Monthly Archives: June 2011

GRIMS — General R Interface for Markov Sampling

June 25, 2011
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GRIMS — General R Interface for Markov Sampling

I have released a (very) preliminary version of my new MCMC software in R, which I’m calling GRIMS, for General R Interface for Markov Sampling. You can get it here. This software differs from other more-or-less general MCMC packages in several respects, all but one of which make it, I think, a much better tool

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Normal tail precision

June 25, 2011
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Normal tail precision

In conjunction with the normal-Laplace comparison mentioned in the most recent post about our lack of confidence in ABC model choice, we have been working on the derivation of the exact Bayes factor and I derived an easy formula for the marginal likelihood in the Laplace case that boils down to a weighted sum of

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ProjectTemplate News

June 25, 2011
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The news below was recently reported on the ProjectTemplate mailing list. For completeness, I’m also reporting it here. The first piece of ProjectTemplate news is that I won’t be the exclusive maintainer for ProjectTemplate anymore. Allen Goodman, who works at BankSimple, is now my co-maintainer and he has full commit privileges. In the next few

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R and citations

June 25, 2011
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R and citations

We’re hosting the international useR! conference at Warwick this summer, and I thought it might be interesting to try to get some data on how the use of R is growing. I decided to look at scholarly citations to R, mainly because I know where to find the relevant information. I have access to the

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R and citations by David Firth

June 25, 2011
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R and citations by David Firth

We’re hosting the international useR! conference at Warwick this summer, and I thought it might be interesting to try to get some data on how the use of R is growing. I decided to look at scholarly citations to R, mainly because I know where to f...

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Importing and displaying a Data frame with C# and R.NET

June 25, 2011
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Importing and displaying a Data frame with C# and R.NET

In this post, I give a brief and basic example of how to import a file into R and then …Continue reading »

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Kernel Density Estimates & Truncated Normals

June 24, 2011
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Kernel Density Estimates & Truncated Normals

Earlier today I read a post about truncated normals, and one plot in particular jumped out at me:By definition, the truncated normal should have zero density everywhere to the left of the truncation point, but that's not what we see in the plot. What'...

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RcppArmadillo 0.2.23

June 24, 2011
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Conrad Sanderson released version 1.99.5 of Armadillo yesterday. This provides the fifth release candidate en route to version 2.0.0. He was even kind enough to post on rcpp-devel about it too as it entails some minor API changes. His version 1.99.5 ...

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Confidence, Ending Equity, and What I Can Do as the Money Manager

June 24, 2011
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Confidence, Ending Equity, and What I Can Do as the Money Manager

I wrote this as my quarterly commentary, but compliance blocked it because they said I was implying that I am Warren Buffett or I can replicate Warren Buffett.  Anyways, I thought I should share it as a general discussion piece.  More than on...

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gretl

June 24, 2011
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In comments on a recent post, "Ben" and Tal Galili very sensibly asked if I could make R code available for the econometric analysis in my posts, in addition to EViews code. I'll be trying to do this wherever I can, given the time constraints.The important point implicit in these comments is that R is free, open-source, software, whereas...

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