1242 search results for "LaTeX"

Integrating Documentation and Calculation

April 30, 2013
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Integrating Documentation and Calculation Integrating Documentation and Calculation This post is a first in that I've authored it using RStudio. I would guess most people who work in computational finance or quantitative risk are at least familiar with R. Unfortunately R as...

Poor man’s integration – a simulated visualization approach

April 29, 2013
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$Poor man’s integration – a simulated visualization approach$

Every once in a while I encounter a problem that requires the use of calculus. This can be quite bothersome since my brain has refused over the years to retain any useful information related to calculus. Most of my formal training in the dark arts was completed in high school and has not been covered

Using the Golden Section Search Method to Minimize the Sum of Absolute Deviations

$Using the Golden Section Search Method to Minimize the Sum of Absolute Deviations$

Introduction Recently, I introduced the golden search method – a special way to save computation time by modifying the bisection method with the golden ratio, and I illustrated how to minimize a cusped function with this script.  I also wrote an R function to implement this method and an R script on how to apply this

FasteR! HigheR! StrongeR! – A Guide to Speeding Up R Code for Busy People

April 25, 2013
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This is an overview of tools for speeding up your R code that I wrote for the Davis R Users’ Group. First, Ask “Why?” It’s customary to quote Donald Knuth at this point, but instead I’ll quote my twitter buddy Ted Hart to illustrate a point: I’m just going to say it.I like for loops in #Rstats,...

Bank of England Fan Charts in R

April 24, 2013
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I managed to catch David Spiegelhalter’s Tails You Win on BBC iplayer last week. I missed it the first time round, only for my parents on my last visit home to tell me about a Statistician jumping out of a … Continue reading →

The Golden Section Search Method: Modifying the Bisection Method with the Golden Ratio for Numerical Optimization

Introduction The first algorithm that I learned for root-finding in my undergraduate numerical analysis class (MACM 316 at Simon Fraser University) was the bisection method.  It’s very intuitive and easy to implement in any programming language (I was using MATLAB at the time).  The bisection method can be easily adapted for optimizing 1-dimensional functions with

In three months, I’ll be in Vegas (trying to win against the house)

April 20, 2013
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In fact, I’m going there with my family and some friends, including two probabilists (I mean professionals, I am merely an amateur), with this incredible challenge: will I be able to convince  probabilists to go to play at the Casino? Actually, I also want to study them carefully, to understand how we should play optimally. For example, I hope...

Le Monde puzzle [#817]

April 18, 2013
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The weekly Le Monde puzzle is (again) a permutation problem that can be rephrased as follows: Find where denotes the set of permutations on {0,…,10} and is defined modulo 11 . Same question for and for This is rather straightforward to code if one adopts a brute-force approach:: (where I

Math symbols in R charts: a cheat sheet

April 15, 2013
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If you're creating a scientific graphic in the R language, there's a good chance you'll be wanting to include some mathematical symbols somewhere on the chart. You might want to use a symbol like μ as an axis label, annotate a curve with simple math like x2, or even put a complete equation like: in the title. You can...

Simulating the Gambler’s Ruin

April 14, 2013
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The gambler’s ruin problem is one where a player has a probability p of winning  and probability q of losing. For example let’s take a skill game where the player x can beat player y with probability 0.6 by getting closer to target. The game play begins with player x being allotted 5 points and player y allotted 10