Blog Archives

How to use mcsm

February 27, 2010
By
How to use mcsm

Within the past two days, I received this email Dear Prof.Robert I have just bought your recent book on Introducing Monte Carlo Methods with R.  Although I have checked your web page for the R programs (bits of the code in the book, codes for generating the figures and tec – not the package available

Read more »

Welcome, Robin!

February 25, 2010
By
Welcome, Robin!

Robin Ryder started his new blog with his different solutions to Le Monde puzzle of last Saturday (about the algebraic sum of products…), solutions that are much more elegant than my pedestrian rendering. I particularly like the one based on the Jacobian of a matrix! (Robin is doing a postdoc in Dauphine and CREST—under my

Read more »

Sudoku via simulated annealing

February 22, 2010
By
Sudoku via simulated annealing

The Sudoku puzzle in this Sunday edition of Le Monde was horrendously difficult, so after spending one hour with only 4 entries filled, I decided to feed it to the simulated annealing R program I wrote while visiting SAMSI last year. The R program reached the exact (and only) solution in about 6000 iterations, as

Read more »

R exam postprocessing

February 19, 2010
By
R exam postprocessing

Following my three-fold R exam of last month, I had a depressing afternoon meeting (with other faculty members) some students who had submitted R codes that were suspiciously close to other submitted R codes… In other words, it looked very  likely they had cheated. (A long-term issue with my R course, alas!) During this meeting,

Read more »

Joining R-bloggers

February 18, 2010
By
Joining R-bloggers

Upon request by the blog administrator, Tal Galili, I have joined R-bloggers, which aggregate blog entries about R into a central place. I feel I have much more to learn than to teach about R (as can be seen from earlier comments on my R programs in Introducing Monte Carlo Methods with R). As I

Read more »

Springer solution manuals on line

February 17, 2010
By
Springer solution manuals on line

Springer Verlag has just posted on its webpage both the student and the instructor solution manuals to “Introducing Monte Carlo Methods with R”. Yes, both! Before you rush there, the Catch-22 in this announcement is that the access to the instructor version is restricted to registered instructors. So, if you are registered as an instructor

Read more »

Typos in Chapters 1, 4 & 8

February 10, 2010
By
Typos in Chapters 1, 4 & 8

Thomas Clerc from Fribourg pointed out an embarassing typo in Chapter 8 of “Introducing Monte Carlo Methods with R”, namely that I defined on page 247 the complex number as the squared root of 1 and not of -1! Not that this impacts much on the remainder of the book but still an embarassment!!! An

Read more »

Updated R code for Bayesian Core

February 8, 2010
By
Updated R code for Bayesian Core

Simply to mention a minor change made in the prog4.R code for Bayesian Core. Nothing life-threatening, mind you!, just a term replacing a term… Filed under: Books, R, Statistics Tagged: Bayesian Core, R, R code, typo

Read more »

Congruential generators all are RANDUs!

January 30, 2010
By
Congruential generators all are RANDUs!

In case you did not read all the slides of Regis Lebrun’s talk on pseudo-random generators I posted yesterday, one result from Marsaglia’s (in a 1968 PNAS paper) exhibited my ignorance during Regis’ Big’ MC seminar on Thursday. Marsaglia indeed showed that all multiplicative congruential generators lie on a series of hyperplanes whose number gets ridiculously

Read more »

Big’MC seminar

January 29, 2010
By
Big’MC seminar

Two very interesting talks at the Big’ MC seminar on Thursday: – Phylogenetic models and MCMC methods for the reconstruction of language history by Robin Ryder – Uniform and non-uniform random generators by Régis Lebrun which are both on topics close to my interest, evolution of languages (I’ll be a philologist in another life!) and uniform random generators. Filed

Read more »