The text below went out as a post to the r-packages list a few days ago, but I thought it would make sense to post it on the blog too. So with a little html markup... Summary Version 0.9.0 of the Rcpp package is now on CRAN and its mirrors. Thi...
The text below went out as a post to the r-packages list a few days ago, but I thought it would make sense to post it on the blog too. So with a little html markup... Summary Version 0.9.0 of the Rcpp package is now on CRAN and its mirrors. Thi...
I have just completed my first Reproducible Research Compendium "Analysis of the combined survey datasets from the American Red Cross Tsunami Recovery Program Psycho-Social Project (adult community respondents)". It is basically all the repo...
I will be running a workshop on Statistical Forecasting: Principles and Practice in Switzerland, 20-22 June 2011. Check out the venue: Waldhotel Doldenhorn, Kandersteg! So if you fancy a trip to the beautiful Swiss Alps next June, read on… Outline Forecasting is required in many situations: deciding whether to build another power generation plant in
SOME EMPIRICAL BASES FOR CHOOSING CERTAIN RISK REPRESENTATIONS OVER OTHERS This week DSN posts some thoughts (largely inspired by the work of former colleagues Stephanie Kurzenhäuser, Ralph Hertwig, Ulrich Hoffrage, and Gerd Gigerenzer) about communicating risks to the general public, providing references and delicious downloads where possible. Representations to use less often Single-event probabilities as
An obvious omission in my previous post on Great-circle distance calculations in R was a lack of discussion on the computational efficiency of the various methods, and in particular comparing different implementations of the same method. One of the comments … Continue reading →![]()
A new posting on arXiv by Madeleine Thompson on a graphical tool for assessing performance. She has developed a software called SamplerCompare, implemented in R and C. The graphical evaluation plots “log density evaluations per iteration times autocorrelation time against a tuning parameter in a grid of plots where rows represent distributions and columns represent 
I’ve had a few emails lately about forecast evaluation and estimation criteria. Here is one I received today, along with some comments. I have a rather simple question regarding the use of MSE as opposed to MAD and MAPE. If the parameters of a time series model are estimated by minimizing MSE, why do we