In this short article I present some data of the top 20 Cognitive Behavior Therapy (CBT) journals with the most PubMed publications, and compare that to data from 2010 and 2011.

At this Monday’s Montreal R User Group meeting, Arthur Charpentier gave an interesting talk on the subject of quantile regression. One of the main messages I took away from the workshop was that quantile regression can be used to determine if extreme events are becoming more extreme. The example given was hurricane intensity since 1978.

For those looking for an in-depth workshop on financial engineering with R, look no further than the R/Rmetrics Workshop and Summer School held annually in beautiful Meielisalp, Switzerland. This is an intimate workshop limited to around 50 participants, and features tutorials from leading practitioners in finance with R. This year's workshop takes plase June 24-28. You can find the...

The common approach to estimating a binary dependent variable regression model is to use either the logit or probit model. Both are forms of generalized linear models (GLMs), which can be seen as modified linear regressions that allow the dependent variable to originate from non-normal distributions. The coefficients in a linear regression model are marginal

We quite regularly use genetic algorithms to optimise over the ad-hoc functions we develop when trying to solve problems in applied mathematics. However it’s a bit disconcerting to have your algorithm roam through a high dimensional solution space while not being able to picture what it’s doing or how close one solution is to another. … Continue reading...