966 search results for "LaTeX"

Hitting the Big Data Ceiling in R

May 16, 2010
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Hitting the Big Data Ceiling in R

As a true R fan, I like to believe that R can do anything, no matter how big, how small or how complicated: there is some way to do it in R. I decided to approach my large, sparse matrix problem with this attitude. But here I sit a broken man. There is no “native” big data support built into...

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Random sudokus

May 16, 2010
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Random sudokus

After thinking about random sudokus for a few more weeks, I eventually came to read the paper by Newton and DeSalvo about the entropy of sudoku matrices. As written earlier, if we consider (as Newton and DeSakvo) a uniform distribution where the sudokus are drawn uniformly over the set of all sudokus, the entropy of

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Typo in Bayesian Core [again]

May 15, 2010
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Typo in Bayesian Core [again]

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

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Sweave for Reproducible Research and Beatiful Statistical Reports

May 11, 2010
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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...

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Forsythe’s algorithm

May 8, 2010
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Forsythe’s algorithm

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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Basket Option Pricing: Step by Step

May 8, 2010
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Basket Option Pricing: Step by Step

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

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Candy branching process

May 5, 2010
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Candy branching process

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

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5 Minute Analysis in R: Case-Shiller Indices

April 29, 2010
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5 Minute Analysis in R: Case-Shiller Indices

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

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Sweave vs. pgfSweave

April 28, 2010
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Sweave vs. pgfSweave

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 --------...

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Fun with the Vasicek Interest Rate Model

April 22, 2010
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Fun with the Vasicek Interest Rate Model

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

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