1028 search results for "LaTeX"

What are the distributions on the positive k-dimensional quadrant with parametrizable covariance matrix? (bis)

April 3, 2012
By
What are the distributions on the positive k-dimensional quadrant with parametrizable covariance matrix? (bis)

Wondering about the question I posted on Friday (on StackExchange, no satisfactory answer so far!), I looked further at the special case of the gamma distribution I suggested at the end. Starting from the moment conditions, and the solution is (hopefully) given by the system The resolution of this system obviously imposes conditions on those

Read more »

Draw Your Breast with CloudStat – A R Apps (for fun)

March 31, 2012
By
Draw Your Breast with CloudStat – A R Apps (for fun)

This is a simple apps, called “Draw Your Breast with R“  created with R to generate Breast alike graphics. With this Draw Your Breast with R apps, you can change 4 parameters which are Theta, Phi, Expand and Color to generate graphics like...

Read more »

Functional regression, INLA, and how to build the World’s Slowest Fourier Transform

March 29, 2012
By
Functional regression, INLA, and how to build the World’s Slowest Fourier Transform

Read more »

Citations in markdown using knitr

March 24, 2012
By
Citations in markdown using knitr

I am finding myself more and more drawn to markdown rather then tex/Rnw as my standard format (not least of which is the ease of displaying the files on github, particularly now that we have automatic image uploading). One thing I miss from latex is the citation commands. (I understand these can be provided to

Read more »

Gini Efficient Frontier

March 23, 2012
By
Gini Efficient Frontier

David Varadi have recently wrote two posts about Gini Coefficient: I Dream of Gini, and Mean-Gini Optimization. I want to show how to use Gini risk measure to construct efficient frontier and compare it with alternative risk measures I discussed previously. I will use Gini mean difference risk measure – the mean of the difference

Read more »

Simple ROC plots with ggplot2 – Part 1

March 21, 2012
By
Simple ROC plots with ggplot2 – Part 1

I was recently asked to summarise an analysis using a ROC (Receiver-operator characteristics) plot. R has a number of particularly good tools to produce ROC plots – ROCR, pROC and the Bioconductor package ROC to name a few. However I thought it would be a useful exercise

Read more »

Citing R packages

March 20, 2012
By
Citing R packages

I’m not always careful in citing all the R packages I use. R actually has some rather nice built-in mechanisms to support this, so I really have no excuse. Here’s some quick examples: To cite the ouch package in publications use: Aaron A. King and Marguerite A. Butler (2009), ouch: Ornstein-Uhlenbeck models for phylogenetic comparative

Read more »

Backtesting Asset Allocation portfolios

March 18, 2012
By
Backtesting Asset Allocation portfolios

In the last post, Portfolio Optimization: Specify constraints with GNU MathProg language, Paolo and MC raised a question: “How would you construct an equal risk contribution portfolio?” Unfortunately, this problem cannot be expressed as a Linear or Quadratic Programming problem. The outline for this post: I will show how Equal Risk Contribution portfolio can be

Read more »

Independent measures (between-subjects) ANOVA and displaying confidence intervals for differences in means

March 18, 2012
By
Independent measures (between-subjects) ANOVA and displaying confidence intervals for differences in means

In Chapter 2 (Confidence Intervals) of Serious stats I consider the problem of displaying confidence intervals (CIs) of a set of means (which I illustrate with the simple case of two independent means). Later, in Chapter 16 (Repeated Measures ANOVA), I consider the trickier problem of displaying of two or more means from paired or

Read more »

Ideas on A Really Fast Statistics Journal

March 15, 2012
By

I was writing comments on the blog post A proposal for a really fast statistics journal, and I realized the comment box was too small to write down my ideas. I like the proposal a lot, and I feel really bad about the current model of submitting and rev...

Read more »