963 search results for "LateX"

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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The Bernoulli factory

April 22, 2010
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The Bernoulli factory

A few months ago, Latuszyński, Kosmidis, Papaspiliopoulos and Roberts arXived a paper I should have noticed earlier as its topic is very much related to our paper with Randal Douc on the vanilla Rao-Blackwellisation scheme. It is motivated by the Bernoulli factory problem, which aims at (unbiasedly) estimating f(p) from an iid sequence of Bernoulli

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Automated way to check for PGF version

April 21, 2010
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This is one way to check for the version of PGF that is installed in an automated way. First create a tex file with the following contents: \documentclass{article} \usepackage{tikz} \batchmode \makeatletter \typeout{PGFVersion=\pgfversion} \@@end Say you named it test-pgf-version.tex. Then: pdflatex test-pgf-version.tex cat test-pgf-verson.log | grep PGFVersion | sed ‘s/PGFVersion=//’ should display the version number. I

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Sudokus more random than random!

April 18, 2010
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Sudokus more random than random!

Darren Wraith pointed out this column about sudokus to me. It analyses the paper by Newton and De Salvo published in the Proceedings of the Royal Academy of Sciences A that I cannot access from home. The discussion contains this absurd sentence “Sudoku matrices are actually more random than randomly-generated matrices” which shows how mistreated

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