Blog Archives

Functional ANOVA using INLA – update

February 29, 2012
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Functional ANOVA using INLA – update

INLA author Håvard Rue wrote me to point out a problem in the Functional ANOVA code given in this post. I made a mistake in setting the precision of the fixed effects (I used “default” instead of “prec”). I’ve put Håvard’s corrected version of the code below.  

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Functional ANOVA using INLA

January 13, 2012
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Functional ANOVA using INLA

Ramsay and Silverman’s Functional Data Analysis is a tremendously useful book that deserves to be more widely known. It’s full of ideas of neat things one can do when part of a dataset can be viewed as a set of

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Lambert’s W function and the generalised logarithm

November 16, 2011
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Lambert’s W function and the generalised logarithm

Yesterday I ran into an equation that was a sum of an exponential and a linear term: It doesn’t take long to figure out that there is no analytical solution, and so I set out to write some crappy numerical code. After wasting some time with a fixed point iteration that did not really work,

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Copulas made easy

October 28, 2011
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Copulas made easy

Everyday, a poor soul tries to understand copulas by reading the corresponding Wikipedia page, and gives up in despair. The incomprehensible mess that one finds there gives the impression that copulas are about as accessible as tensor theory, which is a shame, because they are actually a very nice tool. The only prerequisite is knowing

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