some important consequences: PGF 2.10 is required! This has been out for some months now but

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Bond Market as a Casino Game Part 2

April 6, 2011
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Bond Market as a Casino Game Part 2

Before starting Part 2, please see Bonds as a Casino Game Part 1.   For the Monte Carlo random simulation purists, please ignore some unimportant technicalities in my simulation. To spoil the fun, here is the conclusion: Any way you look at ...

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Algorithm Whisperer

April 6, 2011
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Algorithm Whisperer

I was staring at my favorite trading algorithm the other day and I could swear it wanted to tell me something. I've made contact with it in the past, but our conversations pretty much ran along the lines of "What position are you in the market?" to whi...

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Speeding up R computations

April 6, 2011
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Speeding up R computations

The past few days I've been going through some R code that I wrote last year, when I was preparing a massive simulation-based power study for some tests for multivariate normality that I've been working on. My goal was to reduc...

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Speeding up R computations

April 6, 2011
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Speeding up R computations

The past few days I've been going through some R code that I wrote last year, when I was preparing a massive simulation-based power study for some tests for multivariate normality that I've been working on. My goal was to reduc...

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RcppGSL 0.1.1

April 6, 2011
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A pure maintenance release of RcppGSL---our interface package between R and the GNU GSL using our Rcpp package for seamless R and C++ integration---is now on CRAN It contains no new code, but smoothes one or two edges in the build process and noti...

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WebSweave?

April 6, 2011
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A recent R-help post asks for examples of Sweave use for web appliations. I think there is very little out there; maybe nothing. Below is a proof of concept for web-based Sweave-ing with rApache. But, it will soon be possible to do this with R's built-in web server. The idea was to treat an Sweave

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How to search the documentation of all CRAN packages

April 5, 2011
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How to search the documentation of all CRAN packages

Ever tried to find a specific function or algorithm in R that you're sure that someone has implemented in a CRAN package, but you don't know which one? Now you can find it, in the R Packages section of R community site inside-R.org. The R Packages section now includes the ability to browse and search help files from R...

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