# 1115 search results for "latex"

## Analyzing R-Bloggers’ posts via Twitter

May 18, 2015
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For those who don’t know, every time a new blog post gets added to R-Bloggers, it gets a corresponding tweet by @Rbloggers, which gets seen by Rbloggers’ ~20k followers fairly fast. And every time my post gets published, I can’t help but check up on how many people gave that tweet some Twitter love, ie. “favorite”d or...

## Recent Common Ancestors: Simple Model

May 15, 2015
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An interesting paper (Modelling the recent common ancestry of all living humans, Nature, 431, 562–566, 2004) by Rohde, Olson and Chang concludes with the words: Further work is needed to determine the effect of this common ancestry on patterns of genetic variation in structured populations. But to the extent that ancestry is considered in genealogical The post

## Copulas and Financial Time Series

May 12, 2015
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I was recently asked to write a survey on copulas for financial time series. The paper is, so far, unfortunately, in French, and is available on https://hal.archives-ouvertes.fr/. There is a description of various models, including some graphs and statistical outputs, obtained from read data. To illustrate, I’ve been using weekly log-returns of (crude) oil prices, Brent, Dubaï and Maya....

## Survival Analysis With Generalized Additive Models: Part V (stratified baseline hazards)

May 9, 2015
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$Survival Analysis With Generalized Additive Models: Part V (stratified baseline hazards)$

In the fifth part of this series we will examine the capabilities of Poisson GAMs to stratify the baseline hazard for survival analysis. In a stratified Cox model, the baseline hazard is not the same for all individuals in the study. Rather, it is assumed that the baseline hazard may differ between members of groups, even though it will

## Survival Analysis With Generalized Additive Models : Part IV (the survival function)

May 2, 2015
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$Survival Analysis With Generalized Additive Models : Part IV (the survival function)$

The ability of PGAMs to estimate the log-baseline hazard rate, endows them with the capability to be used as smooth alternatives to the Kaplan Meier curve. If we assume for the shake of simplicity that there are no proportional co-variates in the PGAM regression, then the quantity modeled  corresponds to the log-hazard of the  survival

## Survival Analysis With Generalized Additive Models : Part III (the baseline hazard)

May 2, 2015
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$Survival Analysis With Generalized Additive Models : Part III (the baseline hazard)$

In the third part of the series on survival analysis with GAMs we will review the use of the baseline hazard estimates provided by this regression model. In contrast to the Cox mode, the log-baseline hazard is estimated along with other quantities (e.g. the log hazard ratios) by the Poisson GAM (PGAM) as: In the

## Survival Analysis With Generalized Models: Part II (time discretization, hazard rate integration and calculation of hazard ratios)

May 2, 2015
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$Survival Analysis With Generalized Models: Part II (time discretization, hazard rate integration and calculation of hazard ratios)$

In the second part of the series we will consider the time discretization that makes the Poisson GAM approach to survival analysis possible. Consider a set of s individual observations at times , with censoring indicators assuming the value of 0 if the corresponding observation was censored and 1 otherwise. Under the assumption of non-informative

## I Fought the (distribution) Law (and the Law did not win)

April 27, 2015
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A few days ago, I was asked if we should spend a lot of time to choose the distribution we use, in GLMs, for (actuarial) ratemaking. On that topic, I usually claim that the family is not the most important parameter in the regression model. Consider the following dataset > db <- data.frame(x=c(1,2,3,4,5),y=c(1,2,4,2,6)) > plot(db,xlim=c(0,6),ylim=c(-1,8),pch=19) To visualize a regression...

April 23, 2015
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* If you see a bunch of errors, you might want to try opening the page in a different browser. I have had some trouble with MathJax and Windows Explorer. There are various approaches to predicting Comrades Marathon finishing times. Lindsey Parry, for example, suggests that you use two and a half The post