Update: I am working on a better augmentation of the current IV regression functions (specifically ivreg() in AER) in R. I will post a link here to my new method/function for IV regression when I finish debugging the code.Update 2: [15 Ma...

What is the best way to compare the quality of floating-point math libraries (e.g., sin, cos and log)? The traditional approach for evaluating the quality of an algorithm implementing a mathematical function is based on mathematics; methods have been developed to calculate the maximum error between the calculated and the actual value. The answer produced

As I already did two years ago, in connection with the double degree between UAM and Dauphine, I will give a short graduate course at the Universidad Autonoma de Madrid (UAM). It will be part of the regular fourth year statistics course and will focus on mixtures, as given in of Bayesian Core. It will

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(This article was first published on Rmetrics blogs, and kindly contributed to R-bloggers) To leave a comment for the author, please follow the link and comment on his blog: Rmetrics blogs. R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web...

Today I'm going to share with you further outcomes of my research in statistical arbitrage trading technique - pair-trading. In the first part of pair-trading with S&P500 Companies I used downloaded data from yahoo to identify co-integrated pairs. Next stage is to take closer look at results and identify potentially profitable pairs. As an example

If you didn’t read the post from yesterday, I urge you to do so, or you won’t get what I’m writing here. http://flyordie.sin.khk.be/2011/04/08/day-19-rgg-s-a-btch/ So, coming back from yesterday, I had a talk with my supervisor who to...

For those who have been struggling with the installation of GGobi and the rggobi package under Windows: a major update of GGobi 2.1.9 is that GTK+ has been bundled with GGobi, so the installation of GTK+ is no longer required (I recommend you to uninst...

After a week as SAS Gobal Forum, I've been pretty excited about some of the text mining presentations that I got to see. I couldn't wait to get back to work to at least try something. After getting home I found a tweet from @imusicmash sharing a post from the Heuristic Andrew blog that shared text...

or those who have been struggling with the installation of GGobi and the rggobi package under Windows: a major update of GGobi 2.1.9 is that GTK+ has been bundled with GGobi, so the installation of GTK+ is no longer required (I recommend you to uninstall it if it is not used elsewhere in your system);

The latest local R user group to join the fold is in St Louis, Missouri. Created by Josh Ulrich, their first meeting is on Monday, April 11. Check the link below for full details and to RSVP. Saint Louis R User Group: Inaugural Meeting

(People who aren't interested in automated Markov chain Monte Carlo sampling, or have no idea what it is, should probably stop reading now.)Got an e-mail from a student trying to get the WinBUGS examples in Chapter 7 of the book to work, on MacOS under...

(People who aren't interested in automated Markov chain Monte Carlo sampling, or have no idea what it is, should probably stop reading now.)Got an e-mail from a student trying to get the WinBUGS examples in Chapter 7 of the book to work, on MacOS under...

A listbox is (as far as i thought) supposed to select one or more items in the list and put them in a variable. Well, not for the rgg listbox. Whatever you select, you’ll get an error. ...

Following my earlier post on Buffon’s needle and Bertrand’s paradox, above are four outcomes corresponding to four different generations (among many) of the needle locations. The upper right-hand side makes a difference in the number of hits (out of 1000). The R code corresponding to this generation was made in the métro, so do not

If you'd like to learn more about using the PMML package in R to export statistical models, or if you'd just like to learn more about building predictive models in Revolution R and creating predictions (scores) from them in other applications or in the cloud, I'll be co-presenter on a webinar next week that might be of interest. On...