![Typo in Bayesian Core [again]](http://www.r-bloggers.com/wp-content/uploads/2010/05/cda_displayimage.jpg?SGWID=0-0-16-301393-0)
Reza Seirafi from Virginia Tech sent me the following email about Bayesian Core, which alas is pointing out a real typo in the reversible jump acceptance probability for the mixture model: With respect to the expression provided on page 178 for the acceptance probability of the split move, I was wondering if the omission of 
Several readers emailed me or left a comment on my previous announcement of Frank Harrell's workshop on using Sweave for reproducible research asking if we could record the seminar. Unfortunately we couldn't record audio or video, but take a look a...
Frank Harrell, chair of the Biostatistics department here at Vanderbilt, is giving a seminar entitled "Sweave for Reproducible Research and Beautiful Statistical Reports" tomorrow, Wednesday, May 12, 1:30-2:30pm, in the MRBIII Conference Room 1220. This tutorial covers the basics of Sweave and shows how to enhance the default output in various ways by using: latex methods for converting R...
In connection with the Bernoulli factory post of last week, Richard Brent arXived a short historical note recalling George Forsythe’s algorithm for simulating variables with density when (the extension to any upper bound is straightforward). The idea is to avoid computing the exponential function by simulating uniforms until since the probability of this event is 
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I find options fascinating because they deal with the abstract ideas of volatility and correlation, both of which are unobservable and can often seem like wild animal spirits (take the current stock market as an example). Understanding these subtle concepts is never easy, but it is essential in pricing some of the more exotic
The mathematical puzzle in the latest weekend edition of Le Monde is as follows: Two kids are given three boxes of chocolates with a total of 32 pieces. Rather than sharing evenly, they play the following game: Each in turn, they pick one of the three boxes, empty its contents in a jar and pick 
The Case-Shiller Home Price Indices measure residential home values for 20 cities in the US, with some indices going all the way back to the 80s. With housing prices all the rage these days, we should perform a quick-and-dirty analysis using R to see what we can glean from this rich dataset. First things
I think pgfSweave should replace the default of Sweave system because it brings significant improvements over the original Sweave. I certain have made it my default Sweave tool on my system.------------------------------- EDITED ON MAY 1, 2010 --------...
This logo means that the blog post is about something I have found interesting, but does not apply directly to the exact purpose of this blog.
Note: These commands have been tested in pdflatex. I am not sure if they work in other distributions.
Over the past couple of months, I have been assisting with editing some papers and also doing...
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A common model used in the financial industry for modelling the short rate (think overnight rate, but actually an infinitesimally short amount of time) is the Vasicek model. Although it is unlikely to perfectly fit the yield curve, it has some nice properties that make it a good model to work with. The
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
