# 835 search results for "latex"

## drawing surface plots on the IR³ simplex

October 17, 2013
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As a result of a corridor conversation in Warwick, I started looking at distributions on the IR&sup3; simplex, and wanted to plot the density in a nice way. As I could not find a proper package on CRAN, the closer being the BMAmevt (for Bayesian Model Averaging for Multivariate Extremes) R package developed by a

## Generating your own normal distribution table

October 15, 2013
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It might sounds incredibly old fashion, but for my the exam for the ACT2121 probability course (to prepare for the exam P of the Society of Actuaries), I will provide a standard normal distribution table. The problem is that it is never the one we’re looking for (sometimes it is the survival function, sometimes it is the cumulative distribution function,...

## That’s Smooth

October 10, 2013
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I had someone ask me the other day how to take a scatterplot and draw something other than a straight line through the graph using Excel.  Yes, it can be done in Excel and it’s really quite simple, but there are some limitations when using the stock Excel dialog screens. So it is probably in

## Some heuristics about spline smoothing

October 8, 2013
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$\mathbb{E}(Y\vert X=x)=h(x)$

Let us continue our discussion on smoothing techniques in regression. Assume that . where is some unkown function, but assumed to be sufficently smooth. For instance, assume that  is continuous, that exists, and is continuous, that  exists and is also continuous, etc. If  is smooth enough, Taylor’s expansion can be used. Hence, for which can also be writen as for...

## Some heuristics about local regression and kernel smoothing

October 8, 2013
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$\mathbb{E}(Y\vert X=x)=\beta_0+\beta_1 x$

In a standard linear model, we assume that . Alternatives can be considered, when the linear assumption is too strong. Polynomial regression A natural extension might be to assume some polynomial function, Again, in the standard linear model approach (with a conditional normal distribution using the GLM terminology), parameters can be obtained using least squares, where a regression of...

## Parallel Tempering in R with Rmpi

October 6, 2013
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$Parallel Tempering in R with Rmpi$

My office computer recently got a really nice upgrade and now I have 8 cores on my desktop to play with. I also at the same time received some code for a Gibbs sampler written in R from my adviser. I wanted to try a metropolis-coupled markov chain monte carlo, , algorithm on it to The post Parallel...

## The Uncertainty of Predictions

October 2, 2013
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There are many kinds of intervals in statistics.  To name a few of the common intervals: confidence intervals, prediction intervals, credible intervals, and tolerance intervals. Each are useful and serve their own purpose. I’ve been recently working on a couple of projects that involve making predictions from a regression model and I’ve been doing some

## Book example – iterative function systems for generating fractals

October 1, 2013
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$Book example – iterative function systems for generating fractals$

A number of people suggested that my book, Modeling Data With Functional Programming In R, be more upfront with examples …Continue reading »

## ROC curves and classification

September 30, 2013
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$\{0,1\}$

To get back to a question asked after the last course (still on non-life insurance), I will spend some time to discuss ROC curve construction, and interpretation. Consider the dataset we’ve been using last week, > db = read.table("http://freakonometrics.free.fr/db.txt",header=TRUE,sep=";") > attach(db) The first step is to get a model. For instance, a logistic regression, where some factors were merged...