Here and there, I mentioned two codes to generated quasiPoisson random variables. And in both of them, the negative binomial approximation seems to be wrong. Recall that the negative binomial distribution is where and in R, a negative binomial di...
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Forecast estimation, evaluation and transformation
I’ve had a few emails lately about forecast evaluation and estimation criteria. Here is one I received today, along with some comments. I have a rather simple question regarding the use of MSE as opposed to MAD and MAPE. If the parameters of a time series model are estimated by minimizing MSE, why do we
Particle learning [rejoinder]
![Particle learning [rejoinder]](http://www.r-bloggers.com/wp-content/uploads/2010/11/bpl1c5no-n10000.jpg?w=360&h=360)
Following the posting on arXiv of the Statistical Science paper of Carvalho et al., and the publication by the same authors in Bayesian Analysis of Particle Learning for general mixtures I noticed on Hedibert Lopes’ website his rejoinder to the discussion of his Valencia 9 paper has been posted. Since the discussion involved several points 
Updating meteorological forecasts, part 1
As Mark Twain said "the art of prophecy is very difficult, especially about the future" (well, actually I am not sure Mark Twain was the first one to say so, but if you're interested by that sentence, you can look here). I have been rather su...
Splines: opening the (black) box…
Splines in regression is something which looks like a black box (or maybe like some dishes you get when you travel away from home: it tastes good, but you don't what's inside... even if you might have some clues, you never know for sure*). With spl...
Comments on probabilities
The only thing I remember from courses I had in probability a few years ago is that we also have to clearly defined the event we want to calculate the probability. On the Freakonomics blog, last week, the Israeli lottery was mentioned (here, see a...
How to Start Using (pgf)Sweave in LyX in One Minute
regor Gorjanc published an interesting article “Using Sweave with LyX” in R News in 2008, which (I believe) makes it much easier to use Sweave. I use command-line tools a lot every day, but I am still “GUI-addicted”. (I don’t want to comment more about Microsoft Word here.) LyX is a somewhat WYSIWYG tool based
Random generators for parallel processing
Given the growing interest in parallel processing through GPUs or multiple processors, there is a clear need for a proper use of (uniform) random number generators in this environment. We were discussing the issue yesterday with Jean-Michel Marin and briefly looked at a few solutions: given p parallel streams/threads/processors, starting each generator with a random 
Aquamacs customizations (auctex, ESS)
I gave an informal talk on my Mac based “workflow” at Stanford on Friday. I talked a lot about Aquamacs as a tool for editing LaTeX (I use MacTeX) and for working with R (thanks auctex and ess, respectively). Skim also got a mention; I emphasized TeX-PDF synchronization. Some of the students were asking for
Creating even NICER, publishable, embeddable plots using tikzDevice in R for use with LaTeX
It’s true. I like to do my work in R and write using LaTeX (well, I prefer to use org-mode for less formal writing and/or if I don’t have to typeset a lot of math). I haven’t done a lot of LaTeX’ing or Sweaving in the last year since 1) I’ve been collaborating with scientists... Read more »
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
