# 1153 search results for "latex"

## Getting that X with the Glog function and Lambert’s W

July 16, 2015
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$Getting that X with the Glog function and Lambert’s W$

Facing a simple, yet frustrating formula like this and the task to solve it for x left me googling around for hours until I found salvation in Wolfram Alpha, Wikipedia, and a nice blog post with R-syntax to solve a similar equation. Using the results from Wolfram Alpha I was able to find the solution with the ‘gsl’

## Murphy diagrams in R

July 16, 2015
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At the recent International Symposium on Forecasting, held in Riverside, California, Tillman Gneiting gave a great talk on “Evaluating forecasts: why proper scoring rules and consistent scoring functions matter”. It will be the subject of an IJF invited paper in due course. One of the things he talked about was the “Murphy diagram” for comparing forecasts,

## “Don’t invert that matrix” – why and how

July 13, 2015
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$“Don’t invert that matrix” – why and how$

The first time I read John Cook’s advice “Don’t invert that matrix,” I wasn’t sure how to follow it. I was familiar with manipulating matrices analytically (with pencil and paper) for statistical derivations, but not with implementation details in software. … Continue reading →

## Adding mathematical notations to R plots

July 6, 2015
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I have to admit that I find the plotmath expressions in R a little fiddly to annotate plots with mathematical notation. Apparently I am not the only one, but Stefano Meschiari did actually something about it. A few days ago his package latex2exp appear...

## Teaching a short topic to beginner R users

A couple weeks ago I was given the opportunity to teach a 1 hr 30 min slot of an introduction to R course. In the past, I've taught lectures for similar courses, and I ended up asking myself what would be the best short topic to teach and how to teach ...

## The Greek thing II

July 4, 2015
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Just few hours before Greeks head to the polls to decide on the bailout agreement, and ultimately, whether the country will stay in the euro, there is no overwhelming advantage of either side. Actually, the margin became blurred over the last three days, with the "Yes" position rehearsing a last-minute recovery. Despite this last-minute trend, … Read More...

## An Update on Boosting with Splines

July 2, 2015
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$\boldsymbol{y}_1=h_1(\boldsymbol{x})$

In my previous post, An Attempt to Understand Boosting Algorithm(s), I was puzzled by the boosting convergence when I was using some spline functions (more specifically linear by parts and continuous regression functions). I was using > library(splines) > fit=lm(y~bs(x,degree=1,df=3),data=df) The problem with that spline function is that knots seem to be fixed. The iterative boosting algorithm is start with...

## Variable Selection using Cross-Validation (and Other Techniques)

July 1, 2015
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$\nu$

A natural technique to select variables in the context of generalized linear models is to use a stepŵise procedure. It is natural, but contreversial, as discussed by Frank Harrell  in a great post, clearly worth reading. Frank mentioned about 10 points against a stepwise procedure. It yields R-squared values that are badly biased to be high. The F and chi-squared tests quoted...

## Trigonometric Pattern Design

July 1, 2015
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$Trigonometric Pattern Design$

Triangles are my favorite shape, three points where two lines meet (Tessellate, Alt-J) Inspired by recurrence plots and by the Gauss error function, I have done the following plots. The first one represents the recurrence plot of where distance between points is measured by Gauss error function: This one is the same for And this … Continue reading...

## An Attempt to Understand Boosting Algorithm(s)

June 26, 2015
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$\mathbb{E}[Y\vert\boldsymbol{X}=\boldsymbol{x}]=H(\boldsymbol{x})$

Tuesday, at the annual meeting of the French Economic Association, I was having lunch Alfred, and while we were chatting about modeling issues (econometric models against machine learning prediction), he asked me what boosting was. Since I could not be very specific, we’ve been looking at wikipedia page. Boosting is a machine learning ensemble meta-algorithm for reducing bias primarily and also...