Following previous posts on life contingencies and longevity and mortality models, I upload additional material for the short course at the 6th R/Rmetrics Meielisalp Workshop & Summer School on Computational Finance and Financial Engineeri...

Exploring whether regression coefficients differ between groups is an important part of applied econometric research, and particularly for research with a policy based objective. For example, a government in a developing country may decide to introduce free school lunches in an effort to improve childhood health. However, if this treatment is known to only improve

Prime is the core of number theory. Here is an introduction of prime number on Wikipedia. I could only understand roughly half of it. Now, let’s look at the seventh problem of Project Euler, which is another about prime number. By listing the first six prime numbers: 2, 3, … Continue reading →

Lots of short videos on how to do several things in R.

R Packages All Well maintained? There are so many R packages, can they all be trusted? or are they well maintained? To answer this question, we just need to take a look of their archive histories. If a package has many versions, we can take that as the authors spent a lot of time to make their packages perfect, these...

R Packages growth Curve Why R is so popular? There are a lot of reasons, such as: easy to learn and convenient to use, active community, open source, etc. Another important reason is the numerous contributed packages. Up to yesterday, there are 3854 R packages on CRAN. The following figure shows the growth curve of R package:

This post is from my new book Forecasting: principles and practice, available freely online at OTexts.com/fpp/. A non-seasonal ARIMA model can be written as (1) or equivalently as (2) where is the backshift operator, and is the mean of . R uses the parametrization of equation (2). Thus, the inclusion of a constant in a non-stationary ARIMA...

Random number generation is a core topic in numerical computer science. There are many efficient algorithms for generating random (strictly speaking, pseudo-random) variates from different probability distributions. The figure below shows a sampling of 1000 two-dimensional random variates from the … Continue reading →

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